![](/cdn/assets/images/search/clock.png)
We could not find any results for:
Make sure your spelling is correct or try broadening your search.
Share Name | Share Symbol | Market | Type |
---|---|---|---|
BlackRock Utility Infrastructure and Power Opportunities Trust | NYSE:BUI | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
-0.18 | -0.79% | 22.53 | 22.71 | 22.5301 | 22.64 | 13,689 | 21:07:59 |
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 | 0001528988 |
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 Utilities, Infrastructure & Power Opportunities Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-22606 |
c. CIK number of Registrant | 0001528988 |
d. LEI of Registrant | XL2HP568CJRFGPERYJ89 |
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 Utilities, Infrastructure & Power Opportunities Trust |
b. EDGAR series identifier (if any). | |
c. LEI of Series. | XL2HP568CJRFGPERYJ89 |
a. Date of fiscal year-end. | 2021-12-31 |
b. Date as of which information is reported. | 2021-12-31 |
a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
Report the following information for the Fund and its consolidated subsidiaries. |
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 570261363.86 |
b. Total liabilities. | 10824367.78 |
c. Net assets. | 559436996.08 |
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. | 622254.64000000 |
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 | 6.72000000 | -2.95000000 | 4.34000000 |
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 | 1603199.66000000 | -5430210.71000000 | -2895614.14000000 | 3786640.56000000 | -602300.06000000 | -2005755.35000000 | |
Forward | — | — | — | — | — | — | |
Future | — | — | — | — | — | — | |
Option | 1603199.66000000 | -5430210.71000000 | -2895614.14000000 | 3786640.56000000 | -602300.06000000 | -2005755.35000000 | |
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 | -85793.35000000 | 38561083.90000000 |
Month 2 | 1307842.74000000 | -18810308.42000000 |
Month 3 | 866104.70000000 | 24327620.27000000 |
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 | 4772235.01000000 | 133542.72000000 | 0.00000000 |
Month 2 | 4869733.81000000 | 132659.41000000 | 0.00000000 |
Month 3 | 5082181.73000000 | 133966.70000000 | 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | EXELON 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 | Z94DEHQB7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -6.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1785.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00031907078 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exelon Corp |
Title of issue. | Exelon Corp |
At least one of the following other identifiers: |
- CUSIP. | 30161N101 |
- ISIN (if CUSIP is not available). | US30161N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -958.34000000 |
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: 2 |
a. Name of issuer (if any). | GOLDMAN SACHS INTERNATIONAL |
b. LEI (if any) of issuer. (1) | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | JAN22 HEXAB SS C @ 137.2155 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVBSRP9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -55100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Sweden Krona
|
e. Value. (4) | -36603.08000000 |
f. Exchange rate. | 9.03620000 |
g. Percentage value compared to net assets of the Fund. | -0.00654284222 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Hexagon AB |
Title of issue. | Hexagon AB |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | SE0000103699 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 137.21550000 |
vi. Exercise Price Currency Code |
Sweden Krona
|
vii. Expiration date. | 2022-01-04 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -16219.71000000 |
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: 3 |
a. Name of issuer (if any). | EDP - Energias de Portugal SA |
b. LEI (if any) of issuer. (1) | 529900CLC3WDMGI9VH80 |
c. Title of the issue or description of the investment. | EDP - Energias de Portugal SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | PTEDP0AM0009 |
Balance. (2) |
a. Balance | 1439900.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 7909806.67000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 1.413886948025 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PORTUGAL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 4 |
a. Name of issuer (if any). | Atlas Copco AB |
b. LEI (if any) of issuer. (1) | 213800T8PC8Q4FYJZR07 |
c. Title of the issue or description of the investment. | Atlas Copco AB |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | SE0011166628 |
Balance. (2) |
a. Balance | 250500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Sweden Krona
|
e. Value. (4) | 14714431.46000000 |
f. Exchange rate. | 9.03620000 |
g. Percentage value compared to net assets of the Fund. | 2.630221376688 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWEDEN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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). | UBS AG |
b. LEI (if any) of issuer. (1) | BFM8T61CT2L1QCEMIK50 |
c. Title of the issue or description of the investment. | JAN22 LIN GY C @ 290.2025 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVZ3QE4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -4200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -75580.54000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.01351010757 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Linedata Services |
Title of issue. | Linedata Services |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0004156297 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 290.20250000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-25 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -45961.87000000 |
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: 6 |
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 | 128750.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11454887.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.047574182663 |
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. | KINDER MORGAN 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 | Z95HEG761 |
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) | -3289.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00058791249 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kinder Morgan Inc |
Title of issue. | Kinder Morgan Inc |
At least one of the following other identifiers: |
- CUSIP. | 49456B101 |
- ISIN (if CUSIP is not available). | US49456B1017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 17.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6268.94000000 |
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: 8 |
a. Name of issuer (if any). | Rogers Corp |
b. LEI (if any) of issuer. (1) | PW0CN80KNFR7RUOOKJ84 |
c. Title of the issue or description of the investment. | Rogers Corp |
d. CUSIP (if any). | 775133101 |
At least one of the following other identifiers: |
- ISIN | US7751331015 |
Balance. (2) |
a. Balance | 19696.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5377008.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.961146302028 |
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). | JANE STREET EXECUTION SERVICES, LLC |
b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
c. Title of the issue or description of the investment. | JAN22 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 | BRWVJ4TX5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -143.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -94067.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01681460480 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | 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. | 126.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -53629.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 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. | JOHNSON CONTROLS INTERNATIONAL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95K1UP42 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -379.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -134545.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02405007193 |
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. | Johnson Controls International plc |
Title of issue. | Johnson Controls International plc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BY7QL619 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -40637.38000000 |
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: 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. | SUNNOVA ENERGY INTERNATIONAL 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 | Z95BKD533 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -130.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4550.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00081331768 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sunnova Energy International Inc |
Title of issue. | Sunnova Energy International Inc |
At least one of the following other identifiers: |
- CUSIP. | 86745K104 |
- ISIN (if CUSIP is not available). | US86745K1043 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5992.66000000 |
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: 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. | SUNRUN 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 | Z94VR4TK9 |
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) | -540.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00009652561 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sunrun Inc |
Title of issue. | Sunrun Inc |
At least one of the following other identifiers: |
- CUSIP. | 86771W105 |
- ISIN (if CUSIP is not available). | US86771W1053 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 31525.89000000 |
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: 13 |
a. Name of issuer (if any). | Dominion Energy Inc |
b. LEI (if any) of issuer. (1) | ILUL7B6Z54MRYCF6H308 |
c. Title of the issue or description of the investment. | Dominion Energy Inc |
d. CUSIP (if any). | 25746U109 |
At least one of the following other identifiers: |
- ISIN | US25746U1097 |
Balance. (2) |
a. Balance | 183848.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14443098.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.581720369085 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 14 |
a. Name of issuer (if any). | CREDIT SUISSE INTERNATIONAL |
b. LEI (if any) of issuer. (1) | E58DKGMJYYYJLN8C3868 |
c. Title of the issue or description of the investment. | JAN22 ENEL IM C @ 6.8255 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWW2B230 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -344800.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -101688.93000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.01817701201 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ITALY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Enel SpA |
Title of issue. | Enel SpA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IT0003128367 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 6.82550000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -40341.96000000 |
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: 15 |
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. | JAN22 2208 HK C @ 18.404 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVXJ504 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -400000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Hong Kong Dollar
|
e. Value. (4) | -5272.58000000 |
f. Exchange rate. | 7.79755000 |
g. Percentage value compared to net assets of the Fund. | -0.00094247967 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Xinjiang Goldwind Science & Technology Co Ltd |
Title of issue. | Xinjiang Goldwind Science & Technology Co Ltd |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CNE100000PP1 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 18.40400000 |
vi. Exercise Price Currency Code |
Hong Kong Dollar
|
vii. Expiration date. | 2022-01-25 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 37076.74000000 |
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: 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. | WASTE 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 | Z95JTQWD6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -168.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -73080.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01306313320 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Waste Management Inc |
Title of issue. | Waste Management Inc |
At least one of the following other identifiers: |
- CUSIP. | 94106L109 |
- ISIN (if CUSIP is not available). | US94106L1098 |
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. | 2022-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9949.52000000 |
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: 17 |
a. Name of issuer (if any). | NextEra Energy Inc |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NextEra Energy Inc |
d. CUSIP (if any). | 65339F101 |
At least one of the following other identifiers: |
- ISIN | US65339F1012 |
Balance. (2) |
a. Balance | 496130.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 46318696.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 8.279519789459 |
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: 18 |
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. | JAN22 SIKA SW C @ 371.521 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVZ3QA2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -3400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | -44932.69000000 |
f. Exchange rate. | 0.91120000 |
g. Percentage value compared to net assets of the Fund. | -0.00803176949 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Sika AG |
Title of issue. | Sika AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CH0418792922 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 371.52100000 |
vi. Exercise Price Currency Code |
Switzerland Franc
|
vii. Expiration date. | 2022-01-25 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -17013.47000000 |
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: 19 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BALLARD POWER 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 | Z95CD6S62 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -417.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -22935.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00409965736 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ballard Power Systems Inc |
Title of issue. | Ballard Power Systems Inc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA0585861085 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 14.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5328.55000000 |
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: 20 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | FEB22 EDPR PL C @ 21.6996 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWL0QA1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -34500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -38687.69000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00691546863 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | EDP Renovaveis SA |
Title of issue. | EDP Renovaveis SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | ES0127797019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 21.69960000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -19378.59000000 |
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: 21 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | EATON CORP 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 | Z95J2R8P3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -103.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18797.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00336007452 |
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. | Eaton Corp PLC |
Title of issue. | Eaton Corp PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00B8KQN827 |
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. | 2022-01-14 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7278.89000000 |
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: 22 |
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. | JAN22 RWE GY C @ 35.947 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWDD9U7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -46500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -31249.08000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00558580862 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | RWE AG |
Title of issue. | RWE AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0007037129 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 35.94700000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8708.74000000 |
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: 23 |
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. | JAN22 PRY IM C @ 34.7922 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVGNMM7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -61400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -1972.34000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00035255802 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Prysmian SpA |
Title of issue. | Prysmian SpA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IT0004176001 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 34.79220000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 57492.83000000 |
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: 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. | WASTE 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 | Z94MH9XH1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -182.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -21385.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00382259309 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Waste Management Inc |
Title of issue. | Waste Management Inc |
At least one of the following other identifiers: |
- CUSIP. | 94106L109 |
- ISIN (if CUSIP is not available). | US94106L1098 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 170.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 25114.97000000 |
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: 25 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | QUANTA SERVICES 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 | Z95HL3S93 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -168.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18480.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00330332104 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Quanta Services Inc |
Title of issue. | Quanta Services Inc |
At least one of the following other identifiers: |
- CUSIP. | 74762E102 |
- ISIN (if CUSIP is not available). | US74762E1029 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 120.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 75468.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 26 |
a. Name of issuer (if any). | Neoenergia SA |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Neoenergia SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | BRNEOEACNOR3 |
Balance. (2) |
a. Balance | 1250200.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Brazil Real
|
e. Value. (4) | 3632649.35000000 |
f. Exchange rate. | 5.57000000 |
g. Percentage value compared to net assets of the Fund. | 0.649340207289 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BRAZIL
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 27 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FIRSTENERGY 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 | Z95K1A4D9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -335.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -48575.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00868283655 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | FirstEnergy Corp |
Title of issue. | FirstEnergy Corp |
At least one of the following other identifiers: |
- CUSIP. | 337932107 |
- ISIN (if CUSIP is not available). | US3379321074 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 41.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -13994.34000000 |
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: 28 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | 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 | Z94DE9UH7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -11.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2392.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00042766209 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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. | 87.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1294.94000000 |
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: 29 |
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. | JAN22 EPD 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 | BRWVD1RJ0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -265.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1035.89000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00018516651 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Enterprise Products Partners LP |
Title of issue. | Enterprise Products Partners LP |
At least one of the following other identifiers: |
- CUSIP. | 293792107 |
- ISIN (if CUSIP is not available). | US2937921078 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.90000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 22678.47000000 |
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: 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. | EDISON INTERNATIONAL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95K11UH1 |
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) | -59570.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01064820532 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Edison International |
Title of issue. | Edison International |
At least one of the following other identifiers: |
- CUSIP. | 281020107 |
- ISIN (if CUSIP is not available). | US2810201077 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 67.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -10935.59000000 |
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: 31 |
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. | JAN22 NEOE3 BZ C @ 17.261 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVGZY47 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -249000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1391.91000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00024880549 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Kanzhun Ltd |
Title of issue. | Kanzhun Ltd |
At least one of the following other identifiers: |
- CUSIP. | 48553T106 |
- ISIN (if CUSIP is not available). | US48553T1060 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 17.26100000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-10 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 26072.79000000 |
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: 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. | 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 | Z95HTH7Q9 |
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) | -1330.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00023773901 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Enterprise Products Partners LP |
Title of issue. | Enterprise Products Partners LP |
At least one of the following other identifiers: |
- CUSIP. | 293792107 |
- ISIN (if CUSIP is not available). | US2937921078 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-07 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1082.38000000 |
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: 33 |
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. | FEB22 SCATC NO C @ 160.1412 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWBSN22 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -74500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | -39570.45000000 |
f. Exchange rate. | 8.80655000 |
g. Percentage value compared to net assets of the Fund. | -0.00707326299 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Scatec ASA |
Title of issue. | Scatec ASA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NO0010715139 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 160.14120000 |
vi. Exercise Price Currency Code |
Norway Krone
|
vii. Expiration date. | 2022-02-01 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2058.49000000 |
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: 34 |
a. Name of issuer (if any). | Williams Cos Inc/The |
b. LEI (if any) of issuer. (1) | D71FAKCBLFS2O0RBPG08 |
c. Title of the issue or description of the investment. | Williams Cos Inc/The |
d. CUSIP (if any). | 969457100 |
At least one of the following other identifiers: |
- ISIN | US9694571004 |
Balance. (2) |
a. Balance | 497255.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12948520.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.314562728373 |
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: 35 |
a. Name of issuer (if any). | Iberdrola SA |
b. LEI (if any) of issuer. (1) | 5QK37QC7NWOJ8D7WVQ45 |
c. Title of the issue or description of the investment. | Iberdrola SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | ES0144580Y14 |
Balance. (2) |
a. Balance | 1401175.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 16589878.25000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 2.965459625703 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SPAIN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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: 36 |
a. Name of issuer (if any). | Xcel Energy Inc |
b. LEI (if any) of issuer. (1) | LGJNMI9GH8XIDG5RCM61 |
c. Title of the issue or description of the investment. | Xcel Energy Inc |
d. CUSIP (if any). | 98389B100 |
At least one of the following other identifiers: |
- ISIN | US98389B1008 |
Balance. (2) |
a. Balance | 84490.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5719973.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.022451686263 |
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: 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. | WILLIAMS COS INC/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 | Z95J3GUV8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -746.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -26110.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00466719222 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-14 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -3149.26000000 |
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: 38 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | SEMPRA ENERGY |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95K3G246 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -149.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -75990.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01358329901 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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. | 130.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -35942.19000000 |
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: 39 |
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. | JAN22 RWE GY C @ 35.17 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVZ4828 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -33100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -40927.57000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00731584973 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | RWE AG |
Title of issue. | RWE AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0007037129 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 35.17000000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-25 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1633.84000000 |
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: 40 |
a. Name of issuer (if any). | Exelon Corp |
b. LEI (if any) of issuer. (1) | 3SOUA6IRML7435B56G12 |
c. Title of the issue or description of the investment. | Exelon Corp |
d. CUSIP (if any). | 30161N101 |
At least one of the following other identifiers: |
- ISIN | US30161N1019 |
Balance. (2) |
a. Balance | 154158.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8904166.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.591629824697 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 41 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DOMINION 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 | Z95K0WNF6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -292.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -36500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00652441655 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Dominion Energy Inc |
Title of issue. | Dominion Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 25746U109 |
- ISIN (if CUSIP is not available). | US25746U1097 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6909.62000000 |
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: 42 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DUKE ENERGY 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 | Z95K0R6X7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -241.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -59045.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01055436097 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Duke Energy Corp |
Title of issue. | Duke Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 26441C204 |
- ISIN (if CUSIP is not available). | US26441C2044 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4284.32000000 |
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: 43 |
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. | NEE US FLEX |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVQKK69 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -890.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -567893.87000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10151167584 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | NextEra Energy Inc |
Title of issue. | NextEra Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 65339F101 |
- ISIN (if CUSIP is not available). | US65339F1012 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -278397.36000000 |
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: 44 |
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. | JAN22 IBE SM C @ 10.0525 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWDDA01 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -243700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -96348.66000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.01722243267 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Iberdrola SA |
Title of issue. | Iberdrola SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | ES0144580Y14 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 10.05250000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -65152.18000000 |
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: 45 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 NG/ LN C @ 10.2673 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVZ3QL8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -148100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -85974.61000000 |
f. Exchange rate. | 0.73879800 |
g. Percentage value compared to net assets of the Fund. | -0.01536805942 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ITALY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | National Grid PLC |
Title of issue. | National Grid PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB00BDR05C01 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 10.26730000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2022-01-25 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -71196.06000000 |
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: 46 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | XCEL 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 | Z95HLMXJ3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -130.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4550.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00081331768 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Xcel Energy Inc |
Title of issue. | Xcel Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 98389B100 |
- ISIN (if CUSIP is not available). | US98389B1008 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3886.11000000 |
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: 47 |
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. | FEB22 NOVA 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 | BRWWKTA24 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -150.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18368.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00328331878 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Sunnova Energy International Inc |
Title of issue. | Sunnova Energy International Inc |
At least one of the following other identifiers: |
- CUSIP. | 86745K104 |
- ISIN (if CUSIP is not available). | US86745K1043 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 33.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8148.56000000 |
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: 48 |
a. Name of issuer (if any). | Edison International |
b. LEI (if any) of issuer. (1) | 549300I7ROF15MAEVP56 |
c. Title of the issue or description of the investment. | Edison International |
d. CUSIP (if any). | 281020107 |
At least one of the following other identifiers: |
- ISIN | US2810201077 |
Balance. (2) |
a. Balance | 121150.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8268487.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.478001554766 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 49 |
a. Name of issuer (if any). | China Longyuan Power Group Corp Ltd |
b. LEI (if any) of issuer. (1) | 5299008UYLF3O6V9T464 |
c. Title of the issue or description of the investment. | China Longyuan Power Group Corp Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | CNE100000HD4 |
Balance. (2) |
a. Balance | 3129000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Hong Kong Dollar
|
e. Value. (4) | 7308771.45000000 |
f. Exchange rate. | 7.79755000 |
g. Percentage value compared to net assets of the Fund. | 1.306451218137 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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). | Sunrun Inc |
b. LEI (if any) of issuer. (1) | 54930007SJ77CI66U531 |
c. Title of the issue or description of the investment. | Sunrun Inc |
d. CUSIP (if any). | 86771W105 |
At least one of the following other identifiers: |
- ISIN | US86771W1053 |
Balance. (2) |
a. Balance | 66750.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2289525.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.409255200503 |
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: 51 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | TRANE TECHNOLOGIES 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 | Z95K35PL7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -148.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -56980.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01018523987 |
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. | Trane Technologies PLC |
Title of issue. | Trane Technologies PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 24437.82000000 |
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: 52 |
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. | FEB22 EIX 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 | BRWWBUFS9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -165.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -32412.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00579378915 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Edison International |
Title of issue. | Edison International |
At least one of the following other identifiers: |
- CUSIP. | 281020107 |
- ISIN (if CUSIP is not available). | US2810201077 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 67.40000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -769.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 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. | ON SEMICONDUCTOR 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 | Z95A2M907 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -321.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -136425.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02438612407 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ON Semiconductor Corp |
Title of issue. | ON Semiconductor Corp |
At least one of the following other identifiers: |
- CUSIP. | 682189105 |
- ISIN (if CUSIP is not available). | US6821891057 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -37808.31000000 |
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: 54 |
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. | XEL US FLEX |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVJ4U21 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -165.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -49385.99000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00882780194 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Xcel Energy Inc |
Title of issue. | Xcel Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 98389B100 |
- ISIN (if CUSIP is not available). | US98389B1008 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 65.07000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -24342.64000000 |
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: 55 |
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. | JAN22 CMS 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 | BRWVA6598 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -410.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -131888.39000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02357519987 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | CMS Energy Corp |
Title of issue. | CMS Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 125896100 |
- ISIN (if CUSIP is not available). | US1258961002 |
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. | 2022-01-12 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -90159.36000000 |
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: 56 |
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. | JAN22 NEE 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 | BRWVEP8X6 |
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) | -507233.76000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.09066861211 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | NextEra Energy Inc |
Title of issue. | NextEra Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 65339F101 |
- ISIN (if CUSIP is not available). | US65339F1012 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 87.94000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -306789.59000000 |
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: 57 |
a. Name of issuer (if any). | Enel SpA |
b. LEI (if any) of issuer. (1) | WOCMU6HCI0OJWNPRZS33 |
c. Title of the issue or description of the investment. | Enel SpA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IT0003128367 |
Balance. (2) |
a. Balance | 3475725.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 27792167.75000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 4.967881628269 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ITALY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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: 58 |
