We could not find any results for:
Make sure your spelling is correct or try broadening your search.
Share Name | Share Symbol | Market | Type |
---|---|---|---|
BlackRock Enhanced Equity Dividend Trust | NYSE:BDJ | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 8.44 | 8.5099 | 8.4399 | 8.49 | 272,514 | 18:57:44 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
Confidential | ☐ |
Filer CIK | 0001332283 |
Filer CCC | ******** |
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | ☐ LIVE ☐ TEST |
Would you like a Return Copy? | ☐ |
Is this an electronic copy of an official filing submitted in paper format? | ☐ |
Name | |
Phone | |
E-Mail Address |
Notify via Filing Website only? | ☐ |
Notification E-mail Address | |
Series ID |
Class (Contract) ID |
a. Name of Registrant | BlackRock Enhanced Equity Dividend Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-21784 |
c. CIK number of Registrant | 0001332283 |
d. LEI of Registrant | G737UEA5SJ50G32LUQ88 |
e. Address and telephone number of Registrant: |
i. Street Address 1 | 100 BELLEVUE PARKWAY |
ii. Street Address 2 | |
iii. City | WILMINGTON |
iv. State, if applicable | |
v. Foreign country, if applicable | |
vi. Zip / Postal Code | 19809 |
vii. Telephone number | 800-441-7762 |
a. Name of Series. | BlackRock Enhanced Equity Dividend Trust |
b. EDGAR series identifier (if any). | |
c. LEI of Series. | G737UEA5SJ50G32LUQ88 |
a. Date of fiscal year-end. | 2020-12-31 |
b. Date as of which information is reported. | 2020-12-31 |
a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
Report the following information for the Fund and its consolidated subsidiaries. |
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 1806368084.82 |
b. Total liabilities. | 67238260.64 |
c. Net assets. | 1739129824.18 |
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 0.00000000 |
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide: |
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — | — |
---|
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — |
---|
For purposes of Item B.3., calculate value as the sum of the absolute values of: (i) the value of each debt security, (ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate; (iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and (iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii). Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. |
a. For each borrower in any securities lending transaction, provide the following information: |
Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
---|---|---|---|
— | — | — | — |
b. Did any securities lending counterparty provide any non-cash collateral? | ☐ Yes ☒ No |
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable. |
Monthly Total Return Record | Monthly total returns of the Fund for each of the preceding three months | Class identification number(s) (if any) of the Class(es) for which returns are reported | ||
Month 1 | Month 2 | Month 3 | ||
#1 | -1.75000000 | 13.44000000 | 3.35000000 |
b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Asset category | Instrument type | Month 1 | Month 2 | Month 3 | |||
Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | ||
Commodity Contracts | — | — | — | — | — | — | |
Credit Contracts | — | — | — | — | — | — | |
Equity Contracts | 6834898.70000000 | 367638.40000000 | -17203774.54000000 | -32990568.63000000 | -27430354.70000000 | 13605495.63000000 | |
Forward | — | — | — | — | — | — | |
Future | — | — | — | — | — | — | |
Option | 6834898.70000000 | 367638.40000000 | -17203774.54000000 | -32990568.63000000 | -27430354.70000000 | 13605495.63000000 | |
Swaption | — | — | — | — | — | — | |
Swap | — | — | — | — | — | — | |
Warrant | — | — | — | — | — | — | |
Other | — | — | — | — | — | — | |
Foreign Exchange Contracts | — | — | — | — | — | — | |
Interest Rate Contracts | — | — | — | — | — | — | |
Other Contracts | — | — | — | — | — | — |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
---|---|---|
Month 1 | 2177308.47000000 | -40511417.10000000 |
Month 2 | 3969623.32000000 | 244927496.57000000 |
Month 3 | 6284300.51000000 | 61491736.85000000 |
a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
---|---|---|---|
Month 1 | 0.00000000 | 0.00000000 | 5205709.63000000 |
Month 2 | 0.00000000 | 0.00000000 | 1460609.78000000 |
Month 3 | 0.00000000 | 0.00000000 | 0.00000000 |
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. |
—
|
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. |
—
|
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ☐ Yes ☐ No ☐ N/A |
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
(1) Moderately Liquid Investments | |
(2) Less Liquid Investments | |
(3) Illiquid Investments | |
Classification |
—
|
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Schedule of Portfolio Investments Record: 1 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COCA-COLA CO/THE FEB21 55.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955TAX16 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -970.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -133375.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00766906519 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Coca-Cola Co/The |
Title of issue. | Coca-Cola Co/The |
At least one of the following other identifiers: |
- CUSIP. | 191216100 |
- ISIN (if CUSIP is not available). | US1912161007 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -42425.67000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 2 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAMPBK7 JAN21 HEN3 GY CALL JAN21 94.8396 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAMPBK7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -35600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -4656.94000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00026777414 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Henkel AG & Co KGaA |
Title of issue. | Henkel AG & Co KGaA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0006048432 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 94.83960000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 76806.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 3 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ZIMMER BIOMET HOLDINGS INC FEB21 160 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955EC7E9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -125.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -60000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00345000121 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Zimmer Biomet Holdings Inc |
Title of issue. | Zimmer Biomet Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 98956P102 |
- ISIN (if CUSIP is not available). | US98956P1021 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 160.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -8905.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 4 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ANTHEM INC JAN21 320 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954QW7W5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -97.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -100395.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00577271452 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Anthem Inc |
Title of issue. | Anthem Inc |
At least one of the following other identifiers: |
- CUSIP. | 036752103 |
- ISIN (if CUSIP is not available). | US0367521038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 320.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -17387.70000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 5 |
a. Name of issuer (if any). | Equitable Holdings Inc |
b. LEI (if any) of issuer. (1) | 549300FIBAKMNHPZ4009 |
c. Title of the issue or description of the investment. | Equitable Holdings Inc |
d. CUSIP (if any). | 29452E101 |
At least one of the following other identifiers: |
- ISIN | US29452E1010 |
Balance. (2) |
a. Balance | 577262.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14772134.58000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.849398036570 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 6 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | LEIDOS HOLDINGS INC FEB21 110 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TL5YJ4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -151.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -37372.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00214891950 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Leidos Holdings Inc |
Title of issue. | Leidos Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 525327102 |
- ISIN (if CUSIP is not available). | US5253271028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 110.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6833.92000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 7 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VISA INC FEB21 220 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955EFZZ4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -267.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -212265.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01220524178 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Visa Inc |
Title of issue. | Visa Inc |
At least one of the following other identifiers: |
- CUSIP. | 92826C839 |
- ISIN (if CUSIP is not available). | US92826C8394 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 220.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -106027.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 8 |
a. Name of issuer (if any). | Cisco Systems Inc |
b. LEI (if any) of issuer. (1) | 8E6NF1YAL0WT6CWXXV93 |
c. Title of the issue or description of the investment. | Cisco Systems Inc |
d. CUSIP (if any). | 17275R102 |
At least one of the following other identifiers: |
- ISIN | US17275R1023 |
Balance. (2) |
a. Balance | 889218.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 39792505.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.288069869583 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 9 |
a. Name of issuer (if any). | Open Text Corp |
b. LEI (if any) of issuer. (1) | 549300HP7ONDQODZJV16 |
c. Title of the issue or description of the investment. | Open Text Corp |
d. CUSIP (if any). | 683715106 |
At least one of the following other identifiers: |
- ISIN | CA6837151068 |
Balance. (2) |
a. Balance | 183693.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8350683.78000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.480164485934 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 10 |
a. Name of issuer (if any). | JEFFERIES LLC |
b. LEI (if any) of issuer. (1) | 58PU97L1C0WSRCWADL48 |
c. Title of the issue or description of the investment. | BRWBFDYJ8 JAN21 ALL US CALL JAN21 105.49 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBFDYJ8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -305.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -142880.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00821562013 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES LLC | 58PU97L1C0WSRCWADL48 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Allstate Corp/The |
Title of issue. | Allstate Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 020002101 |
- ISIN (if CUSIP is not available). | US0200021014 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 105.49000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -70973.80000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 11 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CHARLES SCHWAB CORP/THE JAN21 52 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954S4LU3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1376.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -308224.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01772288622 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Charles Schwab Corp/The |
Title of issue. | Charles Schwab Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 808513105 |
- ISIN (if CUSIP is not available). | US8085131055 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 52.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -53994.01000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 12 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | METLIFE INC JAN21 42.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HHWW3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -432.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -197640.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01136430398 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | MetLife Inc |
Title of issue. | MetLife Inc |
At least one of the following other identifiers: |
- CUSIP. | 59156R108 |
- ISIN (if CUSIP is not available). | US59156R1086 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -119941.85000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 13 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VISA INC JAN21 215 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95529QN8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -197.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -169420.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00974165342 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Visa Inc |
Title of issue. | Visa Inc |
At least one of the following other identifiers: |
- CUSIP. | 92826C839 |
- ISIN (if CUSIP is not available). | US92826C8394 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 215.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -63429.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 14 |
a. Name of issuer (if any). | Dollar General Corp |
b. LEI (if any) of issuer. (1) | OPX52SQVOZI8IVSWYU66 |
c. Title of the issue or description of the investment. | Dollar General Corp |
d. CUSIP (if any). | 256677105 |
At least one of the following other identifiers: |
- ISIN | US2566771059 |
Balance. (2) |
a. Balance | 26622.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5598606.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.321919992524 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 15 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP JAN21 40 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z944E8KU1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -686.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -164640.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00946680332 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -44754.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 16 |
a. Name of issuer (if any). | Fidelity National Financial Inc |
b. LEI (if any) of issuer. (1) | 549300CAZYIH39SYQ287 |
c. Title of the issue or description of the investment. | Fidelity National Financial Inc |
d. CUSIP (if any). | 31620R303 |
At least one of the following other identifiers: |
- ISIN | US31620R3030 |
Balance. (2) |
a. Balance | 419519.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 16398997.71000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.942942699388 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 17 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP JAN21 42.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943LF2W5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1221.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -139804.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00803876157 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 95555.44000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 18 |
a. Name of issuer (if any). | CITIBANK NA |
b. LEI (if any) of issuer. (1) | E57ODZWZ7FF32TWEFA76 |
c. Title of the issue or description of the investment. | BRWCAJBV6 FEB21 NESN SW CALL FEB21 103.0842 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCAJBV6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -40200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | -125128.44000000 |
f. Exchange rate. | 0.88530000 |
g. Percentage value compared to net assets of the Fund. | -0.00719488782 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIBANK NA | E57ODZWZ7FF32TWEFA76 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Nestle SA |
Title of issue. | Nestle SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CH0038863350 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 103.08420000 |
vi. Exercise Price Currency Code |
Switzerland Franc
|
vii. Expiration date. | 2021-02-03 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -64362.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 19 |
a. Name of issuer (if any). | General Motors Co |
b. LEI (if any) of issuer. (1) | 54930070NSV60J38I987 |
c. Title of the issue or description of the investment. | General Motors Co |
d. CUSIP (if any). | 37045V100 |
At least one of the following other identifiers: |
- ISIN | US37045V1008 |
Balance. (2) |
a. Balance | 845100.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 35189964.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.023423640416 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 20 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS JAN21 40.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95519CW4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -344.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -61404.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00353073123 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 9841.43000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 21 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWCAH0X8 JAN21 CDK US CALL JAN21 51 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCAH0X8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -335.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -60550.58000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00348165957 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CDK Global Inc |
Title of issue. | CDK Global Inc |
At least one of the following other identifiers: |
- CUSIP. | 12508E101 |
- ISIN (if CUSIP is not available). | US12508E1010 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 51.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -3010.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 22 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ALTRIA GROUP INC FEB21 42.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955D3UR5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -981.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -94666.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00544332566 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Altria Group Inc |
Title of issue. | Altria Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 02209S103 |
- ISIN (if CUSIP is not available). | US02209S1033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 52778.45000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 23 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCMHQQ2 FEB21 FAF US CALL FEB21 55.59 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCMHQQ2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -45.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4562.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00026235189 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | First American Financial Corp |
Title of issue. | First American Financial Corp |
At least one of the following other identifiers: |
- CUSIP. | 31847R102 |
- ISIN (if CUSIP is not available). | US31847R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.59000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2896.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 24 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCMMRF4 FEB21 LDOS US CALL FEB21 105.25 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCMMRF4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -203.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -89393.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00514010390 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Leidos Holdings Inc |
Title of issue. | Leidos Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 525327102 |
- ISIN (if CUSIP is not available). | US5253271028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 105.25000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-09 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1746.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 25 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WELLS FARGO + CO FEB21 30 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951PU8T2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1173.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -211140.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01214055426 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wells Fargo & Co |
Title of issue. | Wells Fargo & Co |
At least one of the following other identifiers: |
- CUSIP. | 949746101 |
- ISIN (if CUSIP is not available). | US9497461015 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -30019.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 26 |
a. Name of issuer (if any). | Union Pacific Corp |
b. LEI (if any) of issuer. (1) | 549300LMMRSZZCZ8CL11 |
c. Title of the issue or description of the investment. | Union Pacific Corp |
d. CUSIP (if any). | 907818108 |
At least one of the following other identifiers: |
- ISIN | US9078181081 |
Balance. (2) |
a. Balance | 88320.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 18389990.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.057424819258 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 27 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO JAN21 120 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HG885 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -328.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -241900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01390925488 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | JPMorgan Chase & Co |
Title of issue. | JPMorgan Chase & Co |
At least one of the following other identifiers: |
- CUSIP. | 46625H100 |
- ISIN (if CUSIP is not available). | US46625H1005 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 120.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -133620.36000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 28 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS JAN21 43.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955172N9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -87.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7308.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00042021014 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 43.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10875.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 29 |
a. Name of issuer (if any). | BAE Systems PLC |
b. LEI (if any) of issuer. (1) | 8SVCSVKSGDWMW2QHOH83 |
c. Title of the issue or description of the investment. | BAE Systems PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB0002634946 |
Balance. (2) |
a. Balance | 5386436.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 35920929.18000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | 2.065454153023 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 30 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COGNIZANT TECHNOLOGY SOLUTIONS FEB21 82.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955BUF52 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -308.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -112420.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00646415226 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cognizant Technology Solutions Corp |
Title of issue. | Cognizant Technology Solutions Corp |
At least one of the following other identifiers: |
- CUSIP. | 192446102 |
- ISIN (if CUSIP is not available). | US1924461023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 82.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -10467.42000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 31 |
a. Name of issuer (if any). | UnitedHealth Group Inc |
b. LEI (if any) of issuer. (1) | 549300GHBMY8T5GXDE41 |
c. Title of the issue or description of the investment. | UnitedHealth Group Inc |
d. CUSIP (if any). | 91324P102 |
At least one of the following other identifiers: |
- ISIN | US91324P1021 |
Balance. (2) |
a. Balance | 66280.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 23243070.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.336477017232 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 32 |
a. Name of issuer (if any). | BP PLC |
b. LEI (if any) of issuer. (1) | 213800LH1BZH3DI6G760 |
c. Title of the issue or description of the investment. | BP PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB0007980591 |
Balance. (2) |
a. Balance | 2644260.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 9124658.87000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | 0.524668069234 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 33 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COGNIZANT TECHNOLOGY SOLUTIONS JAN21 82.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95519J64 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -104.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -23920.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00137540048 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cognizant Technology Solutions Corp |
Title of issue. | Cognizant Technology Solutions Corp |
At least one of the following other identifiers: |
- CUSIP. | 192446102 |
- ISIN (if CUSIP is not available). | US1924461023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 82.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1382.45000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 34 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CME GROUP INC JAN21 185 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R2P34 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -128.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -34240.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00196880069 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CME Group Inc |
Title of issue. | CME Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 12572Q105 |
- ISIN (if CUSIP is not available). | US12572Q1058 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 185.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 23706.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 35 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MORGAN STANLEY JAN21 67.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954K9MR6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -374.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -85272.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00490314172 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Morgan Stanley |
Title of issue. | Morgan Stanley |
At least one of the following other identifiers: |
- CUSIP. | 617446448 |
- ISIN (if CUSIP is not available). | US6174464486 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 67.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -54599.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 36 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NEWELL BRANDS INC JAN21 21 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95154441 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1346.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -87490.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00503067676 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newell Brands Inc |
Title of issue. | Newell Brands Inc |
At least one of the following other identifiers: |
- CUSIP. | 651229106 |
- ISIN (if CUSIP is not available). | US6512291062 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 13127.02000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 37 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN EXPRESS CO JAN21 125 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95274AD0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -24000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00138000048 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American Express Co |
Title of issue. | American Express Co |
At least one of the following other identifiers: |
- CUSIP. | 025816109 |
- ISIN (if CUSIP is not available). | US0258161092 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 125.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 127502.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 38 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COMCAST CORP JAN21 50 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H8Y68 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -759.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -194304.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01117248392 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Comcast Corp |
Title of issue. | Comcast Corp |
At least one of the following other identifiers: |
- CUSIP. | 20030N101 |
- ISIN (if CUSIP is not available). | US20030N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -69572.12000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 39 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CVS HEALTH CORP JAN21 71 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95517DF4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -99.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9553.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00054932644 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CVS Health Corp |
Title of issue. | CVS Health Corp |
At least one of the following other identifiers: |
- CUSIP. | 126650100 |
- ISIN (if CUSIP is not available). | US1266501006 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 71.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7054.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 40 |
a. Name of issuer (if any). | Wells Fargo & Co |
b. LEI (if any) of issuer. (1) | PBLD0EJDB5FWOLXP3B76 |
c. Title of the issue or description of the investment. | Wells Fargo & Co |
d. CUSIP (if any). | 949746101 |
At least one of the following other identifiers: |
- ISIN | US9497461015 |
Balance. (2) |
a. Balance | 1586448.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 47879000.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.753043503383 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 41 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONSTELLATION BRANDS INC JAN21 212.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527Z273 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -361.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -359195.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02065371975 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Constellation Brands Inc |
Title of issue. | Constellation Brands Inc |
At least one of the following other identifiers: |
- CUSIP. | 21036P108 |
- ISIN (if CUSIP is not available). | US21036P1084 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 212.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -189252.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 42 |
a. Name of issuer (if any). | Marathon Petroleum Corp |
b. LEI (if any) of issuer. (1) | 3BNYRYQHD39K4LCKQF12 |
c. Title of the issue or description of the investment. | Marathon Petroleum Corp |
d. CUSIP (if any). | 56585A102 |
At least one of the following other identifiers: |
- ISIN | US56585A1025 |
Balance. (2) |
a. Balance | 800596.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 33112650.56000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.903978075680 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 43 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CITIGROUP INC JAN21 47.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943LSHJ0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -921.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1314727.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.07559685779 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 47.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1196138.25000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 44 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COMCAST CORP JAN21 51.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955173C2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -651.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -137686.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00791697652 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Comcast Corp |
Title of issue. | Comcast Corp |
At least one of the following other identifiers: |
- CUSIP. | 20030N101 |
- ISIN (if CUSIP is not available). | US20030N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 51.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -31729.32000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 45 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CME GROUP INC JAN21 185 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H71N9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -129.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -26122.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00150204427 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CME Group Inc |
Title of issue. | CME Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 12572Q105 |
- ISIN (if CUSIP is not available). | US12572Q1058 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 185.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27002.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 46 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COCA-COLA CO/THE JAN21 55 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HF4Z1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -261.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -21924.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00126063044 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Coca-Cola Co/The |
Title of issue. | Coca-Cola Co/The |
At least one of the following other identifiers: |
- CUSIP. | 191216100 |
- ISIN (if CUSIP is not available). | US1912161007 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8028.80000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 47 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO JAN21 128 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RH137 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -112.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -31472.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00180964063 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | JPMorgan Chase & Co |
Title of issue. | JPMorgan Chase & Co |
At least one of the following other identifiers: |
- CUSIP. | 46625H100 |
- ISIN (if CUSIP is not available). | US46625H1005 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 128.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2268.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 48 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WELLS FARGO + CO JAN21 29.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954S2LK9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -365.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -58217.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00334750742 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wells Fargo & Co |
Title of issue. | Wells Fargo & Co |
At least one of the following other identifiers: |
- CUSIP. | 949746101 |
- ISIN (if CUSIP is not available). | US9497461015 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1630.81000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 49 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CHARLES SCHWAB CORP/THE JAN21 50.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95529KV6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -706.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -246394.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01416765997 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Charles Schwab Corp/The |
Title of issue. | Charles Schwab Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 808513105 |
- ISIN (if CUSIP is not available). | US8085131055 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -113420.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 50 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WELLS FARGO + CO JAN21 30 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954S2832 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -365.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -47085.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00270738845 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wells Fargo & Co |
Title of issue. | Wells Fargo & Co |
At least one of the following other identifiers: |
- CUSIP. | 949746101 |
- ISIN (if CUSIP is not available). | US9497461015 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8307.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 51 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN INTERNATIONAL GROUP I JAN21 42 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954QYFJ1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -815.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -14262.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00082009403 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American International Group Inc |
Title of issue. | American International Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 026874784 |
- ISIN (if CUSIP is not available). | US0268747849 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 58891.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 52 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MICROSOFT CORP JAN21 227.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RK6W1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -109.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -31610.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00181757563 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 227.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 15778.25000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 53 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BERKSHIRE HATHAWAY INC JAN21 225 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95515RN6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -64.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -55840.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00321080112 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Berkshire Hathaway Inc |
Title of issue. | Berkshire Hathaway Inc |
At least one of the following other identifiers: |
- CUSIP. | 084670702 |
- ISIN (if CUSIP is not available). | US0846707026 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 225.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -23185.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 54 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NXP SEMICONDUCTORS NV JAN21 167.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527T8C0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -124.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -8060.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00046345016 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NXP Semiconductors NV |
Title of issue. | NXP Semiconductors NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0009538784 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 167.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 48445.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 55 |
a. Name of issuer (if any). | CDK Global Inc |
b. LEI (if any) of issuer. (1) | 5493000L10CYRTHIJ385 |
c. Title of the issue or description of the investment. | CDK Global Inc |
d. CUSIP (if any). | 12508E101 |
At least one of the following other identifiers: |
- ISIN | US12508E1010 |
Balance. (2) |
a. Balance | 195735.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10144945.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.583334545181 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 56 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | HUMANA INC JAN21 417.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RCHE7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -46.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -37260.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00214245075 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Humana Inc |
Title of issue. | Humana Inc |
At least one of the following other identifiers: |
- CUSIP. | 444859102 |
- ISIN (if CUSIP is not available). | US4448591028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 417.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2196.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 57 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NISOURCE INC FEB21 24 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955D9WD1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1165.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -46600.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00267950094 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NiSource Inc |
Title of issue. | NiSource Inc |
At least one of the following other identifiers: |
- CUSIP. | 65473P105 |
- ISIN (if CUSIP is not available). | US65473P1057 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 24.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10209.12000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 58 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MCKESSON CORP JAN21 185 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943JNQR6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -91.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7189.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00041336764 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | McKesson Corp |
Title of issue. | McKesson Corp |
At least one of the following other identifiers: |
- CUSIP. | 58155Q103 |
- ISIN (if CUSIP is not available). | US58155Q1031 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 185.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 40836.48000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 59 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DUPONT DE NEMOURS INC JAN21 72 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551BCK5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -315.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -72922.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00419304522 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | DuPont de Nemours Inc |
Title of issue. | DuPont de Nemours Inc |
At least one of the following other identifiers: |
- CUSIP. | 26614N102 |
- ISIN (if CUSIP is not available). | US26614N1028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 72.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -22410.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 60 |
a. Name of issuer (if any). | Ferguson PLC |
b. LEI (if any) of issuer. (1) | 213800DU1LGY3R2S2X42 |
c. Title of the issue or description of the investment. | Ferguson PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | JE00BJVNSS43 |
Balance. (2) |
a. Balance | 97960.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 11902182.39000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | 0.684375727706 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
JERSEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 61 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONSTELLATION BRANDS INC JAN21 222.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RUYB4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -48.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -27360.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00157320055 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Constellation Brands Inc |
Title of issue. | Constellation Brands Inc |
At least one of the following other identifiers: |
- CUSIP. | 21036P108 |
- ISIN (if CUSIP is not available). | US21036P1084 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 222.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -107.92000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 62 |
a. Name of issuer (if any). | Cognizant Technology Solutions Corp |
b. LEI (if any) of issuer. (1) | 5493006IEVQEFQO40L83 |
c. Title of the issue or description of the investment. | Cognizant Technology Solutions Corp |
d. CUSIP (if any). | 192446102 |
At least one of the following other identifiers: |
- ISIN | US1924461023 |
Balance. (2) |
a. Balance | 390399.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 31993198.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.839609533755 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 63 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | RAYMOND JAMES FINANCIAL INC JAN21 90 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951P8SF9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -969.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -562020.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03231616134 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Raymond James Financial Inc |
Title of issue. | Raymond James Financial Inc |
At least one of the following other identifiers: |
- CUSIP. | 754730109 |
- ISIN (if CUSIP is not available). | US7547301090 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 90.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -225043.89000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 64 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ROSS STORES INC JAN21 112 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527W684 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -303.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -336330.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01933898178 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ross Stores Inc |
Title of issue. | Ross Stores Inc |
At least one of the following other identifiers: |
- CUSIP. | 778296103 |
- ISIN (if CUSIP is not available). | US7782961038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 112.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -208991.99000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 65 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWBR3534 JAN21 BAC US CALL JAN21 30.41 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBR3534 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1529.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -133766.09000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00769155287 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.41000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -24040.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 66 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | UNION PACIFIC CORP JAN21 205 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RXN46 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -121.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -98917.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00568775824 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Union Pacific Corp |
Title of issue. | Union Pacific Corp |
At least one of the following other identifiers: |
- CUSIP. | 907818108 |
- ISIN (if CUSIP is not available). | US9078181081 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 205.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -39204.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 67 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | PPG INDUSTRIES INC JAN21 147 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551T4C3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -280.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -74900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00430675151 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | PPG Industries Inc |
Title of issue. | PPG Industries Inc |
At least one of the following other identifiers: |
- CUSIP. | 693506107 |
- ISIN (if CUSIP is not available). | US6935061076 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 147.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 25531.77000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 68 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWCJVBP3 JAN21 EQH US CALL JAN21 27.11 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCJVBP3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -978.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -60457.03000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00347628044 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Equitable Holdings Inc |
Title of issue. | Equitable Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 29452E101 |
- ISIN (if CUSIP is not available). | US29452E1010 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.11000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 299.17000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 69 |
a. Name of issuer (if any). | First American Financial Corp |
b. LEI (if any) of issuer. (1) | 549300B6VEZK3N0A1P55 |
c. Title of the issue or description of the investment. | First American Financial Corp |
d. CUSIP (if any). | 31847R102 |
At least one of the following other identifiers: |
- ISIN | US31847R1023 |
Balance. (2) |
a. Balance | 52340.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2702314.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.155383121054 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 70 |
a. Name of issuer (if any). | Williams Cos Inc/The |
b. LEI (if any) of issuer. (1) | D71FAKCBLFS2O0RBPG08 |
c. Title of the issue or description of the investment. | Williams Cos Inc/The |
d. CUSIP (if any). | 969457100 |
At least one of the following other identifiers: |
- ISIN | US9694571004 |
Balance. (2) |
a. Balance | 588399.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11797399.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.678350735291 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 71 |
a. Name of issuer (if any). | Citigroup Inc |
b. LEI (if any) of issuer. (1) | 6SHGI4ZSSLCXXQSBB395 |
c. Title of the issue or description of the investment. | Citigroup Inc |
d. CUSIP (if any). | 172967424 |
At least one of the following other identifiers: |
- ISIN | US1729674242 |
Balance. (2) |
a. Balance | 1025502.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 63232453.32000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.635867342440 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 72 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCEN5Y4 FEB21 FNF US CALL FEB21 38.1 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCEN5Y4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1071.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -246279.66000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01416108542 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Fidelity National Financial Inc |
Title of issue. | Fidelity National Financial Inc |
At least one of the following other identifiers: |
- CUSIP. | 31620R303 |
- ISIN (if CUSIP is not available). | US31620R3030 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 38.10000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -54827.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 73 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ANTHEM INC JAN21 340 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H2V07 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -159.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -33787.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00194278193 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Anthem Inc |
Title of issue. | Anthem Inc |
At least one of the following other identifiers: |
- CUSIP. | 036752103 |
- ISIN (if CUSIP is not available). | US0367521038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 340.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 161009.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 74 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | EDISON INTERNATIONAL JAN21 67.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H9VS1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -799.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7990.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00045942516 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Edison International |
Title of issue. | Edison International |
At least one of the following other identifiers: |
- CUSIP. | 281020107 |
- ISIN (if CUSIP is not available). | US2810201077 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 67.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 151983.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 75 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMEREN CORP FEB21 80 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955B2TG5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -521.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -97687.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00561703322 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ameren Corp |
Title of issue. | Ameren Corp |
At least one of the following other identifiers: |
- CUSIP. | 023608102 |
- ISIN (if CUSIP is not available). | US0236081024 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 80.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -33728.74000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 76 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWBRCRK2 JAN21 C US CALL JAN21 57.4 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBRCRK2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -432.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -216163.73000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01242941883 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 57.40000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -81484.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 77 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | LOWE'S COS INC JAN21 157.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954REMQ0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -56.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -31360.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00180320063 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Lowe's Cos Inc |
Title of issue. | Lowe's Cos Inc |
At least one of the following other identifiers: |
- CUSIP. | 548661107 |
- ISIN (if CUSIP is not available). | US5486611073 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 157.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -12334.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 78 |
a. Name of issuer (if any). | General Electric Co |
b. LEI (if any) of issuer. (1) | 3C7474T6CDKPR9K6YT90 |
c. Title of the issue or description of the investment. | General Electric Co |
d. CUSIP (if any). | 369604103 |
At least one of the following other identifiers: |
- ISIN | US3696041033 |
Balance. (2) |
a. Balance | 2775843.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 29979104.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.723799108219 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 79 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | UNITEDHEALTH GROUP INC JAN21 345 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RZXW8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -157.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -220192.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01266107319 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | UnitedHealth Group Inc |
Title of issue. | UnitedHealth Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 91324P102 |
- ISIN (if CUSIP is not available). | US91324P1021 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 345.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -36072.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 80 |
a. Name of issuer (if any). | BOFA SECURITIES INC. |
b. LEI (if any) of issuer. (1) | 549300HN4UKV1E2R3U73 |
c. Title of the issue or description of the investment. | BRWBJVG05 JAN21 UL1 CALL JAN21 60 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBJVG05 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -793.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -87230.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00501572676 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BOFA SECURITIES INC. | 549300HN4UKV1E2R3U73 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Unilever PLC |
Title of issue. | Unilever PLC |
At least one of the following other identifiers: |
- CUSIP. | 904767704 |
- ISIN (if CUSIP is not available). | US9047677045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 60.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2190.07000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 81 |
a. Name of issuer (if any). | Comcast Corp |
b. LEI (if any) of issuer. (1) | 51M0QTTNCGUN7KFCFZ59 |
c. Title of the issue or description of the investment. | Comcast Corp |
d. CUSIP (if any). | 20030N101 |
At least one of the following other identifiers: |
- ISIN | US20030N1019 |
Balance. (2) |
a. Balance | 809755.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 42431162.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.439792671602 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 82 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COMCAST CORP JAN21 53.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R3U28 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1107.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -75276.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00432837151 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Comcast Corp |
Title of issue. | Comcast Corp |
At least one of the following other identifiers: |
- CUSIP. | 20030N101 |
- ISIN (if CUSIP is not available). | US20030N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 53.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 22983.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 83 |
a. Name of issuer (if any). | BARCLAYS BANK PLC |
b. LEI (if any) of issuer. (1) | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | BRWAMPBY7 JAN21 PHIA NA CALL JAN21 45.99 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAMPBY7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -127500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -9898.42000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00056915934 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS BANK PLC | G5GSEF7VJP5I7OUK5573 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Koninklijke Philips NV |
Title of issue. | Koninklijke Philips NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0000009538 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 45.99000000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 122521.56000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 84 |
a. Name of issuer (if any). | PPG Industries Inc |
b. LEI (if any) of issuer. (1) | 549300BKPEP01R3V6C59 |
c. Title of the issue or description of the investment. | PPG Industries Inc |
d. CUSIP (if any). | 693506107 |
At least one of the following other identifiers: |
- ISIN | US6935061076 |
Balance. (2) |
a. Balance | 97780.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14101831.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.810855601688 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 85 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CHARLES SCHWAB CORP/THE JAN21 50 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HQP19 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -479.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -161662.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00929559701 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Charles Schwab Corp/The |
Title of issue. | Charles Schwab Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 808513105 |
- ISIN (if CUSIP is not available). | US8085131055 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -45576.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 86 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BERKSHIRE HATHAWAY INC JAN21 235 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9506E9S2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -308.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -61754.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00355085624 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Berkshire Hathaway Inc |
Title of issue. | Berkshire Hathaway Inc |
At least one of the following other identifiers: |
- CUSIP. | 084670702 |
- ISIN (if CUSIP is not available). | US0846707026 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 235.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 163069.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 87 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWBFDYH2 JAN21 NWL US CALL JAN21 21.98 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBFDYH2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1080.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -53646.84000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00308469438 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newell Brands Inc |
Title of issue. | Newell Brands Inc |
At least one of the following other identifiers: |
- CUSIP. | 651229106 |
- ISIN (if CUSIP is not available). | US6512291062 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.98000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4417.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 88 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | PIONEER NATURAL RESOURCES CO JAN21 117 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527U613 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -227.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -43697.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00251260713 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pioneer Natural Resources Co |
Title of issue. | Pioneer Natural Resources Co |
At least one of the following other identifiers: |
- CUSIP. | 723787107 |
- ISIN (if CUSIP is not available). | US7237871071 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 117.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 82912.19000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 89 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CISCO SYSTEMS INC JAN21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R2XN1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -359.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -25130.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00144497550 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12275.02000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 90 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCGN9D4 JAN21 CDK US CALL JAN21 52 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCGN9D4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -741.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -147326.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00847126867 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CDK Global Inc |
Title of issue. | CDK Global Inc |
At least one of the following other identifiers: |
- CUSIP. | 12508E101 |
- ISIN (if CUSIP is not available). | US12508E1010 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 52.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-27 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -26720.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 91 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CIGNA CORP JAN21 212.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527ATF1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -65.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -25512.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00146696926 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cigna Corp |
Title of issue. | Cigna Corp |
At least one of the following other identifiers: |
- CUSIP. | 125523100 |
- ISIN (if CUSIP is not available). | US1255231003 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 212.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 22509.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 92 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWAWLEL0 JAN21 BAC US CALL JAN21 29.58 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAWLEL0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -512.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -52234.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00300349917 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.58000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -26244.02000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 93 |
a. Name of issuer (if any). | Fox Corp |
b. LEI (if any) of issuer. (1) | 549300DDU6FDRBIELS05 |
c. Title of the issue or description of the investment. | Fox Corp |
d. CUSIP (if any). | 35137L105 |
At least one of the following other identifiers: |
- ISIN | US35137L1052 |
Balance. (2) |
a. Balance | 668190.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 19457692.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.118817728812 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 94 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FIRST AMERICAN FINANCIAL CORP JAN21 50 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94RNWN91 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -103.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -34247.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00196923194 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | First American Financial Corp |
Title of issue. | First American Financial Corp |
At least one of the following other identifiers: |
- CUSIP. | 31847R102 |
- ISIN (if CUSIP is not available). | US31847R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -14655.49000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 95 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | TJX COS INC/THE JAN21 67.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94548NH5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -211.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -43255.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00248716337 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TJX Cos Inc/The |
Title of issue. | TJX Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 872540109 |
- ISIN (if CUSIP is not available). | US8725401090 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 67.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4692.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 96 |
a. Name of issuer (if any). | PPL Corp |
b. LEI (if any) of issuer. (1) | 9N3UAJSNOUXFKQLF3V18 |
c. Title of the issue or description of the investment. | PPL Corp |
d. CUSIP (if any). | 69351T106 |
At least one of the following other identifiers: |
- ISIN | US69351T1060 |
Balance. (2) |
a. Balance | 380364.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10726264.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.616760442542 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 97 |
a. Name of issuer (if any). | Exelon Corp |
b. LEI (if any) of issuer. (1) | 3SOUA6IRML7435B56G12 |
c. Title of the issue or description of the investment. | Exelon Corp |
d. CUSIP (if any). | 30161N101 |
At least one of the following other identifiers: |
- ISIN | US30161N1019 |
Balance. (2) |
a. Balance | 142700.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6024794.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.346425776628 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 98 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAGCKV9 JAN21 BAYN GY CALL JAN21 45.8023 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAGCKV9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -62800.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -207178.28000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.01191275528 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bayer AG |
Title of issue. | Bayer AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE000BAY0017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 45.80230000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-07 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -103046.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 99 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | UNION PACIFIC CORP JAN21 210 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95280Y82 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -242.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -49731.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00285953350 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Union Pacific Corp |
Title of issue. | Union Pacific Corp |
At least one of the following other identifiers: |
- CUSIP. | 907818108 |
- ISIN (if CUSIP is not available). | US9078181081 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 210.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 72937.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 100 |
a. Name of issuer (if any). | BARCLAYS BANK PLC |
b. LEI (if any) of issuer. (1) | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | BRWCENRC8 JAN21 HEN3 GY CALL JAN21 91.68 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCENRC8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -76100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -194152.91000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.01116379624 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS BANK PLC | G5GSEF7VJP5I7OUK5573 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Henkel AG & Co KGaA |
Title of issue. | Henkel AG & Co KGaA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0006048432 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 91.68000000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -101278.40000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 101 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWAWQME6 JAN21 FNF US CALL JAN21 36.25 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAWQME6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1236.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -367890.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02115370887 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Fidelity National Financial Inc |
Title of issue. | Fidelity National Financial Inc |
At least one of the following other identifiers: |
- CUSIP. | 31620R303 |
- ISIN (if CUSIP is not available). | US31620R3030 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 36.25000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -174134.14000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 102 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAGCKR8 JAN21 SAN FP CALL JAN21 87.166 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAGCKR8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -94000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -172.36000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00000991070 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sanofi |
Title of issue. | Sanofi |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000120578 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 87.16600000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 255307.92000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 103 |
a. Name of issuer (if any). | Unilever PLC |
b. LEI (if any) of issuer. (1) | 549300MKFYEKVRWML317 |
c. Title of the issue or description of the investment. | Unilever PLC |
d. CUSIP (if any). | 904767704 |
At least one of the following other identifiers: |
- ISIN | US9047677045 |
Balance. (2) |
a. Balance | 584530.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 35282230.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.028728983279 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 104 |
a. Name of issuer (if any). | Medtronic PLC |
b. LEI (if any) of issuer. (1) | 549300GX3ZBSQWUXY261 |
c. Title of the issue or description of the investment. | Medtronic PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00BTN1Y115 |
Balance. (2) |
a. Balance | 322969.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 37832588.66000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.175374611716 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 105 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ZIMMER BIOMET HOLDINGS INC JAN21 150 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951PVTP5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -495.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -316800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01821600639 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Zimmer Biomet Holdings Inc |
Title of issue. | Zimmer Biomet Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 98956P102 |
- ISIN (if CUSIP is not available). | US98956P1021 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 150.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -70412.14000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 106 |
a. Name of issuer (if any). | Corteva Inc |
b. LEI (if any) of issuer. (1) | 549300WZN9I2QKLS0O94 |
c. Title of the issue or description of the investment. | Corteva Inc |
d. CUSIP (if any). | 22052L104 |
At least one of the following other identifiers: |
- ISIN | US22052L1044 |
Balance. (2) |
a. Balance | 299221.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11585837.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.666185868295 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 107 |
a. Name of issuer (if any). | CME Group Inc |
b. LEI (if any) of issuer. (1) | LCZ7XYGSLJUHFXXNXD88 |
c. Title of the issue or description of the investment. | CME Group Inc |
d. CUSIP (if any). | 12572Q105 |
At least one of the following other identifiers: |
- ISIN | US12572Q1058 |
Balance. (2) |
a. Balance | 77270.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14067003.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.808852985235 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 108 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWB01Q59 JAN21 MSFT US CALL JAN21 221 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWB01Q59 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -99.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -39784.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00228760610 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 221.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1474.31000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 109 |
a. Name of issuer (if any). | UBS AG |
b. LEI (if any) of issuer. (1) | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | BRWAJXPW3 JAN21 BAYN GY CALL JAN21 44.0286 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAJXPW3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -49500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -267266.44000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.01536782569 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bayer AG |
Title of issue. | Bayer AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE000BAY0017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 44.02860000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -143844.43000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 110 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CORTEVA INC JAN21 38 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9518C796 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -673.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -95902.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00551439568 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Corteva Inc |
Title of issue. | Corteva Inc |
At least one of the following other identifiers: |
- CUSIP. | 22052L104 |
- ISIN (if CUSIP is not available). | US22052L1044 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 38.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -6899.13000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 111 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BANK OF AMERICA CORP JAN21 30 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H41Q9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -512.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -47616.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00273792096 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -21625.27000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 112 |
a. Name of issuer (if any). | JEFFERIES LLC |
b. LEI (if any) of issuer. (1) | 58PU97L1C0WSRCWADL48 |
c. Title of the issue or description of the investment. | BRWBEA8P0 JAN21 GM US CALL JAN21 46.75 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBEA8P0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -409.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -21106.85000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00121364430 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES LLC | 58PU97L1C0WSRCWADL48 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Motors Co |
Title of issue. | General Motors Co |
At least one of the following other identifiers: |
- CUSIP. | 37045V100 |
- ISIN (if CUSIP is not available). | US37045V1008 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 46.75000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 107628.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 113 |
a. Name of issuer (if any). | Henkel AG & Co KGaA |
b. LEI (if any) of issuer. (1) | 549300VZCL1HTH4O4Y49 |
c. Title of the issue or description of the investment. | Henkel AG & Co KGaA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | DE0006048432 |
Balance. (2) |
a. Balance | 203170.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 22908325.24000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | 1.317229163774 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 114 |
a. Name of issuer (if any). | Visa Inc |
b. LEI (if any) of issuer. (1) | 549300JZ4OKEHW3DPJ59 |
c. Title of the issue or description of the investment. | Visa Inc |
d. CUSIP (if any). | 92826C839 |
At least one of the following other identifiers: |
- ISIN | US92826C8394 |
Balance. (2) |
a. Balance | 124803.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 27298160.19000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.569644762021 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 115 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CISCO SYSTEMS INC FEB21 45.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955SVF86 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -523.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -40009.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00230054705 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1954.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 116 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COGNIZANT TECHNOLOGY SOLUTIONS JAN21 75 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H70X8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1197.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -879795.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05058823026 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cognizant Technology Solutions Corp |
Title of issue. | Cognizant Technology Solutions Corp |
At least one of the following other identifiers: |
- CUSIP. | 192446102 |
- ISIN (if CUSIP is not available). | US1924461023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 75.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -463530.39000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 117 |
a. Name of issuer (if any). | Zimmer Biomet Holdings Inc |
b. LEI (if any) of issuer. (1) | 2P2YLDVPES3BXQ1FRB91 |
c. Title of the issue or description of the investment. | Zimmer Biomet Holdings Inc |
d. CUSIP (if any). | 98956P102 |
At least one of the following other identifiers: |
- ISIN | US98956P1021 |
Balance. (2) |
a. Balance | 112730.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 17370565.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.998807878427 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 118 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BERKSHIRE HATHAWAY INC JAN21 232.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R1736 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -194.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -76145.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00437833903 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Berkshire Hathaway Inc |
Title of issue. | Berkshire Hathaway Inc |
At least one of the following other identifiers: |
- CUSIP. | 084670702 |
- ISIN (if CUSIP is not available). | US0846707026 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 232.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 55039.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 119 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | BRWB2GGY2 JAN21 FAF US CALL JAN21 51.861 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWB2GGY2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -13900.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -20047.41000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00115272647 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | First American Financial Corp |
Title of issue. | First American Financial Corp |
At least one of the following other identifiers: |
- CUSIP. | 31847R102 |
- ISIN (if CUSIP is not available). | US31847R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 51.86100000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -5353.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 120 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP JAN21 43 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RHUQ4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -673.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -94220.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00541765190 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 43.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 28777.61000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 121 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS JAN21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H6QP9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -449.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10102.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00058089395 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 28853.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 122 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWBR3542 JAN21 BAC US CALL JAN21 30.41 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBR3542 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1529.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -145063.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00834117602 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.41000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -26164.94000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 123 |
a. Name of issuer (if any). | Anthem Inc |
b. LEI (if any) of issuer. (1) | 8MYN82XMYQH89CTMTH67 |
c. Title of the issue or description of the investment. | Anthem Inc |
d. CUSIP (if any). | 036752103 |
At least one of the following other identifiers: |
- ISIN | US0367521038 |
Balance. (2) |
a. Balance | 159101.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 51085740.09000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.937431086496 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 124 |
a. Name of issuer (if any). | NXP Semiconductors NV |
b. LEI (if any) of issuer. (1) | 724500M9BY5293JDF951 |
c. Title of the issue or description of the investment. | NXP Semiconductors NV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | NL0009538784 |
Balance. (2) |
a. Balance | 86720.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 13789347.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.792887742380 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 125 |
a. Name of issuer (if any). | Leidos Holdings Inc |
b. LEI (if any) of issuer. (1) | 549300IUTGTP6EJP8124 |
c. Title of the issue or description of the investment. | Leidos Holdings Inc |
d. CUSIP (if any). | 525327102 |
At least one of the following other identifiers: |
- ISIN | US5253271028 |
Balance. (2) |
a. Balance | 64520.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6782342.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.389984824922 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 126 |
a. Name of issuer (if any). | Raymond James Financial Inc |
b. LEI (if any) of issuer. (1) | RGUZHJ05YTITL6D76949 |
c. Title of the issue or description of the investment. | Raymond James Financial Inc |
d. CUSIP (if any). | 754730109 |
At least one of the following other identifiers: |
- ISIN | US7547301090 |
Balance. (2) |
a. Balance | 327920.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 31372106.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.803896751341 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 127 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWCGL898 FEB21 EIX US CALL FEB21 64.69 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCGL898 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -746.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -126955.77000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00729995933 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Edison International |
Title of issue. | Edison International |
At least one of the following other identifiers: |
- CUSIP. | 281020107 |
- ISIN (if CUSIP is not available). | US2810201077 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 64.69000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -6282.31000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 128 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VISA INC JAN21 215 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954S4PX3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -165.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -121687.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00699703370 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Visa Inc |
Title of issue. | Visa Inc |
At least one of the following other identifiers: |
- CUSIP. | 92826C839 |
- ISIN (if CUSIP is not available). | US92826C8394 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 215.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -32824.70000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 129 |
a. Name of issuer (if any). | Edison International |
b. LEI (if any) of issuer. (1) | 549300I7ROF15MAEVP56 |
c. Title of the issue or description of the investment. | Edison International |
d. CUSIP (if any). | 281020107 |
At least one of the following other identifiers: |
- ISIN | US2810201077 |
Balance. (2) |
a. Balance | 272860.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 17141065.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.985611595044 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 130 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MEDTRONIC PLC JAN21 119 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RJ9A9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -226.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -41923.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00241057334 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Medtronic PLC |
Title of issue. | Medtronic PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BTN1Y115 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 119.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1749.17000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 131 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | PUBLIC SERVICE ENTERPRISE GROU JAN21 60 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951P50S7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -2007.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -40140.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00230805081 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Public Service Enterprise Group Inc |
Title of issue. | Public Service Enterprise Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 744573106 |
- ISIN (if CUSIP is not available). | US7445731067 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 60.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 152054.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 132 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN EXPRESS CO JAN21 121 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954QX547 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -105.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -35437.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00203765696 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American Express Co |
Title of issue. | American Express Co |
At least one of the following other identifiers: |
- CUSIP. | 025816109 |
- ISIN (if CUSIP is not available). | US0258161092 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 121.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1267.76000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 133 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FOX CORP JAN21 31 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551G6C9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -272.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12240.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00070380024 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Fox Corp |
Title of issue. | Fox Corp |
At least one of the following other identifiers: |
- CUSIP. | 35137L105 |
- ISIN (if CUSIP is not available). | US35137L1052 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 31.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10410.01000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 134 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN INTERNATIONAL GROUP I JAN21 40 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954QVNR0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -910.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -45500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00261625091 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American International Group Inc |
Title of issue. | American International Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 026874784 |
- ISIN (if CUSIP is not available). | US0268747849 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 107162.09000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 135 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | METLIFE INC JAN21 47.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551P8L7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1046.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -138072.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00793914278 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | MetLife Inc |
Title of issue. | MetLife Inc |
At least one of the following other identifiers: |
- CUSIP. | 59156R108 |
- ISIN (if CUSIP is not available). | US59156R1086 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 47.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 28363.75000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 136 |
a. Name of issuer (if any). | Lowe's Cos Inc |
b. LEI (if any) of issuer. (1) | WAFCR4OKGSC504WU3E95 |
c. Title of the issue or description of the investment. | Lowe's Cos Inc |
d. CUSIP (if any). | 548661107 |
At least one of the following other identifiers: |
- ISIN | US5486611073 |
Balance. (2) |
a. Balance | 42040.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6747840.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.388000959225 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 137 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CISCO SYSTEMS INC JAN21 44.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R2W44 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -98.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -8722.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00050151517 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 44.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2771.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 138 |
a. Name of issuer (if any). | Koninklijke Philips NV |
b. LEI (if any) of issuer. (1) | H1FJE8H61JGM1JSGM897 |
c. Title of the issue or description of the investment. | Koninklijke Philips NV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | NL0000009538 |
Balance. (2) |
a. Balance | 641781.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 34571159.08000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | 1.987842345024 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 139 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MORGAN STANLEY JAN21 64 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551NSB2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -304.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -171000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00983250345 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Morgan Stanley |
Title of issue. | Morgan Stanley |
At least one of the following other identifiers: |
- CUSIP. | 617446448 |
- ISIN (if CUSIP is not available). | US6174464486 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 64.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -103440.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 140 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MOTOROLA SOLUTIONS INC JAN21 170 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94H6MV12 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -388.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -127070.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00730652756 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Motorola Solutions Inc |
Title of issue. | Motorola Solutions Inc |
At least one of the following other identifiers: |
- CUSIP. | 620076307 |
- ISIN (if CUSIP is not available). | US6200763075 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 170.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 102199.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 141 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CVS HEALTH CORP JAN21 70 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527AYK4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -506.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -23782.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00136746548 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CVS Health Corp |
Title of issue. | CVS Health Corp |
At least one of the following other identifiers: |
- CUSIP. | 126650100 |
- ISIN (if CUSIP is not available). | US1266501006 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 122329.48000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 142 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | PPL CORP JAN21 31 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94RPQKK0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -877.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4385.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00025213758 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | PPL Corp |
Title of issue. | PPL Corp |
At least one of the following other identifiers: |
- CUSIP. | 69351T106 |
- ISIN (if CUSIP is not available). | US69351T1060 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 31.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16455.80000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 143 |
a. Name of issuer (if any). | BlackRock Liquidity Funds |
b. LEI (if any) of issuer. (1) | 5493007YVNX55LTRQ706 |
c. Title of the issue or description of the investment. | BlackRock Liquidity Funds: T-Fund, Institutional Shares |
d. CUSIP (if any). | 09248U718 |
At least one of the following other identifiers: |
- ISIN | US09248U7182 |
Balance. (2) |
a. Balance | 12016637.34000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12016637.34000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.690956889642 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
b. Issuer type. (7) |
Registered fund
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 144 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DOLLAR GENERAL CORP JAN21 217.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527BTZ5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -24.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -660.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00003795001 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Dollar General Corp |
Title of issue. | Dollar General Corp |
At least one of the following other identifiers: |
- CUSIP. | 256677105 |
- ISIN (if CUSIP is not available). | US2566771059 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 217.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10830.08000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 145 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS FEB21 48 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TKBJ83 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -218.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -11445.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00065808773 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 48.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 25045.05000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 146 |
a. Name of issuer (if any). | Microsoft Corp |
b. LEI (if any) of issuer. (1) | INR2EJN1ERAN0W5ZP974 |
c. Title of the issue or description of the investment. | Microsoft Corp |
d. CUSIP (if any). | 594918104 |
At least one of the following other identifiers: |
- ISIN | US5949181045 |
Balance. (2) |
a. Balance | 113157.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 25168379.94000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.447182354650 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 147 |
a. Name of issuer (if any). | JEFFERIES LLC |
b. LEI (if any) of issuer. (1) | 58PU97L1C0WSRCWADL48 |
c. Title of the issue or description of the investment. | BRWBKZQM5 JAN21 JPM US CALL JAN21 121.25 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBKZQM5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -279.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -190375.37000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01094658761 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES LLC | 58PU97L1C0WSRCWADL48 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | JPMorgan Chase & Co |
Title of issue. | JPMorgan Chase & Co |
At least one of the following other identifiers: |
- CUSIP. | 46625H100 |
- ISIN (if CUSIP is not available). | US46625H1005 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 121.25000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -65451.91000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 148 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MICROSOFT CORP JAN21 227.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551NXH3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -6.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3045.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00017508756 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 227.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 340.37000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 149 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ROSS STORES INC JAN21 120 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551VU47 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -410.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -254200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01461650513 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ross Stores Inc |
Title of issue. | Ross Stores Inc |
At least one of the following other identifiers: |
- CUSIP. | 778296103 |
- ISIN (if CUSIP is not available). | US7782961038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 120.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -90065.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 150 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWC1SSG1 WMB US FLEX FEB21 23.01 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWC1SSG1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1143.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -14154.91000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00081390761 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 23.01000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 81585.53000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 151 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | BRWBXQBF2 JAN21 EQNR NO CALL JAN21 150.895 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBXQBF2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -109400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | -40851.06000000 |
f. Exchange rate. | 8.57425000 |
g. Percentage value compared to net assets of the Fund. | -0.00234893677 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BOUVET ISLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Equinor ASA |
Title of issue. | Equinor ASA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NO0010096985 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 150.89500000 |
vi. Exercise Price Currency Code |
Norway Krone
|
vii. Expiration date. | 2021-01-27 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6697.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 152 |
a. Name of issuer (if any). | Applied Materials Inc |
b. LEI (if any) of issuer. (1) | 41BNNE1AFPNAZELZ6K07 |
c. Title of the issue or description of the investment. | Applied Materials Inc |
d. CUSIP (if any). | 038222105 |
At least one of the following other identifiers: |
- ISIN | US0382221051 |
Balance. (2) |
a. Balance | 110200.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9510260.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.546840141993 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 153 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VISA INC JAN21 212.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95287CX6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -57.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -40470.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00232702581 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Visa Inc |
Title of issue. | Visa Inc |
At least one of the following other identifiers: |
- CUSIP. | 92826C839 |
- ISIN (if CUSIP is not available). | US92826C8394 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 212.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9248.13000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 154 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MCKESSON CORP JAN21 182.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527QNW5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -91.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2639.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00015174255 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | McKesson Corp |
Title of issue. | McKesson Corp |
At least one of the following other identifiers: |
- CUSIP. | 58155Q103 |
- ISIN (if CUSIP is not available). | US58155Q1031 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 182.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 48116.42000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 155 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MORGAN STANLEY JAN21 60 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HJ4K6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -660.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -572550.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03292163655 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Morgan Stanley |
Title of issue. | Morgan Stanley |
At least one of the following other identifiers: |
- CUSIP. | 617446448 |
- ISIN (if CUSIP is not available). | US6174464486 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 60.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -449783.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 156 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | OPEN TEXT CORP JAN21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951NYYB6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -466.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -52425.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00301443855 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Open Text Corp |
Title of issue. | Open Text Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA6837151068 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -25886.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 157 |
a. Name of issuer (if any). | Constellation Brands Inc |
b. LEI (if any) of issuer. (1) | 5493005GKEG8QCVY7037 |
c. Title of the issue or description of the investment. | Constellation Brands Inc |
d. CUSIP (if any). | 21036P108 |
At least one of the following other identifiers: |
- ISIN | US21036P1084 |
Balance. (2) |
a. Balance | 102101.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 22365224.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.286000834385 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 158 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWBFDYK5 JAN21 NWL US CALL JAN21 21.98 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBFDYK5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1080.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10982.52000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00063149512 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newell Brands Inc |
Title of issue. | Newell Brands Inc |
At least one of the following other identifiers: |
- CUSIP. | 651229106 |
- ISIN (if CUSIP is not available). | US6512291062 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.98000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 33625.10000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 159 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP JAN21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551NHN8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -673.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -68309.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00392779762 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4644.62000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 160 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | OPEN TEXT CORP FEB21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TLJHE4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -544.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -112880.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00649060227 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Open Text Corp |
Title of issue. | Open Text Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA6837151068 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -3666.67000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 161 |
a. Name of issuer (if any). | Cigna Corp |
b. LEI (if any) of issuer. (1) | 549300VIWYMSIGT1U456 |
c. Title of the issue or description of the investment. | Cigna Corp |
d. CUSIP (if any). | 125523100 |
At least one of the following other identifiers: |
- ISIN | US1255231003 |
Balance. (2) |
a. Balance | 24280.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5054610.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.290640200042 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 162 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAPEEX8 JAN21 BAYN GY CALL JAN21 49.03 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAPEEX8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -68000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -115544.39000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00664380475 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bayer AG |
Title of issue. | Bayer AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE000BAY0017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 49.03000000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 88473.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 163 |
a. Name of issuer (if any). | CVS Health Corp |
b. LEI (if any) of issuer. (1) | 549300EJG376EN5NQE29 |
c. Title of the issue or description of the investment. | CVS Health Corp |
d. CUSIP (if any). | 126650100 |
At least one of the following other identifiers: |
- ISIN | US1266501006 |
Balance. (2) |
a. Balance | 314822.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 21502342.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.236385133590 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 164 |
a. Name of issuer (if any). | UBS AG |
b. LEI (if any) of issuer. (1) | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | BRWARGNS2 JAN21 BA. LN CALL JAN21 4.7749 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWARGNS2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -667600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -140432.62000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00807487848 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BAE Systems PLC |
Title of issue. | BAE Systems PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0002634946 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 4.77490000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -26737.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 165 |
a. Name of issuer (if any). | DuPont de Nemours Inc |
b. LEI (if any) of issuer. (1) | 5493004JF0SDFLM8GD76 |
c. Title of the issue or description of the investment. | DuPont de Nemours Inc |
d. CUSIP (if any). | 26614N102 |
At least one of the following other identifiers: |
- ISIN | US26614N1028 |
Balance. (2) |
a. Balance | 218923.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 15567614.53000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.895138149754 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 166 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MCKESSON CORP JAN21 185 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551PL57 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -182.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -34580.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00198835069 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | McKesson Corp |
Title of issue. | McKesson Corp |
At least one of the following other identifiers: |
- CUSIP. | 58155Q103 |
- ISIN (if CUSIP is not available). | US58155Q1031 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 185.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 35933.03000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 167 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CITIGROUP INC JAN21 59 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R3XQ2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -469.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -182910.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01051732869 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 59.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -47855.44000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 168 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | BRWCG8QC0 JAN21 SAN FP CALL JAN21 79.4691 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCG8QC0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -13300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -30358.64000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00174562241 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sanofi |
Title of issue. | Sanofi |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000120578 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 79.46910000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-26 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -10182.89000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 169 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | HUMANA INC JAN21 435 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9506J340 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -33.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7342.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00042219389 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Humana Inc |
Title of issue. | Humana Inc |
At least one of the following other identifiers: |
- CUSIP. | 444859102 |
- ISIN (if CUSIP is not available). | US4448591028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 435.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 26735.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 170 |
a. Name of issuer (if any). | BARCLAYS BANK PLC |
b. LEI (if any) of issuer. (1) | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | BRWAJXPM5 JAN21 BA. LN CALL JAN21 4.4621 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAJXPM5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -214000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -123315.41000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00709063856 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS BANK PLC | G5GSEF7VJP5I7OUK5573 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BAE Systems PLC |
Title of issue. | BAE Systems PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0002634946 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 4.46210000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -78810.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 171 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CISCO SYSTEMS INC JAN21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95518A08 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1196.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -102258.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00587983706 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 25429.21000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 172 |
a. Name of issuer (if any). | UBS AG |
b. LEI (if any) of issuer. (1) | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | BRWCQLEN9 FEB21 FERG LN CALL FEB21 90.2335 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCQLEN9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -31200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -93217.54000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00536001043 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ferguson PLC |
Title of issue. | Ferguson PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | JE00BJVNSS43 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 90.23350000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-02-10 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1652.18000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 173 |
a. Name of issuer (if any). | Coca-Cola Co/The |
b. LEI (if any) of issuer. (1) | UWJKFUJFZ02DKWI3RY53 |
c. Title of the issue or description of the investment. | Coca-Cola Co/The |
d. CUSIP (if any). | 191216100 |
At least one of the following other identifiers: |
- ISIN | US1912161007 |
Balance. (2) |
a. Balance | 438130.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 24027049.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.381555814059 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 174 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | APPLIED MATERIALS INC JAN21 95 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954TTAR6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -188.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00054050018 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Applied Materials Inc |
Title of issue. | Applied Materials Inc |
At least one of the following other identifiers: |
- CUSIP. | 038222105 |
- ISIN (if CUSIP is not available). | US0382221051 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 95.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 37230.40000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 175 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL ELECTRIC CO JAN21 8 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HCTG3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1251.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -350280.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02014110707 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 8.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -271763.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 176 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | TJX COS INC/THE JAN21 68.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RYAN6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -85.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -16150.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00092862532 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TJX Cos Inc/The |
Title of issue. | TJX Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 872540109 |
- ISIN (if CUSIP is not available). | US8725401090 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 68.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1552.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 177 |
a. Name of issuer (if any). | Newell Brands Inc |
b. LEI (if any) of issuer. (1) | 549300LWGYFM1TVO1Z12 |
c. Title of the issue or description of the investment. | Newell Brands Inc |
d. CUSIP (if any). | 651229106 |
At least one of the following other identifiers: |
- ISIN | US6512291062 |
Balance. (2) |
a. Balance | 539676.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11457321.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.658796216401 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 178 |
a. Name of issuer (if any). | Nestle SA |
b. LEI (if any) of issuer. (1) | KY37LUS27QQX7BB93L28 |
c. Title of the issue or description of the investment. | Nestle SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | CH0038863350 |
Balance. (2) |
a. Balance | 73168.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | 8649281.93000000 |
f. Exchange rate. | 0.88530000 |
g. Percentage value compared to net assets of the Fund. | 0.497333885587 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 179 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BANK OF AMERICA CORP JAN21 29 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TPBUA0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -601.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -96761.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00556375945 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -58439.53000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 180 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ENTERPRISE PRODUCTS PARTNERS L JAN21 19 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951EQ4A8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1272.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -104304.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00599748210 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Enterprise Products Partners LP |
Title of issue. | Enterprise Products Partners LP |
At least one of the following other identifiers: |
- CUSIP. | 293792107 |
- ISIN (if CUSIP is not available). | US2937921078 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 19.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 20793.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 181 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MORGAN STANLEY JAN21 66 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527QP94 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1369.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -391534.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02251321290 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Morgan Stanley |
Title of issue. | Morgan Stanley |
At least one of the following other identifiers: |
- CUSIP. | 617446448 |
- ISIN (if CUSIP is not available). | US6174464486 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 66.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -156393.94000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 182 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO JAN21 120 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527MWJ3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -174.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -124410.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00715357751 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | JPMorgan Chase & Co |
Title of issue. | JPMorgan Chase & Co |
At least one of the following other identifiers: |
- CUSIP. | 46625H100 |
- ISIN (if CUSIP is not available). | US46625H1005 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 120.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -67401.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 183 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN INTERNATIONAL GROUP I JAN21 39 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95512LV1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1345.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -129792.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00746307137 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American International Group Inc |
Title of issue. | American International Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 026874784 |
- ISIN (if CUSIP is not available). | US0268747849 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 39.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 82395.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 184 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN EXPRESS CO JAN21 125 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H38K7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -165.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -21037.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00120965667 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American Express Co |
Title of issue. | American Express Co |
At least one of the following other identifiers: |
- CUSIP. | 025816109 |
- ISIN (if CUSIP is not available). | US0258161092 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 125.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 34126.77000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 185 |
a. Name of issuer (if any). | CITIBANK NA |
b. LEI (if any) of issuer. (1) | E57ODZWZ7FF32TWEFA76 |
c. Title of the issue or description of the investment. | BRWCMQAF3 JAN21 UL US CALL JAN21 60.183 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCMQAF3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -33300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -50723.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00291658674 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIBANK NA | E57ODZWZ7FF32TWEFA76 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Unilever PLC |
Title of issue. | Unilever PLC |
At least one of the following other identifiers: |
- CUSIP. | 904767704 |
- ISIN (if CUSIP is not available). | US9047677045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 60.18300000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-27 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -15891.43000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 186 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWC26TA0 JAN21 BP. LN CALL JAN21 2.835 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWC26TA0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -588400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -10885.94000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00062594176 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BP PLC |
Title of issue. | BP PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0007980591 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 2.83500000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 63215.09000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 187 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | UNITEDHEALTH GROUP INC JAN21 360 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95282NQ0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -219.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -67233.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00386589885 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | UnitedHealth Group Inc |
Title of issue. | UnitedHealth Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 91324P102 |
- ISIN (if CUSIP is not available). | US91324P1021 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 360.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 93360.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 188 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | METLIFE INC JAN21 47.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HGW39 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -455.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -39812.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00228921955 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | MetLife Inc |
Title of issue. | MetLife Inc |
At least one of the following other identifiers: |
- CUSIP. | 59156R108 |
- ISIN (if CUSIP is not available). | US59156R1086 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 47.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 40201.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 189 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | EXELON CORP JAN21 44 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94RNRN50 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -52.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1300.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00007475002 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exelon Corp |
Title of issue. | Exelon Corp |
At least one of the following other identifiers: |
- CUSIP. | 30161N101 |
- ISIN (if CUSIP is not available). | US30161N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 44.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5631.44000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 190 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | METLIFE INC JAN21 49.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527QGG8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -406.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3857.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00022177757 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | MetLife Inc |
Title of issue. | MetLife Inc |
At least one of the following other identifiers: |
- CUSIP. | 59156R108 |
- ISIN (if CUSIP is not available). | US59156R1086 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 49.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 41112.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 191 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MEDTRONIC PLC JAN21 117 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551PFU9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -261.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -82215.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00472736415 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Medtronic PLC |
Title of issue. | Medtronic PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BTN1Y115 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 117.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -7798.30000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 192 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONSTELLATION BRANDS INC JAN21 215 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HNPV0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -123.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -108240.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00622380218 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Constellation Brands Inc |
Title of issue. | Constellation Brands Inc |
At least one of the following other identifiers: |
- CUSIP. | 21036P108 |
- ISIN (if CUSIP is not available). | US21036P1084 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 215.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -12136.37000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 193 |
a. Name of issuer (if any). | TJX Cos Inc/The |
b. LEI (if any) of issuer. (1) | V167QI9I69W364E2DY52 |
c. Title of the issue or description of the investment. | TJX Cos Inc/The |
d. CUSIP (if any). | 872540109 |
At least one of the following other identifiers: |
- ISIN | US8725401090 |
Balance. (2) |
a. Balance | 169030.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11543058.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.663726108281 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 194 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | APPLIED MATERIALS INC JAN21 88.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95515716 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -230.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -63825.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00366993878 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Applied Materials Inc |
Title of issue. | Applied Materials Inc |
At least one of the following other identifiers: |
- CUSIP. | 038222105 |
- ISIN (if CUSIP is not available). | US0382221051 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 88.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 23485.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 195 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | LOWE'S COS INC JAN21 170 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943LUM42 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -161.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -8613.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00049527642 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Lowe's Cos Inc |
Title of issue. | Lowe's Cos Inc |
At least one of the following other identifiers: |
- CUSIP. | 548661107 |
- ISIN (if CUSIP is not available). | US5486611073 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 170.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 26767.76000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 196 |
a. Name of issuer (if any). | Berkshire Hathaway Inc |
b. LEI (if any) of issuer. (1) | 5493000C01ZX7D35SD85 |
c. Title of the issue or description of the investment. | Berkshire Hathaway Inc |
d. CUSIP (if any). | 084670702 |
At least one of the following other identifiers: |
- ISIN | US0846707026 |
Balance. (2) |
a. Balance | 131215.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 30424822.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.749427882093 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 197 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | BRWCENRB0 JAN21 ENR GY CALL JAN21 26.6539 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCENRB0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -42300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -193943.40000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.01115174941 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Siemens Energy AG |
Title of issue. | Siemens Energy AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE000ENER6Y0 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 26.65390000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -169515.07000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 198 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN INTERNATIONAL GROUP I JAN21 40 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H16Y3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1128.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -36660.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00210795074 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American International Group Inc |
Title of issue. | American International Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 026874784 |
- ISIN (if CUSIP is not available). | US0268747849 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 100982.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 199 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ANTHEM INC JAN21 335 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95274KJ6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -159.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -30210.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00173707560 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Anthem Inc |
Title of issue. | Anthem Inc |
At least one of the following other identifiers: |
- CUSIP. | 036752103 |
- ISIN (if CUSIP is not available). | US0367521038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 335.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 84376.62000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 200 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWBTECW6 JAN21 SAN FP CALL JAN21 85.6417 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBTECW6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -58600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -14038.90000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00080723703 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sanofi |
Title of issue. | Sanofi |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000120578 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 85.64170000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 93067.09000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 201 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL MOTORS CO JAN21 40 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HDPL4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1044.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -233856.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01344672472 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Motors Co |
Title of issue. | General Motors Co |
At least one of the following other identifiers: |
- CUSIP. | 37045V100 |
- ISIN (if CUSIP is not available). | US37045V1008 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27936.09000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 202 |
a. Name of issuer (if any). | AstraZeneca PLC |
b. LEI (if any) of issuer. (1) | PY6ZZQWO2IZFZC3IOL08 |
c. Title of the issue or description of the investment. | AstraZeneca PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB0009895292 |
Balance. (2) |
a. Balance | 196348.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 19578501.00000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | 1.125764202751 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 203 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | BRWBKXG90 JAN21 62.95 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBKXG90 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -92300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -8390.07000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00048242919 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Unilever PLC |
Title of issue. | Unilever PLC |
At least one of the following other identifiers: |
- CUSIP. | 904767704 |
- ISIN (if CUSIP is not available). | US9047677045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 62.95000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 158202.20000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 204 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CME GROUP INC JAN21 182.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527AQ72 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -209.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -44935.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00258376340 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CME Group Inc |
Title of issue. | CME Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 12572Q105 |
- ISIN (if CUSIP is not available). | US12572Q1058 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 182.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 22258.50000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 205 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWAP8T98 JAN21 BAC US CALL JAN21 27.66 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAP8T98 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1535.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -411189.66000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02364341375 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.66000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -242705.26000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 206 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | TJX COS INC/THE JAN21 70 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RYUU8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -422.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -51695.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00297246354 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TJX Cos Inc/The |
Title of issue. | TJX Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 872540109 |
- ISIN (if CUSIP is not available). | US8725401090 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6188.59000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 207 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN INTERNATIONAL GROUP I JAN21 42 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z948YJ1P8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1360.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12920.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00074290026 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American International Group Inc |
Title of issue. | American International Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 026874784 |
- ISIN (if CUSIP is not available). | US0268747849 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 107796.74000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 208 |
a. Name of issuer (if any). | Bank of America Corp |
b. LEI (if any) of issuer. (1) | 9DJT3UXIJIZJI4WXO774 |
c. Title of the issue or description of the investment. | Bank of America Corp |
d. CUSIP (if any). | 060505104 |
At least one of the following other identifiers: |
- ISIN | US0605051046 |
Balance. (2) |
a. Balance | 1769472.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 53632696.32000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.083881121139 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 209 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VERIZON COMMUNICATIONS INC JAN21 61 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955282W6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1687.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -55671.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00320108362 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Verizon Communications Inc |
Title of issue. | Verizon Communications Inc |
At least one of the following other identifiers: |
- CUSIP. | 92343V104 |
- ISIN (if CUSIP is not available). | US92343V1044 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 61.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 72140.49000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 210 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL ELECTRIC CO JAN21 11.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R8MH3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1078.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -20482.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00117771541 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 11.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 44295.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 211 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWAUD8W3 JAN21 EQH US CALL JAN21 24.75 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAUD8W3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1331.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -178069.17000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01023898086 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Equitable Holdings Inc |
Title of issue. | Equitable Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 29452E101 |
- ISIN (if CUSIP is not available). | US29452E1010 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 24.75000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1363.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 212 |
a. Name of issuer (if any). | Alcon Inc |
b. LEI (if any) of issuer. (1) | 549300LDT5AP8S0NBM78 |
c. Title of the issue or description of the investment. | Alcon Inc |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | CH0432492467 |
Balance. (2) |
a. Balance | 325190.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | 21591342.49000000 |
f. Exchange rate. | 0.88530000 |
g. Percentage value compared to net assets of the Fund. | 1.241502629062 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 213 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FOX CORP JAN21 30.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RAVA3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -859.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -45097.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00259310716 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Fox Corp |
Title of issue. | Fox Corp |
At least one of the following other identifiers: |
- CUSIP. | 35137L105 |
- ISIN (if CUSIP is not available). | US35137L1052 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27748.25000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 214 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCJUSJ1 FEB21 PPL US CALL FEB21 28.25 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCJUSJ1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1215.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -114531.98000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00658559116 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | PPL Corp |
Title of issue. | PPL Corp |
At least one of the following other identifiers: |
- CUSIP. | 69351T106 |
- ISIN (if CUSIP is not available). | US69351T1060 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.25000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-10 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -13975.62000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 215 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MEDTRONIC PLC JAN21 116 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527QY78 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -766.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -168137.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00966788089 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Medtronic PLC |
Title of issue. | Medtronic PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BTN1Y115 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 116.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -22216.44000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 216 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COMCAST CORP JAN21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H8S99 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -990.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -735075.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04226682733 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Comcast Corp |
Title of issue. | Comcast Corp |
At least one of the following other identifiers: |
- CUSIP. | 20030N101 |
- ISIN (if CUSIP is not available). | US20030N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -590340.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 217 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CISCO SYSTEMS INC FEB21 46 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955BU7Q5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -523.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -60668.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00348841122 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 46.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -3266.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 218 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ENTERPRISE PRODUCTS PARTNERS L JAN21 21 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R7FW0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -2334.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -39678.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00228148580 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Enterprise Products Partners LP |
Title of issue. | Enterprise Products Partners LP |
At least one of the following other identifiers: |
- CUSIP. | 293792107 |
- ISIN (if CUSIP is not available). | US2937921078 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 174146.21000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 219 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAGG3T4 JAN21 BA. LN CALL JAN21 4.5498 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAGG3T4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -570100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -255440.72000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.01468784655 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BAE Systems PLC |
Title of issue. | BAE Systems PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0002634946 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 4.54980000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -156158.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 220 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCTJTT2 FEB21 C US CALL FEB21 64.83 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCTJTT2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -321.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -52316.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00300822280 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 64.83000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1213.24000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 221 |
a. Name of issuer (if any). | FedEx Corp |
b. LEI (if any) of issuer. (1) | 549300E707U7WNPZN687 |
c. Title of the issue or description of the investment. | FedEx Corp |
d. CUSIP (if any). | 31428X106 |
At least one of the following other identifiers: |
- ISIN | US31428X1063 |
Balance. (2) |
a. Balance | 11240.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2918128.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.167792464911 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 222 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VERIZON COMMUNICATIONS INC JAN21 61 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95283NH8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1480.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5920.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00034040011 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Verizon Communications Inc |
Title of issue. | Verizon Communications Inc |
At least one of the following other identifiers: |
- CUSIP. | 92343V104 |
- ISIN (if CUSIP is not available). | US92343V1044 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 61.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 144019.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 223 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FOX CORP FEB21 30 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954Q00D4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1482.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -188955.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01086491631 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Fox Corp |
Title of issue. | Fox Corp |
At least one of the following other identifiers: |
- CUSIP. | 35137L105 |
- ISIN (if CUSIP is not available). | US35137L1052 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -36661.75000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 224 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BERKSHIRE HATHAWAY INC JAN21 227.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95516GH9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -155.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -120900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00695175244 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Berkshire Hathaway Inc |
Title of issue. | Berkshire Hathaway Inc |
At least one of the following other identifiers: |
- CUSIP. | 084670702 |
- ISIN (if CUSIP is not available). | US0846707026 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 227.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -59509.94000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 225 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CVS HEALTH CORP JAN21 72.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H74L0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -277.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9141.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00052560768 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CVS Health Corp |
Title of issue. | CVS Health Corp |
At least one of the following other identifiers: |
- CUSIP. | 126650100 |
- ISIN (if CUSIP is not available). | US1266501006 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 72.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 50646.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 226 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAU4FE5 JAN21 NI US CALL JAN21 24.8 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAU4FE5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -91300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9029.57000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00051920045 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NiSource Inc |
Title of issue. | NiSource Inc |
At least one of the following other identifiers: |
- CUSIP. | 65473P105 |
- ISIN (if CUSIP is not available). | US65473P1057 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 24.80000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 61265.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 227 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MEDTRONIC PLC JAN21 115 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HH8E0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -523.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -180435.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01037501614 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Medtronic PLC |
Title of issue. | Medtronic PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BTN1Y115 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 115.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -44058.31000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 228 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DOLLAR GENERAL CORP JAN21 215 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551B937 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -122.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -34465.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00198173819 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Dollar General Corp |
Title of issue. | Dollar General Corp |
At least one of the following other identifiers: |
- CUSIP. | 256677105 |
- ISIN (if CUSIP is not available). | US2566771059 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 215.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 17398.25000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 229 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MICROSOFT CORP JAN21 222.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527Q6V6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -78.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -22347.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00128495295 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 222.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7949.22000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 230 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWC26TB8 FEB21 BA. LN CALL FEB21 5.3086 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWC26TB8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -351400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -9371.96000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00053888788 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BAE Systems PLC |
Title of issue. | BAE Systems PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0002634946 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 5.30860000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-02-02 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 39401.69000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 231 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL MOTORS CO JAN21 44 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551EWY7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -512.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -50176.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00288512101 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Motors Co |
Title of issue. | General Motors Co |
At least one of the following other identifiers: |
- CUSIP. | 37045V100 |
- ISIN (if CUSIP is not available). | US37045V1008 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 44.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12677.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 232 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS FEB21 43 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TKCLF2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -171.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -24880.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00143062925 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 43.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 29792.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 233 |
a. Name of issuer (if any). | CITIBANK NA |
b. LEI (if any) of issuer. (1) | E57ODZWZ7FF32TWEFA76 |
c. Title of the issue or description of the investment. | BRWB140J0 JAN21 DD US CALL JAN21 63.464 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWB140J0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -22600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -172992.83000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00994709121 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIBANK NA | E57ODZWZ7FF32TWEFA76 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | DuPont de Nemours Inc |
Title of issue. | DuPont de Nemours Inc |
At least one of the following other identifiers: |
- CUSIP. | 26614N102 |
- ISIN (if CUSIP is not available). | US26614N1028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 63.46400000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -128181.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 234 |
a. Name of issuer (if any). | UBS AG |
b. LEI (if any) of issuer. (1) | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | BRWCQLEM1 FEB21 FERG LN CALL FEB21 90.2335 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCQLEM1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -31200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -82759.97000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00475869994 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ferguson PLC |
Title of issue. | Ferguson PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | JE00BJVNSS43 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 90.23350000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-02-02 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1600.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 235 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MICROSOFT CORP FEB21 225 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94WC0A62 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -230.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -188600.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01084450380 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 225.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -55762.54000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 236 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BANK OF AMERICA CORP FEB21 29 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TK7LU0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -859.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -188980.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01086635381 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -66348.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 237 |
a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
c. Title of the issue or description of the investment. | BRWC27662 FEB21 FERG LN CALL FEB21 87.5912 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWC27662 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -7000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -31094.53000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00178793610 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE INTERNATIONAL | E58DKGMJYYYJLN8C3868 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ferguson PLC |
Title of issue. | Ferguson PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | JE00BJVNSS43 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 87.59120000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-02-02 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -15064.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 238 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ROSS STORES INC JAN21 100 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HMJD9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -240.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -550800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03167101111 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ross Stores Inc |
Title of issue. | Ross Stores Inc |
At least one of the following other identifiers: |
- CUSIP. | 778296103 |
- ISIN (if CUSIP is not available). | US7782961038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 100.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -473479.89000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 239 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CHARLES SCHWAB CORP/THE JAN21 52.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95287LQ1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -906.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -103737.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00596487959 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Charles Schwab Corp/The |
Title of issue. | Charles Schwab Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 808513105 |
- ISIN (if CUSIP is not available). | US8085131055 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 52.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 28548.01000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 240 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWC1SSE6 WMB US FLEX JAN21 23.01 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWC1SSE6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1143.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10530.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00060550166 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 23.01000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 50132.08000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 241 |
a. Name of issuer (if any). | NiSource Inc |
b. LEI (if any) of issuer. (1) | 549300D8GOWWH0SJB189 |
c. Title of the issue or description of the investment. | NiSource Inc |
d. CUSIP (if any). | 65473P105 |
At least one of the following other identifiers: |
- ISIN | US65473P1057 |
Balance. (2) |
a. Balance | 471490.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10815980.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.621919102853 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 242 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VERIZON COMMUNICATIONS INC JAN21 61 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954S3T45 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -638.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -8613.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00049524767 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Verizon Communications Inc |
Title of issue. | Verizon Communications Inc |
At least one of the following other identifiers: |
- CUSIP. | 92343V104 |
- ISIN (if CUSIP is not available). | US92343V1044 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 61.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 80867.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 243 |
a. Name of issuer (if any). | Danone SA |
b. LEI (if any) of issuer. (1) | 969500KMUQ2B6CBAF162 |
c. Title of the issue or description of the investment. | Danone SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | FR0000120644 |
Balance. (2) |
a. Balance | 59890.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 3941129.94000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | 0.226615051113 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 244 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NXP SEMICONDUCTORS NV JAN21 160 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RM5R9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -167.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -83917.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00482525794 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NXP Semiconductors NV |
Title of issue. | NXP Semiconductors NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0009538784 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 160.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12566.99000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 245 |
a. Name of issuer (if any). | Charles Schwab Corp/The |
b. LEI (if any) of issuer. (1) | 549300VSGCJ7E698NM85 |
c. Title of the issue or description of the investment. | Charles Schwab Corp/The |
d. CUSIP (if any). | 808513105 |
At least one of the following other identifiers: |
- ISIN | US8085131055 |
Balance. (2) |
a. Balance | 630510.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 33442250.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.922930073134 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 246 |
a. Name of issuer (if any). | MetLife Inc |
b. LEI (if any) of issuer. (1) | C4BXATY60WC6XEOZDX54 |
c. Title of the issue or description of the investment. | MetLife Inc |
d. CUSIP (if any). | 59156R108 |
At least one of the following other identifiers: |
- ISIN | US59156R1086 |
Balance. (2) |
a. Balance | 425413.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 19973140.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.148455973343 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 247 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAMPD74 JAN21 BN FP CALL JAN21 55.5265 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAMPD74 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -32900.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -5377.20000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00030918910 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Danone SA |
Title of issue. | Danone SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000120644 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 55.52650000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 39867.54000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 248 |
a. Name of issuer (if any). | UBS AG |
b. LEI (if any) of issuer. (1) | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | BRWAJXPE3 JAN21 ALC VX CALL JAN21 58.2156 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAJXPE3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -85300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | -132962.97000000 |
f. Exchange rate. | 0.88530000 |
g. Percentage value compared to net assets of the Fund. | -0.00764537345 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Alcon Inc |
Title of issue. | Alcon Inc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CH0432492467 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 58.21560000 |
vi. Exercise Price Currency Code |
Switzerland Franc
|
vii. Expiration date. | 2021-01-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 17049.01000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 249 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAY6S51 JAN21 ALC VX CALL JAN21 59.122 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAY6S51 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -37200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | -42593.81000000 |
f. Exchange rate. | 0.88530000 |
g. Percentage value compared to net assets of the Fund. | -0.00244914493 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Alcon Inc |
Title of issue. | Alcon Inc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CH0432492467 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 59.12200000 |
vi. Exercise Price Currency Code |
Switzerland Franc
|
vii. Expiration date. | 2021-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 22134.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 250 |
a. Name of issuer (if any). | Ross Stores Inc |
b. LEI (if any) of issuer. (1) | 549300ENZFLPGRDFZQ60 |
c. Title of the issue or description of the investment. | Ross Stores Inc |
d. CUSIP (if any). | 778296103 |
At least one of the following other identifiers: |
- ISIN | US7782961038 |
Balance. (2) |
a. Balance | 173330.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 21286657.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.223983224486 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 251 |
a. Name of issuer (if any). | Ameren Corp |
b. LEI (if any) of issuer. (1) | XRZQ5S7HYJFPHJ78L959 |
c. Title of the issue or description of the investment. | Ameren Corp |
d. CUSIP (if any). | 023608102 |
At least one of the following other identifiers: |
- ISIN | US0236081024 |
Balance. (2) |
a. Balance | 96000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7493760.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.430891351284 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 252 |
a. Name of issuer (if any). | Verizon Communications Inc |
b. LEI (if any) of issuer. (1) | 2S72QS2UO2OESLG6Y829 |
c. Title of the issue or description of the investment. | Verizon Communications Inc |
d. CUSIP (if any). | 92343V104 |
At least one of the following other identifiers: |
- ISIN | US92343V1044 |
Balance. (2) |
a. Balance | 965690.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 56734287.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.262222676604 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 253 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FEDEX CORP JAN21 300 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551E402 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -13.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1176.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00006764877 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | FedEx Corp |
Title of issue. | FedEx Corp |
At least one of the following other identifiers: |
- CUSIP. | 31428X106 |
- ISIN (if CUSIP is not available). | US31428X1063 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 300.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7742.08000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 254 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CVS HEALTH CORP FEB21 75 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TKFT91 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -208.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -16432.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00094484033 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CVS Health Corp |
Title of issue. | CVS Health Corp |
At least one of the following other identifiers: |
- CUSIP. | 126650100 |
- ISIN (if CUSIP is not available). | US1266501006 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 75.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 49903.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 255 |
a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
c. Title of the issue or description of the investment. | BRWARJ4H1 JAN21 EQNR NO CALL JAN21 138.4835 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWARJ4H1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -82600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | -76671.32000000 |
f. Exchange rate. | 8.57425000 |
g. Percentage value compared to net assets of the Fund. | -0.00440860244 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BOUVET ISLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE INTERNATIONAL | E58DKGMJYYYJLN8C3868 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Equinor ASA |
Title of issue. | Equinor ASA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NO0010096985 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 138.48350000 |
vi. Exercise Price Currency Code |
Norway Krone
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -39153.93000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 256 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CISCO SYSTEMS INC FEB21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955BWY99 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -612.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -97920.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00563040197 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 11481.30000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 257 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CITIGROUP INC JAN21 56 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95277TT8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -471.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -268470.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01543703041 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 56.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -146430.05000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 258 |
a. Name of issuer (if any). | UBS AG |
b. LEI (if any) of issuer. (1) | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | BRWAGCL30 JAN21 AZN LN CALL JAN21 84.8606 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAGCL30 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -109300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -734.48000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00004223261 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AstraZeneca PLC |
Title of issue. | AstraZeneca PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0009895292 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 84.86060000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 517809.94000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 259 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NXP SEMICONDUCTORS NV JAN21 165 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94DDV9E0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -19.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4028.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00023161008 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NXP Semiconductors NV |
Title of issue. | NXP Semiconductors NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0009538784 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 165.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3776.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 260 |
a. Name of issuer (if any). | JEFFERIES LLC |
b. LEI (if any) of issuer. (1) | 58PU97L1C0WSRCWADL48 |
c. Title of the issue or description of the investment. | BRWCTLNE6 FEB21 GE US CALL FEB21 11.39 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCTLNE6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -2211.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -97653.24000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00561506327 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES LLC | 58PU97L1C0WSRCWADL48 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 11.39000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3639.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 261 |
a. Name of issuer (if any). | BARCLAYS BANK PLC |
b. LEI (if any) of issuer. (1) | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | BRWAGGHS1 JAN21 ALC VX CALL JAN21 56.74 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAGGHS1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -35500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | -92060.25000000 |
f. Exchange rate. | 0.88530000 |
g. Percentage value compared to net assets of the Fund. | -0.00529346623 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BARCLAYS BANK PLC | G5GSEF7VJP5I7OUK5573 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Alcon Inc |
Title of issue. | Alcon Inc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CH0432492467 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 56.74000000 |
vi. Exercise Price Currency Code |
Switzerland Franc
|
vii. Expiration date. | 2021-01-07 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -18538.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 262 |
a. Name of issuer (if any). | Allstate Corp/The |
b. LEI (if any) of issuer. (1) | OBT0W1ED8G0NWVOLOJ77 |
c. Title of the issue or description of the investment. | Allstate Corp/The |
d. CUSIP (if any). | 020002101 |
At least one of the following other identifiers: |
- ISIN | US0200021014 |
Balance. (2) |
a. Balance | 111657.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12274454.01000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.705781353372 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 263 |
a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
c. Title of the issue or description of the investment. | BRWARJ4F5 JAN21 SMSN LN CALL JAN21 1423.46 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWARJ4F5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -14700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5903681.55000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.33946180830 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE INTERNATIONAL | E58DKGMJYYYJLN8C3868 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Samsung Electronics Co Ltd |
Title of issue. | Samsung Electronics Co Ltd |
At least one of the following other identifiers: |
- CUSIP. | 796050888 |
- ISIN (if CUSIP is not available). | US7960508882 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 1423.46000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -5416111.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 264 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COCA-COLA CO/THE JAN21 53.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RELA6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -589.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -111910.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00643482725 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Coca-Cola Co/The |
Title of issue. | Coca-Cola Co/The |
At least one of the following other identifiers: |
- CUSIP. | 191216100 |
- ISIN (if CUSIP is not available). | US1912161007 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 53.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -34891.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 265 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWCG8KC6 FEB21 GE US CALL FEB21 11.11 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCG8KC6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1401.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -77457.09000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00445378423 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 11.11000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27285.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 266 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ALTRIA GROUP INC JAN21 42.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527QLP2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1162.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -13944.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00080178028 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Altria Group Inc |
Title of issue. | Altria Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 02209S103 |
- ISIN (if CUSIP is not available). | US02209S1033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 83387.93000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 267 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWAU4YS3 JAN21 JPM US CALL JAN21 117.75 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAU4YS3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -257.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -219757.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01263603768 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | JPMorgan Chase & Co |
Title of issue. | JPMorgan Chase & Co |
At least one of the following other identifiers: |
- CUSIP. | 46625H100 |
- ISIN (if CUSIP is not available). | US46625H1005 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 117.75000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -108796.14000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 268 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FOX CORP JAN21 32 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527GGD7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1062.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -42480.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00244260085 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Fox Corp |
Title of issue. | Fox Corp |
At least one of the following other identifiers: |
- CUSIP. | 35137L105 |
- ISIN (if CUSIP is not available). | US35137L1052 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 32.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27360.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 269 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ENTERPRISE PRODUCTS PARTNERS L JAN21 21 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527D5T1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1271.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4448.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00025578883 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Enterprise Products Partners LP |
Title of issue. | Enterprise Products Partners LP |
At least one of the following other identifiers: |
- CUSIP. | 293792107 |
- ISIN (if CUSIP is not available). | US2937921078 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 48632.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 270 |
a. Name of issuer (if any). | Bayer AG |
b. LEI (if any) of issuer. (1) | 549300J4U55H3WP1XT59 |
c. Title of the issue or description of the investment. | Bayer AG |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | DE000BAY0017 |
Balance. (2) |
a. Balance | 434144.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 25575924.16000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | 1.470616155528 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 271 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | APPLIED MATERIALS INC JAN21 84.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95275527 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -188.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -63450.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00364837628 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Applied Materials Inc |
Title of issue. | Applied Materials Inc |
At least one of the following other identifiers: |
- CUSIP. | 038222105 |
- ISIN (if CUSIP is not available). | US0382221051 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 84.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1928.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 272 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BANK OF AMERICA CORP JAN21 30 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z952772Z3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -422.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29329.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00168641809 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -3687.05000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 273 |
a. Name of issuer (if any). | BANK OF AMERICA NA |
b. LEI (if any) of issuer. (1) | B4TYDEB6GKMZO031MB27 |
c. Title of the issue or description of the investment. | BRWBKXHJ7 JAN21 59.925 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBKXHJ7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -79300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -64545.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00371136410 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | BANK OF AMERICA NA | B4TYDEB6GKMZO031MB27 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Unilever PLC |
Title of issue. | Unilever PLC |
At least one of the following other identifiers: |
- CUSIP. | 904767704 |
- ISIN (if CUSIP is not available). | US9047677045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 59.92500000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16340.56000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 274 |
a. Name of issuer (if any). | Sanofi |
b. LEI (if any) of issuer. (1) | 549300E9PC51EN656011 |
c. Title of the issue or description of the investment. | Sanofi |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | FR0000120578 |
Balance. (2) |
a. Balance | 301690.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 29240703.00000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | 1.681341012812 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 275 |
a. Name of issuer (if any). | Altria Group Inc |
b. LEI (if any) of issuer. (1) | XSGZFLO9YTNO9VCQV219 |
c. Title of the issue or description of the investment. | Altria Group Inc |
d. CUSIP (if any). | 02209S103 |
At least one of the following other identifiers: |
- ISIN | US02209S1033 |
Balance. (2) |
a. Balance | 783116.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 32107756.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.846196618193 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 276 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ENTERPRISE PRODUCTS PARTNERS L JAN21 22 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551CE62 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -2401.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -26411.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00151863303 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Enterprise Products Partners LP |
Title of issue. | Enterprise Products Partners LP |
At least one of the following other identifiers: |
- CUSIP. | 293792107 |
- ISIN (if CUSIP is not available). | US2937921078 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 102674.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 277 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | PIONEER NATURAL RESOURCES CO JAN21 115 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551TEJ7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -440.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -244200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01404150492 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pioneer Natural Resources Co |
Title of issue. | Pioneer Natural Resources Co |
At least one of the following other identifiers: |
- CUSIP. | 723787107 |
- ISIN (if CUSIP is not available). | US7237871071 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 115.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 72159.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 278 |
a. Name of issuer (if any). | Samsung Electronics Co Ltd |
b. LEI (if any) of issuer. (1) | 9884007ER46L6N7EI764 |
c. Title of the issue or description of the investment. | Samsung Electronics Co Ltd |
d. CUSIP (if any). | 796050888 |
At least one of the following other identifiers: |
- ISIN | US7960508882 |
Balance. (2) |
a. Balance | 21729.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 39520437.93000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.272425978815 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
KOREA (THE REPUBLIC OF)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 279 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COMCAST CORP FEB21 52.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9514DQQ9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -566.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -113200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00650900228 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Comcast Corp |
Title of issue. | Comcast Corp |
At least one of the following other identifiers: |
- CUSIP. | 20030N101 |
- ISIN (if CUSIP is not available). | US20030N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 52.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2694.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 280 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL MOTORS CO JAN21 43.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R8HW6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -512.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -44032.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00253184088 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Motors Co |
Title of issue. | General Motors Co |
At least one of the following other identifiers: |
- CUSIP. | 37045V100 |
- ISIN (if CUSIP is not available). | US37045V1008 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 43.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 17285.93000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 281 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | PPG INDUSTRIES INC FEB21 150 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TLQXA8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -280.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -88200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00507150178 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | PPG Industries Inc |
Title of issue. | PPG Industries Inc |
At least one of the following other identifiers: |
- CUSIP. | 693506107 |
- ISIN (if CUSIP is not available). | US6935061076 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 150.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 11132.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 282 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCTJTS4 FEB21 CSCO US CALL FEB21 45.95 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCTJTS4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1047.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -105383.69000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00605956430 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.95000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6928.99000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 283 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CORTEVA INC FEB21 41 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955BX0A1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1044.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -117450.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00675337737 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Corteva Inc |
Title of issue. | Corteva Inc |
At least one of the following other identifiers: |
- CUSIP. | 22052L104 |
- ISIN (if CUSIP is not available). | US22052L1044 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 41.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 42032.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 284 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CITIGROUP INC JAN21 59.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95519VK9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -566.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -215080.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01236710434 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 59.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -42182.56000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 285 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ALLSTATE CORP/THE JAN21 105 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943H34W5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -309.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -168405.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00968329089 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Allstate Corp/The |
Title of issue. | Allstate Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 020002101 |
- ISIN (if CUSIP is not available). | US0200021014 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 105.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -103587.02000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 286 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DUPONT DE NEMOURS INC JAN21 67.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94AS2KX9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -716.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -298930.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01718848103 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | DuPont de Nemours Inc |
Title of issue. | DuPont de Nemours Inc |
At least one of the following other identifiers: |
- CUSIP. | 26614N102 |
- ISIN (if CUSIP is not available). | US26614N1028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 67.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -172436.92000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 287 |
a. Name of issuer (if any). | NOMURA SECURITIES INTERNATIONAL INC |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | BRWAU9XE4 JAN21 BAC US CALL JAN21 29.06 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAU9XE4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -601.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -84500.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00485878620 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.06000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -54592.94000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 288 |
a. Name of issuer (if any). | Morgan Stanley |
b. LEI (if any) of issuer. (1) | IGJSJL3JD5P30I6NJZ34 |
c. Title of the issue or description of the investment. | Morgan Stanley |
d. CUSIP (if any). | 617446448 |
At least one of the following other identifiers: |
- ISIN | US6174464486 |
Balance. (2) |
a. Balance | 492294.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 33736907.82000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.939872880732 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 289 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WILLIAMS COS INC/THE JAN21 23 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954S0N39 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1143.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5715.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00032861261 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 23.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 76309.74000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 290 |
a. Name of issuer (if any). | Pioneer Natural Resources Co |
b. LEI (if any) of issuer. (1) | FY8JBF7CCL2VE4F1B628 |
c. Title of the issue or description of the investment. | Pioneer Natural Resources Co |
d. CUSIP (if any). | 723787107 |
At least one of the following other identifiers: |
- ISIN | US7237871071 |
Balance. (2) |
a. Balance | 178139.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 20288250.71000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.166574825405 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 291 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCGLG57 FEB21 AJG US CALL FEB21 127 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCGLG57 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -889.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -255720.85000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01470395403 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Arthur J Gallagher & Co |
Title of issue. | Arthur J Gallagher & Co |
At least one of the following other identifiers: |
- CUSIP. | 363576109 |
- ISIN (if CUSIP is not available). | US3635761097 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 127.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 151222.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 292 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ALTRIA GROUP INC JAN21 42.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HHG84 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1272.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -34344.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00197478069 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Altria Group Inc |
Title of issue. | Altria Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 02209S103 |
- ISIN (if CUSIP is not available). | US02209S1033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 64557.96000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 293 |
a. Name of issuer (if any). | Siemens AG |
b. LEI (if any) of issuer. (1) | W38RGI023J3WT1HWRP32 |
c. Title of the issue or description of the investment. | Siemens AG |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | DE0007236101 |
Balance. (2) |
a. Balance | 154130.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 22201871.56000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | 1.276608062912 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 294 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCD9KZ6 FEB21 C US CALL FEB21 59.25 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCD9KZ6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -602.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -238556.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01371702944 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 59.25000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -39742.27000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 295 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ARTHUR J GALLAGHER + CO JAN21 120 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94RN9CP8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -680.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -302600.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01739950610 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Arthur J Gallagher & Co |
Title of issue. | Arthur J Gallagher & Co |
At least one of the following other identifiers: |
- CUSIP. | 363576109 |
- ISIN (if CUSIP is not available). | US3635761097 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 120.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -134124.04000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 296 |
a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
c. Title of the issue or description of the investment. | BRWCG8QE6 JAN21 AZN LN CALL JAN21 78.6779 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCG8QE6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -2500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -1961.84000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00011280583 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE INTERNATIONAL | E58DKGMJYYYJLN8C3868 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AstraZeneca PLC |
Title of issue. | AstraZeneca PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0009895292 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 78.67790000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-26 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5203.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 297 |
a. Name of issuer (if any). | JEFFERIES LLC |
b. LEI (if any) of issuer. (1) | 58PU97L1C0WSRCWADL48 |
c. Title of the issue or description of the investment. | BRWCK29Y9 FEB21 RJF US CALL FEB21 94 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCK29Y9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -840.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -420026.04000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02415150577 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES LLC | 58PU97L1C0WSRCWADL48 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Raymond James Financial Inc |
Title of issue. | Raymond James Financial Inc |
At least one of the following other identifiers: |
- CUSIP. | 754730109 |
- ISIN (if CUSIP is not available). | US7547301090 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 94.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 606.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 298 |
a. Name of issuer (if any). | McKesson Corp |
b. LEI (if any) of issuer. (1) | 549300WZWOM80UCFSF54 |
c. Title of the issue or description of the investment. | McKesson Corp |
d. CUSIP (if any). | 58155Q103 |
At least one of the following other identifiers: |
- ISIN | US58155Q1031 |
Balance. (2) |
a. Balance | 84086.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14624237.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.840893929634 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 299 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FEDEX CORP JAN21 305 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527GQ61 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -60.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -690.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00003967501 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | FedEx Corp |
Title of issue. | FedEx Corp |
At least one of the following other identifiers: |
- CUSIP. | 31428X106 |
- ISIN (if CUSIP is not available). | US31428X1063 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 305.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 81775.59000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 300 |
a. Name of issuer (if any). | Humana Inc |
b. LEI (if any) of issuer. (1) | 529900YLDW34GJAO4J06 |
c. Title of the issue or description of the investment. | Humana Inc |
d. CUSIP (if any). | 444859102 |
At least one of the following other identifiers: |
- ISIN | US4448591028 |
Balance. (2) |
a. Balance | 14480.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5940709.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.341590921931 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 301 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWBL1Q56 FEB21 GE US CALL FEB21 10.4 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBL1Q56 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -4583.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -381722.65000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02194906008 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.40000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -34502.66000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 302 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BANK OF AMERICA CORP JAN21 26 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TPB732 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1632.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -709920.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04082041433 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 26.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -591171.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 303 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAGCL06 JAN21 EQNR NO CALL JAN21 127.4287 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAGCL06 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -304300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | -615805.21000000 |
f. Exchange rate. | 8.57425000 |
g. Percentage value compared to net assets of the Fund. | -0.03540881200 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
BOUVET ISLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Equinor ASA |
Title of issue. | Equinor ASA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NO0010096985 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 127.42870000 |
vi. Exercise Price Currency Code |
Norway Krone
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -482423.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 304 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWC26TD4 FEB21 SIE GY CALL FEB21 117.317 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWC26TD4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -84700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -449166.57000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.02582708684 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Siemens AG |
Title of issue. | Siemens AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0007236101 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 117.31700000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-02-02 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -213744.40000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 305 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWAVFAN4 JAN21 PHIA NA CALL JAN21 45.8762 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWAVFAN4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -143900.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -50499.53000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | -0.00290372399 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Koninklijke Philips NV |
Title of issue. | Koninklijke Philips NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0000009538 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 45.87620000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2021-01-13 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 103887.78000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 306 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DUPONT DE NEMOURS INC JAN21 69.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R5TH2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -214.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -62916.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00361767127 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | DuPont de Nemours Inc |
Title of issue. | DuPont de Nemours Inc |
At least one of the following other identifiers: |
- CUSIP. | 26614N102 |
- ISIN (if CUSIP is not available). | US26614N1028 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 69.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -23591.32000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 307 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COGNIZANT TECHNOLOGY SOLUTIONS JAN21 80.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R3YJ7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -538.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -161400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00928050325 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cognizant Technology Solutions Corp |
Title of issue. | Cognizant Technology Solutions Corp |
At least one of the following other identifiers: |
- CUSIP. | 192446102 |
- ISIN (if CUSIP is not available). | US1924461023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 80.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1206.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 308 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COCA-COLA CO/THE JAN21 54 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551K2Q3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -589.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -105431.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00606228462 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Coca-Cola Co/The |
Title of issue. | Coca-Cola Co/The |
At least one of the following other identifiers: |
- CUSIP. | 191216100 |
- ISIN (if CUSIP is not available). | US1912161007 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 54.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -32535.48000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 309 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NXP SEMICONDUCTORS NV JAN21 162.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551S153 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -166.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -80510.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00462932662 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NXP Semiconductors NV |
Title of issue. | NXP Semiconductors NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0009538784 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 162.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12611.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 310 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | UNION PACIFIC CORP JAN21 210 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943JSML2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -122.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -41480.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00238510083 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Union Pacific Corp |
Title of issue. | Union Pacific Corp |
At least one of the following other identifiers: |
- CUSIP. | 907818108 |
- ISIN (if CUSIP is not available). | US9078181081 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 210.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 26252.43000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 311 |
a. Name of issuer (if any). | Enterprise Products Partners LP |
b. LEI (if any) of issuer. (1) | K4CDIF4M54DJZ6TB4Q48 |
c. Title of the issue or description of the investment. | Enterprise Products Partners LP |
d. CUSIP (if any). | 293792107 |
At least one of the following other identifiers: |
- ISIN | US2937921078 |
Balance. (2) |
a. Balance | 1281901.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 25112440.59000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.443965840896 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 312 |
a. Name of issuer (if any). | CITIBANK NA |
b. LEI (if any) of issuer. (1) | E57ODZWZ7FF32TWEFA76 |
c. Title of the issue or description of the investment. | BRWB14FT2 JAN21 EXC US CALL JAN21 43.025 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWB14FT2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -34000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -8722.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00050153587 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIBANK NA | E57ODZWZ7FF32TWEFA76 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exelon Corp |
Title of issue. | Exelon Corp |
At least one of the following other identifiers: |
- CUSIP. | 30161N101 |
- ISIN (if CUSIP is not available). | US30161N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 43.02500000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-06 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 28018.04000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 313 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN INTERNATIONAL GROUP I JAN21 40 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95273JA9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -909.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10453.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00060107646 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American International Group Inc |
Title of issue. | American International Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 026874784 |
- ISIN (if CUSIP is not available). | US0268747849 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 117498.37000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 314 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VERIZON COMMUNICATIONS INC JAN21 62.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943HTQH7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -640.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2880.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00016560005 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Verizon Communications Inc |
Title of issue. | Verizon Communications Inc |
At least one of the following other identifiers: |
- CUSIP. | 92343V104 |
- ISIN (if CUSIP is not available). | US92343V1044 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 62.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 26408.48000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 315 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WELLS FARGO + CO JAN21 29.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95526SB8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1661.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -290675.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01671381836 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wells Fargo & Co |
Title of issue. | Wells Fargo & Co |
At least one of the following other identifiers: |
- CUSIP. | 949746101 |
- ISIN (if CUSIP is not available). | US9497461015 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9115.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 316 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CITIGROUP INC FEB21 65 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955BW1M6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -320.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -58080.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00333960117 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 65.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -6198.10000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 317 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS JAN21 42.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95278JE0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -56.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1372.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00007889002 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7182.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 318 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VERIZON COMMUNICATIONS INC FEB21 59 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955TV7E1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -866.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -87466.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00502929676 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Verizon Communications Inc |
Title of issue. | Verizon Communications Inc |
At least one of the following other identifiers: |
- CUSIP. | 92343V104 |
- ISIN (if CUSIP is not available). | US92343V1044 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 59.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 257.18000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 319 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | COMCAST CORP FEB21 53 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955SW205 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -380.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -57380.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00329935115 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Comcast Corp |
Title of issue. | Comcast Corp |
At least one of the following other identifiers: |
- CUSIP. | 20030N101 |
- ISIN (if CUSIP is not available). | US20030N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 53.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -11616.03000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 320 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL ELECTRIC CO JAN21 9 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94QB28H1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1078.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -194579.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01118829642 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 9.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -135546.37000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 321 |
a. Name of issuer (if any). | JEFFERIES LLC |
b. LEI (if any) of issuer. (1) | 58PU97L1C0WSRCWADL48 |
c. Title of the issue or description of the investment. | BRWCEQFA8 FEB21 CSCO US CALL FEB21 44.55 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCEQFA8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -531.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -63994.53000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00367968676 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES LLC | 58PU97L1C0WSRCWADL48 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cisco Systems Inc |
Title of issue. | Cisco Systems Inc |
At least one of the following other identifiers: |
- CUSIP. | 17275R102 |
- ISIN (if CUSIP is not available). | US17275R1023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 44.55000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-05 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12873.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 322 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MOTOROLA SOLUTIONS INC FEB21 175 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955D4QT4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -193.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -99395.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00571521450 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Motorola Solutions Inc |
Title of issue. | Motorola Solutions Inc |
At least one of the following other identifiers: |
- CUSIP. | 620076307 |
- ISIN (if CUSIP is not available). | US6200763075 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 175.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 14231.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 323 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ANTHEM INC JAN21 332.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954QVKE2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -221.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -107185.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00616313966 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Anthem Inc |
Title of issue. | Anthem Inc |
At least one of the following other identifiers: |
- CUSIP. | 036752103 |
- ISIN (if CUSIP is not available). | US0367521038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 332.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 56242.86000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 324 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CVS HEALTH CORP JAN21 75 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R18Q4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -208.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4576.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00026312009 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CVS Health Corp |
Title of issue. | CVS Health Corp |
At least one of the following other identifiers: |
- CUSIP. | 126650100 |
- ISIN (if CUSIP is not available). | US1266501006 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 75.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 44470.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 325 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | TJX COS INC/THE JAN21 66 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95280527 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -211.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -55915.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00321511362 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TJX Cos Inc/The |
Title of issue. | TJX Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 872540109 |
- ISIN (if CUSIP is not available). | US8725401090 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 66.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9756.77000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 326 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWBE9L03 JAN21 GE US CALL JAN21 10.6 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWBE9L03 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -2413.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -291270.82000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01674807803 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.60000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -108455.67000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 327 |
a. Name of issuer (if any). | Siemens Energy AG |
b. LEI (if any) of issuer. (1) | 5299005CHJZ14D4FDJ62 |
c. Title of the issue or description of the investment. | Siemens Energy AG |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | DE000ENER6Y0 |
Balance. (2) |
a. Balance | 77065.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 2824393.91000000 |
f. Exchange rate. | 0.81856500 |
g. Percentage value compared to net assets of the Fund. | 0.162402706844 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 328 |
a. Name of issuer (if any). | Arthur J Gallagher & Co |
b. LEI (if any) of issuer. (1) | 54930049QLLMPART6V29 |
c. Title of the issue or description of the investment. | Arthur J Gallagher & Co |
d. CUSIP (if any). | 363576109 |
At least one of the following other identifiers: |
- ISIN | US3635761097 |
Balance. (2) |
a. Balance | 284878.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 35242257.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.026430510822 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 329 |
a. Name of issuer (if any). | JPMorgan Chase & Co |
b. LEI (if any) of issuer. (1) | 8I5DZWZKVSZI1NUHU748 |
c. Title of the issue or description of the investment. | JPMorgan Chase & Co |
d. CUSIP (if any). | 46625H100 |
At least one of the following other identifiers: |
- ISIN | US46625H1005 |
Balance. (2) |
a. Balance | 209159.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 26577834.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.528225999029 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 330 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL ELECTRIC CO JAN21 11 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954RAYF9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1252.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -42568.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00244766085 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Electric Co |
Title of issue. | General Electric Co |
At least one of the following other identifiers: |
- CUSIP. | 369604103 |
- ISIN (if CUSIP is not available). | US3696041033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 11.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 43522.96000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 331 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | EXELON CORP FEB21 45 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955C9N75 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -392.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -24500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00140875049 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exelon Corp |
Title of issue. | Exelon Corp |
At least one of the following other identifiers: |
- CUSIP. | 30161N101 |
- ISIN (if CUSIP is not available). | US30161N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8334.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 332 |
a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
c. Title of the issue or description of the investment. | BRWCG86Q1 JAN21 BA. LN CALL JAN21 5.1912 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCG86Q1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -351400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -15175.44000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00087258810 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE INTERNATIONAL | E58DKGMJYYYJLN8C3868 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BAE Systems PLC |
Title of issue. | BAE Systems PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0002634946 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 5.19120000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-26 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 20902.93000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 333 |
a. Name of issuer (if any). | Equinor ASA |
b. LEI (if any) of issuer. (1) | OW6OFBNCKXC4US5C7523 |
c. Title of the issue or description of the investment. | Equinor ASA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | NO0010096985 |
Balance. (2) |
a. Balance | 902240.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | 15226634.41000000 |
f. Exchange rate. | 8.57425000 |
g. Percentage value compared to net assets of the Fund. | 0.875531785971 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NORWAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 334 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CIGNA CORP JAN21 225 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R1E61 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -68.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -16014.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00092080532 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cigna Corp |
Title of issue. | Cigna Corp |
At least one of the following other identifiers: |
- CUSIP. | 125523100 |
- ISIN (if CUSIP is not available). | US1255231003 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 225.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 33878.06000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 335 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ALTRIA GROUP INC JAN21 43 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9551NYV1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1112.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -62272.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00358064125 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Altria Group Inc |
Title of issue. | Altria Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 02209S103 |
- ISIN (if CUSIP is not available). | US02209S1033 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 43.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-29 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 74238.82000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 336 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | UNILEVER PLC FEB21 62.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94TM3DB8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -436.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -42510.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00244432585 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Unilever PLC |
Title of issue. | Unilever PLC |
At least one of the following other identifiers: |
- CUSIP. | 904767704 |
- ISIN (if CUSIP is not available). | US9047677045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 62.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -10349.50000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 337 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WILLIAMS COS INC/THE JAN21 21 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94ZZULP0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1019.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18851.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00108396163 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 28800.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 338 |
a. Name of issuer (if any). | Motorola Solutions Inc |
b. LEI (if any) of issuer. (1) | 6S552MUG6KGJVEBSEC55 |
c. Title of the issue or description of the investment. | Motorola Solutions Inc |
d. CUSIP (if any). | 620076307 |
At least one of the following other identifiers: |
- ISIN | US6200763075 |
Balance. (2) |
a. Balance | 105810.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 17994048.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.034658157764 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 339 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | BRWCQLF16 JAN21 BP. LN CALL JAN21 2.7665 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCQLF16 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -866000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -37921.06000000 |
f. Exchange rate. | 0.73126100 |
g. Percentage value compared to net assets of the Fund. | -0.00218046171 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BP PLC |
Title of issue. | BP PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB0007980591 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 2.76650000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-26 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 33585.41000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 340 |
a. Name of issuer (if any). | American Express Co |
b. LEI (if any) of issuer. (1) | R4PP93JZOLY261QX3811 |
c. Title of the issue or description of the investment. | American Express Co |
d. CUSIP (if any). | 025816109 |
At least one of the following other identifiers: |
- ISIN | US0258161092 |
Balance. (2) |
a. Balance | 121880.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14736510.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.847349668501 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 341 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCGG5Q4 FEB21 PEG US CALL FEB21 59 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCGG5Q4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -380.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -55258.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00317736256 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Public Service Enterprise Group Inc |
Title of issue. | Public Service Enterprise Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 744573106 |
- ISIN (if CUSIP is not available). | US7445731067 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 59.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 890.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 342 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | PIONEER NATURAL RESOURCES CO JAN21 105 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943JPBW6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -75.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -75375.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00433406402 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pioneer Natural Resources Co |
Title of issue. | Pioneer Natural Resources Co |
At least one of the following other identifiers: |
- CUSIP. | 723787107 |
- ISIN (if CUSIP is not available). | US7237871071 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 105.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -40498.27000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 343 |
a. Name of issuer (if any). | Public Service Enterprise Group Inc |
b. LEI (if any) of issuer. (1) | PUSS41EMO3E6XXNV3U28 |
c. Title of the issue or description of the investment. | Public Service Enterprise Group Inc |
d. CUSIP (if any). | 744573106 |
At least one of the following other identifiers: |
- ISIN | US7445731067 |
Balance. (2) |
a. Balance | 434035.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 25304240.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.454994339593 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 344 |
a. Name of issuer (if any). | American International Group Inc |
b. LEI (if any) of issuer. (1) | ODVCVCQG2BP6VHV36M30 |
c. Title of the issue or description of the investment. | American International Group Inc |
d. CUSIP (if any). | 026874784 |
At least one of the following other identifiers: |
- ISIN | US0268747849 |
Balance. (2) |
a. Balance | 1175986.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 44522829.96000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.560063621529 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 345 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WELLS FARGO + CO JAN21 25 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9460D5N3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1172.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -621160.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03571671254 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wells Fargo & Co |
Title of issue. | Wells Fargo & Co |
At least one of the following other identifiers: |
- CUSIP. | 949746101 |
- ISIN (if CUSIP is not available). | US9497461015 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 25.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -530022.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 346 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS JAN21 44.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R21L0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -714.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -32487.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00186800315 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 44.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 133494.39000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 347 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | LOWE'S COS INC JAN21 157.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9527MSK5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -56.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -23660.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00136045047 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Lowe's Cos Inc |
Title of issue. | Lowe's Cos Inc |
At least one of the following other identifiers: |
- CUSIP. | 548661107 |
- ISIN (if CUSIP is not available). | US5486611073 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 157.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -8916.03000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 348 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WELLS FARGO + CO JAN21 27.5 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z943JTCL1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1705.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -497860.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02862696005 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wells Fargo & Co |
Title of issue. | Wells Fargo & Co |
At least one of the following other identifiers: |
- CUSIP. | 949746101 |
- ISIN (if CUSIP is not available). | US9497461015 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -360161.97000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 349 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MICROSOFT CORP JAN21 220 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94FGVE71 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -56750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00326312614 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 220.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5083.91000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 350 |
a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
c. Title of the issue or description of the investment. | BRWCP23L8 FEB21 NI US CALL FEB21 22.16 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWCP23L8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -515.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -66808.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00384148319 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NiSource Inc |
Title of issue. | NiSource Inc |
At least one of the following other identifiers: |
- CUSIP. | 65473P105 |
- ISIN (if CUSIP is not available). | US65473P1057 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.16000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-02-25 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -33455.53000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 351 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | GENERAL MOTORS CO JAN21 47 CALL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z954R84A8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -903.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -20769.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00119421791 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | General Motors Co |
Title of issue. | General Motors Co |
At least one of the following other identifiers: |
- CUSIP. | 37045V100 |
- ISIN (if CUSIP is not available). | US37045V1008 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 47.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-22 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 92793.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 352 |
a. Name of issuer (if any). | ConocoPhillips |
b. LEI (if any) of issuer. (1) | WPTL2Z3FIYTHSP5V2253 |
c. Title of the issue or description of the investment. | ConocoPhillips |
d. CUSIP (if any). | 20825C104 |
At least one of the following other identifiers: |
- ISIN | US20825C1045 |
Balance. (2) |
a. Balance | 370880.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14831491.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.852811043418 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
Explanatory Note Record | Note Item | Explanatory Notes |
---|---|---|
#1 | B.5.a | Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. |
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
Registrant: | BlackRock Enhanced Equity Dividend Trust | |
By (Signature): | Ann Frechette | |
Name: | Ann Frechette | |
Title: | Assistant Treasurer | |
Date:
Your Recent HistoryIt looks like you are not logged in. Click the button below to log in and keep track of your recent history. Support: +44 (0) 203 8794 460 | support@advfn.com By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions |