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| 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 | |
|---|---|---|---|---|---|---|---|---|
| 0.0301 | 0.36% | 8.3001 | 8.31 | 8.295 | 8.30 | 184,745 | 15:31:28 |
|
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. | 2021-12-31 |
| b. Date as of which information is reported. | 2021-06-30 |
| a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
| Report the following information for the Fund and its consolidated subsidiaries. |
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 1984403277.15 |
| b. Total liabilities. | 41623911.73 |
| c. Net assets. | 1942779365.42 |
| 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. | 197799.00000000 |
| 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 | 3.87000000 | 2.50000000 | -1.77000000 | |
| 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 | -9771736.89000000 | -2673165.04000000 | -9005474.66000000 | 4417869.92000000 | 4225141.61000000 | 10132863.66000000 | |
| Forward | — | — | — | — | — | — | |
| Future | — | — | — | — | — | — | |
| Option | -9771736.89000000 | -2673165.04000000 | -9005474.66000000 | 4417869.92000000 | 4225141.61000000 | 10132863.66000000 | |
| 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 | 14557594.93000000 | 64740491.04000000 |
| Month 2 | 32156412.87000000 | 17687998.65000000 |
| Month 3 | 35646928.09000000 | -85149397.96000000 |
| a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
| Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
|---|---|---|---|
| Month 1 | 0.00000000 | 0.00000000 | 0.00000000 |
| Month 2 | 0.00000000 | 0.00000000 | 0.00000000 |
| Month 3 | 0.00000000 | 0.00000000 | 0.00000000 |
| a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. |
—
|
| b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. |
—
|
| c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ☐ Yes ☐ No ☐ N/A |
| For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
| (1) Moderately Liquid Investments | |
| (2) Less Liquid Investments | |
| (3) Illiquid Investments | |
| Classification |
—
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
| Schedule of Portfolio Investments Record: 1 |
| a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
| c. Title of the issue or description of the investment. | BLACKROCK CALL EUR 53.0783000 20210812 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP2Q9T8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -61900.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -74646.43000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00384224947 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 53.07830000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-08-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19003.66000000 |
| 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: 2 |
| 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 | 517620.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15761529.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.811287646993 |
| 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: 3 |
| a. Name of issuer (if any). | Cisco Systems Inc/Delaware |
| b. LEI (if any) of issuer. (1) | 8E6NF1YAL0WT6CWXXV93 |
| c. Title of the issue or description of the investment. | Cisco Systems Inc/Delaware |
| d. CUSIP (if any). | 17275R102 |
| At least one of the following other identifiers: |
| - ISIN | US17275R1023 |
| Balance. (2) |
| a. Balance | 962947.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51036191.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.626967936164 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I AUG21 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 | Z95CQBL80 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -945.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -74182.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00381836977 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9711.55000000 |
| 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: 5 |
| 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 | 230141.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11691162.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.601775117035 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 6 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | FOX CORP AUG21 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 | Z95CDTBT0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -962.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -127465.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00656096118 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 41.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -58427.14000000 |
| 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: 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. | CITIGROUP INC JUL21 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 | Z95C01CL1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1504.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24064.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00123863782 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 362044.68000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | DOLLAR GENERAL CORP JUL21 207.5 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 | Z95BT7CD7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -153.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -138465.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00712716031 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 207.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -80473.35000000 |
| 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: 9 |
| 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 JUL21 14 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BJJZH8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -2462.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38161.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00196424775 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 14.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 73202.03000000 |
| 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: 10 |
| 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 AUG21 277.5 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 | Z95CR0TB8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11205.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00057675102 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 277.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 412.90000000 |
| 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: 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. | GENERAL MOTORS CO JUL21 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 | Z95BB3C86 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -301.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6020.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00030986534 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 34535.40000000 |
| 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: 12 |
| 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 | 76421.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16536740.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.851189820333 |
| 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: 13 |
| 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 | 388882.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16900811.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.869929546340 |
| 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: 14 |
| 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 AUG21 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 | Z95CQDFZ3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -445.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -30482.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00156901501 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 43.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 117.90000000 |
| 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: 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. | COCA-COLA CO/THE JUL21 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 | Z95BTH4H5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -201.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2512.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00012932503 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17013.67000000 |
| 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: 16 |
| a. Name of issuer (if any). | American Electric Power Co Inc |
| b. LEI (if any) of issuer. (1) | 1B4S6S7G0TW5EE83BO58 |
| c. Title of the issue or description of the investment. | American Electric Power Co Inc |
| d. CUSIP (if any). | 025537101 |
| At least one of the following other identifiers: |
| - ISIN | US0255371017 |
| Balance. (2) |
| a. Balance | 73086.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6182344.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.318221659651 |
| 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. | GENERAL ELECTRIC CO JUL21 14.5 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 | Z95BTAZ11 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1082.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4328.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00022277362 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 14.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 33300.68000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | 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 | 713775.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42234066.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.173899285823 |
| 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: 19 |
| 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 JUL21 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 | Z95A7FLT0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -163.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -48900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00251701252 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 235.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 67414.71000000 |
| 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: 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. | SS+C TECHNOLOGIES HOLDINGS INC JUL21 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 | Z951PF7R0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -839.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -60827.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00313095254 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | SS&C Technologies Holdings Inc |
| Title of issue. | SS&C Technologies Holdings Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 78467J100 |
| - ISIN (if CUSIP is not available). | US78467J1007 |
| 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. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 109291.71000000 |
| 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: 21 |
| 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 JUL21 57.5 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 | Z951MU0M8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -737.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -42746.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00220024984 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 57.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 134161.08000000 |
| 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: 22 |
| 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. | BLACKROCK CALL GBP 29.0241000 20210729 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNHL8C6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -27600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -4905.47000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00025249753 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | British American Tobacco PLC |
| Title of issue. | British American Tobacco PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | GB0002875804 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 29.02410000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6171.63000000 |
| 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: 23 |
| 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 JUL21 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 | Z95C7PRW1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -712.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14596.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00075129478 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 58.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 26710.67000000 |
| 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: 24 |
| 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 | 79217.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17422194.81000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.896766515030 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 25 |
| a. Name of issuer (if any). | 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) | 38922480.16000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | 2.003443152258 |
| 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: 26 |
| 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 JUL21 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 | Z95BU29M0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1731.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38082.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00196018141 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 137876.18000000 |
| 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: 27 |
| 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 | 42646.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17077164.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.879006877670 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 28 |
| a. Name of issuer (if any). | 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 | 7833652.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 34353620.23000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | 1.768271829599 |
| 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: 29 |
| 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 JUL21 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 | Z95C0YBD8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -730.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -58035.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00298721517 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 80492.95000000 |
| 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: 30 |
| a. Name of issuer (if any). | British American Tobacco PLC |
| b. LEI (if any) of issuer. (1) | 213800FKA5MF17RJKT63 |
| c. Title of the issue or description of the investment. | British American Tobacco PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB0002875804 |
| Balance. (2) |
| a. Balance | 451005.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 17510517.48000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | 0.901312716805 |
| 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: 31 |
| 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 | 1585647.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 71813952.63000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.696454363693 |
| 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). | 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 | 394028.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23807171.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.225418191265 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 33 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | DOLLAR GENERAL CORP JUL21 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 | Z95BJ7DW5 |
| 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) | -88750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00456819758 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -31134.33000000 |
| 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: 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. | ANTHEM INC JUL21 400 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BSZGP5 |
| 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) | -6360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00032736604 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 400.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 143538.91000000 |
| 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: 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. | HUMANA INC JUL21 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 | Z95C6Z4K1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -120.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -217800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01121074291 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -103132.20000000 |
| 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: 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. | MCKESSON CORP JUL21 200 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BK6VX3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -76.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6460.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00033251331 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23926.52000000 |
| 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: 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. | MEDTRONIC PLC JUL21 130 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BK70A5 |
| 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) | -16469.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00084770305 |
| 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. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 72972.75000000 |
| 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: 38 |
| 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. | BLACKROCK CALL NOK 183.4368000 20210707 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMR0L46 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -470917.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Norway Krone
|
| e. Value. (4) | -121718.55000000 |
| f. Exchange rate. | 8.61015000 |
| g. Percentage value compared to net assets of the Fund. | -0.00626517617 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 183.43680000 |
| vi. Exercise Price Currency Code |
Norway Krone
|
| vii. Expiration date. | 2021-07-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 131091.34000000 |
| 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: 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. | MORGAN STANLEY JUL21 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 | Z95C0GAQ9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -505.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -66912.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00344416361 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 67199.66000000 |
| 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: 40 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | PPG INDUSTRIES INC AUG21 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 | Z95CS4RV7 |
| 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) | -49800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00256333791 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6963.37000000 |
| 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: 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. | FOX CORP JUL21 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 | Z95C08AA2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1187.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -68252.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00351313696 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 38.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 50193.78000000 |
| 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: 42 |
| 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 JUL21 447.5 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 | Z95C0B6L6 |
| 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) | -31740.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00163374187 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 447.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -9697.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 43 |
| 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. | BLACKROCK CALL EUR 46.6153000 20210715 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMZNBV8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -208600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -1173.92000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00006042477 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 46.61530000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-07-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 208427.48000000 |
| 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: 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. | CONSTELLATION BRANDS INC JUL21 240 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BBQGW8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -90.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00011581345 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 240.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 66497.02000000 |
| 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: 45 |
| 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 | 215220.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10694281.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.550463011412 |
| 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: 46 |
| 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. | BLACKROCK CALL EUR 59.6200000 20210707 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMR0KX3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -28700.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -14902.80000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00076708659 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 59.62000000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-07-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18114.04000000 |
| 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: 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. | GENERAL ELECTRIC CO AUG21 13.5 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 | Z95CQHB96 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1803.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -114490.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00589312929 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 13.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -50006.01000000 |
| 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: 48 |
| 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 | 371067.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25700100.42000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.322852243411 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 49 |
| a. Name of issuer (if any). | 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 JUL21 195 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C0F850 |
| 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) | -49749.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00256071280 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 195.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6432.66000000 |
| 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: 50 |
| 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. | JUL21 UL US CALL JUL21 61.21 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 | BRWMCT8G7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -918.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8636.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00044454559 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 61.21000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 98553.45000000 |
| 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: 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. | UNION PACIFIC CORP JUL21 230 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BL6YQ4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -117.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3510.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00018066899 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24390.29000000 |
| 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: 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. | CHARLES SCHWAB CORP/THE JUL21 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 | Z95C12742 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -896.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -201152.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01035382625 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 72.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -18355.25000000 |
| 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. | CISCO SYSTEMS INC/DELAWARE JUL21 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 | Z95C6QQ92 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -639.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -29074.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00149654152 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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/Delaware |
| Title of issue. | Cisco Systems Inc/Delaware |
| 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. | 54.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2881.80000000 |
| 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: 54 |
| 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. | BLACKROCK CALL JPY 1334.0876000 20210805 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNZQDE5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -237000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -53242.32000000 |
| f. Exchange rate. | 111.09500000 |
| g. Percentage value compared to net assets of the Fund. | -0.00274052323 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Panasonic Corp |
| Title of issue. | Panasonic Corp |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | JP3866800000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 1334.08760000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2021-08-05 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23363.28000000 |
| 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: 55 |
| 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 JUL21 25.5 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 | Z95C065Y0 |
| 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) | -20408.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00105047955 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 25.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 79980.57000000 |
| 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: 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. | VISA INC JUL21 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 | Z95BU3P57 |
| 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) | -32175.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00165613247 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 235.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9570.49000000 |
| 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: 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. | BERKSHIRE HATHAWAY INC JUL21 292.5 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 | Z95BT2GX0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -152.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3420.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00017603645 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 292.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 60840.00000000 |
| 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: 58 |
| 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 | 51777.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3228295.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.166168943703 |
| 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: 59 |
| 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 | 963102.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68139466.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.507318829550 |
| 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: 60 |
| 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 JUL21 14.5 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 | Z95C6Z2F4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -3513.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -87825.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00452058538 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 14.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 28157.14000000 |
| 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: 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. | UNION PACIFIC CORP JUL21 230 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BTX1V2 |
| 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) | -2420.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00012456381 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 68461.90000000 |
| 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: 62 |
| 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 JUL21 77.5 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 | Z958FBQ11 |
| 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) | -5920.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00030471808 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 77.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 84564.43000000 |
| 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: 63 |
| 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 | 2496516.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33603105.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.729640841266 |
| 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: 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. | ANTHEM INC JUL21 397.5 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 | Z95BAS101 |
| 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) | -5565.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00028644529 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 397.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 170845.59000000 |
| 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: 65 |
| a. Name of issuer (if any). | JANE STREET EXECUTION SERVICES, LLC |
| b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
| c. Title of the issue or description of the investment. | AUG21 SEE US CALL AUG21 60.01 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 | BRWNTRG23 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -485.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -80113.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00412366743 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JANE STREET EXECUTION SERVICES, LLC | 549300HXJLXCPDWAH070 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sealed Air Corp |
| Title of issue. | Sealed Air Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 81211K100 |
| - ISIN (if CUSIP is not available). | US81211K1007 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 60.01000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -23967.89000000 |
| 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: 66 |
| 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. | BLACKROCK CALL CHF 64.9901000 20210720 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMXB4H5 |
| 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) | -41884.53000000 |
| f. Exchange rate. | 0.92525000 |
| g. Percentage value compared to net assets of the Fund. | -0.00215590770 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 64.99010000 |
| vi. Exercise Price Currency Code |
Switzerland Franc
|
| vii. Expiration date. | 2021-07-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4962.39000000 |
| 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: 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. | CONOCOPHILLIPS AUG21 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 | Z956GVHU6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -86.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12642.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00065071722 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1979.24000000 |
| 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: 68 |
| 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 AUG21 91 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CQMHH1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -637.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -218172.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01122991647 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 91.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -108758.57000000 |
| 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: 69 |
| 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 | 729313.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 41585427.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.140512093148 |
| 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). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | UNILEVER PLC AUG21 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 | Z94XJCV80 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1463.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -36575.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00188261213 |
| 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 115098.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 71 |
| 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 ELECTRIC POWER CO INC JUL21 85 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BHM024 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -401.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -35087.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00180604656 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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 Electric Power Co Inc |
| Title of issue. | American Electric Power Co Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 025537101 |
| - ISIN (if CUSIP is not available). | US0255371017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20657.35000000 |
| 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: 72 |
| 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 | 83693.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14208560.61000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.731352250435 |
| 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: 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. | MCKESSON CORP JUL21 200 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C0J787 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -82.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14555.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00074918440 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21821.11000000 |
| 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: 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. | CONOCOPHILLIPS JUL21 62 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C6Q0A7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -83.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14857.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00076472914 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 62.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1668.78000000 |
| 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: 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. | CVS HEALTH CORP JUL21 87 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C02XZ5 |
| 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) | -10803.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00055605902 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 87.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 56288.89000000 |
| 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: 76 |
| 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 | 714955.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26546279.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.366407304015 |
| 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: 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. | ALTRIA GROUP INC JUL21 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 | Z95C760D4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1209.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -85234.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00438724548 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 49.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10294.50000000 |
| 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: 78 |
| 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 AUG21 73.5 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 | Z95CSC8F5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -51000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00262510508 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 73.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8258.87000000 |
| 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: 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. | MICROSOFT CORP JUL21 265 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C75BC6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -82.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -82410.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00424186098 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 265.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -37634.42000000 |
| 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: 80 |
| 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 | 202073.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8953854.63000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.460878614904 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 81 |
| a. Name of issuer (if any). | Lear Corp |
| b. LEI (if any) of issuer. (1) | 549300UPNBTXA1SYTQ33 |
| c. Title of the issue or description of the investment. | Lear Corp |
| d. CUSIP (if any). | 521865204 |
| At least one of the following other identifiers: |
| - ISIN | US5218652049 |
| Balance. (2) |
| a. Balance | 74027.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12975452.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.667880912827 |
| 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. | JPMORGAN CHASE + CO JUL21 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 | Z958CF2V5 |
| 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) | -3393.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00017464669 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 170.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 56520.40000000 |
| 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: 83 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CONOCOPHILLIPS AUG21 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 | Z955KW773 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -114.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38190.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00196574045 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2595.03000000 |
| 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: 84 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | RAYTHEON TECHNOLOGIES CORP JUL21 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 | Z95BKTLN6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -181.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2986.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015372306 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Raytheon Technologies Corp |
| Title of issue. | Raytheon Technologies Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 75513E101 |
| - ISIN (if CUSIP is not available). | US75513E1010 |
| 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. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22484.96000000 |
| 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: 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. | AMERICAN EXPRESS CO AUG21 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 | Z95CQBBM0 |
| 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) | -40750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00209751043 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 167.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14293.24000000 |
| 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: 86 |
| 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 | 684756.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40058226.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.061902999023 |
| 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: 87 |
| 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 | 288750.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 35842537.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.844910345352 |
| 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: 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. | CHARLES SCHWAB CORP/THE JUL21 74.5 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 | Z95BBYRE9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -386.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3474.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00017881598 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 74.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 66997.04000000 |
| 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: 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. | EXELON CORP AUG21 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 | Z95CDRZ92 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -340.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00061252452 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 26865.00000000 |
| 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: 90 |
| 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 | 205111.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9096672.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.468229846986 |
| 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: 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. | COCA-COLA CO/THE AUG21 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 | Z95CQLYX9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -516.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -39216.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00201855139 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3217.30000000 |
| 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: 92 |
| 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. | BLACKROCK CALL JPY 1334.0876000 20210811 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNZQDD7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -237000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -60291.25000000 |
| f. Exchange rate. | 111.09500000 |
| g. Percentage value compared to net assets of the Fund. | -0.00310335033 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Panasonic Corp |
| Title of issue. | Panasonic Corp |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | JP3866800000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 1334.08760000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2021-08-11 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21665.46000000 |
| 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: 93 |
| 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 AUG21 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 | Z95BS6WE6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -215.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -34722.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00178725904 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 62.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8896.00000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 94 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | FIDELITY NATIONAL FINANCIAL IN JUL21 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 | Z95BJGT81 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1091.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16365.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00084234989 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 139391.13000000 |
| 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: 95 |
| 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. | AUG21 AJG US CALL AUG21 147.25 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 | BRWMZP6H0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -428.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -44128.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00227138916 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 147.25000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 168058.38000000 |
| 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: 96 |
| 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. | FIDELITY NATIONAL INFORMATION JUL21 155 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94V9SFT2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -338.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1690.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008698877 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Fidelity National Information Services Inc |
| Title of issue. | Fidelity National Information Services Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 31620M106 |
| - ISIN (if CUSIP is not available). | US31620M1062 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 61774.34000000 |
| 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: 97 |
| 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 JUL21 197.5 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 | Z95BTL4M5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -53.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3710.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019096352 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 197.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19220.42000000 |
| 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: 98 |
| 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. | RAYTHEON TECHNOLOGIES CORP JUL21 91 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C0PTD8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -145.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3697.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019032011 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Raytheon Technologies Corp |
| Title of issue. | Raytheon Technologies Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 75513E101 |
| - ISIN (if CUSIP is not available). | US75513E1010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 91.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15154.62000000 |
| 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: 99 |
| 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. | BLACKROCK CALL EUR 57.9362000 20210805 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNWV8U7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -66500.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -169394.00000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00871915787 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Wuxi Biologics Cayman Inc |
| Title of issue. | Wuxi Biologics Cayman Inc |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | KYG970081173 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 57.93620000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-08-05 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -86725.95000000 |
| 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: 100 |
| a. Name of issuer (if any). | JANE STREET EXECUTION SERVICES, LLC |
| b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
| c. Title of the issue or description of the investment. | JUL21 SSNC US CALL JUL21 74.75 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 | BRWMT5Q89 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -687.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21551.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00110929683 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JANE STREET EXECUTION SERVICES, LLC | 549300HXJLXCPDWAH070 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | SS&C Technologies Holdings Inc |
| Title of issue. | SS&C Technologies Holdings Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 78467J100 |
| - ISIN (if CUSIP is not available). | US78467J1007 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 74.75000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 79963.04000000 |
| 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: 101 |
| 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 | 83206.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 8787712.40000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | 0.452326834246 |
| 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: 102 |
| 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. | BLACKROCK CALL USD 59.8930000 20210729 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNVKFX8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -138500.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -64542.39000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00332216777 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 59.89300000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 74954.81000000 |
| 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: 103 |
| 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 | 91685.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21437786.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.103459666165 |
| 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: 104 |
| a. Name of issuer (if any). | Southern Co/The |
| b. LEI (if any) of issuer. (1) | 549300FC3G3YU2FBZD92 |
| c. Title of the issue or description of the investment. | Southern Co/The |
| d. CUSIP (if any). | 842587107 |
| At least one of the following other identifiers: |
| - ISIN | US8425871071 |
| Balance. (2) |
| a. Balance | 91620.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5543926.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.285360566345 |
| 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: 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. | SOUTHERN CO/THE AUG21 62 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CSLDY8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -503.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38982.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00200653253 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Southern Co/The |
| Title of issue. | Southern Co/The |
| At least one of the following other identifiers: |
| - CUSIP. | 842587107 |
| - ISIN (if CUSIP is not available). | US8425871071 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 62.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6923.71000000 |
| 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: 106 |
| 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 JUL21 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 | Z951NZ970 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1497.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14970.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00077054555 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 26.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 84926.12000000 |
| 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: 107 |
| 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 JUL21 84 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C04SZ7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -238.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5236.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00026951078 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 84.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 52428.79000000 |
| 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: 108 |
| 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 | 155694.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25038709.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.288808679239 |
| 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: 109 |
| 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 JUL21 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 | Z954RJQ51 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -505.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -51510.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00265135614 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 87934.20000000 |
| 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: 110 |
| 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. | JUL21 OTEX US CALL JUL21 47.25 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 | BRWME3Y99 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -669.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -237850.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01224281636 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 47.25000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -191178.17000000 |
| 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: 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. | JPMORGAN CHASE + CO JUL21 155 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C74GR1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -229.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -89882.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00462649035 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -31922.84000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 112 |
| 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 | 150532.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57473117.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.958293598489 |
| 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: 113 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | UNITEDHEALTH GROUP INC JUL21 405 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BTX9R3 |
| 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) | -19110.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00098364231 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 405.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18271.74000000 |
| 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: 114 |
| 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 | 106936.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10811229.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.556482624451 |
| 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. | AMEREN CORP JUL21 85 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BHKAH4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -265.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3975.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00020460377 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 44457.54000000 |
| 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: 116 |
| 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 | 190727.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24775437.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.275257383364 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 117 |
| a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
| c. Title of the issue or description of the investment. | BLACKROCK CALL CHF 63.9708000 20210714 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN1CMK9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -56200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | -87265.53000000 |
| f. Exchange rate. | 0.92525000 |
| g. Percentage value compared to net assets of the Fund. | -0.00449178797 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 63.97080000 |
| vi. Exercise Price Currency Code |
Switzerland Franc
|
| vii. Expiration date. | 2021-07-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -36270.64000000 |
| 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: 118 |
| 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 | 255905.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14796427.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.761611295825 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 119 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | PPG INDUSTRIES INC JUL21 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 | Z95C79YD1 |
| 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) | -79300.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00408178105 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2933.24000000 |
| 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: 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. | VISA INC AUG21 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 | Z959DP5F2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -141.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -94822.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00488076524 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 235.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8659.48000000 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I JUL21 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 | Z95BSZKL9 |
| 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) | -44385.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00228461351 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 53.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 120733.47000000 |
| 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: 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. | JUL21 MPC US CALL JUL21 61.01 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 | BRWM9XDP6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -555.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -54568.71000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00280879604 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 61.01000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 113465.16000000 |
| 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: 123 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | COGNIZANT TECHNOLOGY SOLUTIONS JUL21 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 | Z95C6S7P3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -431.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -31247.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00160839159 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 72.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24590.54000000 |
| 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: 124 |
| 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 AUG21 260 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95817AH7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -82.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -124435.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00640499905 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 260.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -57229.24000000 |
| 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: 125 |
| 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. | JUN21 AIG US CALL JUN21 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 | BRWME8U19 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -945.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -0.09000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000000463 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 51.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-06-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 147197.35000000 |
| 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: 126 |
| 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 | 72554.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14073299.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.724389996645 |
| 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). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ALLSTATE CORP/THE AUG21 130 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CCZ0C6 |
| 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) | -126825.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00652801868 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -29633.41000000 |
| 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: 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. | METLIFE INC JUL21 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 | Z95AD8PT5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -368.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2208.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00011365160 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 70234.18000000 |
| 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: 129 |
| 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. | RAYTHEON TECHNOLOGIES CORP AUG21 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 | Z955DPK48 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -238.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -27370.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00140880639 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Raytheon Technologies Corp |
| Title of issue. | Raytheon Technologies Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 75513E101 |
| - ISIN (if CUSIP is not available). | US75513E1010 |
| 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 47067.75000000 |
| 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: 130 |
| 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. | BLACKROCK CALL USD 1888.2475000 20210727 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN8RZC3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -4200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28832.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00148407176 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 1888.24750000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 114381.25000000 |
| 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: 131 |
| 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 | 557253.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 27658784.19000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | 1.423670885243 |
| 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: 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. | DOLLAR GENERAL CORP JUL21 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 | Z95C059Y8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -145.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -84100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00432884976 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 212.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -49479.21000000 |
| 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: 133 |
| a. Name of issuer (if any). | Sealed Air Corp |
| b. LEI (if any) of issuer. (1) | Q0M0CZB4YN6JZ65WXI09 |
| c. Title of the issue or description of the investment. | Sealed Air Corp |
| d. CUSIP (if any). | 81211K100 |
| At least one of the following other identifiers: |
| - ISIN | US81211K1007 |
| Balance. (2) |
| a. Balance | 164797.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9764222.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.502590382819 |
| 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: 134 |
| 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 | 72937.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19758633.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.017029192902 |
| 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: 135 |
| 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. | JUL21 NWL US CALL JUL21 29.4 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 | BRWMCPJF5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -971.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15551.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00080047895 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 29.40000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 58016.18000000 |
| 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: 136 |
| 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 JUL21 270 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C0HST2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -53.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -33522.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00172549186 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 270.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -12229.05000000 |
| 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: 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. | LEAR CORP AUG21 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 | Z95CEEUE4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -164.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -73800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00379868148 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Lear Corp |
| Title of issue. | Lear Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 521865204 |
| - ISIN (if CUSIP is not available). | US5218652049 |
| 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12958.06000000 |
| 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: 138 |
| 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 JUL21 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 | Z95BAS119 |
| 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) | -44137.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00227187403 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 162.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9575.50000000 |
| 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: 139 |
| a. Name of issuer (if any). | Intercontinental Exchange Inc |
| b. LEI (if any) of issuer. (1) | 5493000F4ZO33MV32P92 |
| c. Title of the issue or description of the investment. | Intercontinental Exchange Inc |
| d. CUSIP (if any). | 45866F104 |
| At least one of the following other identifiers: |
| - ISIN | US45866F1049 |
| Balance. (2) |
| a. Balance | 50280.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5968236.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.307200915669 |
| 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: 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. | VERIZON COMMUNICATIONS INC AUG21 57.5 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 | Z95CFYUJ8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -294.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13524.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00069611610 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 57.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7868.88000000 |
| 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: 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. | COGNIZANT TECHNOLOGY SOLUTIONS JUL21 71.5 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 | Z95BAYPJ1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -153.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1530.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00007875315 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 71.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24902.95000000 |
| 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: 142 |
| a. Name of issuer (if any). | Huntington Ingalls Industries Inc |
| b. LEI (if any) of issuer. (1) | 5TZLZ6WJTBVJ0QWBG121 |
| c. Title of the issue or description of the investment. | Huntington Ingalls Industries Inc |
| d. CUSIP (if any). | 446413106 |
| At least one of the following other identifiers: |
| - ISIN | US4464131063 |
| Balance. (2) |
| a. Balance | 53934.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11366590.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.585068521022 |
| 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: 143 |
| 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. | BLACKROCK CALL GBP 3.1961000 20210708 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMFN0W0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -400000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -25675.15000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00132156797 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 3.19610000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 33935.67000000 |
| 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: 144 |
| 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 | 89256.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20876085.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.074547435060 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 145 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CONOCOPHILLIPS JUL21 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 | Z95BJ4LL7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -608.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -121904.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00627472178 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -34495.16000000 |
| 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: 146 |
| 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 JUL21 197.5 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 | Z95C74AA4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -44.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11044.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00056846393 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 197.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 64.20000000 |
| 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: 147 |
| 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 JUL21 77.5 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 | Z951MVVW0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00077208973 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 77.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 78458.69000000 |
| 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: 148 |
| 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. | BLACKROCK CALL GBP 5.3328000 20210707 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMR0L38 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -571000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -15644.06000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00080524120 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 5.33280000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 53298.27000000 |
| 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: 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. | LOWE'S COS INC JUL21 200 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951NSY03 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -39.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3646.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00018769501 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4828.35000000 |
| 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: 150 |
| 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 JUL21 58.5 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 | Z95BT52U4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -949.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -25148.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00129445990 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 58.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 61936.31000000 |
| 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: 151 |
| 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 | 78585.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18630145.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.958942959844 |
| 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: 152 |
| a. Name of issuer (if any). | JANE STREET EXECUTION SERVICES, LLC |
| b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
| c. Title of the issue or description of the investment. | AUG21 OTEX US CALL AUG21 50.75 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 | BRWNMT833 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -598.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -65893.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00339168827 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JANE STREET EXECUTION SERVICES, LLC | 549300HXJLXCPDWAH070 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 50.75000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22021.67000000 |
| 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: 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. | INTERCONTINENTAL EXCHANGE INC AUG21 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 | Z94X1M263 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -276.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -155940.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00802664485 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Intercontinental Exchange Inc |
| Title of issue. | Intercontinental Exchange Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 45866F104 |
| - ISIN (if CUSIP is not available). | US45866F1049 |
| 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -97896.57000000 |
| 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: 154 |
| 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. | BLACKROCK CALL GBP 28.9537000 20210630 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWM9Y6Z0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -220400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -0.30000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00000001544 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | British American Tobacco PLC |
| Title of issue. | British American Tobacco PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | GB0002875804 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 28.95370000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-06-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 187013.39000000 |
| 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: 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. | COGNIZANT TECHNOLOGY SOLUTIONS JUL21 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 | Z95BT36J0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -256.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7680.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00039530994 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 72.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24067.75000000 |
| 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: 156 |
| 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 | 295924.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24691898.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.270957423138 |
| 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: 157 |
| 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 | 78275.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6059267.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.311886560967 |
| 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). | 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 AUG21 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 | Z95CDRQQ4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -623.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23362.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00120252975 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 25.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3572.83000000 |
| 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: 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. | LOWE'S COS INC JUL21 195 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BTH4Z5 |
| 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) | -26117.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00134433690 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 195.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5659.70000000 |
| 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: 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. | GENERAL ELECTRIC CO AUG21 14 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CDWJF5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -4870.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -253240.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01303493358 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 14.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -79063.91000000 |
| 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: 161 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | EQUITABLE HOLDINGS INC JUL21 35 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94YJ31K4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -980.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00050443195 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 35.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 72534.56000000 |
| 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: 162 |
| 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 JUL21 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 | Z95BBCXF7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -555.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18870.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00097128888 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 61.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 123634.00000000 |
| 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: 163 |
| 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 JUL21 392.5 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 | Z95C6KTF8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -156.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -88920.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00457694793 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 392.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -7525.03000000 |
| 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: 164 |
| 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 | 327169.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17703114.59000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.911226200210 |
| 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: 165 |
| 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 AUG21 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 | Z95CSEZE4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1135.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -72640.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00373897320 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 24.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -26371.63000000 |
| 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: 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. | CITIGROUP INC JUL21 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 | Z95C6QSM1 |
| 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) | -46354.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00238596316 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 72.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14326.39000000 |
| 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: 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. | MORGAN STANLEY JUL21 91 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BBCKL8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1040.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -117000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00602229991 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 91.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 96178.80000000 |
| 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: 168 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | GENERAL MOTORS CO AUG21 63 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CSH8W7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -215.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24617.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00126712793 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 63.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7284.57000000 |
| 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: 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. | CISCO SYSTEMS INC/DELAWARE JUL21 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 | Z951RDYR3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -327.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2125.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00010940511 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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/Delaware |
| Title of issue. | Cisco Systems Inc/Delaware |
| 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18597.28000000 |
| 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: 170 |
| 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 | 452299.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12424653.53000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.639529827789 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 171 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CISCO SYSTEMS INC/DELAWARE JUL21 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 | Z95BGYLG5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -327.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1635.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008415778 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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/Delaware |
| Title of issue. | Cisco Systems Inc/Delaware |
| 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. | 53.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 30952.94000000 |
| 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: 172 |
| a. Name of issuer (if any). | JANE STREET EXECUTION SERVICES, LLC |
| b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
| c. Title of the issue or description of the investment. | PEG US FLEX AUG21 61.28 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNPAW91 |
| 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) | -95427.37000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00491189950 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JANE STREET EXECUTION SERVICES, LLC | 549300HXJLXCPDWAH070 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 61.28000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32215.93000000 |
| 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: 173 |
| 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 JUL21 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 | Z95BT5PL9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -501.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -159067.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00818762556 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 58.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -89045.45000000 |
| 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: 174 |
| 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. | BLACKROCK CALL GBP 3.2419000 20210720 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMXB4F9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1100000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -81244.39000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00418186395 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 3.24190000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 41723.42000000 |
| 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: 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. | WELLS FARGO + CO JUL21 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 | Z95BBULV5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1169.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2922.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015042881 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 48.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 133626.77000000 |
| 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: 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. | CVS HEALTH CORP AUG21 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 | Z955BXM33 |
| 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) | -6880.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00035415756 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 31577.36000000 |
| 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: 177 |
| 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. | BLACKROCK CALL EUR 93.6502000 20210720 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNCEWE6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -45600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -7400.43000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00038091973 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 93.65020000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-07-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 64335.61000000 |
| 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: 178 |
| 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. | CAPITAL ONE FINANCIAL CORP JUL21 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 | Z95BJ2RH4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -225.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -32400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00166771382 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Capital One Financial Corp |
| Title of issue. | Capital One Financial Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 14040H105 |
| - ISIN (if CUSIP is not available). | US14040H1059 |
| 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. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 85671.58000000 |
| 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: 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. | COCA-COLA CO/THE JUL21 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 | Z95C0DVH3 |
| 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) | -1840.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00009470967 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1388.29000000 |
| 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: 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. | SS+C TECHNOLOGIES HOLDINGS INC AUG21 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 | Z95CFDGT8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -364.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -59150.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00304460717 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | SS&C Technologies Holdings Inc |
| Title of issue. | SS&C Technologies Holdings Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 78467J100 |
| - ISIN (if CUSIP is not available). | US78467J1007 |
| 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4977.23000000 |
| 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: 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. | METLIFE INC JUL21 64.5 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 | Z95C0GQS8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -407.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6512.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00033518988 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 64.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 39441.31000000 |
| 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: 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. | ANTHEM INC JUL21 390 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BHQKJ6 |
| 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) | -29992.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00154379341 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 390.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 123304.85000000 |
| 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: 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. | CITIGROUP INC JUL21 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 | Z95BT4DX9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -377.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -754.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00003881037 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 80.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 88620.40000000 |
| 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: 184 |
| 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 | 15288.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4248840.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.218699098602 |
| 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: 185 |
| 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. | FIDELITY NATIONAL INFORMATION AUG21 145 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94X1JXL3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -181.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -55657.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00286483895 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Fidelity National Information Services Inc |
| Title of issue. | Fidelity National Information Services Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 31620M106 |
| - ISIN (if CUSIP is not available). | US31620M1062 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 38283.78000000 |
| 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: 186 |
| 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 JUL21 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 | Z95BK7U20 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -637.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8918.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00045903308 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 45077.22000000 |
| 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: 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. | VISA INC JUL21 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 | Z95C12BT2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -35.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15837.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00081519807 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 235.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1333.99000000 |
| 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: 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. | GENERAL MOTORS CO JUL21 63 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C6YNP2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1408.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -99968.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00514561775 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 63.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 152712.66000000 |
| 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: 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. | BANK OF AMERICA CORP JUL21 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 | Z95C6MGL5 |
| 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) | -29184.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00150217778 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 43.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15752.85000000 |
| 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: 190 |
| a. Name of issuer (if any). | First Citizens BancShares Inc/NC |
| b. LEI (if any) of issuer. (1) | 549300N3Z00ZHE2XC526 |
| c. Title of the issue or description of the investment. | First Citizens BancShares Inc/NC |
| d. CUSIP (if any). | 31946M103 |
| At least one of the following other identifiers: |
| - ISIN | US31946M1036 |
| Balance. (2) |
| a. Balance | 6193.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5157158.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.265452624821 |
| 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: 191 |
| 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. | JUN21 LDOS US CALL JUN21 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 | BRWMDQLV4 |
| 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) | -0.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000000102 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-06-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 31620.17000000 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I JUL21 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 | Z95C6LME6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1241.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -60188.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00309806152 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 38799.72000000 |
| 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: 193 |
| 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 JUL21 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 | Z95C74FH4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1036.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -68376.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00351949383 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 33167.32000000 |
| 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: 194 |
| 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 | 327708.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 39372191.26000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | 2.026590973776 |
| 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: 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. | CONOCOPHILLIPS JUL21 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 | Z95BAXAD2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -608.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -300960.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01549120838 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 56.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -161263.42000000 |
| 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: 196 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | NISOURCE INC AUG21 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 | Z95CF05S0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -955.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00098312759 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 26.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 56359.22000000 |
| 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: 197 |
| 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 JUL21 130 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BTKUD8 |
| 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) | -2599.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00013377741 |
| 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. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 37985.66000000 |
| 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: 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. | BANK OF AMERICA CORP AUG21 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 | Z959MDXU5 |
| 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) | -136845.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00704380036 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 43.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 148717.16000000 |
| 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: 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. | CAPITAL ONE FINANCIAL CORP AUG21 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 | Z95CSD3W1 |
| 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) | -67078.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00345270807 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Capital One Financial Corp |
| Title of issue. | Capital One Financial Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 14040H105 |
| - ISIN (if CUSIP is not available). | US14040H1059 |
| 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. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 60450.05000000 |
| 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: 200 |
| 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 | 1258512.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51888449.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.670835952016 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 201 |
| a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
| c. Title of the issue or description of the investment. | BLACKROCK CALL EUR 53.5708000 20210714 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN1CM60 |
| 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) | -16629.98000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00085598912 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 53.57080000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-07-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 57375.11000000 |
| 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: 202 |
| 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 JUL21 57.5 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 | Z951PV6T2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -641.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4807.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00024745475 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 57.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32361.60000000 |
| 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: 203 |
| 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 AUG21 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 | Z95CD8J35 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -853.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -172732.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00889099931 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 72.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2333.58000000 |
| 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: 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. | HUNTINGTON INGALLS INDUSTRIES AUG21 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 | Z94ZMXWZ4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -299.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -140530.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00723345133 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Huntington Ingalls Industries Inc |
| Title of issue. | Huntington Ingalls Industries Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 446413106 |
| - ISIN (if CUSIP is not available). | US4464131063 |
| 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32594.68000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | GOLDMAN SACHS INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | BLACKROCK CALL GBP 81.7305000 20210727 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN8S1A2 |
| 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) | -18570.23000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00095585892 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 81.73050000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -14593.10000000 |
| 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: 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. | METLIFE INC JUL21 62 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C75CB7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -722.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -63536.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00327036621 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 62.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3057.77000000 |
| 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: 207 |
| 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 | 168135.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | 11792569.13000000 |
| f. Exchange rate. | 0.92525000 |
| g. Percentage value compared to net assets of the Fund. | 0.606994769447 |
| 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: 208 |
| 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. | BLACKROCK CALL GBP 5.3496000 20210715 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMZNBP1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -506000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -26421.71000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00135999539 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 5.34960000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 50940.10000000 |
| 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: 209 |
| 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. | JUL21 CVS US CALL JUL21 87.75 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 | BRWMC2YE2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -853.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -89361.99000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00459969832 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 87.75000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 179131.43000000 |
| 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: 210 |
| a. Name of issuer (if any). | SS&C Technologies Holdings Inc |
| b. LEI (if any) of issuer. (1) | 529900POY8H7NPPNKK71 |
| c. Title of the issue or description of the investment. | SS&C Technologies Holdings Inc |
| d. CUSIP (if any). | 78467J100 |
| At least one of the following other identifiers: |
| - ISIN | US78467J1007 |
| Balance. (2) |
| a. Balance | 343714.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24768030.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.274876153249 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 211 |
| a. Name of issuer (if any). | SUSQUEHANNA FINANCIAL GROUP LLLP |
| b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
| c. Title of the issue or description of the investment. | AUG21 NWL US CALL AUG21 27.69 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 | BRWNKD9W5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1516.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -185767.61000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00956195095 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 27.69000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5341.35000000 |
| 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: 212 |
| 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 JUL21 46.5 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 | Z95C7M2Z8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1802.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -207230.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01066667701 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 46.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 46878.26000000 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I JUL21 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 | Z95BATTQ2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -943.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -943.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004853870 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 51.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 155372.87000000 |
| 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: 214 |
| 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 | 48566704.30000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48566704.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.499856914503 |
| 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: 215 |
| 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. | AUG21 EIX US CALL AUG21 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 | BRWNEFK46 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -729.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -45477.21000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00234083245 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 59.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-13 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 27980.30000000 |
| 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: 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. | UNITEDHEALTH GROUP INC AUG21 405 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CQSZH8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -115.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -103212.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00531262076 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 405.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -16464.33000000 |
| 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: 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. | CIGNA CORP JUL21 252.5 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 | Z95C042G7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1925.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00009908484 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 252.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8506.83000000 |
| 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: 218 |
| 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. | JUL21 PEG US CALL JUL21 62.25 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 | BRWLJZ6C9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1284.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13777.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00070915515 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 62.25000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 214472.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | BLACKROCK CALL EUR 139.8766000 20210804 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNTFVC0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -81200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -145583.32000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00749355910 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 139.87660000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-08-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 125153.67000000 |
| 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: 220 |
| 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 JUL21 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 | Z95C08062 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -274.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10001.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00051477796 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 64.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 66112.44000000 |
| 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: 221 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CDK GLOBAL INC AUG21 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 | Z955BZUQ8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -477.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28620.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00147314720 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 45283.66000000 |
| 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: 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. | CVS HEALTH CORP JUL21 86.5 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 | Z95C6SMC5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -198.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13761.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00070831512 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 86.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6883.42000000 |
| 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: 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. | GENERAL MOTORS CO JUL21 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 | Z95BTBZ19 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -470.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2820.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00014515286 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 88399.83000000 |
| 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: 224 |
| 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. | BLACKROCK CALL USD 102.8800000 20210802 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP33AP4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -24200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -50622.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00260566335 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1.00000000 |
| v. Exercise price or rate. | 102.88000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -17323.09000000 |
| 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: 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. | HUMANA INC JUL21 450 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BB6KB3 |
| 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) | -1980.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00010191584 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 450.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19636.56000000 |
| 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: 226 |
| 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 AUG21 124 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CR0MB5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -246.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -70233.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00361507854 |
| 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. | 124.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5276.63000000 |
| 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: 227 |
| a. Name of issuer (if any). | JANE STREET EXECUTION SERVICES, LLC |
| b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
| c. Title of the issue or description of the investment. | JUL21 CDK US CALL JUL21 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 | BRWN8WSX4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -231.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1708.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008791579 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JANE STREET EXECUTION SERVICES, LLC | 549300HXJLXCPDWAH070 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 54.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-28 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21106.65000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | CISCO SYSTEMS INC/DELAWARE JUL21 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 | Z957K65V5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -634.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -47867.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00246384128 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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/Delaware |
| Title of issue. | Cisco Systems Inc/Delaware |
| 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. | 52.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13579.72000000 |
| 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: 229 |
| a. Name of issuer (if any). | CenterPoint Energy Inc |
| b. LEI (if any) of issuer. (1) | 21TPXMRRHFKOBHDC8J74 |
| c. Title of the issue or description of the investment. | CenterPoint Energy Inc |
| d. CUSIP (if any). | 15189T107 |
| At least one of the following other identifiers: |
| - ISIN | US15189T1079 |
| Balance. (2) |
| a. Balance | 207760.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5094275.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.262215838333 |
| 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: 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. | BLACKROCK CALL USD 102.8800000 20210806 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP33AQ2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -24200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -54706.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00281587713 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1.00000000 |
| v. Exercise price or rate. | 102.88000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1938.66000000 |
| 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: 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. | ZIMMER BIOMET HOLDINGS INC JUL21 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 | Z95BL3P99 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -642.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22470.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00115659041 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 170.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 284253.74000000 |
| 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: 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 JUL21 57 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BAXCC2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -250.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -98750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00508292407 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 57.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -59258.89000000 |
| 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: 233 |
| 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 AUG21 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 | Z9585WLE3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -555.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -26085.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00134266404 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 52.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 103099.07000000 |
| 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: 234 |
| a. Name of issuer (if any). | Fidelity National Information Services Inc |
| b. LEI (if any) of issuer. (1) | 6WQI0GK1PRFVBA061U48 |
| c. Title of the issue or description of the investment. | Fidelity National Information Services Inc |
| d. CUSIP (if any). | 31620M106 |
| At least one of the following other identifiers: |
| - ISIN | US31620M1062 |
| Balance. (2) |
| a. Balance | 151670.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21487088.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.105997380992 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 235 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | UNION PACIFIC CORP JUL21 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 | Z95C7H5E3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -76.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23408.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00120487176 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 225.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4796.56000000 |
| 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: 236 |
| a. Name of issuer (if any). | Komatsu Ltd |
| b. LEI (if any) of issuer. (1) | 5493004LQ0B4T7QPQV17 |
| c. Title of the issue or description of the investment. | Komatsu Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JP3304200003 |
| Balance. (2) |
| a. Balance | 351100.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 8697996.45000000 |
| f. Exchange rate. | 111.09500000 |
| g. Percentage value compared to net assets of the Fund. | 0.447708916659 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 237 |
| 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 | 445849.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10923300.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.562251210529 |
| 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: 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. | MEDTRONIC PLC AUG21 130 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955D5BC4 |
| 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) | -11187.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00057582452 |
| 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. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4639.87000000 |
| 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: 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. | BANK OF AMERICA CORP JUL21 41.5 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 | Z95C6MY68 |
| 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) | -134662.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00693143557 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 41.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -37175.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 240 |
| 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 | 309692.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 21788349.98000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | 1.121504086764 |
| 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: 241 |
| 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 JUL21 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 | Z95C10UC2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1154.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17310.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00089099155 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 58.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 55120.78000000 |
| 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: 242 |
| 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 | 395944.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28828682.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.483888657308 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 243 |
| a. Name of issuer (if any). | 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 | 403436.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24145644.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.242840284891 |
| 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: 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. | CISCO SYSTEMS INC/DELAWARE AUG21 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 | Z95815SR0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -573.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -49278.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00253646918 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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/Delaware |
| Title of issue. | Cisco Systems Inc/Delaware |
| 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 47185.52000000 |
| 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: 245 |
| 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. | BLACKROCK CALL EUR 88.4358000 20210720 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMXB4K8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -97200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -152488.82000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00784900347 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 88.43580000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-07-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -24914.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 246 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ARTHUR J GALLAGHER + CO JUL21 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 | Z951MLZW8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -575.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15812.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00081391125 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 167476.60000000 |
| 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: 247 |
| 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 JUL21 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 | Z956D2MP8 |
| 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) | -58063.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00298868214 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 47.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 133128.38000000 |
| 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: 248 |
| 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/DELAWARE JUL21 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 | Z95BAYJ74 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -634.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -65302.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00336126691 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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/Delaware |
| Title of issue. | Cisco Systems Inc/Delaware |
| 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. | 52.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4120.13000000 |
| 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: 249 |
| 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 | 266110.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32997640.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.698475935421 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 250 |
| a. Name of issuer (if any). | 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 | 141462.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11322618.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.582805164679 |
| 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). | 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 | 838465.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46979193.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.418143551768 |
| 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). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | VERIZON COMMUNICATIONS INC AUG21 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 | Z95CQWV75 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1198.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -91647.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00471731384 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 56.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19485.25000000 |
| 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: 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. | DUPONT DE NEMOURS INC JUL21 79 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C6TRH7 |
| 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) | -29328.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00150958984 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 79.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1925.01000000 |
| 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: 254 |
| a. Name of issuer (if any). | Raytheon Technologies Corp |
| b. LEI (if any) of issuer. (1) | I07WOS4YJ0N7YRFE7309 |
| c. Title of the issue or description of the investment. | Raytheon Technologies Corp |
| d. CUSIP (if any). | 75513E101 |
| At least one of the following other identifiers: |
| - ISIN | US75513E1010 |
| Balance. (2) |
| a. Balance | 135790.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11584244.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.596271769516 |
| 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: 255 |
| 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 JUL21 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 | Z95C0GUH7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -336.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -32088.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00165165435 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 62.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20920.86000000 |
| 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: 256 |
| 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. | BLACKROCK CALL JPY 2977.0200000 20210810 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNS8HL3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -193000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -43278.67000000 |
| f. Exchange rate. | 111.09500000 |
| g. Percentage value compared to net assets of the Fund. | -0.00222766778 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Komatsu Ltd |
| Title of issue. | Komatsu Ltd |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | JP3304200003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 2977.02000000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2021-08-10 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 62072.10000000 |
| 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: 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. | RAYTHEON TECHNOLOGIES CORP AUG21 86 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CQPS82 |
| 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) | -20156.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00103750844 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Raytheon Technologies Corp |
| Title of issue. | Raytheon Technologies Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 75513E101 |
| - ISIN (if CUSIP is not available). | US75513E1010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 86.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -726.71000000 |
| 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: 258 |
| 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 JUL21 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 | Z95BB8TF1 |
| 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) | -837.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004308260 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 167.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 105987.99000000 |
| 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: 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. | CIGNA CORP JUL21 270 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BAVTX2 |
| 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) | -850.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004375175 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 270.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 52531.02000000 |
| 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: 260 |
| a. Name of issuer (if any). | Blackstone Group Inc/The |
| b. LEI (if any) of issuer. (1) | 5299004LW4QWGZUB8Y96 |
| c. Title of the issue or description of the investment. | Blackstone Group Inc/The |
| d. CUSIP (if any). | 09260D107 |
| At least one of the following other identifiers: |
| - ISIN | US09260D1072 |
| Balance. (2) |
| a. Balance | 32386.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3145976.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.161931719885 |
| 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: 261 |
| 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 | 104026.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13569151.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.698440166779 |
| 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: 262 |
| 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. | BLACKROCK CALL EUR 89.0460000 20210804 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNTK694 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -23900.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -45240.80000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00232866381 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 89.04600000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-08-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -7272.86000000 |
| 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: 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. | BLACKROCK CALL GBP 5.3108000 20210812 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP2Q9W1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -571600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -75906.65000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00390711633 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 5.31080000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-08-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2466.09000000 |
| 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: 264 |
| 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 | 514687.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 31290494.62000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | 1.610604640802 |
| 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: 265 |
| 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. | AUG21 EXC US CALL AUG21 47.25 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 | BRWNH8Q76 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -430.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16656.91000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00085737527 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 47.25000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 38819.38000000 |
| 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: 266 |
| 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. | AUG21 EQH US CALL AUG21 31.84 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNG9H83 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1090.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -75408.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00388146906 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 31.84000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 37967.71000000 |
| 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: 267 |
| 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 AUG21 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 | Z95CSDRG0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -490.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -45325.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00233299780 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 75.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13348.39000000 |
| 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: 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. | UNITEDHEALTH GROUP INC JUL21 410 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BL5XG9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -41.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15067.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00077556413 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 410.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 29251.52000000 |
| 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: 269 |
| 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 | 387557.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 40717737.53000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | 2.095849804395 |
| 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: 270 |
| 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 JUL21 130 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BKTG02 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -419.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18855.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00097051679 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 82025.14000000 |
| 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: 271 |
| 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 | 235876.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11246567.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.578890628559 |
| 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: 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. | CIGNA CORP JUL21 237.5 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 | Z95C6SKT0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -113.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -61020.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00314086103 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 237.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5449.71000000 |
| 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: 273 |
| 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. | BLACKROCK CALL EUR 52.8799000 20210720 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMXB4P7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -76000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -43160.28000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00222157393 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 52.87990000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-07-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 54655.47000000 |
| 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: 274 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | METLIFE INC AUG21 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 | Z95BK9YP1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -722.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -82669.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00425519240 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 62.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2357.10000000 |
| 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: 275 |
| 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 | 7501.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13379291.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.688667549086 |
| 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: 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. | CONSTELLATION BRANDS INC JUL21 247.5 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 | Z95C0S3S7 |
| 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) | -18222.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00093796034 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 247.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 72492.04000000 |
| 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: 277 |
| 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. | BLACKROCK CALL GBP 5.3380000 20210720 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN1CMD5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -506000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -37889.68000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00195028219 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 5.33800000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 34453.29000000 |
| 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: 278 |
| 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 AUG21 85 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95CD0U05 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -513.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -26932.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00138628711 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 57822.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | DUPONT DE NEMOURS INC JUL21 87 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BAZWF8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -62.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1860.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00009573912 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 87.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9684.08000000 |
| 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: 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. | CISCO SYSTEMS INC/DELAWARE JUL21 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 | Z95C03AP0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -717.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9679.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00049822950 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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/Delaware |
| Title of issue. | Cisco Systems Inc/Delaware |
| 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 46077.93000000 |
| 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. | RAYTHEON TECHNOLOGIES CORP JUL21 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 | Z95C0QQW7 |
| 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) | -3867.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019907046 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Raytheon Technologies Corp |
| Title of issue. | Raytheon Technologies Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 75513E101 |
| - ISIN (if CUSIP is not available). | US75513E1010 |
| 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. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13964.36000000 |
| 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: 282 |
| 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 JUL21 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 | Z958CBM26 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1362.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -83763.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00431150348 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 42.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 147129.16000000 |
| 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: 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. | RAYMOND JAMES FINANCIAL INC JUL21 135 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BKQW00 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -500.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -26250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00135115703 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 155964.71000000 |
| 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: 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. | CVS HEALTH CORP JUL21 86.5 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 | Z95BAYHC5 |
| 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) | -1144.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00005888471 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 86.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 33666.16000000 |
| 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: 285 |
| 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 | 487468.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44695940.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.300618470401 |
| 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: 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. | CHARLES SCHWAB CORP/THE JUL21 71.5 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 | Z95BU3MG6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -448.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -85344.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00439288174 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 71.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -7385.55000000 |
| 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: 287 |
| 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. | BLACKROCK CALL EUR 60.3316000 20210812 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWP2Q9S0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -28700.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -34278.44000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00176440210 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 60.33160000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-08-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 711.94000000 |
| 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). | SUSQUEHANNA FINANCIAL GROUP LLLP |
| b. LEI (if any) of issuer. (1) | 549300E8QX0ZMRDC2M81 |
| c. Title of the issue or description of the investment. | JUL21 COP US CALL JUL21 60.4 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 | BRWMX73U6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -337.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -80585.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00414794708 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 60.40000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -19499.37000000 |
| 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: 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. | EXELON CORP JUL21 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 | Z951N61R8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -341.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3410.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00017552173 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23448.83000000 |
| 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: 290 |
| 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 | 147459.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 23413344.81000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | 1.205146874974 |
| 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: 291 |
| 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 JUL21 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 | Z95BU3M01 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -447.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -72637.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00373884452 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 72.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7381.92000000 |
| 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: 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. | CONSTELLATION BRANDS INC JUL21 242.5 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BTUCG9 |
| 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) | -12017.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00061857255 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 242.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 118333.03000000 |
| 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: 293 |
| 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 JUL21 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 | Z95C0QU93 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -573.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -275040.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01415703732 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 121.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -117640.40000000 |
| 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: 294 |
| 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 AUG21 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 | Z955D1480 |
| 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) | -17935.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00092316195 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 37270.93000000 |
| 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: 295 |
| a. Name of issuer (if any). | Panasonic Corp |
| b. LEI (if any) of issuer. (1) | 254900GE1G59KGWPHX32 |
| c. Title of the issue or description of the investment. | Panasonic Corp |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JP3866800000 |
| Balance. (2) |
| a. Balance | 863400.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 9941631.18000000 |
| f. Exchange rate. | 111.09500000 |
| g. Percentage value compared to net assets of the Fund. | 0.511722090369 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 296 |
| 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. | SEALED AIR CORP AUG21 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 | Z95B6VBQ1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -485.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -97000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00499284693 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Sealed Air Corp |
| Title of issue. | Sealed Air Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 81211K100 |
| - ISIN (if CUSIP is not available). | US81211K1007 |
| 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. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -13209.27000000 |
| 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: 297 |
| 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. | BLACKROCK CALL GBP 3.3077000 20210804 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNTG4X2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1633400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -128343.11000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.00660615982 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 3.30770000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-08-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 69411.14000000 |
| 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: 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 | 52847.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10106460.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.520206280748 |
| 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). | 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 | 36205.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16028677.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.825038493062 |
| 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: 300 |
| 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. | BLACKROCK CALL USD 45.0220000 20210820 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWNGDCD8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -129000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -158213.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00814365968 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1.00000000 |
| v. Exercise price or rate. | 45.02200000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 43594.26000000 |
| 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: 301 |
| 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 JUL21 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 | Z951N68V2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -678.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5085.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00026173841 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 50351.58000000 |
| 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: 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 JUL21 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 | Z95BT1E63 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1876.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10318.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00053109479 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 43.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 163708.80000000 |
| 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: 303 |
| 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. | FIDELITY NATIONAL INFORMATION AUG21 155 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94X1K6F3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -207.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14490.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00074583868 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Fidelity National Information Services Inc |
| Title of issue. | Fidelity National Information Services Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 31620M106 |
| - ISIN (if CUSIP is not available). | US31620M1062 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 29138.19000000 |
| 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: 304 |
| 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 JUL21 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 | Z9527QRS0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -721.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -124733.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00642033790 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 111584.56000000 |
| 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: 305 |
| 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. | CAPITAL ONE FINANCIAL CORP JUL21 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 | Z95BT4HR8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -106.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13939.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00071747725 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Capital One Financial Corp |
| Title of issue. | Capital One Financial Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 14040H105 |
| - ISIN (if CUSIP is not available). | US14040H1059 |
| 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. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23586.42000000 |
| 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: 306 |
| 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. | BLACKROCK CALL USD 161.2850000 20210803 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWN5KXA7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -22300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -107497.37000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00553317437 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1.00000000 |
| v. Exercise price or rate. | 161.28500000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-03 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6812.43000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 307 |
| a. Name of issuer (if any). | 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 | 1536284.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37070532.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.908118522351 |
| 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: 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. | COMCAST CORP AUG21 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 | Z958CC2X8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -283.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21366.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00109979035 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1277.71000000 |
| 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: 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. | COMCAST CORP JUL21 57.5 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 | Z95BAXXR6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -661.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11567.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00059540986 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 57.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 53356.92000000 |
| 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: 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. | COMCAST CORP JUL21 57.5 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 | Z95C02321 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -850.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -68000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00350014011 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 57.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22817.04000000 |
| 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: 311 |
| 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 JUL21 123 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BTS705 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -465.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -111600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00574434760 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 123.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -12199.66000000 |
| 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: 312 |
| 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. | JUL21 JPM US CALL JUL21 165.91 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMNHZ22 |
| 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) | -1427.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00007348441 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 165.91000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 80237.62000000 |
| 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: 313 |
| 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. | BLACKROCK CALL EUR 88.1700000 20210707 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMSJJ39 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -94300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -117069.25000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00602586439 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 88.17000000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-07-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25973.04000000 |
| 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: 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. | COMCAST CORP JUL21 57 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BAY199 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -163.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6520.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00033560167 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 57.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13461.73000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 315 |
| 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. | JUL21 CTVA US CALL JUL21 46.19 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 | BRWME5TF6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -43.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -932.03000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004797405 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 46.19000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5206.84000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | MEDTRONIC PLC JUL21 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 | Z95C75HF3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -251.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -32755.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00168601234 |
| 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. | 127.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3329.40000000 |
| 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: 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. | CIGNA CORP JUL21 245 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95C023R6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -94.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18565.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00095558972 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 245.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25989.02000000 |
| 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: 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. | MOTOROLA SOLUTIONS INC JUL21 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 | Z951NW2T6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -45000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00231626919 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -13870.58000000 |
| 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: 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. | FOX CORP JUL21 38.5 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 | Z95BB3P90 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -605.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3025.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015570476 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 38.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 69904.88000000 |
| 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: 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. | FIDELITY NATIONAL INFORMATION SEP21 155 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94YK5M81 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -108.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22140.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00113960444 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Fidelity National Information Services Inc |
| Title of issue. | Fidelity National Information Services Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 31620M106 |
| - ISIN (if CUSIP is not available). | US31620M1062 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-09-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4429.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 321 |
| 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. | BLACKROCK CALL USD 67.4060000 20210712 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMB5E99 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -28700.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1385.06000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00007129270 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 67.40600000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 43915.02000000 |
| 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: 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. | ENTERPRISE PRODUCTS PARTNERS L JUL21 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 | Z95BT81R6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -3018.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -108648.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00559240034 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 24.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 62668.78000000 |
| 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: 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. | FOX CORP JUL21 38.5 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 | Z95BTAQ60 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1186.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00122093122 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 38.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 90490.87000000 |
| 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: 324 |
| a. Name of issuer (if any). | Rogers Communications Inc |
| b. LEI (if any) of issuer. (1) | 54930030NVF3Y2OL0A78 |
| c. Title of the issue or description of the investment. | Rogers Communications Inc |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CA7751092007 |
| Balance. (2) |
| a. Balance | 58932.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Canada Dollar
|
| e. Value. (4) | 3132961.28000000 |
| f. Exchange rate. | 1.23960000 |
| g. Percentage value compared to net assets of the Fund. | 0.161261815714 |
| 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: 325 |
| 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. | BLACKROCK CALL GBP 82.6200000 20210707 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWMR0KM7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -132900.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -778477.47000000 |
| f. Exchange rate. | 0.72290900 |
| g. Percentage value compared to net assets of the Fund. | -0.04007029742 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 82.62000000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2021-07-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -564124.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 326 |
| 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 | 155349.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21761287.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.120111130853 |
| 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: 327 |
| 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 | 170826.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26570276.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.367642487506 |
| 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: 328 |
| 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 JUL21 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 | Z951MMF08 |
| 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) | -50373.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00259283173 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6787.99000000 |
| 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: 329 |
| 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 | 525949.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Norway Krone
|
| e. Value. (4) | 11133552.86000000 |
| f. Exchange rate. | 8.61015000 |
| g. Percentage value compared to net assets of the Fund. | 0.573073456418 |
| 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: 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. | COMCAST CORP JUL21 58.5 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 | Z95C6RMV5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -368.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -34040.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00175212896 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 58.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9927.86000000 |
| 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: 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. | MICROSOFT CORP JUL21 255 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94WLR3A2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -55.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -89375.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00460036798 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 255.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -59048.40000000 |
| 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: 332 |
| 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 JUL21 140 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z951MKED5 |
| 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) | -2287.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00011774368 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 94630.42000000 |
| 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: 333 |
| 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 | 52915.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11474617.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.590628969724 |
| 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: 334 |
| a. Name of issuer (if any). | Apollo Global Management Inc |
| b. LEI (if any) of issuer. (1) | 54930054P2G7ZJB0KM79 |
| c. Title of the issue or description of the investment. | Apollo Global Management Inc |
| d. CUSIP (if any). | 03768E105 |
| At least one of the following other identifiers: |
| - ISIN | US03768E1055 |
| Balance. (2) |
| a. Balance | 145767.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9066707.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.466687445902 |
| 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: 335 |
| a. Name of issuer (if any). | JANE STREET EXECUTION SERVICES, LLC |
| b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
| c. Title of the issue or description of the investment. | AUG21 FNF US CALL AUG21 47.42 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 | BRWNG9H91 |
| 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) | -30029.01000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00154567268 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JANE STREET EXECUTION SERVICES, LLC | 549300HXJLXCPDWAH070 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 47.42000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 122848.22000000 |
| 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: 336 |
| 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. | BLACKROCK CALL EUR 46.8190000 20210630 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWM8M208 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -101200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -0.12000000 |
| f. Exchange rate. | 0.84334800 |
| g. Percentage value compared to net assets of the Fund. | -0.00000000617 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 46.81900000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2021-06-30 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 120893.92000000 |
| 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: 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. | GENERAL MOTORS CO JUL21 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 | Z95BJKNK1 |
| 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) | -39672.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00204202292 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 62.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 168241.77000000 |
| 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: 338 |
| 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 JUL21 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 | Z95AFSDL9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -908.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6356.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00032716015 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 52.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 134746.25000000 |
| 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: 339 |
| 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 | 79951.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13210303.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.679969324624 |
| 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: 340 |
| 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. | JUL21 CDK US CALL JUL21 54.95 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 | BRWMCQUR4 |
| 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) | -50.77000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000261326 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 54.95000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 41988.59000000 |
| 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: 341 |
| 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 AUG21 135 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z955DLQ58 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -548.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -142480.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00733382300 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-08-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -59185.05000000 |
| 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: 342 |
| a. Name of issuer (if any). | Capital One Financial Corp |
| b. LEI (if any) of issuer. (1) | ZUE8T73ROZOF6FLBAR73 |
| c. Title of the issue or description of the investment. | Capital One Financial Corp |
| d. CUSIP (if any). | 14040H105 |
| At least one of the following other identifiers: |
| - ISIN | US14040H1059 |
| Balance. (2) |
| a. Balance | 100478.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15542941.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.800036385842 |
| 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: 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 | 411287.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24570285.38000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.264697670632 |
| 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 | 1192859.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 56780088.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.922621549860 |
| 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. | AMERICAN INTERNATIONAL GROUP I JUL21 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 | Z95BZWSL0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -623.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7476.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00038480952 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 52.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 85204.30000000 |
| 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: 346 |
| 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. | JUL21 EPD US CALL JUL21 23.75 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 | BRWLKK010 |
| 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) | -84486.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00434873056 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 23.75000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -833.22000000 |
| 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: 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. | LEAR CORP JUL21 195 CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95BK3HS7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -243.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11542.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00059412304 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Lear Corp |
| Title of issue. | Lear Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 521865204 |
| - ISIN (if CUSIP is not available). | US5218652049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 195.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 116703.81000000 |
| 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: 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. | MICROSOFT CORP JUL21 252.5 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 | Z95BTKZD3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -102.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -189720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00976539093 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 252.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2021-07-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -148920.00000000 |
| 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: 349 |
| 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 | 470532.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28655398.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.474969279067 |
| 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:
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