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. | FEB22 ENEL IM C @ 6.8505 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWL0Q78 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -381800.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -75212.97000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.01344440402 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Enel SpA |
Title of issue. | Enel SpA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IT0003128367 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 6.85050000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -38147.39000000 |
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: 59 |
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. | FEB22 2208 HK C @ 18.7993 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWKA0G5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -396000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Hong Kong Dollar
|
e. Value. (4) | -8991.31000000 |
f. Exchange rate. | 7.79755000 |
g. Percentage value compared to net assets of the Fund. | -0.00160720689 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Xinjiang Goldwind Science & Technology Co Ltd |
Title of issue. | Xinjiang Goldwind Science & Technology Co Ltd |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CNE100000PP1 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 18.79930000 |
vi. Exercise Price Currency Code |
Hong Kong Dollar
|
vii. Expiration date. | 2022-02-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 18145.08000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 60 |
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. | JAN22 ENEL IM C @ 7.241 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVD84V3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -489900.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -9626.22000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00172069778 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Enel SpA |
Title of issue. | Enel SpA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IT0003128367 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 7.24100000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 68435.57000000 |
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: 61 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 IBE SM C @ 10.1204 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVD84Y7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -248000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -78860.61000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.01409642382 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Iberdrola SA |
Title of issue. | Iberdrola SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | ES0144580Y14 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 10.12040000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -30741.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 62 |
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. | FEB22 NG. LN C @ 10.8018 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWL0QJ2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -195600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -35876.33000000 |
f. Exchange rate. | 0.73879800 |
g. Percentage value compared to net assets of the Fund. | -0.00641293483 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
ITALY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | National Grid PLC |
Title of issue. | National Grid PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB00BDR05C01 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 10.80180000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2022-02-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -8120.02000000 |
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: 63 |
a. Name of issuer (if any). | Trane Technologies PLC |
b. LEI (if any) of issuer. (1) | 549300BURLR9SLYY2705 |
c. Title of the issue or description of the investment. | Trane Technologies PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00BK9ZQ967 |
Balance. (2) |
a. Balance | 65850.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 13303675.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.378047142612 |
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: 64 |
a. Name of issuer (if any). | Johnson Controls International plc |
b. LEI (if any) of issuer. (1) | 549300XQ6S1GYKGBL205 |
c. Title of the issue or description of the investment. | Johnson Controls International plc |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00BY7QL619 |
Balance. (2) |
a. Balance | 216609.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 17612477.79000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.148250457765 |
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: 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. | AES 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 | Z95CCWEA2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -910.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -22750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00406658840 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AES Corp/The |
Title of issue. | AES Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 00130H105 |
- ISIN (if CUSIP is not available). | US00130H1059 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12538.38000000 |
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: 66 |
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. | FEB22 051910 KS C @ 750124.9 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWLN662 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2899.55000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00051829786 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | LG Chem Ltd |
Title of issue. | LG Chem Ltd |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | KR7051910008 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 750124.90000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-10 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 22501.09000000 |
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: 67 |
a. Name of issuer (if any). | Waste Management Inc |
b. LEI (if any) of issuer. (1) | 549300YX8JIID70NFS41 |
c. Title of the issue or description of the investment. | Waste Management Inc |
d. CUSIP (if any). | 94106L109 |
At least one of the following other identifiers: |
- ISIN | US94106L1098 |
Balance. (2) |
a. Balance | 100050.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 16698345.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.984848180761 |
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: 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. | WASTE CONNECTIONS 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 | Z95HLUBJ9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -111.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -34410.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00615082667 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Waste Connections Inc |
Title of issue. | Waste Connections Inc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA94106B1013 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9762.95000000 |
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: 69 |
a. Name of 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 | Z95JT3H02 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -249.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18301.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00327141396 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Enterprise Products Partners LP |
Title of issue. | Enterprise Products Partners LP |
At least one of the following other identifiers: |
- CUSIP. | 293792107 |
- ISIN (if CUSIP is not available). | US2937921078 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -7151.68000000 |
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: 70 |
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. | FEB22 EXC 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 | BRWWJVQ08 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -533.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -197260.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03526056399 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Exelon Corp |
Title of issue. | Exelon Corp |
At least one of the following other identifiers: |
- CUSIP. | 30161N101 |
- ISIN (if CUSIP is not available). | US30161N1019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 54.51000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -105873.66000000 |
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: 71 |
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 | 83650.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11065222.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.977921030881 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 72 |
a. Name of issuer (if any). | Sunnova Energy International Inc |
b. LEI (if any) of issuer. (1) | 549300JK1Y1VVC3JU540 |
c. Title of the issue or description of the investment. | Sunnova Energy International Inc |
d. CUSIP (if any). | 86745K104 |
At least one of the following other identifiers: |
- ISIN | US86745K1043 |
Balance. (2) |
a. Balance | 80050.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2234996.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.399508079669 |
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). | Quanta Services Inc |
b. LEI (if any) of issuer. (1) | SHVRXXEACT60MMH07S24 |
c. Title of the issue or description of the investment. | Quanta Services Inc |
d. CUSIP (if any). | 74762E102 |
At least one of the following other identifiers: |
- ISIN | US74762E1029 |
Balance. (2) |
a. Balance | 59910.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6869280.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.227891728314 |
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: 74 |
a. Name of issuer (if any). | BlackRock Liquidity Funds |
b. LEI (if any) of issuer. (1) | 5493002L9DNZ83RX7V61 |
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 | 7380748.26000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7380748.26000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.319317154874 |
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: 75 |
a. Name of issuer (if any). | Canadian Solar Inc |
b. LEI (if any) of issuer. (1) | 5493001XSC6TKMBVOM15 |
c. Title of the issue or description of the investment. | Canadian Solar Inc |
d. CUSIP (if any). | 136635109 |
At least one of the following other identifiers: |
- ISIN | CA1366351098 |
Balance. (2) |
a. Balance | 79040.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2473161.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.442080451834 |
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: 76 |
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. | FEB22 EDP PL C @ 4.8441 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWJG5B0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -144800.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -15650.82000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00279760189 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | EDP - Energias de Portugal SA |
Title of issue. | EDP - Energias de Portugal SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | PTEDP0AM0009 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 4.84410000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-03 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -935.06000000 |
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: 77 |
a. Name of issuer (if any). | Kingspan Group PLC |
b. LEI (if any) of issuer. (1) | 635400HM7V74SUB9OG75 |
c. Title of the issue or description of the investment. | Kingspan Group PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE0004927939 |
Balance. (2) |
a. Balance | 94115.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 11226504.51000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 2.006750463173 |
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: 78 |
a. Name of issuer (if any). | Air Liquide SA |
b. LEI (if any) of issuer. (1) | 969500MMPQVHK671GT54 |
c. Title of the issue or description of the investment. | Air Liquide SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | FR0000120073 |
Balance. (2) |
a. Balance | 40467.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 7057618.60000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 1.261557360248 |
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: 79 |
a. Name of issuer (if any). | CMS Energy Corp |
b. LEI (if any) of issuer. (1) | 549300IA9XFBAGNIBW29 |
c. Title of the issue or description of the investment. | CMS Energy Corp |
d. CUSIP (if any). | 125896100 |
At least one of the following other identifiers: |
- ISIN | US1258961002 |
Balance. (2) |
a. Balance | 219810.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14298640.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.555898269186 |
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). | 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. | TC ENERGY 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 | Z95F0U3W6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -455.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -32192.97000000 |
f. Exchange rate. | 1.26495000 |
g. Percentage value compared to net assets of the Fund. | -0.00575453004 |
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. | TC Energy Corp |
Title of issue. | TC Energy Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA87807B1076 |
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 |
Canada Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2793.95000000 |
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: 81 |
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. | FEB22 RWE GY C @ 36.0088 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWMF544 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -100700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -113131.28000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.02022234510 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | RWE AG |
Title of issue. | RWE AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0007037129 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 36.00880000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-10 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -10988.69000000 |
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: 82 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 EDP PL C @ 4.979 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVZ47Q6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -214300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -11224.08000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00200631707 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | EDP - Energias de Portugal SA |
Title of issue. | EDP - Energias de Portugal SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | PTEDP0AM0009 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 4.97900000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-25 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16822.48000000 |
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: 83 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 IFX GY C @ 43.8136 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVD84L5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -23500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -1561.17000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00027906091 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Infineon Technologies AG |
Title of issue. | Infineon Technologies AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0006231004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 43.81360000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 35235.97000000 |
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: 84 |
a. Name of issuer (if any). | Vestas Wind Systems A/S |
b. LEI (if any) of issuer. (1) | 549300DYMC8BGZZC8844 |
c. Title of the issue or description of the investment. | Vestas Wind Systems A/S |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | DK0061539921 |
Balance. (2) |
a. Balance | 332650.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Denmark Krone
|
e. Value. (4) | 10130897.37000000 |
f. Exchange rate. | 6.53205000 |
g. Percentage value compared to net assets of the Fund. | 1.810909439487 |
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: 85 |
a. Name of issuer (if any). | ReNew Energy Global PLC |
b. LEI (if any) of issuer. (1) | 254900SL77LA2KAG7R65 |
c. Title of the issue or description of the investment. | ReNew Energy Global PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB00BNQMPN80 |
Balance. (2) |
a. Balance | 661000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5142580.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.919242030118 |
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: 86 |
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. | FEB22 SIKA SW C @ 385.735 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWL0Q37 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -2600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | -20225.45000000 |
f. Exchange rate. | 0.91120000 |
g. Percentage value compared to net assets of the Fund. | -0.00361532221 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Sika AG |
Title of issue. | Sika AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CH0418792922 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 385.73500000 |
vi. Exercise Price Currency Code |
Switzerland Franc
|
vii. Expiration date. | 2022-02-08 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2382.70000000 |
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: 87 |
a. Name of issuer (if any). | Sika AG |
b. LEI (if any) of issuer. (1) | 549300R3N69ECGYPU434 |
c. Title of the issue or description of the investment. | Sika AG |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | CH0418792922 |
Balance. (2) |
a. Balance | 16890.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Switzerland Franc
|
e. Value. (4) | 7019774.20000000 |
f. Exchange rate. | 0.91120000 |
g. Percentage value compared to net assets of the Fund. | 1.254792630660 |
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: 88 |
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. | TC ENERGY 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 | Z94A71UK1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -494.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -1952.65000000 |
f. Exchange rate. | 1.26495000 |
g. Percentage value compared to net assets of the Fund. | -0.00034903841 |
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. | TC Energy Corp |
Title of issue. | TC Energy Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA87807B1076 |
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 |
Canada Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 33359.11000000 |
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: 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. | 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 | Z94DEHWP9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -265.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -530.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00009473810 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 14251.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 90 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 KSP ID C @ 103.581 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVD84Q4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -33000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -91929.12000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.01643243486 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kingspan Group PLC |
Title of issue. | Kingspan Group PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE0004927939 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 103.58100000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12775.94000000 |
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: 91 |
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. | FEB22 SU FP C @ 167.6428 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWJG5C8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -9300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -82079.75000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.01467184876 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Schneider Electric SE |
Title of issue. | Schneider Electric SE |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000121972 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 167.64280000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-03 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -51245.30000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 92 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | SUNRUN 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 | Z95CFC3C1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -161.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -13685.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00244620933 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sunrun Inc |
Title of issue. | Sunrun Inc |
At least one of the following other identifiers: |
- CUSIP. | 86771W105 |
- ISIN (if CUSIP is not available). | US86771W1053 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 13649.21000000 |
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: 93 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | EATON CORP 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 | Z95JT3GU7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -65.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -39325.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00702938852 |
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. | Eaton Corp PLC |
Title of issue. | Eaton Corp PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00B8KQN827 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 170.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -16910.64000000 |
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: 94 |
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. | JAN22 DG FP C @ 92.9721 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVL5PS4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -27200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -45082.25000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00805850351 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Vinci SA |
Title of issue. | Vinci SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000125486 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 92.97210000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-13 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 33290.12000000 |
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: 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. | NISOURCE 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 | Z95BKE7Y1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -393.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -64845.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01159111757 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | NiSource Inc |
Title of issue. | NiSource Inc |
At least one of the following other identifiers: |
- CUSIP. | 65473P105 |
- ISIN (if CUSIP is not available). | US65473P1057 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 26.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -45675.10000000 |
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: 96 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | DOMINION 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 | Z94DEFL67 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -351.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -61425.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01097978868 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Dominion Energy Inc |
Title of issue. | Dominion Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 25746U109 |
- ISIN (if CUSIP is not available). | US25746U1097 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 77.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -20618.58000000 |
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: 97 |
a. Name of issuer (if any). | Kinder Morgan Inc |
b. LEI (if any) of issuer. (1) | 549300WR7IX8XE0TBO16 |
c. Title of the issue or description of the investment. | Kinder Morgan Inc |
d. CUSIP (if any). | 49456B101 |
At least one of the following other identifiers: |
- ISIN | US49456B1017 |
Balance. (2) |
a. Balance | 540450.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8571537.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.532171997930 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 98 |
a. Name of issuer (if any). | 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 | Z94DE9N93 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -214.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -90950.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01625741605 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | American Electric Power Co Inc |
Title of issue. | American Electric Power Co Inc |
At least one of the following other identifiers: |
- CUSIP. | 025537101 |
- ISIN (if CUSIP is not available). | US0255371017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 85.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -56539.15000000 |
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: 99 |
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. | FEB22 LIN GY C @ 311.987 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWMF4V5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -4700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -28136.71000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00502946894 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Linde PLC |
Title of issue. | Linde PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BZ12WP82 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 311.98700000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-10 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -3611.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 100 |
a. Name of issuer (if any). | NiSource Inc |
b. LEI (if any) of issuer. (1) | 549300D8GOWWH0SJB189 |
c. Title of the issue or description of the investment. | NiSource Inc |
d. CUSIP (if any). | 65473P105 |
At least one of the following other identifiers: |
- ISIN | US65473P1057 |
Balance. (2) |
a. Balance | 224850.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6208108.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.109706462658 |
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: 101 |
a. Name of issuer (if any). | FirstEnergy Corp |
b. LEI (if any) of issuer. (1) | 549300SVYJS666PQJH88 |
c. Title of the issue or description of the investment. | FirstEnergy Corp |
d. CUSIP (if any). | 337932107 |
At least one of the following other identifiers: |
- ISIN | US3379321074 |
Balance. (2) |
a. Balance | 191550.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7966564.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.424032474759 |
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: 102 |
a. Name of 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 | Z95CD0BY2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -225.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -64687.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01156296427 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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. | 87.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -37814.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 103 |
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 | 28974.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5092759.98000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.910336644820 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 104 |
a. Name of issuer (if any). | EDP Renovaveis SA |
b. LEI (if any) of issuer. (1) | 529900MUFAH07Q1TAX06 |
c. Title of the issue or description of the investment. | EDP Renovaveis SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | ES0127797019 |
Balance. (2) |
a. Balance | 450792.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 11210055.30000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 2.003810148157 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SPAIN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 105 |
a. Name of issuer (if any). | Duke Energy Corp |
b. LEI (if any) of issuer. (1) | I1BZKREC126H0VB1BL91 |
c. Title of the issue or description of the investment. | Duke Energy Corp |
d. CUSIP (if any). | 26441C204 |
At least one of the following other identifiers: |
- ISIN | US26441C2044 |
Balance. (2) |
a. Balance | 121918.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12789198.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.286083739476 |
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). | JANE STREET EXECUTION SERVICES, LLC |
b. LEI (if any) of issuer. (1) | 549300HXJLXCPDWAH070 |
c. Title of the issue or description of the investment. | FEB22 WCN 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 | BRWWJ7Q43 |
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) | -61440.27000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01098251821 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Waste Connections Inc |
Title of issue. | Waste Connections Inc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA94106B1013 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 136.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-07 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -25634.97000000 |
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: 107 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 IFX GY C @ 42.0628 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWDDAA9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -18500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -10010.21000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00178933643 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Infineon Technologies AG |
Title of issue. | Infineon Technologies AG |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DE0006231004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 42.06280000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 11145.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 108 |
a. Name of issuer (if any). | First Solar Inc |
b. LEI (if any) of issuer. (1) | 549300NPYMLM4NHTOF27 |
c. Title of the issue or description of the investment. | First Solar Inc |
d. CUSIP (if any). | 336433107 |
At least one of the following other identifiers: |
- ISIN | US3364331070 |
Balance. (2) |
a. Balance | 26934.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2347567.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.419630352738 |
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). | Waste Connections Inc |
b. LEI (if any) of issuer. (1) | 549300HDLRTPBQU69P29 |
c. Title of the issue or description of the investment. | Waste Connections Inc |
d. CUSIP (if any). | 94106B101 |
At least one of the following other identifiers: |
- ISIN | CA94106B1013 |
Balance. (2) |
a. Balance | 81550.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11112818.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.986428959448 |
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: 110 |
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. | FEB22 AI FP C @ 157.5076 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWJG561 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -14100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -22582.20000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00403659396 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Air Liquide SA |
Title of issue. | Air Liquide SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000120073 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 157.50760000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-03 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 9547.47000000 |
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: 111 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 EDPR PL C @ 23.5664 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVGNMP0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -81900.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -5474.40000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00097855523 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | EDP Renovaveis SA |
Title of issue. | EDP Renovaveis SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | ES0127797019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 23.56640000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 51984.20000000 |
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: 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. | INGERSOLL RAND 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 | Z95HKEQU5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -118.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -6195.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00110736330 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ingersoll Rand Inc |
Title of issue. | Ingersoll Rand Inc |
At least one of the following other identifiers: |
- CUSIP. | 45687V106 |
- ISIN (if CUSIP is not available). | US45687V1061 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 885.34000000 |
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: 113 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 DG FP C @ 95.3085 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVBSRB0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -19700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -3295.27000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00058903326 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Vinci SA |
Title of issue. | Vinci SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000125486 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 95.30850000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-04 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 40434.85000000 |
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: 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. | CMS ENERGY 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 | Z95HJP1Q8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -359.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -38592.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00689845331 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CMS Energy Corp |
Title of issue. | CMS Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 125896100 |
- ISIN (if CUSIP is not available). | US1258961002 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -7711.12000000 |
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: 115 |
a. Name of issuer (if any). | Prysmian SpA |
b. LEI (if any) of issuer. (1) | 529900X0H1IO3RS1A464 |
c. Title of the issue or description of the investment. | Prysmian SpA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IT0004176001 |
Balance. (2) |
a. Balance | 180550.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 6791595.12000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 1.214005360315 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ITALY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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: 116 |
a. Name of issuer (if any). | Samsung SDI Co Ltd |
b. LEI (if any) of issuer. (1) | 9884002AESDO4YW87G32 |
c. Title of the issue or description of the investment. | Samsung SDI Co Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | KR7006400006 |
Balance. (2) |
a. Balance | 4650.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Korea (South) Won
|
e. Value. (4) | 2557369.27000000 |
f. Exchange rate. | 1188.75000000 |
g. Percentage value compared to net assets of the Fund. | 0.457132668722 |
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: 117 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FIRSTENERGY 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 | Z94Y6PRB1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -335.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -59462.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01062898957 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | FirstEnergy Corp |
Title of issue. | FirstEnergy Corp |
At least one of the following other identifiers: |
- CUSIP. | 337932107 |
- ISIN (if CUSIP is not available). | US3379321074 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -33071.79000000 |
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: 118 |
a. Name of issuer (if any). | RWE AG |
b. LEI (if any) of issuer. (1) | 529900GB7KCA94ACC940 |
c. Title of the issue or description of the investment. | RWE AG |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | DE0007037129 |
Balance. (2) |
a. Balance | 515250.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 20876144.07000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 3.731634521184 |
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: 119 |
a. Name of issuer (if any). | Vinci SA |
b. LEI (if any) of issuer. (1) | 213800WFQ334R8UXUG83 |
c. Title of the issue or description of the investment. | Vinci SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | FR0000125486 |
Balance. (2) |
a. Balance | 141000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 14891684.40000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 2.661905541525 |
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: 120 |
a. Name of issuer (if any). | TC Energy Corp |
b. LEI (if any) of issuer. (1) | 549300UGKOFV2IWJJG27 |
c. Title of the issue or description of the investment. | TC Energy Corp |
d. CUSIP (if any). | 87807B107 |
At least one of the following other identifiers: |
- ISIN | CA87807B1076 |
Balance. (2) |
a. Balance | 271400.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 12622207.99000000 |
f. Exchange rate. | 1.26495000 |
g. Percentage value compared to net assets of the Fund. | 2.256234049311 |
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: 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. | KINDER MORGAN 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 | Z95EAEJ31 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -824.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4532.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00081010015 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kinder Morgan Inc |
Title of issue. | Kinder Morgan Inc |
At least one of the following other identifiers: |
- CUSIP. | 49456B101 |
- ISIN (if CUSIP is not available). | US49456B1017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 17.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 42044.18000000 |
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: 122 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | JOHNSON CONTROLS INTERNATIONAL |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | Z95JT9Q66 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -379.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -105172.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01879970411 |
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. | Johnson Controls International plc |
Title of issue. | Johnson Controls International plc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BY7QL619 |
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. | 2022-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -26424.80000000 |
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: 123 |
a. Name of issuer (if any). | BNP PARIBAS BROKERAGE SECURITIES INC |
b. LEI (if any) of issuer. (1) | R0MUWSFPU8MPRO8K5P83 |
c. Title of the issue or description of the investment. | BALLARD POWER 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 | Z94Y6DX62 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -287.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1435.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00025650788 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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 BROKERAGE SECURITIES INC | R0MUWSFPU8MPRO8K5P83 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ballard Power Systems Inc |
Title of issue. | Ballard Power Systems Inc |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | CA0585861085 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 17.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 21461.35000000 |
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: 124 |
a. Name of issuer (if any). | Ingersoll Rand Inc |
b. LEI (if any) of issuer. (1) | 5299004C02FMZCUOIR50 |
c. Title of the issue or description of the investment. | Ingersoll Rand Inc |
d. CUSIP (if any). | 45687V106 |
At least one of the following other identifiers: |
- ISIN | US45687V1061 |
Balance. (2) |
a. Balance | 201900.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12491553.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.232879321090 |
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: 125 |
a. Name of issuer (if any). | Hexagon AB |
b. LEI (if any) of issuer. (1) | 549300WJFW6ILNI4TA80 |
c. Title of the issue or description of the investment. | Hexagon AB |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | SE0015961909 |
Balance. (2) |
a. Balance | 280850.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Sweden Krona
|
e. Value. (4) | 4448816.61000000 |
f. Exchange rate. | 9.03620000 |
g. Percentage value compared to net assets of the Fund. | 0.795231034267 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWEDEN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 126 |
a. Name of issuer (if any). | Xinjiang Goldwind Science & Technology Co Ltd |
b. LEI (if any) of issuer. (1) | 529900UCUDMIZJ2ZJJ84 |
c. Title of the issue or description of the investment. | Xinjiang Goldwind Science & Technology Co Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | CNE100000PP1 |
Balance. (2) |
a. Balance | 2274400.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Hong Kong Dollar
|
e. Value. (4) | 4440189.24000000 |
f. Exchange rate. | 7.79755000 |
g. Percentage value compared to net assets of the Fund. | 0.793688882056 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CHINA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 127 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | FEB22 NEOE3 BZ C @ 18.43 |
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 | BRWWC5ZK8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -188600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1097.65000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00019620618 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Neoenergia SA |
Title of issue. | Neoenergia SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | BRNEOEACNOR3 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 18.43000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-01 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 19252.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 128 |
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. | JAN22 006400 KS C @ 739475.7864 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWCFXC6 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -1600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -548.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00009804142 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | KapStone Paper and Packaging Corp |
Title of issue. | KapStone Paper and Packaging Corp |
At least one of the following other identifiers: |
- CUSIP. | 48562P103 |
- ISIN (if CUSIP is not available). | US48562P1030 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 739475.78640000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 19304.26000000 |
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: 129 |
a. Name of issuer (if any). | ON Semiconductor Corp |
b. LEI (if any) of issuer. (1) | ZV20P4CNJVT8V1ZGJ064 |
c. Title of the issue or description of the investment. | ON Semiconductor Corp |
d. CUSIP (if any). | 682189105 |
At least one of the following other identifiers: |
- ISIN | US6821891057 |
Balance. (2) |
a. Balance | 82680.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5615625.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.003799469707 |
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). | AES Corp/The |
b. LEI (if any) of issuer. (1) | 2NUNNB7D43COUIRE5295 |
c. Title of the issue or description of the investment. | AES Corp/The |
d. CUSIP (if any). | 00130H105 |
At least one of the following other identifiers: |
- ISIN | US00130H1059 |
Balance. (2) |
a. Balance | 384590.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9345537.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.670525379173 |
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: 131 |
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. | JAN22 NI 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 | BRWWGYQA3 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -393.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -52548.03000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00939302019 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | NiSource Inc |
Title of issue. | NiSource Inc |
At least one of the following other identifiers: |
- CUSIP. | 65473P105 |
- ISIN (if CUSIP is not available). | US65473P1057 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 26.33000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-27 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -27090.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 132 |
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. | JAN22 VWS DC C @ 225.2606 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWDD9R4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -90700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Denmark Krone
|
e. Value. (4) | -12497.30000000 |
f. Exchange rate. | 6.53205000 |
g. Percentage value compared to net assets of the Fund. | -0.00223390660 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Vestas Wind Systems A/S |
Title of issue. | Vestas Wind Systems A/S |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DK0061539921 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 225.26060000 |
vi. Exercise Price Currency Code |
Denmark Krone
|
vii. Expiration date. | 2022-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 70064.43000000 |
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: 133 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FIRST SOLAR 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 | Z94XJ5M69 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -43.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -301.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00005380409 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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 Solar Inc |
Title of issue. | First Solar Inc |
At least one of the following other identifiers: |
- CUSIP. | 336433107 |
- ISIN (if CUSIP is not available). | US3364331070 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 120.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 23331.10000000 |
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: 134 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | FIRST SOLAR 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 | Z95JT6FM9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -51.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5278.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00094353788 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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 Solar Inc |
Title of issue. | First Solar Inc |
At least one of the following other identifiers: |
- CUSIP. | 336433107 |
- ISIN (if CUSIP is not available). | US3364331070 |
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. | 2022-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 19132.83000000 |
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: 135 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 ATCO B SS C @ 509.49 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWDDA92 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -30200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Sweden Krona
|
e. Value. (4) | -88766.60000000 |
f. Exchange rate. | 9.03620000 |
g. Percentage value compared to net assets of the Fund. | -0.01586713081 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ATLAS COPCO AB B SHS |
Title of issue. | ATLAS COPCO AB B SHS |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | SE0000122467 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 509.49000000 |
vi. Exercise Price Currency Code |
Sweden Krona
|
vii. Expiration date. | 2022-01-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -53937.57000000 |
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: 136 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | 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 | Z95J2JK28 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -10.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00085800546 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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. | 195.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-14 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2164.22000000 |
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: 137 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | WILLIAMS COS INC/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 | Z95C11R75 |
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) | -3170.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00056664110 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 42337.42000000 |
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: 138 |
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. | JAN22 VWS DC C @ 244.6752 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVGNMU9 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -20900.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Denmark Krone
|
e. Value. (4) | -101.03000000 |
f. Exchange rate. | 6.53205000 |
g. Percentage value compared to net assets of the Fund. | -0.00001805922 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Vestas Wind Systems A/S |
Title of issue. | Vestas Wind Systems A/S |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | DK0010268606 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 244.67520000 |
vi. Exercise Price Currency Code |
Denmark Krone
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 20091.14000000 |
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: 139 |
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. | FEB22 EDPR PL C @ 21.5208 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWJG5F1 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -41400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -48788.75000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.00872104461 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | EDP Renovaveis SA |
Title of issue. | EDP Renovaveis SA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | ES0127797019 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 21.52080000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-02-03 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -22892.93000000 |
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: 140 |
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 | 244563.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5370603.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.960001486786 |
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: 141 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. INTERNATIONAL |
b. LEI (if any) of issuer. (1) | 4PQUHN3JPFGFNF3BB653 |
c. Title of the issue or description of the investment. | JAN22 SU FP C @ 158.9976 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVGNMV7 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -17100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -267832.60000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | -0.04787538219 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. INTERNATIONAL | 4PQUHN3JPFGFNF3BB653 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Schneider Electric SE |
Title of issue. | Schneider Electric SE |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | FR0000121972 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 158.99760000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2022-01-11 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -205472.96000000 |
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: 142 |
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. | FEB22 ATCO B SS C @ 505.421 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWWJG587 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -57500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Sweden Krona
|
e. Value. (4) | -206145.50000000 |
f. Exchange rate. | 9.03620000 |
g. Percentage value compared to net assets of the Fund. | -0.03684874283 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Atlas Copco AB |
Title of issue. | Atlas Copco AB |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | SE0006886768 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 505.42100000 |
vi. Exercise Price Currency Code |
Sweden Krona
|
vii. Expiration date. | 2022-02-03 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -137980.06000000 |
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: 143 |
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. | JAN22 PEG 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 | BRWVEP8W8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -444.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -153824.69000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02749633847 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SUSQUEHANNA FINANCIAL GROUP LLLP | 549300E8QX0ZMRDC2M81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Public Service Enterprise Group Inc |
Title of issue. | Public Service Enterprise Group Inc |
At least one of the following other identifiers: |
- CUSIP. | 744573106 |
- ISIN (if CUSIP is not available). | US7445731067 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 63.41000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -87767.32000000 |
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: 144 |
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. | JAN22 HEXAB SS C @ 137.334 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BRWVZ3Q87 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -53500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Sweden Krona
|
e. Value. (4) | -43211.72000000 |
f. Exchange rate. | 9.03620000 |
g. Percentage value compared to net assets of the Fund. | -0.00772414414 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Hexagon AB |
Title of issue. | Hexagon AB |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | SE0000103699 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 137.33400000 |
vi. Exercise Price Currency Code |
Sweden Krona
|
vii. Expiration date. | 2022-01-27 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -20977.96000000 |
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: 145 |
a. Name of issuer (if any). | National Grid PLC |
b. LEI (if any) of issuer. (1) | 8R95QZMKZLJX5Q2XR704 |
c. Title of the issue or description of the investment. | National Grid PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB00BDR05C01 |
Balance. (2) |
a. Balance | 982124.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 14161527.29000000 |
f. Exchange rate. | 0.73879800 |
g. Percentage value compared to net assets of the Fund. | 2.531389126788 |
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: 146 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | KINDER MORGAN 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 | Z95JT9EV4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -814.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -15466.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00276456510 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kinder Morgan Inc |
Title of issue. | Kinder Morgan Inc |
At least one of the following other identifiers: |
- CUSIP. | 49456B101 |
- ISIN (if CUSIP is not available). | US49456B1017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 16.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 11512.91000000 |
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: 147 |
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. | JAN22 PWR 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 | BRWVW71J4 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -65.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -53.17000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00000950419 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | Quanta Services Inc |
Title of issue. | Quanta Services Inc |
At least one of the following other identifiers: |
- CUSIP. | 74762E102 |
- ISIN (if CUSIP is not available). | US74762E1029 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 123.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-04 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27752.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 148 |
a. Name of issuer (if any). | Scatec ASA |
b. LEI (if any) of issuer. (1) | 5967007LIEEXZXIARK36 |
c. Title of the issue or description of the investment. | Scatec ASA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | NO0010715139 |
Balance. (2) |
a. Balance | 212950.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | 3676573.70000000 |
f. Exchange rate. | 8.80655000 |
g. Percentage value compared to net assets of the Fund. | 0.657191734862 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NORWAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 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. | TRANE TECHNOLOGIES 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 | Z95HLYES8 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -82.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -39770.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00710893278 |
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. | Trane Technologies PLC |
Title of issue. | Trane Technologies PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2607.63000000 |
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: 150 |
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. | FEB22 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 | BRWWMGHG2 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -232.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -48798.65000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00872281424 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide 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. | 66.16000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -16092.23000000 |
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: 151 |
a. Name of issuer (if any). | Schneider Electric SE |
b. LEI (if any) of issuer. (1) | 969500A1YF1XUYYXS284 |
c. Title of the issue or description of the investment. | Schneider Electric SE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | FR0000121972 |
Balance. (2) |
a. Balance | 75232.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 14790264.79000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 2.643776670766 |
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: 152 |
a. Name of issuer (if any). | Infineon Technologies AG |
b. LEI (if any) of issuer. (1) | TSI2PJM6EPETEQ4X1U25 |
c. Title of the issue or description of the investment. | Infineon Technologies AG |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | DE0006231004 |
Balance. (2) |
a. Balance | 119950.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 5522312.83000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 0.987119705828 |
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: 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. | WILLIAMS COS INC/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 | Z95JTS7G3 |
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) | -9000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00160876024 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-28 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 11080.20000000 |
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: 154 |
a. Name of issuer (if any). | Linde PLC |
b. LEI (if any) of issuer. (1) | 8945002PAZHZLBGKGF02 |
c. Title of the issue or description of the investment. | Linde PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00BZ12WP82 |
Balance. (2) |
a. Balance | 25478.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 8841058.75000000 |
f. Exchange rate. | 0.87834900 |
g. Percentage value compared to net assets of the Fund. | 1.580349317608 |
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: 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. | DUKE ENERGY 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 | Z94DEFXX5 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -185.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -26825.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00479499929 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Duke Energy Corp |
Title of issue. | Duke Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 26441C204 |
- ISIN (if CUSIP is not available). | US26441C2044 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -11326.04000000 |
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: 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. | AES 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 | Z94Y6BKT0 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -437.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10925.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00195285618 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AES Corp/The |
Title of issue. | AES Corp/The |
At least one of the following other identifiers: |
- CUSIP. | 00130H105 |
- ISIN (if CUSIP is not available). | US00130H1059 |
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. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 26997.07000000 |
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: 157 |
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 | 193392.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12905048.16000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.306792051728 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 158 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | 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 | Z9514BD12 |
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) | -3185.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00056932237 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the 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. | 190.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2022-01-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 53032.57000000 |
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: 159 |
a. Name of issuer (if any). | Eaton Corp PLC |
b. LEI (if any) of issuer. (1) | 549300VDIGTMXUNT7H71 |
c. Title of the issue or description of the investment. | Eaton Corp PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00B8KQN827 |
Balance. (2) |
a. Balance | 48040.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8302272.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.484040715607 |
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: 160 |
a. Name of issuer (if any). | LG Chem Ltd |
b. LEI (if any) of issuer. (1) | 988400IES4EIG7O06940 |
c. Title of the issue or description of the investment. | LG Chem Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | KR7051910008 |
Balance. (2) |
a. Balance | 4400.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Korea (South) Won
|
e. Value. (4) | 2274631.16000000 |
f. Exchange rate. | 1188.75000000 |
g. Percentage value compared to net assets of the Fund. | 0.406592909646 |
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: 161 |
a. Name of issuer (if any). | Ballard Power Systems Inc |
b. LEI (if any) of issuer. (1) | 549300OHZ8BMF53YYS26 |
c. Title of the issue or description of the investment. | Ballard Power Systems Inc |
d. CUSIP (if any). | 058586108 |
At least one of the following other identifiers: |
- ISIN | CA0585861085 |
Balance. (2) |
a. Balance | 201213.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2527235.28000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.451746183700 |
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: 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. | INGERSOLL RAND 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 | Z95K1NN16 |
Description of other unique identifier. | BlackRock Identifier |
Balance. (2) |
a. Balance | -588.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -205800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03678698431 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Ingersoll Rand Inc |
Title of issue. | Ingersoll Rand Inc |
At least one of the following other identifiers: |
- CUSIP. | 45687V106 |
- ISIN (if CUSIP is not available). | US45687V1061 |
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. | 2022-02-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -60106.90000000 |
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 |
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 Utilities, Infrastructure & Power Opportunities Trust |
By (Signature): | Ann Frechette |
Name: | Ann Frechette |
Title: | Assistant Treasurer |
Date: | 2022-01-31 |
1 Year BlackRock Utility Infras... Chart |
1 Month BlackRock Utility Infras... Chart |
It looks like you are not logged in. Click the button below to log in and keep track of your recent history.
Support: +44 (0) 203 8794 460 | support@advfn.com
By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions