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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 | |
|---|---|---|---|---|---|---|---|---|
| 0.035 | 0.42% | 8.305 | 8.31 | 8.30 | 8.30 | 22,458 | 14:42:55 |
|
The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete. |
|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
| 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. | 2022-12-31 |
| b. Date as of which information is reported. | 2022-03-31 |
| a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
| Report the following information for the Fund and its consolidated subsidiaries. |
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 1959313342.49 |
| b. Total liabilities. | 59568036.94 |
| c. Net assets. | 1899745305.55 |
| 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. | 2867380.02000000 |
| 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 | 0.90000000 | -0.26000000 | 0.77000000 | |
| 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 | -3324143.53000000 | -1296149.69000000 | -4040515.26000000 | 4496848.40000000 | -438546.31000000 | -4737136.14000000 | |
| Forward | — | — | — | — | — | — | |
| Future | — | — | — | — | — | — | |
| Option | -3324143.53000000 | -1296149.69000000 | -4040515.26000000 | 4496848.40000000 | -438546.31000000 | -4737136.14000000 | |
| 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 | 34673409.85000000 | -13485856.30000000 |
| Month 2 | 25993794.92000000 | -35668537.88000000 |
| Month 3 | 28452749.14000000 | -11258715.94000000 |
| 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 pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
| (1) Moderately Liquid Investments |
| (2) Less Liquid Investments |
| (3) Illiquid Investments |
| For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments. |
| Classification |
—
|
| If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information: |
| a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value. |
—
|
| b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period. |
—
|
| For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day: |
| a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value. |
—
|
| b. For Funds that were subject to the Relative VaR Test during the reporting period, provide: | |
| i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio. |
—
|
| ii. As applicable, the index identifier for the Fund’s Designated Index. |
—
|
| iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio. |
—
|
| c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period. |
—
|
| 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). | GOLDMAN SACHS INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | BRY0751R4 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0751R4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -43300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -77853.98000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.00409812724 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Airbus SE |
| Title of issue. | Airbus SE |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | NL0000235190 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 115.29010000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-04-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 117979.46000000 |
| 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: 2 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EHA8A8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -304.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -31920.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00168022523 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1376.15000000 |
| 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: 3 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | AMERISOURCEBERGEN CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M12ZP2 |
| 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) | -260855.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01373105116 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | AmerisourceBergen Corp |
| Title of issue. | AmerisourceBergen Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 03073E105 |
| - ISIN (if CUSIP is not available). | US03073E1055 |
| 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -171702.37000000 |
| 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: 4 |
| a. Name of issuer (if any). | EQT Corp |
| b. LEI (if any) of issuer. (1) | 4NT01YGM4X7ZX86ISY52 |
| c. Title of the issue or description of the investment. | EQT Corp |
| d. CUSIP (if any). | 26884L109 |
| At least one of the following other identifiers: |
| - ISIN | US26884L1098 |
| Balance. (2) |
| a. Balance | 681595.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23453683.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.234569912160 |
| 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: 5 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0NXG7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -324.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -93474.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00492034378 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 69.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -35876.54000000 |
| 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: 6 |
| 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 | 433130.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13388048.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.704728589716 |
| 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: 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. | ENTERPRISE PRODUCTS PARTNERS L |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M1SWA1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -2714.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -263258.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01385754180 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -13900.43000000 |
| 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: 8 |
| a. Name of issuer (if any). | Cisco Systems Inc |
| b. LEI (if any) of issuer. (1) | 8E6NF1YAL0WT6CWXXV93 |
| c. Title of the issue or description of the investment. | Cisco Systems Inc |
| d. CUSIP (if any). | 17275R102 |
| At least one of the following other identifiers: |
| - ISIN | US17275R1023 |
| Balance. (2) |
| a. Balance | 872393.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48644633.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.560587123857 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 9 |
| a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | BRY0HQFU5 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0HQFU5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -50800.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -48663.32000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.00256157074 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 139.37920000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-05-05 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 71561.39000000 |
| 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: 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. | FIDELITY NATIONAL FINANCIAL IN |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M20PY7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1035.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -41400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00217923949 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 69107.25000000 |
| 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: 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. | FIDELITY NATIONAL INFORMATION |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EFVNE9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -524.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -43230.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00227556819 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 110181.14000000 |
| 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: 12 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | HESS CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FU9KV3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -284.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -156200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00822215480 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Hess Corp |
| Title of issue. | Hess Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 42809H107 |
| - ISIN (if CUSIP is not available). | US42809H1077 |
| 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. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4397.35000000 |
| 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: 13 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CONOCOPHILLIPS |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FVK4F0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -158.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -84530.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00444954382 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15447.27000000 |
| 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: 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. | VERIZON COMMUNICATIONS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EHZAV4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -819.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3685.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019399968 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 109139.23000000 |
| 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: 15 |
| 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 | 106807.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23778442.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.251664754245 |
| 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: 16 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0ECN5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -119.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -26477.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00139373946 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 28389.64000000 |
| 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: 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. | UNILEVER PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FEQLF7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1524.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -95250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00501382999 |
| 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. | 47.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 53256.25000000 |
| 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: 18 |
| 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. | BRY08Q726 MAY22 SEE US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY08Q726 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -658.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -83425.85000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00439142287 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 72.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 35520.75000000 |
| 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: 19 |
| a. Name of issuer (if any). | DENTSPLY SIRONA Inc |
| b. LEI (if any) of issuer. (1) | 9NHEHR1SOZCYXDO8HO28 |
| c. Title of the issue or description of the investment. | DENTSPLY SIRONA Inc |
| d. CUSIP (if any). | 24906P109 |
| At least one of the following other identifiers: |
| - ISIN | US24906P1093 |
| Balance. (2) |
| a. Balance | 356838.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17563566.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.924522161401 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 20 |
| a. Name of issuer (if any). | 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 | 431110.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21055412.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.108328171070 |
| 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: 21 |
| 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 | 164895.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16451574.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.865988409179 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 22 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CISCO SYSTEMS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NE2WU8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -572.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -37752.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00198721375 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cisco Systems Inc |
| Title of issue. | Cisco Systems Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 17275R102 |
| - ISIN (if CUSIP is not available). | US17275R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 56.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6735.24000000 |
| 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: 23 |
| 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 | 676915.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29608262.10000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.558538505846 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 24 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CONSTELLATION BRANDS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95A7CSY9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -220.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -127600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00671668984 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -27769.93000000 |
| 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: 25 |
| 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. | BRY06XJ12 MAY22 CTVA US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY06XJ12 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -624.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -227707.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01198621622 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 56.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -60931.43000000 |
| 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: 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. | COMCAST CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0DQ51 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -666.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -79254.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00417182238 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4274.26000000 |
| 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: 27 |
| 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. | BRY0E5JY2 MAY22 WFC US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0E5JY2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1797.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -42655.39000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00224532151 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 56.02000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 206714.53000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 28 |
| a. Name of issuer (if any). | Progressive Corp/The |
| b. LEI (if any) of issuer. (1) | 529900TACNVLY9DCR586 |
| c. Title of the issue or description of the investment. | Progressive Corp/The |
| d. CUSIP (if any). | 743315103 |
| At least one of the following other identifiers: |
| - ISIN | US7433151039 |
| Balance. (2) |
| a. Balance | 67627.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7708801.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.405780801641 |
| 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: 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. | HUNTINGTON INGALLS INDUSTRIES |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M23G70 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -124.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -93620.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00492802902 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 195.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -54216.62000000 |
| 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: 30 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | EQUITABLE HOLDINGS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M1S6F9 |
| 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) | -16230.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00085432504 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 75491.58000000 |
| 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: 31 |
| a. Name of issuer (if any). | Mondelez International Inc |
| b. LEI (if any) of issuer. (1) | 549300DV9GIB88LZ5P30 |
| c. Title of the issue or description of the investment. | Mondelez International Inc |
| d. CUSIP (if any). | 609207105 |
| At least one of the following other identifiers: |
| - ISIN | US6092071058 |
| Balance. (2) |
| a. Balance | 200003.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12556188.34000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.660940616793 |
| 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). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | VISA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95HPRX74 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -136.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -230860.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01215215530 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -153139.12000000 |
| 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: 33 |
| 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 | 83884.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22917947.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.206369484006 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 34 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | FOX CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LV27H0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -936.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00123174406 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 72344.39000000 |
| 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: 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. | UNION PACIFIC CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M3RF51 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -221.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -228182.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01201121536 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 265.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -64390.71000000 |
| 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: 36 |
| 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 | 3449848.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 32399067.68000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | 1.705442702521 |
| 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: 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. | VISA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z94GSRDY7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -132.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -82170.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00432531664 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-06-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -12671.55000000 |
| 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: 38 |
| a. Name of issuer (if any). | Hess Corp |
| b. LEI (if any) of issuer. (1) | UASVRYNXNK17ULIGK870 |
| c. Title of the issue or description of the investment. | Hess Corp |
| d. CUSIP (if any). | 42809H107 |
| At least one of the following other identifiers: |
| - ISIN | US42809H1077 |
| Balance. (2) |
| a. Balance | 164394.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17596733.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.926268048068 |
| 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: 39 |
| 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 | 27441.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13994086.77000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.736629627619 |
| 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: 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. | CHARLES SCHWAB CORP/THE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LVLZW4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -768.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3840.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00020213235 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 88.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 156972.18000000 |
| 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: 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. | VISA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MNBNP1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -80.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -56200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00295829129 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Visa Inc |
| Title of issue. | Visa Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 92826C839 |
| - ISIN (if CUSIP is not available). | US92826C8394 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -19760.68000000 |
| 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: 42 |
| 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 | 8475066.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 41547972.38000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | 2.187028558966 |
| 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: 43 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ALTRIA GROUP INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0N5S2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1126.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -115978.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00610492362 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 53.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11001.31000000 |
| 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: 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. | UNION PACIFIC CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MCAT04 |
| 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) | -123900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00652192689 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 265.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -52947.63000000 |
| 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: 45 |
| 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. | BRY0PBHU7 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0PBHU7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -19600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | -21581.81000000 |
| f. Exchange rate. | 0.92405000 |
| g. Percentage value compared to net assets of the Fund. | -0.00113603702 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alcon Inc |
| Title of issue. | Alcon Inc |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | CH0432492467 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 77.57960000 |
| vi. Exercise Price Currency Code |
Switzerland Franc
|
| vii. Expiration date. | 2022-05-13 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14094.95000000 |
| 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: 46 |
| 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. | APR22 SAN FP C @ 93.8094 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZ4S7H8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -69400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -95727.79000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.00503898021 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sanofi |
| Title of issue. | Sanofi |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | FR0000120578 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 93.80940000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-04-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 126845.68000000 |
| 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: 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. | SEALED AIR CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EHEHK8 |
| 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) | -174350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00917754603 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -45793.95000000 |
| 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: 48 |
| 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 | 355367.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 14924413.59000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | 0.785600761659 |
| 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: 49 |
| 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 | 1309530.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 63459823.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.340438511131 |
| 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: 50 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | FOX CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EFMH48 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -929.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13935.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00073351938 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 42.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 148890.77000000 |
| 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: 51 |
| 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. | APR22 COP US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYFP900 |
| 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) | -133624.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00703380077 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 96.01000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -46472.00000000 |
| 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: 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. | APOLLO GLOBAL MANAGEMENT INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N08QR4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -366.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -43920.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00231188885 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Apollo Global Management Inc |
| Title of issue. | Apollo Global Management Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 03769M106 |
| - ISIN (if CUSIP is not available). | US03769M1062 |
| 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. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13973.89000000 |
| 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: 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. | MEDTRONIC PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LV6VG6 |
| 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) | -30888.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00162590216 |
| 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. | 108.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -13532.02000000 |
| 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: 54 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | VERIZON COMMUNICATIONS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LVPUL4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -259.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -518.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00002726681 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16272.56000000 |
| 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: 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. | CIGNA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LUW8U5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -109.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14715.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00077457751 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 240.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32540.66000000 |
| 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: 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. | CHARLES SCHWAB CORP/THE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NE0N57 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -540.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6480.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00034109835 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 94.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 77095.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | MICROSOFT CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NJTP32 |
| 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) | -51850.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00272931323 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 320.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12475.60000000 |
| 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: 58 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95HGBYG8 |
| 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) | -65160.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00342993346 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -10187.42000000 |
| 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: 59 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ALLSTATE CORP/THE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N76TD9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -245.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -178850.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00941441989 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -92751.34000000 |
| 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: 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. | HUNTINGTON INGALLS INDUSTRIES |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N8ADP9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -247.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -205010.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01079144659 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -28845.36000000 |
| 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: 61 |
| 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 | 489538.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23830709.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.254416040422 |
| 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: 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. | WELLS FARGO + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EHWMK2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -172.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7138.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00037573457 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 52.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10651.25000000 |
| 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: 63 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | COGNIZANT TECHNOLOGY SOLUTIONS |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95KBQ781 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1112.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -63940.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00336571433 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 92.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 118308.23000000 |
| 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: 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. | CITIGROUP INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBREX2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -2381.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7143.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00037599777 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 61.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 297077.81000000 |
| 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: 65 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MCKPM8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -409.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1431.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00007535220 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 54.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25059.64000000 |
| 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: 66 |
| 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 | 390036.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34974528.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.841011424943 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N09PY8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1199.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -95320.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00501754102 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 66.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 48284.00000000 |
| 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: 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. | LEIDOS HOLDINGS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FDRT92 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -416.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -287040.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01510939383 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -63598.48000000 |
| 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: 69 |
| a. Name of issuer (if any). | Airbus SE |
| b. LEI (if any) of issuer. (1) | MINO79WLOO247M1IL051 |
| c. Title of the issue or description of the investment. | Airbus SE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | NL0000235190 |
| Balance. (2) |
| a. Balance | 78754.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 9503121.48000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | 0.500231344287 |
| 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: 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. | RAYMOND JAMES FINANCIAL INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EUMA89 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -657.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -137970.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00726255249 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 162783.90000000 |
| 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: 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. | ALLSTATE CORP/THE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EEUD45 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -140.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -197400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01039086657 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -152492.32000000 |
| 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: 72 |
| 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 | 964484.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51503445.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.711071081451 |
| 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. | DENTSPLY SIRONA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EHVES6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -236.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22420.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00118015819 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | DENTSPLY SIRONA Inc |
| Title of issue. | DENTSPLY SIRONA Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 24906P109 |
| - ISIN (if CUSIP is not available). | US24906P1093 |
| 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 653.79000000 |
| 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: 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. | MEDTRONIC PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MC1UY8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -221.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -93372.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00491500095 |
| 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. | 107.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -38949.38000000 |
| 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: 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. | CDK GLOBAL INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FCQ9F3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1150.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -258750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01362024684 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -60549.47000000 |
| 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: 76 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | HESS CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LV2XD0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -310.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -314650.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01656274654 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Hess Corp |
| Title of issue. | Hess Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 42809H107 |
| - ISIN (if CUSIP is not available). | US42809H1077 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 97.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -158376.45000000 |
| 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: 77 |
| 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 | 58391435.35000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 58391435.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.073645460757 |
| 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: 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. | LEAR CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N8NA82 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -239.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -57360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00301935211 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 54575.44000000 |
| 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: 79 |
| 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 | 679535.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31815828.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.674741798653 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 80 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ROSS STORES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MC7RW3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -439.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -41705.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00219529427 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 95598.21000000 |
| 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: 81 |
| 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. | APR22 UL US C @ 54.26 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYLVYM4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1443.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000007579 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 54.26000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 100677.37000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 82 |
| a. Name of issuer (if any). | 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 | 121920.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15980054.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.841168253097 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 83 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | BANK OF AMERICA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBNM87 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1062.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3717.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019565780 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 46.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 98029.11000000 |
| 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: 84 |
| 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 | 558267.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22023633.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.159293989865 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 85 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | METLIFE INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMZ4T2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -700.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -222600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01171736018 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 68.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -108661.00000000 |
| 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: 86 |
| 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. | BRY0714D1 APR22 EQH US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0714D1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -650.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12607.40000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00066363632 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 33.29000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17143.49000000 |
| 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: 87 |
| a. Name of issuer (if any). | ROYAL BANK OF CANADA |
| b. LEI (if any) of issuer. (1) | ES7IP3U3RHIGC71XBU11 |
| c. Title of the issue or description of the investment. | BRY0EEHZ2 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0EEHZ2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -142300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -74927.04000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.00394405712 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | ROYAL BANK OF CANADA | ES7IP3U3RHIGC71XBU11 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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: |
| - CUSIP. | 429017908 |
| - ISIN (if CUSIP is not available). | US5004723038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 29.50820000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-05-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 34476.90000000 |
| 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: 88 |
| 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 | 92918.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13249177.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.697418626659 |
| 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: 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. | APOLLO GLOBAL MANAGEMENT INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LUSQZ3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -230.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2300.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00012106886 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Apollo Global Management Inc |
| Title of issue. | Apollo Global Management Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 03769M106 |
| - ISIN (if CUSIP is not available). | US03769M1062 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 71.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 34274.61000000 |
| 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: 90 |
| 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. | APR22 EQT US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYNEMY7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1512.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1373450.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.07229658080 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | EQT Corp |
| Title of issue. | EQT Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 26884L109 |
| - ISIN (if CUSIP is not available). | US26884L1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 25.44000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1172702.42000000 |
| 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: 91 |
| 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. | BRY0FQLU0 MAY22 SRE US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0FQLU0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -653.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -829464.11000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.04366185864 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Sempra Energy |
| Title of issue. | Sempra Energy |
| At least one of the following other identifiers: |
| - CUSIP. | 816851109 |
| - ISIN (if CUSIP is not available). | US8168511090 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 157.59000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -558620.13000000 |
| 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: 92 |
| 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 | 730515.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33289568.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.752317452910 |
| 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: 93 |
| 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 | 359411.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 39876650.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.099052453689 |
| 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: 94 |
| 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 | 234347.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13470265.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.709056394067 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 95 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CIGNA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EF6C97 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -170.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -199750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01051456736 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -84337.97000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 96 |
| a. Name of issuer (if any). | Reckitt Benckiser Group PLC |
| b. LEI (if any) of issuer. (1) | 5493003JFSMOJG48V108 |
| c. Title of the issue or description of the investment. | Reckitt Benckiser Group PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB00B24CGK77 |
| Balance. (2) |
| a. Balance | 146013.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 11138734.09000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | 0.586327759698 |
| 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: 97 |
| 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. | APR22 CSCO US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYMDCP0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -453.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8607.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00045306073 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 56.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 55161.86000000 |
| 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: 98 |
| a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | APR22 XRAY US C @ 56.035 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZGRJ27 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -50300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3419.39000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00017999202 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | DENTSPLY SIRONA Inc |
| Title of issue. | DENTSPLY SIRONA Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 24906P109 |
| - ISIN (if CUSIP is not available). | US2490301072 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 56.03500000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 44088.96000000 |
| 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: 99 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | BANK OF AMERICA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMMXC6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -220.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9460.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00049796148 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 44.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8386.49000000 |
| 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: 100 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0CQ61 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -613.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -46281.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00243619499 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 48.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13507.52000000 |
| 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: 101 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NJESU2 |
| 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) | -24225.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00127517093 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices Inc |
| Title of issue. | Analog Devices Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| 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. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -864.99000000 |
| 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: 102 |
| 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 | 115093.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25524174.61000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.343557714575 |
| 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: 103 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBN1K3 |
| 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) | -35802.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00188456841 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 61.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -12879.13000000 |
| 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: 104 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M1GQN6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -710.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -101175.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00532571391 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -54477.95000000 |
| 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: 105 |
| 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 | 196730.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25161767.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.324481072620 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 106 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CITIGROUP INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LUWK31 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -358.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1074.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00005653389 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 67.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 41108.22000000 |
| 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: 107 |
| 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 | 125892.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61840668.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.255208372371 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 108 |
| a. Name of issuer (if any). | 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 | 285231.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30810652.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.621830701725 |
| 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). | 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 | 172878.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19001020.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.000187810675 |
| 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: 110 |
| 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. | BRY0EEFC5 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0EEFC5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -77200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -163140.09000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.00858747167 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 60.94510000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-05-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -90079.25000000 |
| 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: 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. | NOVO NORDISK A/S |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M2XPJ8 |
| 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) | -161595.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00850614024 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
DENMARK
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Novo Nordisk A/S |
| Title of issue. | Novo Nordisk A/S |
| At least one of the following other identifiers: |
| - CUSIP. | 670100205 |
| - ISIN (if CUSIP is not available). | US6701002056 |
| 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -94097.03000000 |
| 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: 112 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | FIRST CITIZENS BANCSHARES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M1XGT7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -74.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8880.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00046743108 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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 Citizens BancShares Inc/NC |
| Title of issue. | First Citizens BancShares Inc/NC |
| At least one of the following other identifiers: |
| - CUSIP. | 31946M103 |
| - ISIN (if CUSIP is not available). | US31946M1036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 810.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 184976.36000000 |
| 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: 113 |
| 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 | 694160.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 21167499.43000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | 1.114228279346 |
| 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: 114 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NACJF8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -964.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -45790.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00241032310 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 52.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25796.72000000 |
| 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: 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. | HESS CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMU5G0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -310.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -274350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01444140955 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Hess Corp |
| Title of issue. | Hess Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 42809H107 |
| - ISIN (if CUSIP is not available). | US42809H1077 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -141741.72000000 |
| 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: 116 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | PROGRESSIVE CORP/THE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M33DX5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -290.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -147900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00778525413 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Progressive Corp/The |
| Title of issue. | Progressive Corp/The |
| At least one of the following other identifiers: |
| - CUSIP. | 743315103 |
| - ISIN (if CUSIP is not available). | US7433151039 |
| 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -93446.74000000 |
| 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: 117 |
| 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 | 322850.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21618036.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.137943909472 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 118 |
| a. Name of issuer (if any). | 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 | 54504.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16804128.24000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.884546375290 |
| 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). | BANK OF AMERICA NA |
| b. LEI (if any) of issuer. (1) | B4TYDEB6GKMZO031MB27 |
| c. Title of the issue or description of the investment. | MAY22 SSNC US C @ 76.907 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZB5A11 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -41000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -74517.09000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00392247791 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | BANK OF AMERICA NA | B4TYDEB6GKMZO031MB27 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | SS&C Technologies Holdings Inc |
| Title of issue. | SS&C Technologies Holdings Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 78467A109 |
| - ISIN (if CUSIP is not available). | US78467A1097 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 76.90700000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32443.71000000 |
| 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: 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. | COMCAST CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMPK17 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -612.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10710.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00056375978 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 49.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 52797.42000000 |
| 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: 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. | VISA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NK7N14 |
| 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) | -53592.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00282100973 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2573.31000000 |
| 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: 122 |
| a. Name of issuer (if any). | Becton Dickinson and Co |
| b. LEI (if any) of issuer. (1) | ICE2EP6D98PQUILVRZ91 |
| c. Title of the issue or description of the investment. | Becton Dickinson and Co |
| d. CUSIP (if any). | 075887109 |
| At least one of the following other identifiers: |
| - ISIN | US0758871091 |
| Balance. (2) |
| a. Balance | 19627.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5220782.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.274814838849 |
| 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: 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. | PPG INDUSTRIES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MC7QE4 |
| 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) | -23750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00125016758 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 38152.39000000 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBM497 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -472.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14868.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00078263122 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 56295.47000000 |
| 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: 125 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0LHA2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -385.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -94710.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00498540513 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 29924.15000000 |
| 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: 126 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | NEWELL BRANDS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M30ZK5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1308.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -35970.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00189341170 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 22.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 67061.73000000 |
| 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: 127 |
| 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. | BRY05KFJ6 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY05KFJ6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -239400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -73174.24000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.00385179212 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Koninklijke Philips NV |
| Title of issue. | Koninklijke Philips NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | NL0000009538 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 29.88460000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-04-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 177437.91000000 |
| 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: 128 |
| a. Name of issuer (if any). | CITIBANK NA |
| b. LEI (if any) of issuer. (1) | E57ODZWZ7FF32TWEFA76 |
| c. Title of the issue or description of the investment. | APR22 CTVA US C @ 53.179 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZ7DLF6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -11500.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -56233.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00296004310 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | CITIBANK NA | E57ODZWZ7FF32TWEFA76 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | 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. | 53.17900000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -35689.68000000 |
| 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: 129 |
| 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 | 67388.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13439862.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.707456030065 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 130 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | DENTSPLY SIRONA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EJ18B4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -248.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -52080.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00274142011 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | DENTSPLY SIRONA Inc |
| Title of issue. | DENTSPLY SIRONA Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 24906P109 |
| - ISIN (if CUSIP is not available). | US24906P1093 |
| 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -8235.18000000 |
| 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: 131 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | COGNIZANT TECHNOLOGY SOLUTIONS |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NAPF30 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -369.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -51660.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00271931189 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23162.05000000 |
| 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: 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. | LEAR CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M2MS83 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -252.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -88200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00464272761 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 39757.59000000 |
| 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: 133 |
| 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 | 110469.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25443220.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.339296378607 |
| 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). | Willis Towers Watson PLC |
| b. LEI (if any) of issuer. (1) | 549300WHC56FF48KL350 |
| c. Title of the issue or description of the investment. | Willis Towers Watson PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00BDB6Q211 |
| Balance. (2) |
| a. Balance | 87217.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20602399.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.084482202946 |
| 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: 135 |
| 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. | APR22 BAYN GY C @ 54.5488 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWY736K7 |
| 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) | -646459.68000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.03402875522 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 54.54880000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-04-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -478423.49000000 |
| 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: 136 |
| 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. | APR22 6752 JP C @ 1235.1966 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZ3R807 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -348600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -28274.88000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | -0.00148835109 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1235.19660000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-04-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 69723.67000000 |
| 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: 137 |
| a. Name of issuer (if any). | Novo Nordisk A/S |
| b. LEI (if any) of issuer. (1) | 549300DAQ1CVT6CXN342 |
| c. Title of the issue or description of the investment. | Novo Nordisk A/S |
| d. CUSIP (if any). | 670100205 |
| At least one of the following other identifiers: |
| - ISIN | US6701002056 |
| Balance. (2) |
| a. Balance | 88236.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9798607.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.515785340875 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
DENMARK
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NOMURA SECURITIES INTERNATIONAL INC |
| b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
| c. Title of the issue or description of the investment. | APR22 CDK US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYQ6E20 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -357.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -196543.49000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01034578105 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | NOMURA SECURITIES INTERNATIONAL INC | OXTKY6Q8X53C9ILVV871 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | CDK Global Inc |
| Title of issue. | CDK Global Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 12508E101 |
| - ISIN (if CUSIP is not available). | US12508E1010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 43.28000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -150929.54000000 |
| 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: 139 |
| a. Name of issuer (if any). | The Montreal Exchange / Bourse De Montreal |
| b. LEI (if any) of issuer. (1) | N/A |
| 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: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95GCDZ87 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -702.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Canada Dollar
|
| e. Value. (4) | -283573.97000000 |
| f. Exchange rate. | 1.25015000 |
| g. Percentage value compared to net assets of the Fund. | -0.01492694674 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | The Montreal Exchange / Bourse De Montreal | N/A |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rogers Communications Inc |
| Title of issue. | Rogers Communications Inc |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | CA7751092007 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 66.00000000 |
| vi. Exercise Price Currency Code |
Canada Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -216332.02000000 |
| 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: 140 |
| 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. | APR22 FNF US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYWBN89 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1351.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -286945.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01510442737 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 47.74000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -137295.01000000 |
| 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: 141 |
| 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 | 113067.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27091983.87000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.426085054183 |
| 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: 142 |
| 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. | APR22 PEG US C @ 64.78 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYNMVS2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -880.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -457873.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.02410184558 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 64.78000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -311996.09000000 |
| 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: 143 |
| a. Name of issuer (if any). | M&T Bank Corp |
| b. LEI (if any) of issuer. (1) | 549300WYXDDBYRASEG81 |
| c. Title of the issue or description of the investment. | M&T Bank Corp |
| d. CUSIP (if any). | 55261F104 |
| At least one of the following other identifiers: |
| - ISIN | US55261F1049 |
| Balance. (2) |
| a. Balance | 26753.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4534633.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.238696918305 |
| 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: 144 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | COMCAST CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EF5MR8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -913.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38346.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00201848110 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 47.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 46353.35000000 |
| 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: 145 |
| a. Name of issuer (if any). | Sempra Energy |
| b. LEI (if any) of issuer. (1) | PBBKGKLRK5S5C0Y4T545 |
| c. Title of the issue or description of the investment. | Sempra Energy |
| d. CUSIP (if any). | 816851109 |
| At least one of the following other identifiers: |
| - ISIN | US8168511090 |
| Balance. (2) |
| a. Balance | 118761.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19966099.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.050988217297 |
| 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: 146 |
| 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 | 125121.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12663496.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.666589167137 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 147 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MC0BY1 |
| 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) | -3198.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00016833835 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 59793.88000000 |
| 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: 148 |
| 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. | BRY0JHRK2 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0JHRK2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -233500.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -37289.30000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | -0.00196285785 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1258.41040000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-05-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32943.07000000 |
| 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: 149 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ROSS STORES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FED9G8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -260.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -31200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00164232541 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Ross Stores Inc |
| Title of issue. | Ross Stores Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 778296103 |
| - ISIN (if CUSIP is not available). | US7782961038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25394.12000000 |
| 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: 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. | HUMANA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBWZC4 |
| 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) | -26220.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00138018501 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 445.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 81268.42000000 |
| 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: 151 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0TWQ3 |
| 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) | -27075.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00142519104 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 97.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -539.26000000 |
| 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: 152 |
| 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. | APR22 BAYN GY C @ 56.3264 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWY3Y151 |
| 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) | -388293.44000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.02043923671 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bayer AG |
| Title of issue. | Bayer AG |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | DE000BAY0017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 56.32640000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-04-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -262866.75000000 |
| 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: 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. | ANALOG DEVICES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N09S25 |
| 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) | -141825.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00746547442 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices Inc |
| Title of issue. | Analog Devices Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| 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. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -78787.97000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 154 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | MONDELEZ INTERNATIONAL INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0P995 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -550.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -141625.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00745494670 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Mondelez International Inc |
| Title of issue. | Mondelez International Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 609207105 |
| - ISIN (if CUSIP is not available). | US6092071058 |
| 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. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -31647.99000000 |
| 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: 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. | ENTERPRISE PRODUCTS PARTNERS L |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMS0V7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -4662.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -321678.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01693269087 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 65039.63000000 |
| 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: 156 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NJS247 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -88.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10516.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00055354788 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9006.19000000 |
| 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: 157 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95KTGHW0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -147.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -83790.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00441059123 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 440.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 30419.71000000 |
| 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: 158 |
| 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. | MAR22 ALC SW C @ 70.7164 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWXSZEB6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -19600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | -97646.84000000 |
| f. Exchange rate. | 0.92405000 |
| g. Percentage value compared to net assets of the Fund. | -0.00513999638 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | UBS AG | BFM8T61CT2L1QCEMIK50 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alcon Inc |
| Title of issue. | Alcon Inc |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | CH0432492467 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 70.71640000 |
| vi. Exercise Price Currency Code |
Switzerland Franc
|
| vii. Expiration date. | 2022-03-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -56547.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | BANK OF AMERICA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NJGL18 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1591.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -47730.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00251244205 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 46.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 64865.83000000 |
| 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: 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. | COMCAST CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LUXUZ7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -650.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1300.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00006843022 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Comcast Corp |
| Title of issue. | Comcast Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 20030N101 |
| - ISIN (if CUSIP is not available). | US20030N1019 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 49900.78000000 |
| 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: 161 |
| 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. | APR22 SAN FP C @ 94.0287 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWY73692 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -93300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -8954.97000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | -0.00047137739 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 94.02870000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 190239.57000000 |
| 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: 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. | CVS HEALTH CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LZTS19 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -862.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1724.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00009074900 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 106.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 143547.62000000 |
| 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: 163 |
| 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 | 635311.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13602008.51000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.715991163145 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 164 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | GENERAL MOTORS CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MCN9Y4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -72.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -396.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00002084489 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 49.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4213.47000000 |
| 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: 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. | GENERAL ELECTRIC CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N15P33 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -564.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -56964.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00299850721 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 369604301 |
| - ISIN (if CUSIP is not available). | US3696043013 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 99.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 80974.05000000 |
| 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: 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. | ROSS STORES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LVDDW6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -266.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15960.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00084011261 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 103.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 36487.65000000 |
| 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: 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. | WELLS FARGO + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EHUF65 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -719.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4673.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00024600666 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 213736.61000000 |
| 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: 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. | FOX CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBWJS7 |
| 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) | -36720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00193289068 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 40.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 73229.06000000 |
| 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: 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. | LABORATORY CORP OF AMERICA HOL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FDMA28 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -162.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -53055.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00279274278 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Laboratory Corp of America Holdings |
| Title of issue. | Laboratory Corp of America Holdings |
| At least one of the following other identifiers: |
| - CUSIP. | 50540R409 |
| - ISIN (if CUSIP is not available). | US50540R4092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 280.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 77027.68000000 |
| 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: 170 |
| a. Name of issuer (if any). | Activision Blizzard Inc |
| b. LEI (if any) of issuer. (1) | 549300TPQQDBP9GNOF40 |
| c. Title of the issue or description of the investment. | Activision Blizzard Inc |
| d. CUSIP (if any). | 00507V109 |
| At least one of the following other identifiers: |
| - ISIN | US00507V1098 |
| Balance. (2) |
| a. Balance | 123943.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9929073.73000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.522652889363 |
| 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. | LEIDOS HOLDINGS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M2K590 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -881.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1167325.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.06144639476 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -904109.24000000 |
| 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: 172 |
| a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
| b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
| c. Title of the issue or description of the investment. | BRY0E5AJ4 MAY22 CDK US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0E5AJ4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -475.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -157559.88000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00829373703 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 47.90000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -35119.36000000 |
| 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: 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMPSA9 |
| 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) | -85041.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00447646849 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 101.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 54414.76000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 174 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95K5RST7 |
| 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) | -25092.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00132080863 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 51776.07000000 |
| 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: 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. | MICROSOFT CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EGK403 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1125.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00005921846 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 330.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9758.25000000 |
| 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: 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. | CENTERPOINT ENERGY INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FCM269 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -466.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -60580.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00318884851 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | CenterPoint Energy Inc |
| Title of issue. | CenterPoint Energy Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 15189T107 |
| - ISIN (if CUSIP is not available). | US15189T1079 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 30.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -34590.92000000 |
| 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: 177 |
| 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. | BRY05KFD9 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY05KFD9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -34800.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | -173636.76000000 |
| f. Exchange rate. | 0.92405000 |
| g. Percentage value compared to net assets of the Fund. | -0.00914000205 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | GOLDMAN SACHS INTERNATIONAL | W22LROWP2IHZNBB6K528 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alcon Inc |
| Title of issue. | Alcon Inc |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | CH0432492467 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 69.39300000 |
| vi. Exercise Price Currency Code |
Switzerland Franc
|
| vii. Expiration date. | 2022-04-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -90602.64000000 |
| 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: 178 |
| 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. | BRY0G0V50 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0G0V50 |
| 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) | -10084.34000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00053082589 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | CREDIT SUISSE INTERNATIONAL | E58DKGMJYYYJLN8C3868 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | AstraZeneca PLC |
| Title of issue. | AstraZeneca PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | GB0009895292 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 101.19200000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-05-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5522.10000000 |
| 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: 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. | METLIFE INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LV7T44 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -349.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23732.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00124922008 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24469.44000000 |
| 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: 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. | GENERAL MOTORS CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MNF1W1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -71.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1597.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008409021 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 49.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4137.20000000 |
| 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: 181 |
| 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 | 29211.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19442841.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.023444645089 |
| 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: 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. | CAPITAL ONE FINANCIAL CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M1HDL2 |
| 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) | -6780.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00035688994 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 81023.13000000 |
| 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: 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. | HUMANA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMU8J1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -147.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -111720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00588078831 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 440.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21455.56000000 |
| 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: 184 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CIGNA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMPFZ8 |
| 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) | -52745.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00277642481 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 250.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 34517.60000000 |
| 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: 185 |
| 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. | BRY066EH1 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY066EH1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -109200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -29755.50000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | -0.00156628890 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1201.07280000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-04-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6480.39000000 |
| 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: 186 |
| 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 | 309981.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 41107479.45000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | 2.163841612341 |
| 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: 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. | ZIMMER BIOMET HOLDINGS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M426T3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -481.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -214045.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01126703665 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -102082.80000000 |
| 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: 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. | FIRST CITIZENS BANCSHARES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LE2KZ4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -74.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -53650.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00282406277 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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 Citizens BancShares Inc/NC |
| Title of issue. | First Citizens BancShares Inc/NC |
| At least one of the following other identifiers: |
| - CUSIP. | 31946M103 |
| - ISIN (if CUSIP is not available). | US31946M1036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 750.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 121839.94000000 |
| 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: 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. | APOLLO GLOBAL MANAGEMENT INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M147A2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -239.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5975.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00031451584 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Apollo Global Management Inc |
| Title of issue. | Apollo Global Management Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 03769M106 |
| - ISIN (if CUSIP is not available). | US03769M1062 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 67.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 41590.73000000 |
| 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: 190 |
| a. Name of issuer (if any). | JP MORGAN CHASE BANK |
| b. LEI (if any) of issuer. (1) | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | BRY0JHRJ5 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0JHRJ5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -271200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -79652.01000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | -0.00419277309 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JP MORGAN CHASE BANK | 7H6GLXDRUGQFU57RNE97 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 3129.36000000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-05-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 103150.73000000 |
| 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: 191 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | MICROSOFT CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95KSUTB3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -146.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -139795.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00735861799 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 315.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -30068.97000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | UNITEDHEALTH GROUP INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MC9Y19 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -59.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -110182.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00579985641 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 495.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6808.45000000 |
| 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: 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. | ANTHEM INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBL3T6 |
| 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) | -569925.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.03000007413 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 455.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -402882.74000000 |
| 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: 194 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | COMCAST CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBQYJ3 |
| 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) | -1839.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00009682876 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 49.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15545.54000000 |
| 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: 195 |
| 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 | 883090.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36400969.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.916097368087 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 196 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | BANK OF AMERICA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z9590F6P5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1062.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -78588.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00413676505 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14624.15000000 |
| 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: 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. | FOX CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N825V3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -290.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10875.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00057244515 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 44.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12838.42000000 |
| 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: 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. | ROSS STORES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MN3306 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -478.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28680.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00150967605 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 97.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 73023.94000000 |
| 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: 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. | ENTERPRISE PRODUCTS PARTNERS L |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0FNV2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1763.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -202745.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01067222008 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -118525.44000000 |
| 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: 200 |
| 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. | APR22 BATS LN C @ 32.7794 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYXU8W0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -185000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -31304.07000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00164780351 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 32.77940000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-04-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 154931.23000000 |
| 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: 201 |
| 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 | 98815.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | 7828709.67000000 |
| f. Exchange rate. | 0.92405000 |
| g. Percentage value compared to net assets of the Fund. | 0.412092591945 |
| 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: 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. | WELLS FARGO + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95K62QW6 |
| 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) | -64047.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00337134666 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 34989.74000000 |
| 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: 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. | NOVO NORDISK A/S |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95GFNNL6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -245.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -158025.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00831822031 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
DENMARK
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Novo Nordisk A/S |
| Title of issue. | Novo Nordisk A/S |
| At least one of the following other identifiers: |
| - CUSIP. | 670100205 |
| - ISIN (if CUSIP is not available). | US6701002056 |
| 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. | 2022-06-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -12811.64000000 |
| 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: 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. | ZIMMER BIOMET HOLDINGS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NA2MK5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -474.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -346020.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01821402053 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -145627.65000000 |
| 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: 205 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMX4W0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -73.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6570.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00034583583 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7923.44000000 |
| 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: 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. | MONDELEZ INTERNATIONAL INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMZGY8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -550.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -26125.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00137518434 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Mondelez International Inc |
| Title of issue. | Mondelez International Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 609207105 |
| - ISIN (if CUSIP is not available). | US6092071058 |
| 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. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 34248.65000000 |
| 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: 207 |
| 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 | 353045.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26485435.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.394157196894 |
| 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: 208 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMNU78 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -873.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8293.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00043655852 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 61.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 86539.59000000 |
| 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: 209 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | EQT CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MLDM54 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -615.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -202950.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01068301100 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EQT Corp |
| Title of issue. | EQT Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 26884L109 |
| - ISIN (if CUSIP is not available). | US26884L1098 |
| 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. | 2022-06-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -22896.86000000 |
| 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: 210 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | DENTSPLY SIRONA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EHTJ80 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -472.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -29500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00155283973 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | DENTSPLY SIRONA Inc |
| Title of issue. | DENTSPLY SIRONA Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 24906P109 |
| - ISIN (if CUSIP is not available). | US24906P1093 |
| 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16647.59000000 |
| 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: 211 |
| a. Name of issuer (if any). | JP MORGAN CHASE BANK |
| b. LEI (if any) of issuer. (1) | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | BRY0GQZD2 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0GQZD2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -237800.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -50213.22000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | -0.00264315536 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JP MORGAN CHASE BANK | 7H6GLXDRUGQFU57RNE97 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 1240.14870000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2210.27000000 |
| 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: 212 |
| 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. | APR22 CTSH US C @ 90.25 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYHDK85 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -66400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -58031.61000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00305470474 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 1.00000000 |
| v. Exercise price or rate. | 90.25000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-05 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 125876.47000000 |
| 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: 213 |
| 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. | APR22 CNP US C @ 27.62 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYLVYU6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1060.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -319658.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01682640820 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | CenterPoint Energy Inc |
| Title of issue. | CenterPoint Energy Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 15189T107 |
| - ISIN (if CUSIP is not available). | US15189T1079 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 27.62000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -246762.18000000 |
| 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: 214 |
| a. Name of issuer (if any). | JEFFERIES LLC |
| b. LEI (if any) of issuer. (1) | 58PU97L1C0WSRCWADL48 |
| c. Title of the issue or description of the investment. | APR22 CNP US C @ 28.15 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWY8RWP3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -984.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -243953.28000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01284136769 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | JEFFERIES LLC | 58PU97L1C0WSRCWADL48 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | CenterPoint Energy Inc |
| Title of issue. | CenterPoint Energy Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 15189T107 |
| - ISIN (if CUSIP is not available). | US15189T1079 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 28.15000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-11 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -147747.26000000 |
| 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: 215 |
| a. Name of issuer (if any). | Apollo Global Management Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Apollo Global Management Inc |
| d. CUSIP (if any). | 03769M106 |
| At least one of the following other identifiers: |
| - ISIN | US03769M1062 |
| Balance. (2) |
| a. Balance | 195342.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12109250.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.637414423113 |
| 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: 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. | BANK OF AMERICA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95KUY940 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -190.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1045.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00005500737 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20998.84000000 |
| 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: 217 |
| a. Name of issuer (if any). | The Montreal Exchange / Bourse De Montreal |
| b. LEI (if any) of issuer. (1) | N/A |
| 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: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95EDTJU5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -700.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Canada Dollar
|
| e. Value. (4) | -164340.28000000 |
| f. Exchange rate. | 1.25015000 |
| g. Percentage value compared to net assets of the Fund. | -0.00865064803 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | The Montreal Exchange / Bourse De Montreal | N/A |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rogers Communications Inc |
| Title of issue. | Rogers Communications Inc |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | CA7751092007 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
Canada Dollar
|
| vii. Expiration date. | 2022-06-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -64643.64000000 |
| 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: 218 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CITIGROUP INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0CDT5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -708.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -26196.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00137892168 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 58.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 86390.64000000 |
| 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: 219 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N13JB7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -862.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8189.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00043105778 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 52815.15000000 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FC2MU8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -922.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -292735.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01540917085 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 62.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -59415.24000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 221 |
| a. Name of issuer (if any). | 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 | 386249.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11834669.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.622960842457 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 222 |
| a. Name of issuer (if any). | 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 | 327711.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 32908738.62000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.732271085174 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 223 |
| a. Name of issuer (if any). | 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 | 914900.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 21980936.44000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | 1.157046493326 |
| 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: 224 |
| 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). | 369604301 |
| At least one of the following other identifiers: |
| - ISIN | US3696043013 |
| Balance. (2) |
| a. Balance | 243510.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 22281165.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.172850114955 |
| 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: 225 |
| 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. | APR22 AZN LN C @ 87.9655 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYXU9J8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -51800.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -887474.46000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.04671544429 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 87.96550000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-04-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -724272.09000000 |
| 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: 226 |
| 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. | APR22 UL US C @ 51.00 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZ1NV77 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1051.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -68861.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00362477642 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 51.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 98531.27000000 |
| 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: 227 |
| a. Name of issuer (if any). | Analog Devices Inc |
| b. LEI (if any) of issuer. (1) | GYVOE5EZ4GDAVTU4CQ61 |
| c. Title of the issue or description of the investment. | Analog Devices Inc |
| d. CUSIP (if any). | 032654105 |
| At least one of the following other identifiers: |
| - ISIN | US0326541051 |
| Balance. (2) |
| a. Balance | 58324.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9633958.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.507118416971 |
| 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: 228 |
| 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 | 237922.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20059203.82000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.055889111103 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 229 |
| a. Name of issuer (if any). | 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 | 375231.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26371234.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.388145800542 |
| 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. | BRY0HQG26 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0HQG26 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -66000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -124828.88000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00657082186 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | Reckitt Benckiser Group PLC |
| Title of issue. | Reckitt Benckiser Group PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | GB00B24CGK77 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 58.51950000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-05-05 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -49302.38000000 |
| 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: 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. | EQT CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N7X132 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -599.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -383360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.02017954716 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EQT Corp |
| Title of issue. | EQT Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 26884L109 |
| - ISIN (if CUSIP is not available). | US26884L1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 29.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -300835.69000000 |
| 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: 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. | M+T BANK CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95A79ZV4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -147.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28297.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00148954177 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | M&T Bank Corp |
| Title of issue. | M&T Bank Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 55261F104 |
| - ISIN (if CUSIP is not available). | US55261F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 190.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 61779.34000000 |
| 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: 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. | GENERAL MOTORS CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95KQTJ52 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1287.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3217.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00016936480 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 218222.90000000 |
| 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: 234 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | LABORATORY CORP OF AMERICA HOL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95JYNV48 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -202.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16160.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00085064034 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Laboratory Corp of America Holdings |
| Title of issue. | Laboratory Corp of America Holdings |
| At least one of the following other identifiers: |
| - CUSIP. | 50540R409 |
| - ISIN (if CUSIP is not available). | US50540R4092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 280.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 82369.20000000 |
| 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: 235 |
| a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
| b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
| c. Title of the issue or description of the investment. | MAY22 LDOS US C @ 103 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZG9HS2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -281.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -223944.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01178815493 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 103.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -41922.25000000 |
| 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: 236 |
| 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 | 293475.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26547748.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.397437247111 |
| 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: 237 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NJJ9J7 |
| 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) | -117300.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00617451190 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 101.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4203.83000000 |
| 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: 238 |
| 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. | APR22 BP. LN C @ 3.7631 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYXU9W9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -384400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -40120.12000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00211186835 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 3.76310000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-04-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 43198.45000000 |
| 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: 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. | MEDTRONIC PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FDZ5D1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -236.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -92630.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00487591677 |
| 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. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4034.87000000 |
| 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: 240 |
| 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 | 602481.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30690382.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.615499827810 |
| 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: 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. | AMERICAN ELECTRIC POWER CO INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M105A2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -360.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -45900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00241611335 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6742.70000000 |
| 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: 242 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M13XA5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -63.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6300.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00033162340 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices Inc |
| Title of issue. | Analog Devices Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10758.47000000 |
| 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: 243 |
| 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. | BRY05KFF4 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY05KFF4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -607200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -42102.26000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00221620550 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 7.54380000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-04-26 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 95199.17000000 |
| 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: 244 |
| 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. | APR22 CTVA US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYQ9CK6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -37.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -25269.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00133017620 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 51.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-26 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -16324.49000000 |
| 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: 245 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0CLF6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -37.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23680.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00124648288 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 96.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5873.86000000 |
| 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: 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. | GENERAL ELECTRIC CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M4JRN6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -775.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11237.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00059152666 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 369604301 |
| - ISIN (if CUSIP is not available). | US3696043013 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 199383.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 247 |
| a. Name of issuer (if any). | BANK OF AMERICA NA |
| b. LEI (if any) of issuer. (1) | B4TYDEB6GKMZO031MB27 |
| c. Title of the issue or description of the investment. | BRY0PRPZ2 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0PRPZ2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -34100.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -103711.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00545924444 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | BANK OF AMERICA NA | B4TYDEB6GKMZO031MB27 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Willis Towers Watson PLC |
| Title of issue. | Willis Towers Watson PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00BDB6Q211 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 247.86000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-11 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 46328.26000000 |
| 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: 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. | RAYMOND JAMES FINANCIAL INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FEH6Q0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -657.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -305505.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01608136622 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 93798.40000000 |
| 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: 249 |
| a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | APR22 BA. LN C @ 6.4128 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYXU941 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -986500.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -969285.06000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.05102184262 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 6.41280000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-04-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -811588.54000000 |
| 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: 250 |
| 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 | 54186.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7505302.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.395068898871 |
| 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). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | MICROSOFT CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMYNL1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -67750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00356626753 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 300.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -37161.62000000 |
| 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: 252 |
| 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. | APR22 CTVA US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYNEMZ4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -747.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -383866.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.02020618863 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 52.45000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -243602.03000000 |
| 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: 253 |
| a. Name of issuer (if any). | AmerisourceBergen Corp |
| b. LEI (if any) of issuer. (1) | AI8GXW8LG5WK7E9UD086 |
| c. Title of the issue or description of the investment. | AmerisourceBergen Corp |
| d. CUSIP (if any). | 03073E105 |
| At least one of the following other identifiers: |
| - ISIN | US03073E1055 |
| Balance. (2) |
| a. Balance | 92855.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14365597.05000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.756185421700 |
| 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: 254 |
| 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 | 523721.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 35822027.41000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | 1.885622630852 |
| 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: 255 |
| 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 | 413314.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 42257053.18000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | 2.224353604483 |
| 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: 256 |
| 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 | 204857.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10703778.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.563432277933 |
| 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: 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. | CONSTELLATION BRANDS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MCBAP7 |
| 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) | -117735.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00619740970 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 225.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -53013.40000000 |
| 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: 258 |
| 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 | 8297.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11694890.59000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.615603078782 |
| 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: 259 |
| 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. | APR22 6301 JP C @ 2745.3703 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZ3R815 |
| 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) | -313645.47000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | -0.01650986945 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 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. | 2745.37030000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-04-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -197637.30000000 |
| 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: 260 |
| 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. | APR22 BP. LN C @ 4.0417 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWY736T8 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1088000.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -1.43000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00000007527 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 4.04170000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 195659.41000000 |
| 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: 261 |
| a. Name of issuer (if any). | The Montreal Exchange / Bourse De Montreal |
| b. LEI (if any) of issuer. (1) | N/A |
| 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: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95HH6N70 |
| 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) |
Canada Dollar
|
| e. Value. (4) | -303617.57000000 |
| f. Exchange rate. | 1.25015000 |
| g. Percentage value compared to net assets of the Fund. | -0.01598201448 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | The Montreal Exchange / Bourse De Montreal | N/A |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rogers Communications Inc |
| Title of issue. | Rogers Communications Inc |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | CA7751092007 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 66.00000000 |
| vi. Exercise Price Currency Code |
Canada Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -216440.20000000 |
| 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: 262 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | AMERISOURCEBERGEN CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FBYY44 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -253.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -150535.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00792395694 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | AmerisourceBergen Corp |
| Title of issue. | AmerisourceBergen Corp |
| At least one of the following other identifiers: |
| - CUSIP. | 03073E105 |
| - ISIN (if CUSIP is not available). | US03073E1055 |
| 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. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 447.25000000 |
| 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: 263 |
| a. Name of issuer (if any). | Laboratory Corp of America Holdings |
| b. LEI (if any) of issuer. (1) | OZ7UA8IXAIFILY2VZH07 |
| c. Title of the issue or description of the investment. | Laboratory Corp of America Holdings |
| d. CUSIP (if any). | 50540R409 |
| At least one of the following other identifiers: |
| - ISIN | US50540R4092 |
| Balance. (2) |
| a. Balance | 91816.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24208206.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.274286952533 |
| 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: 264 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | PPG INDUSTRIES INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0SM78 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -146.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00115278610 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 856.92000000 |
| 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: 265 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LVC192 |
| 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) | -5480.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00028845972 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 69242.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 266 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | BECTON DICKINSON AND CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMN1C9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -110.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21175.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00111462309 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Becton Dickinson and Co |
| Title of issue. | Becton Dickinson and Co |
| At least one of the following other identifiers: |
| - CUSIP. | 075887109 |
| - ISIN (if CUSIP is not available). | US0758871091 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 275.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 63222.85000000 |
| 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: 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. | CAPITAL ONE FINANCIAL CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M1BQZ0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -84.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6468.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00034046669 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17301.62000000 |
| 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: 268 |
| a. Name of issuer (if any). | BNP PARIBAS SA |
| b. LEI (if any) of issuer. (1) | QHSFEYI7HUOXXZ413E03 |
| c. Title of the issue or description of the investment. | MAR22 LH US C @ 297.6 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYGAQD5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -10100.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | BNP PARIBAS SA | QHSFEYI7HUOXXZ413E03 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Laboratory Corp of America Holdings |
| Title of issue. | Laboratory Corp of America Holdings |
| At least one of the following other identifiers: |
| - CUSIP. | 50540R409 |
| - ISIN (if CUSIP is not available). | US50540R4092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 297.60000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-03-31 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 46088.32000000 |
| 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: 269 |
| 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 | 92439.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 12799774.44000000 |
| f. Exchange rate. | 0.90395500 |
| g. Percentage value compared to net assets of the Fund. | 0.673762656636 |
| 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: 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. | DOLLAR GENERAL CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FCRW73 |
| 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) | -82160.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00432479026 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 46738.47000000 |
| 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: 271 |
| 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 | 1689300.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 16406612.65000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | 0.863621697185 |
| 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: 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. | CONSTELLATION BRANDS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MN4LC8 |
| 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) | -158750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00835638332 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -49871.85000000 |
| 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: 273 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MCMG77 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1455.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -27645.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00145519506 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cisco Systems Inc |
| Title of issue. | Cisco Systems Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 17275R102 |
| - ISIN (if CUSIP is not available). | US17275R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 57.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 101515.92000000 |
| 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: 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. | MEDTRONIC PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95KPW098 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -449.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -287360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01512623819 |
| 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. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -167975.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 275 |
| a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
| b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | BRY0KCQL0 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0KCQL0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -303700.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -30029.77000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00158072610 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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: |
| - CUSIP. | 05523RAD9 |
| - ISIN (if CUSIP is not available). | US05523RAD98 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 7.77650000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-05-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 31980.07000000 |
| 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: 276 |
| 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 | 84337.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36700932.29000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.931886984154 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 277 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | CISCO SYSTEMS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N14K31 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -812.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -48720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00256455430 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cisco Systems Inc |
| Title of issue. | Cisco Systems Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 17275R102 |
| - ISIN (if CUSIP is not available). | US17275R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 57.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 38341.02000000 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95L2UBF9 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1228.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -426730.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.02246248477 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -34053.42000000 |
| 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: 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. | WELLS FARGO + CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N13142 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1396.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -41880.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00220450603 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 118394.40000000 |
| 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: 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. | ANTHEM INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M14CX6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -134.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -226460.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01192054531 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 480.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -82039.45000000 |
| 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: 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. | METLIFE INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FUB2T3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -352.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -81664.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00429868150 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 72.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-06-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7600.88000000 |
| 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: 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. | CONOCOPHILLIPS |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0DBM0 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -441.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -48951.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00257671382 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 109.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 64725.35000000 |
| 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: 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. | GENERAL MOTORS CO |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N158L2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1046.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -91002.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00479022107 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | General Motors Co |
| Title of issue. | General Motors Co |
| At least one of the following other identifiers: |
| - CUSIP. | 37045V100 |
| - ISIN (if CUSIP is not available). | US37045V1008 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 28001.69000000 |
| 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: 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. | BANK OF AMERICA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FCA380 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -731.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -32164.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00169306906 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 46.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 37113.13000000 |
| 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: 285 |
| 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. | APR22 BP/ LN C @ 4.1722 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYM2FS5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1534600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -524.15000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.00002759054 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 4.17220000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-04-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 188558.02000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 286 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | APOLLO GLOBAL MANAGEMENT INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMLKD0 |
| 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) | -15470.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00081431968 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Apollo Global Management Inc |
| Title of issue. | Apollo Global Management Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 03769M106 |
| - ISIN (if CUSIP is not available). | US03769M1062 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 66.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16565.30000000 |
| 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: 287 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N0PDP4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -218.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -66599.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00350568046 |
| 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. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -28281.15000000 |
| 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: 288 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95HSMVR0 |
| 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) | -45850.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00241348142 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -33265.04000000 |
| 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: 289 |
| 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 | 1661699.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 42888451.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.257589533960 |
| 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: 290 |
| a. Name of issuer (if any). | SOCIETE GENERALE |
| b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
| c. Title of the issue or description of the investment. | BRY066EF5 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY066EF5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -38900.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -44999.93000000 |
| f. Exchange rate. | 121.74000000 |
| g. Percentage value compared to net assets of the Fund. | -0.00236873489 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2863.70700000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-04-27 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -27511.26000000 |
| 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: 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. | CITIGROUP INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NJHEK2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -984.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -31488.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00165748534 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Citigroup Inc |
| Title of issue. | Citigroup Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 172967424 |
| - ISIN (if CUSIP is not available). | US1729674242 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 59.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-06 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 72589.97000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 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. | CISCO SYSTEMS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MNDKE5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -571.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -45109.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00237447619 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cisco Systems Inc |
| Title of issue. | Cisco Systems Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 17275R102 |
| - ISIN (if CUSIP is not available). | US17275R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 56.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6043.06000000 |
| 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: 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. | CIGNA CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBQNN6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -72.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24120.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00126964387 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 240.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17284.36000000 |
| 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: 294 |
| 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. | APR22 XRAY US C @ 54.823 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZEMHY2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -50300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12375.81000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00065144574 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | DENTSPLY SIRONA Inc |
| Title of issue. | DENTSPLY SIRONA Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 24906P109 |
| - ISIN (if CUSIP is not available). | US2490301072 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 54.82300000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-29 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 53245.57000000 |
| 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: 295 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | WILLIS TOWERS WATSON PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95NACN89 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -138.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -90390.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00475800623 |
| 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. | Willis Towers Watson PLC |
| Title of issue. | Willis Towers Watson PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00BDB6Q211 |
| 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. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -10485.53000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 296 |
| a. Name of issuer (if any). | Prudential PLC |
| b. LEI (if any) of issuer. (1) | 5493001Z3ZE83NGK8Y12 |
| c. Title of the issue or description of the investment. | Prudential PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB0007099541 |
| Balance. (2) |
| a. Balance | 101366.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 1496493.21000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | 0.078773360072 |
| 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: 297 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M2PXR8 |
| 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) | -152100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00800633640 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 67.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -71733.87000000 |
| 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: 298 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | PROGRESSIVE CORP/THE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FE6UJ3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -171.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -112860.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00594079636 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Progressive Corp/The |
| Title of issue. | Progressive Corp/The |
| At least one of the following other identifiers: |
| - CUSIP. | 743315103 |
| - ISIN (if CUSIP is not available). | US7433151039 |
| 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. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -52194.50000000 |
| 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: 299 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | FIDELITY NATIONAL INFORMATION |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95JV8EL5 |
| 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) | -123615.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00650692488 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-06-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -59743.39000000 |
| 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: 300 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MBRSK5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -202.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15251.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00080279182 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 137.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 74349.04000000 |
| 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: 301 |
| 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). | 775109200 |
| At least one of the following other identifiers: |
| - ISIN | CA7751092007 |
| Balance. (2) |
| a. Balance | 482045.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Canada Dollar
|
| e. Value. (4) | 27284329.24000000 |
| f. Exchange rate. | 1.25015000 |
| g. Percentage value compared to net assets of the Fund. | 1.436209851935 |
| 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: 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. | UNITEDHEALTH GROUP INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95N9ZQD6 |
| 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) | -179725.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00946047870 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 510.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7412.35000000 |
| 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: 303 |
| 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 | 221769.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30231550.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.591347534413 |
| 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: 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. | NEWELL BRANDS INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M2ZM31 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -1010.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00053165021 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 26.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 110867.93000000 |
| 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: 305 |
| 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. | BRY07BJE1 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY07BJE1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -92400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -64553.41000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00339800339 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | SS&C Technologies Holdings Inc |
| Title of issue. | SS&C Technologies Holdings Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 78467A109 |
| - ISIN (if CUSIP is not available). | US78467A1097 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 79.04300000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 87167.39000000 |
| 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: 306 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | AMERICAN ELECTRIC POWER CO INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95FC6DJ4 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -260.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -153400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00807476663 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -55775.41000000 |
| 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: 307 |
| a. Name of issuer (if any). | ROYAL BANK OF CANADA |
| b. LEI (if any) of issuer. (1) | ES7IP3U3RHIGC71XBU11 |
| c. Title of the issue or description of the investment. | MAY22 FIS US C @ 95.43 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWZGWJY6 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -54600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -411266.86000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.02164852618 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | ROYAL BANK OF CANADA | ES7IP3U3RHIGC71XBU11 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 1.00000000 |
| v. Exercise price or rate. | 95.43000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-05-12 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -212271.70000000 |
| 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: 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. | VISA INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MCJN35 |
| 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) | -16112.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00084811368 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 225.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 28254.35000000 |
| 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: 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. | MEDTRONIC PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MMYTR2 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -753.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -196533.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01034522888 |
| 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. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -80744.15000000 |
| 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: 310 |
| 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. | BRY06XQ97 JUN22 AEP US CALL |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY06XQ97 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -286.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -153105.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00805926560 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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 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. | 96.20000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-06-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -75379.46000000 |
| 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: 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. | UNION PACIFIC CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LVLTK7 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -123.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -229702.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01209122608 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 255.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -179048.60000000 |
| 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: 312 |
| a. Name of 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 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LV2ZJ5 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -58.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16820.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00088538184 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 64404.39000000 |
| 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: 313 |
| 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 | 92335.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12122662.15000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.638120389853 |
| 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: 314 |
| 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 | 159133.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11139310.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.586358074814 |
| 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: 315 |
| 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 | 820556.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 51506300.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.711221339488 |
| 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: 316 |
| 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. | MAR22 SSNC US C @ 77.595 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWYSGT46 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -30300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | SS&C Technologies Holdings Inc |
| Title of issue. | SS&C Technologies Holdings Inc |
| At least one of the following other identifiers: |
| - CUSIP. | 78467A109 |
| - ISIN (if CUSIP is not available). | US78467A1097 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1.00000000 |
| v. Exercise price or rate. | 77.59500000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-03-31 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 33896.61000000 |
| 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: 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. | DOLLAR GENERAL CORP |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95M1K5H3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -260.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -340600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01792871912 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 2022-04-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -202718.34000000 |
| 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: 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. | AMERICAN INTERNATIONAL GROUP I |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95LUTRL1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -852.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -92868.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00488844476 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 62.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-01 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 84151.84000000 |
| 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: 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. | ANTHEM INC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95MML976 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -220.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -478500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.02518758691 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the 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. | 480.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-22 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -90528.60000000 |
| 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: 320 |
| 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. | BRY0PBJM3 BLACKROCK |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRY0PBJM3 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -116200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -335505.56000000 |
| f. Exchange rate. | 0.76123800 |
| g. Percentage value compared to net assets of the Fund. | -0.01766055476 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide 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. | 103.47380000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-05-13 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -37462.05000000 |
| 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: 321 |
| 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 | 267487.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26748700.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.408015059800 |
| 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: 322 |
| a. Name of issuer (if any). | CITIBANK NA |
| b. LEI (if any) of issuer. (1) | E57ODZWZ7FF32TWEFA76 |
| c. Title of the issue or description of the investment. | APR22 NWL US C @ 24.25 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWY06PR1 |
| Description of other unique identifier. | BlackRock Identifier |
| Balance. (2) |
| a. Balance | -117600.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -696.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00003664649 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | CITIBANK NA | E57ODZWZ7FF32TWEFA76 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | 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. | 1.00000000 |
| v. Exercise price or rate. | 24.25000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-04-08 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 90290.93000000 |
| 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 |
| 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: | 2022-05-02 |
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