Share Name	Share Symbol	Market	Type
BlackRock Enhanced Capital and Income Fund Inc	NYSE:CII	NYSE	Common Stock

	Price Change	% Change	Share Price	High Price	Low Price	Open Price	Shares Traded	Last Trade
	-0.06	-0.31%	19.43	19.5241	19.30	19.465	66,290	01:00:00

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

NPORT-P: Filer Information

Confidential	☐
Filer CIK	0001278895
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?	☐

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?	☐
Notification E-mail Address
Series ID

Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant	BlackRock Enhanced Capital & Income Fund, Inc.
b. Investment Company Act file number for Registrant: (e.g., 811-______)	811-21506
c. CIK number of Registrant	0001278895
d. LEI of Registrant	YNYNSGFZPAVB3Q7YA123
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

Item A.2. Information about the Series.

a. Name of Series.	BlackRock Enhanced Capital & Income Fund, Inc.
b. EDGAR series identifier (if any).
c. LEI of Series.	YNYNSGFZPAVB3Q7YA123

Item A.3. Reporting period.

a. Date of fiscal year-end.	2022-12-31
b. Date as of which information is reported.	2022-06-30

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT?

☐ Yes ☒ No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.	835622016.77
b. Total liabilities.	21990347.40
c. Net assets.	813631669.37

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

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.	189244.09000000

Item B.3. Portfolio level risk metrics.

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.

Item B.4. Securities lending.

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

Item B.5. Return information.

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
Monthly Total Return Record	Month 1	Month 2	Month 3
#1	-5.57000000	1.33000000	-7.47000000

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
Asset category	Instrument type	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		1233384.93000000	7629194.76000000	6093812.13000000	-6821418.98000000	6838757.73000000	5325278.28000000
	Forward	—	—	—	—	—	—
	Future	—	—	—	—	—	—
	Option	1233384.93000000	7629194.76000000	6093812.13000000	-6821418.98000000	6838757.73000000	5325278.28000000
	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	9611613.59000000	-70403302.15000000
Month 2	6563466.50000000	4675448.17000000
Month 3	3059285.90000000	-81723934.26000000

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month	Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions)	Total net asset value of shares sold in connection with reinvestments of dividends and distributions	Total net asset value of shares redeemed or repurchased, including exchanges
Month 1	0.00000000	0.00000000	0.00000000
Month 2	0.00000000	0.00000000	0.00000000
Month 3	0.00000000	0.00000000	0.00000000

Item B.7. Highly Liquid Investment Minimum information.

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

Item B.8. Derivatives Transactions.

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

—

Item B.9. Derivatives Exposure for limited derivatives users.

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.	—

Item B.10. VaR information.

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.	—

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VISA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95LRPF69
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-6481.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00079661353

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Visa Inc
Title of issue.	Visa Inc

At least one of the following other identifiers:

- CUSIP.

92826C839

- ISIN (if CUSIP is not available).

US92826C8394

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	215.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	57552.88000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ELEVANCE HEALTH 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	Z95S73L76
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-24.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-30120.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00370192079

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Elevance Health Inc
Title of issue.	Elevance Health Inc

At least one of the following other identifiers:

- CUSIP.

036752103

- ISIN (if CUSIP is not available).

US0367521038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	480.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-18631.01000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	BATH + BODY WORKS 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	Z95S1JYS7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-230.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-7475.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00091872038

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Bath & Body Works Inc
Title of issue.	Bath & Body Works Inc

At least one of the following other identifiers:

- CUSIP.

070830104

- ISIN (if CUSIP is not available).

US0708301041

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.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	8111.93000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	EQT Corp
b. LEI (if any) of issuer. (1)	4NT01YGM4X7ZX86ISY52
c. Title of the issue or description of the investment.	EQT Corp
d. CUSIP (if any).	26884L109

At least one of the following other identifiers:

- ISIN

US26884L1098

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	451907.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	15545600.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.910643523996

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FIDELITY NATIONAL INFORMATION
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95FPG060
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-307.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-9210.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00113196183

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Fidelity National Information Services Inc
Title of issue.	Fidelity National Information Services Inc

At least one of the following other identifiers:

- CUSIP.

31620M106

- ISIN (if CUSIP is not available).

US31620M1062

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	105.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	25409.84000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLIED MATERIALS INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95REZAP1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-197.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-10539.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00129536501

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Applied Materials Inc
Title of issue.	Applied Materials Inc

At least one of the following other identifiers:

- CUSIP.

038222105

- ISIN (if CUSIP is not available).

US0382221051

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	108.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	50327.21000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ELEVANCE HEALTH 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	Z95S742Z3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-23.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-46345.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00569606638

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Elevance Health Inc
Title of issue.	Elevance Health Inc

At least one of the following other identifiers:

- CUSIP.

036752103

- ISIN (if CUSIP is not available).

US0367521038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	465.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-30126.03000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	COMCAST CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S1L9T8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-659.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-51072.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00627710325

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Comcast Corp
Title of issue.	Comcast Corp

At least one of the following other identifiers:

- CUSIP.

20030N101

- ISIN (if CUSIP is not available).

US20030N1019

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	41.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	6184.96000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FOX CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95HK7G98
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-512.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-5120.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00062927737

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Fox Corp
Title of issue.	Fox Corp

At least one of the following other identifiers:

- CUSIP.

35137L105

- ISIN (if CUSIP is not available).

US35137L1052

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	36.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	43909.99000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	BlackRock Liquidity Funds
b. LEI (if any) of issuer. (1)	5493007YVNX55LTRQ706
c. Title of the issue or description of the investment.	BlackRock Liquidity Funds: T-Fund, Institutional Shares
d. CUSIP (if any).	09248U718

At least one of the following other identifiers:

- ISIN

US09248U7182

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	9203964.65000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	9203964.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.131220058964

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dollar General Corp
b. LEI (if any) of issuer. (1)	OPX52SQVOZI8IVSWYU66
c. Title of the issue or description of the investment.	Dollar General Corp
d. CUSIP (if any).	256677105

At least one of the following other identifiers:

- ISIN

US2566771059

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	69788.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	17128766.72000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.105223698244

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 JPM 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	BRY3UV3C6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-172.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-23049.55000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00283292193

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	SUSQUEHANNA FINANCIAL GROUP LLLP	549300E8QX0ZMRDC2M81

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	JPMorgan Chase & Co
Title of issue.	JPMorgan Chase & Co

At least one of the following other identifiers:

- CUSIP.

46625H100

- ISIN (if CUSIP is not available).

US46625H1005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	123.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	19222.06000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	General Motors Co
b. LEI (if any) of issuer. (1)	54930070NSV60J38I987
c. Title of the issue or description of the investment.	General Motors Co
d. CUSIP (if any).	37045V100

At least one of the following other identifiers:

- ISIN

US37045V1008

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	379081.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12039612.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.479737455318

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CIENA 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	Z95RPRA51
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-263.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-26957.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00331323140

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Ciena Corp
Title of issue.	Ciena Corp

At least one of the following other identifiers:

- CUSIP.

171779309

- ISIN (if CUSIP is not available).

US1717793095

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	50.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-718.39000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	TAIWAN SEMICONDUCTOR MANUFACTU
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95LWQZM4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-108.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-7452.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00091589355

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	TAIWAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Taiwan Semiconductor Manufacturing Co Ltd
Title of issue.	Taiwan Semiconductor Manufacturing Co Ltd

At least one of the following other identifiers:

- CUSIP.

874039100

- ISIN (if CUSIP is not available).

US8740391003

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	95.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	15487.12000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	COMCAST CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R3J7D0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-24603.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00302384984

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Comcast Corp
Title of issue.	Comcast Corp

At least one of the following other identifiers:

- CUSIP.

20030N101

- ISIN (if CUSIP is not available).

US20030N1019

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	42.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	3972.78000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VISA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RWCZZ3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-55.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-16362.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00201104512

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Visa Inc
Title of issue.	Visa Inc

At least one of the following other identifiers:

- CUSIP.

92826C839

- ISIN (if CUSIP is not available).

US92826C8394

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	202.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	289.51000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Progressive Corp/The
b. LEI (if any) of issuer. (1)	529900TACNVLY9DCR586
c. Title of the issue or description of the investment.	Progressive Corp/The
d. CUSIP (if any).	743315103

At least one of the following other identifiers:

- ISIN

US7433151039

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	138920.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	16152228.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.985201536280

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Mondelez International Inc
b. LEI (if any) of issuer. (1)	549300DV9GIB88LZ5P30
c. Title of the issue or description of the investment.	Mondelez International Inc
d. CUSIP (if any).	609207105

At least one of the following other identifiers:

- ISIN

US6092071058

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	224520.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13940446.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.713360888569

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MORGAN STANLEY
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RH1J33
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-139.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-39337.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00483474297

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Morgan Stanley
Title of issue.	Morgan Stanley

At least one of the following other identifiers:

- CUSIP.

617446448

- ISIN (if CUSIP is not available).

US6174464486

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	77.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	8307.05000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	UNILEVER PLC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95K39BK6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-654.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-132435.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01627702128

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Unilever PLC
Title of issue.	Unilever PLC

At least one of the following other identifiers:

- CUSIP.

904767704

- ISIN (if CUSIP is not available).

US9047677045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	45.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-47218.18000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 FTV 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	BRY3Q0180
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-676.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-128867.91000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01583860545

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Fortive Corp
Title of issue.	Fortive Corp

At least one of the following other identifiers:

- CUSIP.

34959J108

- ISIN (if CUSIP is not available).

US34959J1088

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	56.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-4641.70000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	UnitedHealth Group Inc
b. LEI (if any) of issuer. (1)	549300GHBMY8T5GXDE41
c. Title of the issue or description of the investment.	UnitedHealth Group Inc
d. CUSIP (if any).	91324P102

At least one of the following other identifiers:

- ISIN

US91324P1021

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	48393.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	24856096.59000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	3.054956871239

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MICROSOFT CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8Q9X3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-336.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-25200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00309722457

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Microsoft Corp
Title of issue.	Microsoft Corp

At least one of the following other identifiers:

- CUSIP.

594918104

- ISIN (if CUSIP is not available).

US5949181045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	285.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	137679.26000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	NORFOLK SOUTHERN 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	Z95R1CY05
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-216.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-46440.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00570774242

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Norfolk Southern Corp
Title of issue.	Norfolk Southern Corp

At least one of the following other identifiers:

- CUSIP.

655844108

- ISIN (if CUSIP is not available).

US6558441084

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	255.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	31106.71000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FOX CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QGF0D3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-220.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-5500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00067598155

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Fox Corp
Title of issue.	Fox Corp

At least one of the following other identifiers:

- CUSIP.

35137L105

- ISIN (if CUSIP is not available).

US35137L1052

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	35.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-01
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	17109.06000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 AMAT 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	BRY42G759
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-192.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-33662.98000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00413737336

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Applied Materials Inc
Title of issue.	Applied Materials Inc

At least one of the following other identifiers:

- CUSIP.

038222105

- ISIN (if CUSIP is not available).

US0382221051

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	104.73000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-12
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	15059.89000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of 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	Z95QG4EL5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-151.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-11325.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00139190747

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Analog Devices Inc
Title of issue.	Analog Devices Inc

At least one of the following other identifiers:

- CUSIP.

032654105

- ISIN (if CUSIP is not available).

US0326541051

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	175.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-01
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	25836.42000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of 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	Z95K30V31
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-173740.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.02135364275

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the 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.	130.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-66353.39000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Reinsurance Group of America Inc
b. LEI (if any) of issuer. (1)	LORM1GNEU1DKEW527V90
c. Title of the issue or description of the investment.	Reinsurance Group of America Inc
d. CUSIP (if any).	759351604

At least one of the following other identifiers:

- ISIN

US7593516047

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	113740.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13340564.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.639631924643

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	SEALED AIR CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95HLJXL5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-4820.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00059240565

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sealed Air Corp
Title of issue.	Sealed Air Corp

At least one of the following other identifiers:

- CUSIP.

81211K100

- ISIN (if CUSIP is not available).

US81211K1007

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	65.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	20884.83000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FIRST CITIZENS BANCSHARES INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QQWCE0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-37.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-19332.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00237607516

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	First Citizens BancShares Inc/NC
Title of issue.	First Citizens BancShares Inc/NC

At least one of the following other identifiers:

- CUSIP.

31946M103

- ISIN (if CUSIP is not available).

US31946M1036

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	690.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	45696.02000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FLEETCOR TECHNOLOGIES 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	Z95K1AJ27
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-422.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-202560.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.02489578609

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	FleetCor Technologies Inc
Title of issue.	FleetCor Technologies Inc

At least one of the following other identifiers:

- CUSIP.

339041105

- ISIN (if CUSIP is not available).

US3390411052

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	230.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	107341.82000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ROSS STORES INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QS1SD1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-22.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-110.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00001351963

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Ross Stores Inc
Title of issue.	Ross Stores Inc

At least one of the following other identifiers:

- CUSIP.

778296103

- ISIN (if CUSIP is not available).

US7782961038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	95.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	748.43000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	META PLATFORMS 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	Z95J2TN15
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-910.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00011184422

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Meta Platforms Inc
Title of issue.	Meta Platforms Inc

At least one of the following other identifiers:

- CUSIP.

30303M102

- ISIN (if CUSIP is not available).

US30303M1027

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	215.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	37567.00000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MONSTER BEVERAGE 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	Z95RW4CU7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-108.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-26190.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00321890125

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Monster Beverage Corp
Title of issue.	Monster Beverage Corp

At least one of the following other identifiers:

- CUSIP.

61174X109

- ISIN (if CUSIP is not available).

US61174X1090

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	92.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-8761.16000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 CBRE 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	BRY3HLAW1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-494.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-238378.71000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.02929811104

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	CBRE Group Inc
Title of issue.	CBRE Group Inc

At least one of the following other identifiers:

- CUSIP.

12504L109

- ISIN (if CUSIP is not available).

US12504L1098

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	72.21000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-47812.30000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	CDK Global Inc
b. LEI (if any) of issuer. (1)	5493000L10CYRTHIJ385
c. Title of the issue or description of the investment.	CDK Global Inc
d. CUSIP (if any).	12508E101

At least one of the following other identifiers:

- ISIN

US12508E1010

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	37236.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	2039415.72000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.250655892190

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FIDELITY NATIONAL INFORMATION
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95JV8XX8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-116.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-23490.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00288705576

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Fidelity National Information Services Inc
Title of issue.	Fidelity National Information Services Inc

At least one of the following other identifiers:

- CUSIP.

31620M106

- ISIN (if CUSIP is not available).

US31620M1062

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	100.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	30770.17000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95HJ8GC1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-110.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1375.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00016899538

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	155.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	27832.17000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MORGAN STANLEY
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8QUQ4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-436.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-13298.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00163440049

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Morgan Stanley
Title of issue.	Morgan Stanley

At least one of the following other identifiers:

- CUSIP.

617446448

- ISIN (if CUSIP is not available).

US6174464486

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	86.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	82684.88000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 JPM 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	BRY42G7B6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-181.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-33893.88000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00416575230

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	JPMorgan Chase & Co
Title of issue.	JPMorgan Chase & Co

At least one of the following other identifiers:

- CUSIP.

46625H100

- ISIN (if CUSIP is not available).

US46625H1005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	119.97000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-12
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	24707.28000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	GENERAL MOTORS CO
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QT7XY5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-294.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1176.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00014453714

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	General Motors Co
Title of issue.	General Motors Co

At least one of the following other identifiers:

- CUSIP.

37045V100

- ISIN (if CUSIP is not available).

US37045V1008

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	39.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	26685.98000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Comcast Corp
b. LEI (if any) of issuer. (1)	51M0QTTNCGUN7KFCFZ59
c. Title of the issue or description of the investment.	Comcast Corp
d. CUSIP (if any).	20030N101

At least one of the following other identifiers:

- ISIN

US20030N1019

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	622022.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	24408143.28000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.999900839516

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VISA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S26JL6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-39.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-14722.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00180947971

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Visa Inc
Title of issue.	Visa Inc

At least one of the following other identifiers:

- CUSIP.

92826C839

- ISIN (if CUSIP is not available).

US92826C8394

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	210.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	2350.16000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 OTIS 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	BRY3L8C03
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-164.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-41737.18000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00512973886

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Otis Worldwide Corp
Title of issue.	Otis Worldwide Corp

At least one of the following other identifiers:

- CUSIP.

68902V107

- ISIN (if CUSIP is not available).

US68902V1070

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	72.18000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-775.71000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CH ROBINSON WORLDWIDE 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	Z95QQFBR9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-11845.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00145581845

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	CH Robinson Worldwide Inc
Title of issue.	CH Robinson Worldwide Inc

At least one of the following other identifiers:

- CUSIP.

12541W209

- ISIN (if CUSIP is not available).

US12541W2098

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.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	29368.20000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Fox Corp
b. LEI (if any) of issuer. (1)	549300DDU6FDRBIELS05
c. Title of the issue or description of the investment.	Fox Corp
d. CUSIP (if any).	35137L105

At least one of the following other identifiers:

- ISIN

US35137L1052

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	219468.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7058090.88000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.867479861675

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	JUL22 UL 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	BRY2FWKG5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-57.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1601.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00019680895

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	SUSQUEHANNA FINANCIAL GROUP LLLP	549300E8QX0ZMRDC2M81

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Unilever PLC
Title of issue.	Unilever PLC

At least one of the following other identifiers:

- CUSIP.

904767704

- ISIN (if CUSIP is not available).

US9047677045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	47.51000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	3344.52000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Axalta Coating Systems Ltd
b. LEI (if any) of issuer. (1)	529900AGLPA40GV6H619
c. Title of the issue or description of the investment.	Axalta Coating Systems Ltd
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- ISIN

BMG0750C1082

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	319365.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7061160.15000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.867857092567

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Unilever PLC
b. LEI (if any) of issuer. (1)	549300MKFYEKVRWML317
c. Title of the issue or description of the investment.	Unilever PLC
d. CUSIP (if any).	904767704

At least one of the following other identifiers:

- ISIN

US9047677045

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	218168.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	9998639.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.228890149733

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	FleetCor Technologies Inc
b. LEI (if any) of issuer. (1)	549300DG6RR0NQSFLN74
c. Title of the issue or description of the investment.	FleetCor Technologies Inc
d. CUSIP (if any).	339041105

At least one of the following other identifiers:

- ISIN

US3390411052

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	64982.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13653368.02000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.678077259526

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95L1XKK3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-334.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-29058.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00357139490

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	160.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	67167.71000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	AVANTOR 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	Z95K05B01
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-1110.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-130425.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01602998075

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Avantor Inc
Title of issue.	Avantor Inc

At least one of the following other identifiers:

- CUSIP.

05352A100

- ISIN (if CUSIP is not available).

US05352A1007

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	32.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-10802.16000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ELEVANCE HEALTH 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	Z95S742L4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-28.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-31080.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00381991030

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Elevance Health Inc
Title of issue.	Elevance Health Inc

At least one of the following other identifiers:

- CUSIP.

036752103

- ISIN (if CUSIP is not available).

US0367521038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	477.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-13938.22000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Corteva Inc
b. LEI (if any) of issuer. (1)	549300WZN9I2QKLS0O94
c. Title of the issue or description of the investment.	Corteva Inc
d. CUSIP (if any).	22052L104

At least one of the following other identifiers:

- ISIN

US22052L1044

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	432168.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	23397575.52000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.875696264148

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MORGAN STANLEY
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95NYFFP7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-465.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-107880.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01325907091

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Morgan Stanley
Title of issue.	Morgan Stanley

At least one of the following other identifiers:

- CUSIP.

617446448

- ISIN (if CUSIP is not available).

US6174464486

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	80.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-21242.70000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	AMAZON.COM 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	BRY368AN2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-240.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-4320.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00053095278

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Amazon.com Inc
Title of issue.	Amazon.com Inc

At least one of the following other identifiers:

- CUSIP.

023135106

- ISIN (if CUSIP is not available).

US0231351067

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	125.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	70506.88000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ALPHABET 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	Z95RAR256
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-7500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00092179302

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Alphabet Inc
Title of issue.	Alphabet Inc

At least one of the following other identifiers:

- CUSIP.

02079K305

- ISIN (if CUSIP is not available).

US02079K3059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	2520.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	35665.08000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CONOCOPHILLIPS
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S3LV12
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-559.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-76024.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00934378575

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	ConocoPhillips
Title of issue.	ConocoPhillips

At least one of the following other identifiers:

- CUSIP.

20825C104

- ISIN (if CUSIP is not available).

US20825C1045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	102.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	109990.62000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Alphabet Inc
b. LEI (if any) of issuer. (1)	5493006MHB84DD0ZWV18
c. Title of the issue or description of the investment.	Alphabet Inc
d. CUSIP (if any).	02079K305

At least one of the following other identifiers:

- ISIN

US02079K3059

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	19639.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	42798487.14000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	5.260179605980

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	DOLLAR GENERAL CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R3K8S3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-177.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-130095.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01598942185

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Dollar General Corp
Title of issue.	Dollar General Corp

At least one of the following other identifiers:

- CUSIP.

256677105

- ISIN (if CUSIP is not available).

US2566771059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	240.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-67302.01000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Visa Inc
b. LEI (if any) of issuer. (1)	549300JZ4OKEHW3DPJ59
c. Title of the issue or description of the investment.	Visa Inc
d. CUSIP (if any).	92826C839

At least one of the following other identifiers:

- ISIN

US92826C8394

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	110910.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	21837069.90000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.683901170772

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CONOCOPHILLIPS
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8HUF8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-212.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-8056.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00099012861

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	ConocoPhillips
Title of issue.	ConocoPhillips

At least one of the following other identifiers:

- CUSIP.

20825C104

- ISIN (if CUSIP is not available).

US20825C1045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	127.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	91109.13000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FIDELITY NATIONAL INFORMATION
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95JV94G5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-307.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-32235.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00396186643

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Fidelity National Information Services Inc
Title of issue.	Fidelity National Information Services Inc

At least one of the following other identifiers:

- CUSIP.

31620M106

- ISIN (if CUSIP is not available).

US31620M1062

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	105.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	59485.53000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	DOLLAR TREE 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	Z95R3JTN4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-153.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-22261.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00273606606

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Dollar Tree Inc
Title of issue.	Dollar Tree Inc

At least one of the following other identifiers:

- CUSIP.

256746108

- ISIN (if CUSIP is not available).

US2567461080

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	160.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	11515.65000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Elevance Health Inc
b. LEI (if any) of issuer. (1)	8MYN82XMYQH89CTMTH67
c. Title of the issue or description of the investment.	Elevance Health Inc
d. CUSIP (if any).	036752103

At least one of the following other identifiers:

- ISIN

US0367521038

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	27125.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13089982.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.608833946954

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ELEVANCE HEALTH 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	Z95S73SQ7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-29.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-42775.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00525729290

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Elevance Health Inc
Title of issue.	Elevance Health Inc

At least one of the following other identifiers:

- CUSIP.

036752103

- ISIN (if CUSIP is not available).

US0367521038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	485.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-15685.64000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	CBRE Group Inc
b. LEI (if any) of issuer. (1)	52990016II9MJ2OSWA10
c. Title of the issue or description of the investment.	CBRE Group Inc
d. CUSIP (if any).	12504L109

At least one of the following other identifiers:

- ISIN

US12504L1098

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	142154.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10463955.94000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.286080217121

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95L1XLV8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-25492.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00313317450

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	150.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	93.62000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of 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	Z95R8ETG5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-102.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-8415.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00103425177

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Analog Devices Inc
Title of issue.	Analog Devices Inc

At least one of the following other identifiers:

- CUSIP.

032654105

- ISIN (if CUSIP is not available).

US0326541051

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	160.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	15499.22000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	BERKSHIRE HATHAWAY INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QG7K80
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-203.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-4060.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00049899729

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Berkshire Hathaway Inc
Title of issue.	Berkshire Hathaway Inc

At least one of the following other identifiers:

- CUSIP.

084670702

- ISIN (if CUSIP is not available).

US0846707026

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	315.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-01
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	134810.69000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	EQT CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R7B9F6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-197.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-12805.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00157380796

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	EQT Corp
Title of issue.	EQT Corp

At least one of the following other identifiers:

- CUSIP.

26884L109

- ISIN (if CUSIP is not available).

US26884L1098

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	46.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	44278.54000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CIENA 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	Z95HJM7K2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-230.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1150.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00014134159

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Ciena Corp
Title of issue.	Ciena Corp

At least one of the following other identifiers:

- CUSIP.

171779309

- ISIN (if CUSIP is not available).

US1717793095

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.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	42323.79000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VEEVA 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	Z95RSCS78
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-66.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-97680.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01200543239

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Veeva Systems Inc
Title of issue.	Veeva Systems Inc

At least one of the following other identifiers:

- CUSIP.

922475108

- ISIN (if CUSIP is not available).

US9224751084

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.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-49978.22000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	AXALTA COATING SYSTEMS LTD
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95HJ4TY8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-423.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-16920.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00207956507

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Axalta Coating Systems Ltd
Title of issue.	Axalta Coating Systems Ltd

At least one of the following other identifiers:

- ISIN (if CUSIP is not available).

BMG0750C1082

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.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	15529.31000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Norfolk Southern Corp
b. LEI (if any) of issuer. (1)	54930036C8MWP850MI84
c. Title of the issue or description of the investment.	Norfolk Southern Corp
d. CUSIP (if any).	655844108

At least one of the following other identifiers:

- ISIN

US6558441084

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	64100.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14569289.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.790649202639

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sealed Air Corp
b. LEI (if any) of issuer. (1)	Q0M0CZB4YN6JZ65WXI09
c. Title of the issue or description of the investment.	Sealed Air Corp
d. CUSIP (if any).	81211K100

At least one of the following other identifiers:

- ISIN

US81211K1007

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	194320.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11216150.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.378529231622

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Microsoft Corp
b. LEI (if any) of issuer. (1)	INR2EJN1ERAN0W5ZP974
c. Title of the issue or description of the investment.	Microsoft Corp
d. CUSIP (if any).	594918104

At least one of the following other identifiers:

- ISIN

US5949181045

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	210311.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	54014174.13000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	6.638651881855

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	PROGRESSIVE CORP/THE
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QRYHU4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-684.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-232560.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.02858295820

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Progressive Corp/The
Title of issue.	Progressive Corp/The

At least one of the following other identifiers:

- CUSIP.

743315103

- ISIN (if CUSIP is not available).

US7433151039

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	115.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-76768.35000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	NOVO NORDISK A/S
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QRP973
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-636.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-461100.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.05667183534

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	DENMARK
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Novo Nordisk A/S
Title of issue.	Novo Nordisk A/S

At least one of the following other identifiers:

- CUSIP.

670100205

- ISIN (if CUSIP is not available).

US6701002056

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	105.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-160424.66000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Dollar Tree Inc
b. LEI (if any) of issuer. (1)	549300PMSTQITB1WHR43
c. Title of the issue or description of the investment.	Dollar Tree Inc
d. CUSIP (if any).	256746108

At least one of the following other identifiers:

- ISIN

US2567461080

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	83172.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12962356.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.593147942488

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Veeva Systems Inc
b. LEI (if any) of issuer. (1)	549300YZEXPDB92M2F02
c. Title of the issue or description of the investment.	Veeva Systems Inc
d. CUSIP (if any).	922475108

At least one of the following other identifiers:

- ISIN

US9224751084

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	28996.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5742367.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.705769951708

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Intercontinental Exchange Inc
b. LEI (if any) of issuer. (1)	5493000F4ZO33MV32P92
c. Title of the issue or description of the investment.	Intercontinental Exchange Inc
d. CUSIP (if any).	45866F104

At least one of the following other identifiers:

- ISIN

US45866F1049

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	129357.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12164732.28000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.495115386722

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Applied Materials Inc
b. LEI (if any) of issuer. (1)	41BNNE1AFPNAZELZ6K07
c. Title of the issue or description of the investment.	Applied Materials Inc
d. CUSIP (if any).	038222105

At least one of the following other identifiers:

- ISIN

US0382221051

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	119880.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10906682.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.340493838992

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MONDELEZ INTERNATIONAL INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF9GJ6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-204.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-27540.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00338482399

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Mondelez International Inc
Title of issue.	Mondelez International Inc

At least one of the following other identifiers:

- CUSIP.

609207105

- ISIN (if CUSIP is not available).

US6092071058

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	63.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-4535.29000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	UNITEDHEALTH GROUP INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R1JHH2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-136125.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01673054345

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	UnitedHealth Group Inc
Title of issue.	UnitedHealth Group Inc

At least one of the following other identifiers:

- CUSIP.

91324P102

- ISIN (if CUSIP is not available).

US91324P1021

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	515.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	60378.06000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	JPMORGAN CHASE + CO
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF7F02
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-3813.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00046863957

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	JPMorgan Chase & Co
Title of issue.	JPMorgan Chase & Co

At least one of the following other identifiers:

- CUSIP.

46625H100

- ISIN (if CUSIP is not available).

US46625H1005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	125.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	15938.19000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CONOCOPHILLIPS
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RGXR35
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-186.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-49290.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00605802377

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	ConocoPhillips
Title of issue.	ConocoPhillips

At least one of the following other identifiers:

- CUSIP.

20825C104

- ISIN (if CUSIP is not available).

US20825C1045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	95.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-1903.72000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	EQT 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	BRY24AAM3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-805.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-0.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00000000983

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	EQT Corp
Title of issue.	EQT Corp

At least one of the following other identifiers:

- CUSIP.

26884L109

- ISIN (if CUSIP is not available).

US26884L1098

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	40.01000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-06-30
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	197039.43000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Novo Nordisk A/S
b. LEI (if any) of issuer. (1)	549300DAQ1CVT6CXN342
c. Title of the issue or description of the investment.	Novo Nordisk A/S
d. CUSIP (if any).	670100205

At least one of the following other identifiers:

- ISIN

US6701002056

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	97913.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10910445.59000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.340956356633

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	DENMARK
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	COMCAST CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8JHH5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-343.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1886.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00023186167

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Comcast Corp
Title of issue.	Comcast Corp

At least one of the following other identifiers:

- CUSIP.

20030N101

- ISIN (if CUSIP is not available).

US20030N1019

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	44.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	29141.66000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MICROSOFT CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95KV78T4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-409.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-293457.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.03606761032

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Microsoft Corp
Title of issue.	Microsoft Corp

At least one of the following other identifiers:

- CUSIP.

594918104

- ISIN (if CUSIP is not available).

US5949181045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	270.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-65327.65000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CAPITAL ONE FINANCIAL CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8J3B3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-94.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-13160.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00161743949

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Capital One Financial Corp
Title of issue.	Capital One Financial Corp

At least one of the following other identifiers:

- CUSIP.

14040H105

- ISIN (if CUSIP is not available).

US14040H1059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	114.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	17050.15000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	World Wrestling Entertainment Inc
b. LEI (if any) of issuer. (1)	549300WZVLSCS3L4L698
c. Title of the issue or description of the investment.	World Wrestling Entertainment Inc
d. CUSIP (if any).	98156Q108

At least one of the following other identifiers:

- ISIN

US98156Q1085

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	161754.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10108007.46000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.242332106839

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	JUL22 UL 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	BRY1TPK36
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-3130.81000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00038479451

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	JANE STREET EXECUTION SERVICES, LLC	549300HXJLXCPDWAH070

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Unilever PLC
Title of issue.	Unilever PLC

At least one of the following other identifiers:

- CUSIP.

904767704

- ISIN (if CUSIP is not available).

US9047677045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	48.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	15347.20000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	NORFOLK SOUTHERN 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	Z95R8SRM3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-110.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-16225.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00199414558

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Norfolk Southern Corp
Title of issue.	Norfolk Southern Corp

At least one of the following other identifiers:

- CUSIP.

655844108

- ISIN (if CUSIP is not available).

US6558441084

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	245.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	26576.30000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	85268.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10687491.12000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.313553973172

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	UNITEDHEALTH GROUP INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QGZY26
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-116525.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01432159100

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	UnitedHealth Group Inc
Title of issue.	UnitedHealth Group Inc

At least one of the following other identifiers:

- CUSIP.

91324P102

- ISIN (if CUSIP is not available).

US91324P1021

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	505.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-01
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	25690.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	BERKSHIRE HATHAWAY INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF0SB9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-293.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-133315.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01638517833

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Berkshire Hathaway Inc
Title of issue.	Berkshire Hathaway Inc

At least one of the following other identifiers:

- CUSIP.

084670702

- ISIN (if CUSIP is not available).

US0846707026

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	280.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-24295.87000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	DOLLAR TREE 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	Z95S1MK30
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-107.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-21881.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00268936188

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Dollar Tree Inc
Title of issue.	Dollar Tree Inc

At least one of the following other identifiers:

- CUSIP.

256746108

- ISIN (if CUSIP is not available).

US2567461080

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.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	1496.19000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MONDELEZ INTERNATIONAL INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RR0JM2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-400.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-39000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00479332374

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Mondelez International Inc
Title of issue.	Mondelez International Inc

At least one of the following other identifiers:

- CUSIP.

609207105

- ISIN (if CUSIP is not available).

US6092071058

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	65.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-6692.42000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	LAS VEGAS SANDS 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	Z95R8PG82
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-116.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-22040.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00270884244

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Las Vegas Sands Corp
Title of issue.	Las Vegas Sands Corp

At least one of the following other identifiers:

- CUSIP.

517834107

- ISIN (if CUSIP is not available).

US5178341070

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	34.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-5730.96000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	LAS VEGAS SANDS 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	Z95QRA562
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-186.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-38874.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00477783762

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Las Vegas Sands Corp
Title of issue.	Las Vegas Sands Corp

At least one of the following other identifiers:

- CUSIP.

517834107

- ISIN (if CUSIP is not available).

US5178341070

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	36.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-15266.67000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	HUMANA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R18JA9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-107.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-309230.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.03800614106

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Humana Inc
Title of issue.	Humana Inc

At least one of the following other identifiers:

- CUSIP.

444859102

- ISIN (if CUSIP is not available).

US4448591028

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	440.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-239057.52000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	TAIWAN SEMICONDUCTOR MANUFACTU
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S3YVG1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-15.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-892.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00010969337

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	TAIWAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Taiwan Semiconductor Manufacturing Co Ltd
Title of issue.	Taiwan Semiconductor Manufacturing Co Ltd

At least one of the following other identifiers:

- CUSIP.

874039100

- ISIN (if CUSIP is not available).

US8740391003

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	93.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	1339.00000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 SEE 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	BRY3DGB47
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-786.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-112063.95000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01377330236

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	JANE STREET EXECUTION SERVICES, LLC	549300HXJLXCPDWAH070

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sealed Air Corp
Title of issue.	Sealed Air Corp

At least one of the following other identifiers:

- CUSIP.

81211K100

- ISIN (if CUSIP is not available).

US81211K1007

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	61.37000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	103900.95000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ROSS STORES INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95K2TXU7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-73.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-5110.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00062804831

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Ross Stores Inc
Title of issue.	Ross Stores Inc

At least one of the following other identifiers:

- CUSIP.

778296103

- ISIN (if CUSIP is not available).

US7782961038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	85.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	20276.68000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of 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	Z95R123A9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-102.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-10200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00125363851

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the 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.	165.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	19993.43000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MICROSOFT CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95HKXSH0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-15799.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00194178773

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Microsoft Corp
Title of issue.	Microsoft Corp

At least one of the following other identifiers:

- CUSIP.

594918104

- ISIN (if CUSIP is not available).

US5949181045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	280.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	118943.84000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CIENA 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	Z95HJL070
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-275.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-4812.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00059148385

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Ciena Corp
Title of issue.	Ciena Corp

At least one of the following other identifiers:

- CUSIP.

171779309

- ISIN (if CUSIP is not available).

US1717793095

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	50.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	35823.53000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Monster Beverage Corp
b. LEI (if any) of issuer. (1)	52990090AP0E7HCB6F33
c. Title of the issue or description of the investment.	Monster Beverage Corp
d. CUSIP (if any).	61174X109

At least one of the following other identifiers:

- ISIN

US61174X1090

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	138650.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12852855.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.579689616795

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	JUL22 OTIS 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	BRY2JZ1C4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-435.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-36587.85000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00449685667

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Otis Worldwide Corp
Title of issue.	Otis Worldwide Corp

At least one of the following other identifiers:

- CUSIP.

68902V107

- ISIN (if CUSIP is not available).

US68902V1070

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	73.05000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	97289.38000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Berkshire Hathaway Inc
b. LEI (if any) of issuer. (1)	5493000C01ZX7D35SD85
c. Title of the issue or description of the investment.	Berkshire Hathaway Inc
d. CUSIP (if any).	084670702

At least one of the following other identifiers:

- ISIN

US0846707026

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	76398.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	20858181.96000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.563590227031

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ALPHABET 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	Z95QT9LP3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-77.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-62370.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00766563081

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Alphabet Inc
Title of issue.	Alphabet Inc

At least one of the following other identifiers:

- CUSIP.

02079K305

- ISIN (if CUSIP is not available).

US02079K3059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	2425.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	306957.30000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	LABORATORY CORP OF AMERICA HOL
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QRH7H1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-54.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-5400.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00066369097

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Laboratory Corp of America Holdings
Title of issue.	Laboratory Corp of America Holdings

At least one of the following other identifiers:

- CUSIP.

50540R409

- ISIN (if CUSIP is not available).

US50540R4092

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	250.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	9041.79000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95REZZC3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-109.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-49867.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00612900184

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	140.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	8250.73000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	JPMORGAN CHASE + CO
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8P543
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-121.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1089.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00013384434

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	JPMorgan Chase & Co
Title of issue.	JPMorgan Chase & Co

At least one of the following other identifiers:

- CUSIP.

46625H100

- ISIN (if CUSIP is not available).

US46625H1005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	130.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	41382.83000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	First Citizens BancShares Inc/NC
b. LEI (if any) of issuer. (1)	549300N3Z00ZHE2XC526
c. Title of the issue or description of the investment.	First Citizens BancShares Inc/NC
d. CUSIP (if any).	31946M103

At least one of the following other identifiers:

- ISIN

US31946M1036

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	16390.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10715454.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.316990796129

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	JUN22 WWE US C @ 62.243
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BRY2M1SB8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-52700.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-13016.90000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00159985168

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	World Wrestling Entertainment Inc
Title of issue.	World Wrestling Entertainment Inc

At least one of the following other identifiers:

- CUSIP.

98156Q108

- ISIN (if CUSIP is not available).

US98156Q1085

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	1.00000000
v. Exercise price or rate.	62.24300000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-06-30
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	97953.49000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CATERPILLAR 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	Z95LLVXG0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-136.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1156.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00014207903

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Caterpillar Inc
Title of issue.	Caterpillar Inc

At least one of the following other identifiers:

- CUSIP.

149123101

- ISIN (if CUSIP is not available).

US1491231015

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	220.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	50245.65000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	REINSURANCE GROUP OF AMERICA 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	Z95HLMDQ9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-99600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01224141140

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Reinsurance Group of America Inc
Title of issue.	Reinsurance Group of America Inc

At least one of the following other identifiers:

- CUSIP.

759351604

- ISIN (if CUSIP is not available).

US7593516047

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	125.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	29081.98000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MONSTER BEVERAGE 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	Z95RF9M18
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-224.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-57680.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00708920291

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Monster Beverage Corp
Title of issue.	Monster Beverage Corp

At least one of the following other identifiers:

- CUSIP.

61174X109

- ISIN (if CUSIP is not available).

US61174X1090

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	94.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	15517.98000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Sanofi
b. LEI (if any) of issuer. (1)	549300E9PC51EN656011
c. Title of the issue or description of the investment.	Sanofi
d. CUSIP (if any).	80105N105

At least one of the following other identifiers:

- ISIN

US80105N1054

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	414482.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	20736534.46000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.548639051385

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	BANK OF AMERICA NA
b. LEI (if any) of issuer. (1)	B4TYDEB6GKMZO031MB27
c. Title of the issue or description of the investment.	JUN22 PGR US C @ 110.797
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BRY2LXKN1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-21800.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-119311.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01466405555

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	BANK OF AMERICA NA	B4TYDEB6GKMZO031MB27

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Progressive Corp/The
Title of issue.	Progressive Corp/The

At least one of the following other identifiers:

- CUSIP.

743315103

- ISIN (if CUSIP is not available).

US7433151039

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	1.00000000
v. Exercise price or rate.	110.79700000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-06-30
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-40393.22000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of 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	Z95RW0FT5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-27.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-4927.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00060561801

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the 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.	152.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	3685.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FOX CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF5GF2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-694.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-31230.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00383834616

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Fox Corp
Title of issue.	Fox Corp

At least one of the following other identifiers:

- CUSIP.

35137L105

- ISIN (if CUSIP is not available).

US35137L1052

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	34.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	19965.77000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	LAS VEGAS SANDS 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	Z95QRBRV1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-406.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-32277.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00396702847

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Las Vegas Sands Corp
Title of issue.	Las Vegas Sands Corp

At least one of the following other identifiers:

- CUSIP.

517834107

- ISIN (if CUSIP is not available).

US5178341070

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	36.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	11476.94000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VISA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R906Z7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-38.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-931.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00011442524

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Visa Inc
Title of issue.	Visa Inc

At least one of the following other identifiers:

- CUSIP.

92826C839

- ISIN (if CUSIP is not available).

US92826C8394

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	225.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	9432.13000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	HUMANA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QR18H5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-108.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-295380.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.03630389660

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Humana Inc
Title of issue.	Humana Inc

At least one of the following other identifiers:

- CUSIP.

444859102

- ISIN (if CUSIP is not available).

US4448591028

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	445.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-223416.54000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	COMCAST CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF2165
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-625.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-26250.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00322627559

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Comcast Corp
Title of issue.	Comcast Corp

At least one of the following other identifiers:

- CUSIP.

20030N101

- ISIN (if CUSIP is not available).

US20030N1019

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	43.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	46105.09000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	SANOFI
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QS9N98
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-740.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-9250.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00113687806

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sanofi
Title of issue.	Sanofi

At least one of the following other identifiers:

- CUSIP.

80105N105

- ISIN (if CUSIP is not available).

US80105N1054

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.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	96397.97000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	LABORATORY CORP OF AMERICA HOL
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95K1WZW5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-211.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-289070.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.03552836140

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Laboratory Corp of America Holdings
Title of issue.	Laboratory Corp of America Holdings

At least one of the following other identifiers:

- CUSIP.

50540R409

- ISIN (if CUSIP is not available).

US50540R4092

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	230.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-155558.42000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95R8E8Q6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-396.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-10494.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00128977280

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	155.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	113010.87000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	JUL22 AVTR 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	BRY3G28H0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-348.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-26481.76000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00325476023

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Avantor Inc
Title of issue.	Avantor Inc

At least one of the following other identifiers:

- CUSIP.

05352A100

- ISIN (if CUSIP is not available).

US05352A1007

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	31.25000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-3246.05000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VISA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8ZRF2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-38.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-12046.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00148052250

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Visa Inc
Title of issue.	Visa Inc

At least one of the following other identifiers:

- CUSIP.

92826C839

- ISIN (if CUSIP is not available).

US92826C8394

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	205.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	3144.54000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MICROSOFT CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R1CCF6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-3185.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00039145477

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Microsoft Corp
Title of issue.	Microsoft Corp

At least one of the following other identifiers:

- CUSIP.

594918104

- ISIN (if CUSIP is not available).

US5949181045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	280.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	87752.65000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ROSS STORES INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RFG8S9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-187.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-19635.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00241325414

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Ross Stores Inc
Title of issue.	Ross Stores Inc

At least one of the following other identifiers:

- CUSIP.

778296103

- ISIN (if CUSIP is not available).

US7782961038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	86.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	16412.31000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	SANOFI
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QSFAW7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-12375.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00152095849

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	FRANCE
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sanofi
Title of issue.	Sanofi

At least one of the following other identifiers:

- CUSIP.

80105N105

- ISIN (if CUSIP is not available).

US80105N1054

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	57.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	6331.75000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95S1H983
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-318.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-61692.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00758230072

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	150.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	41363.96000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	DOLLAR GENERAL CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF35H5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-61.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-35685.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00438589122

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Dollar General Corp
Title of issue.	Dollar General Corp

At least one of the following other identifiers:

- CUSIP.

256677105

- ISIN (if CUSIP is not available).

US2566771059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	250.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	7488.02000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CONOCOPHILLIPS
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF1KU3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-373.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-12309.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00151284671

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	ConocoPhillips
Title of issue.	ConocoPhillips

At least one of the following other identifiers:

- CUSIP.

20825C104

- ISIN (if CUSIP is not available).

US20825C1045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	127.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	132699.19000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	JUL22 FTV 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	BRY3J0C03
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-19019.11000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00233755773

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Fortive Corp
Title of issue.	Fortive Corp

At least one of the following other identifiers:

- CUSIP.

34959J108

- ISIN (if CUSIP is not available).

US34959J1088

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	58.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	62192.45000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ciena Corp
b. LEI (if any) of issuer. (1)	W0CZ7N0GH8UIGXDM1H41
c. Title of the issue or description of the investment.	Ciena Corp
d. CUSIP (if any).	171779309

At least one of the following other identifiers:

- ISIN

US1717793095

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	163232.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	7459702.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.916840221543

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VISA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RFN7Y2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-24624.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00302643086

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Visa Inc
Title of issue.	Visa Inc

At least one of the following other identifiers:

- CUSIP.

92826C839

- ISIN (if CUSIP is not available).

US92826C8394

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	210.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	4307.78000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	DOLLAR TREE 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	Z95QQLS23
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-127.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-2730.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00033559411

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Dollar Tree Inc
Title of issue.	Dollar Tree Inc

At least one of the following other identifiers:

- CUSIP.

256746108

- ISIN (if CUSIP is not available).

US2567461080

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.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	32958.32000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	DOLLAR GENERAL CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S1M693
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-44.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-14520.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00178459130

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Dollar General Corp
Title of issue.	Dollar General Corp

At least one of the following other identifiers:

- CUSIP.

256677105

- ISIN (if CUSIP is not available).

US2566771059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	260.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	1521.51000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	UNITEDHEALTH GROUP INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8XV62
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-31.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-69130.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00849647360

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	UnitedHealth Group Inc
Title of issue.	UnitedHealth Group Inc

At least one of the following other identifiers:

- CUSIP.

91324P102

- ISIN (if CUSIP is not available).

US91324P1021

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	505.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-26775.85000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Fidelity National Information Services Inc
b. LEI (if any) of issuer. (1)	6WQI0GK1PRFVBA061U48
c. Title of the issue or description of the investment.	Fidelity National Information Services Inc
d. CUSIP (if any).	31620M106

At least one of the following other identifiers:

- ISIN

US31620M1062

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	129701.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11889690.67000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.461311194930

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	AMAZON.COM 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	Z95RBDE38
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-234.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-19071.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00234393531

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Amazon.com Inc
Title of issue.	Amazon.com Inc

At least one of the following other identifiers:

- CUSIP.

023135106

- ISIN (if CUSIP is not available).

US0231351067

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.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	39621.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 AXTA US C @ 28.889
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BRY2UX5Y4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-71100.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-11066.72000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00136016337

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Axalta Coating Systems Ltd
Title of issue.	Axalta Coating Systems Ltd

At least one of the following other identifiers:

- ISIN (if CUSIP is not available).

BMG0750C1082

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	1.00000000
v. Exercise price or rate.	28.88900000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	74559.01000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	AUG22 ICE 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	BRY3KXQS3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-363.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-50011.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00614671255

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Intercontinental Exchange Inc
Title of issue.	Intercontinental Exchange Inc

At least one of the following other identifiers:

- CUSIP.

45866F104

- ISIN (if CUSIP is not available).

US45866F1049

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	101.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-12
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	25044.48000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	95530.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13955977.70000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.715269725280

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95HJ4PB2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-57.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-1881.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00023118569

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	150.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	19651.44000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CORTEVA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95PPQ3D8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-322.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-25760.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00316605178

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Corteva Inc
Title of issue.	Corteva Inc

At least one of the following other identifiers:

- CUSIP.

22052L104

- ISIN (if CUSIP is not available).

US22052L1044

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	60.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	7653.42000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	GENERAL MOTORS CO
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RFQE76
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-322.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-11270.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00138514765

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	General Motors Co
Title of issue.	General Motors Co

At least one of the following other identifiers:

- CUSIP.

37045V100

- ISIN (if CUSIP is not available).

US37045V1008

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	37.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	17662.75000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Meta Platforms Inc
b. LEI (if any) of issuer. (1)	BQ4BKCS1HXDV9HN80Z93
c. Title of the issue or description of the investment.	Meta Platforms Inc
d. CUSIP (if any).	30303M102

At least one of the following other identifiers:

- ISIN

US30303M1027

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	85039.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13712538.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.685349681707

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Ross Stores Inc
b. LEI (if any) of issuer. (1)	549300ENZFLPGRDFZQ60
c. Title of the issue or description of the investment.	Ross Stores Inc
d. CUSIP (if any).	778296103

At least one of the following other identifiers:

- ISIN

US7782961038

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	195398.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13722801.54000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.686611037476

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	HUMANA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R8MHH8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-2.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-2170.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00026670544

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Humana Inc
Title of issue.	Humana Inc

At least one of the following other identifiers:

- CUSIP.

444859102

- ISIN (if CUSIP is not available).

US4448591028

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	475.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-299.23000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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.	JUL22 CIEN 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	BRY33DLD4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-293.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-6867.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00084410676

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Ciena Corp
Title of issue.	Ciena Corp

At least one of the following other identifiers:

- CUSIP.

171779309

- ISIN (if CUSIP is not available).

US1717793095

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	53.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	29103.10000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Bath & Body Works Inc
b. LEI (if any) of issuer. (1)	GR3KVMWVCR54YWQNXU90
c. Title of the issue or description of the investment.	Bath & Body Works Inc
d. CUSIP (if any).	070830104

At least one of the following other identifiers:

- ISIN

US0708301041

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	207890.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5596398.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.687829519263

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CAPITAL ONE FINANCIAL CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QQAVK3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-94.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-2350.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00028882848

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Capital One Financial Corp
Title of issue.	Capital One Financial Corp

At least one of the following other identifiers:

- CUSIP.

14040H105

- ISIN (if CUSIP is not available).

US14040H1059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	120.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	26697.29000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 163

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	DOLLAR TREE 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	Z95R8KCB0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-153.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-29376.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00361047893

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Dollar Tree Inc
Title of issue.	Dollar Tree Inc

At least one of the following other identifiers:

- CUSIP.

256746108

- ISIN (if CUSIP is not available).

US2567461080

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.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	5472.13000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 164

Item C.1. Identification of investment.

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.	TSM 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	BRY42G7E0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-235.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-25382.82000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00311969420

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Taiwan Semiconductor Manufacturing Co Ltd
Title of issue.	Taiwan Semiconductor Manufacturing Co Ltd

At least one of the following other identifiers:

- CUSIP.

874039100

- ISIN (if CUSIP is not available).

US8740391003

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	91.14000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-12
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	18507.31000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 165

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FIDELITY NATIONAL INFORMATION
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95FPFD76
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-113.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-4520.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00055553393

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Fidelity National Information Services Inc
Title of issue.	Fidelity National Information Services Inc

At least one of the following other identifiers:

- CUSIP.

31620M106

- ISIN (if CUSIP is not available).

US31620M1062

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	110.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	35342.90000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 166

Item C.1. Identification of investment.

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.	JUL22 SEE 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	BRY3DGAY2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-8878.64000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00109123579

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	JANE STREET EXECUTION SERVICES, LLC	549300HXJLXCPDWAH070

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Sealed Air Corp
Title of issue.	Sealed Air Corp

At least one of the following other identifiers:

- CUSIP.

81211K100

- ISIN (if CUSIP is not available).

US81211K1007

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	61.37000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	31435.26000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 167

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	HUMANA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QR0YL9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-3.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-4395.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00054017071

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Humana Inc
Title of issue.	Humana Inc

At least one of the following other identifiers:

- CUSIP.

444859102

- ISIN (if CUSIP is not available).

US4448591028

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	465.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-2544.07000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 168

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	COMCAST CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95HJEQ03
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-140.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-7140.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00087754696

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Comcast Corp
Title of issue.	Comcast Corp

At least one of the following other identifiers:

- CUSIP.

20030N101

- ISIN (if CUSIP is not available).

US20030N1019

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	40.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-137.25000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 169

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ALPHABET 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	Z95RFQEF8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-40.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-92800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01140565239

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Alphabet Inc
Title of issue.	Alphabet Inc

At least one of the following other identifiers:

- CUSIP.

02079K305

- ISIN (if CUSIP is not available).

US02079K3059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	2375.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	52797.49000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 170

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	AMAZON.COM 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	Z95RBDM39
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-180.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-13410.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00164816593

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Amazon.com Inc
Title of issue.	Amazon.com Inc

At least one of the following other identifiers:

- CUSIP.

023135106

- ISIN (if CUSIP is not available).

US0231351067

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	117.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	29319.45000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 171

Item C.1. Identification of investment.

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.	JUL22 LH 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	BRY2E6N88
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-197.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-13931.84000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00171230306

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Laboratory Corp of America Holdings
Title of issue.	Laboratory Corp of America Holdings

At least one of the following other identifiers:

- CUSIP.

50540R409

- ISIN (if CUSIP is not available).

US50540R4092

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	253.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	141846.44000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 172

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	GENERAL MOTORS CO
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RBPW64
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-190.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-13205.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00162297025

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	General Motors Co
Title of issue.	General Motors Co

At least one of the following other identifiers:

- CUSIP.

37045V100

- ISIN (if CUSIP is not available).

US37045V1008

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	37.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	6510.99000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 173

Item C.1. Identification of investment.

a. Name of issuer (if any).	Laboratory Corp of America Holdings
b. LEI (if any) of issuer. (1)	OZ7UA8IXAIFILY2VZH07
c. Title of the issue or description of the investment.	Laboratory Corp of America Holdings
d. CUSIP (if any).	50540R409

At least one of the following other identifiers:

- ISIN

US50540R4092

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	71215.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	16689947.40000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.051290286294

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 174

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MONDELEZ INTERNATIONAL INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S1T607
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-294.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-43365.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00532980728

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Mondelez International Inc
Title of issue.	Mondelez International Inc

At least one of the following other identifiers:

- CUSIP.

609207105

- ISIN (if CUSIP is not available).

US6092071058

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	63.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-2567.32000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 175

Item C.1. Identification of investment.

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.	JUL22 AXTA US C @ 24.203
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	BRY3N2XN1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-14300.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-3538.39000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00043488843

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Axalta Coating Systems Ltd
Title of issue.	Axalta Coating Systems Ltd

At least one of the following other identifiers:

- ISIN (if CUSIP is not available).

BMG0750C1082

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	1.00000000
v. Exercise price or rate.	24.20300000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	4904.33000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 176

Item C.1. Identification of investment.

a. Name of issuer (if any).	Morgan Stanley
b. LEI (if any) of issuer. (1)	IGJSJL3JD5P30I6NJZ34
c. Title of the issue or description of the investment.	Morgan Stanley
d. CUSIP (if any).	617446448

At least one of the following other identifiers:

- ISIN

US6174464486

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	160011.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12170436.66000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.495816487750

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 177

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	FIRST CITIZENS BANCSHARES INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95LHT6C9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-28.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-95200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01170062616

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	First Citizens BancShares Inc/NC
Title of issue.	First Citizens BancShares Inc/NC

At least one of the following other identifiers:

- CUSIP.

31946M103

- ISIN (if CUSIP is not available).

US31946M1036

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	660.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-29340.15000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 178

Item C.1. Identification of investment.

a. Name of issuer (if any).	Caterpillar Inc
b. LEI (if any) of issuer. (1)	WRJR7GS4GTRECRRTVX92
c. Title of the issue or description of the investment.	Caterpillar Inc
d. CUSIP (if any).	149123101

At least one of the following other identifiers:

- ISIN

US1491231015

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	81880.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14636868.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.798955147767

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 179

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLIED MATERIALS INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S3J6A5
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-390.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-55380.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00680651971

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Applied Materials Inc
Title of issue.	Applied Materials Inc

At least one of the following other identifiers:

- CUSIP.

038222105

- ISIN (if CUSIP is not available).

US0382221051

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	103.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	84597.91000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 180

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ELEVANCE HEALTH 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	Z95S74CP4
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-14400.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00176984261

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Elevance Health Inc
Title of issue.	Elevance Health Inc

At least one of the following other identifiers:

- CUSIP.

036752103

- ISIN (if CUSIP is not available).

US0367521038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	505.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-01
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	44568.14000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 181

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	NORFOLK SOUTHERN 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	Z95S1VDM6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-90.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-36450.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00447991411

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Norfolk Southern Corp
Title of issue.	Norfolk Southern Corp

At least one of the following other identifiers:

- CUSIP.

655844108

- ISIN (if CUSIP is not available).

US6558441084

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	240.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	4842.93000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 182

Item C.1. Identification of investment.

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.	AUG22 CMCSA 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	BRY40KZA0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-303.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-36688.45000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00450922098

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Comcast Corp
Title of issue.	Comcast Corp

At least one of the following other identifiers:

- CUSIP.

20030N101

- ISIN (if CUSIP is not available).

US20030N1019

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	40.22000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-12
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	13538.95000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 183

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	META PLATFORMS 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	Z95RF9B02
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-231.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-90667.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01114355591

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Meta Platforms Inc
Title of issue.	Meta Platforms Inc

At least one of the following other identifiers:

- CUSIP.

30303M102

- ISIN (if CUSIP is not available).

US30303M1027

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.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	62429.05000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 184

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CATERPILLAR 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	Z95S1KUC3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-191.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-53002.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00651431132

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Caterpillar Inc
Title of issue.	Caterpillar Inc

At least one of the following other identifiers:

- CUSIP.

149123101

- ISIN (if CUSIP is not available).

US1491231015

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.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	51788.79000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 185

Item C.1. Identification of investment.

a. Name of issuer (if any).	Otis Worldwide Corp
b. LEI (if any) of issuer. (1)	549300ZLBKR8VSU25153
c. Title of the issue or description of the investment.	Otis Worldwide Corp
d. CUSIP (if any).	68902V107

At least one of the following other identifiers:

- ISIN

US68902V1070

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	158447.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	11197449.49000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.376230782495

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 186

Item C.1. Identification of investment.

a. Name of issuer (if any).	Avantor Inc
b. LEI (if any) of issuer. (1)	N/A
c. Title of the issue or description of the investment.	Avantor Inc
d. CUSIP (if any).	05352A100

At least one of the following other identifiers:

- ISIN

US05352A1007

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	444900.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	13836390.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.700571710871

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 187

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	META PLATFORMS 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	Z95RFB082
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-231.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-53592.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00658676425

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Meta Platforms Inc
Title of issue.	Meta Platforms Inc

At least one of the following other identifiers:

- CUSIP.

30303M102

- ISIN (if CUSIP is not available).

US30303M1027

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	180.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-22
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	91419.73000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 188

Item C.1. Identification of investment.

a. Name of issuer (if any).	Humana Inc
b. LEI (if any) of issuer. (1)	529900YLDW34GJAO4J06
c. Title of the issue or description of the investment.	Humana Inc
d. CUSIP (if any).	444859102

At least one of the following other identifiers:

- ISIN

US4448591028

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	33908.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	15871317.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.950675982449

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 189

Item C.1. Identification of investment.

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.	AUG22 OTIS 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	BRY35FU47
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-430.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-21349.07000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00262392318

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Otis Worldwide Corp
Title of issue.	Otis Worldwide Corp

At least one of the following other identifiers:

- CUSIP.

68902V107

- ISIN (if CUSIP is not available).

US68902V1070

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	79.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-12
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	62400.46000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 190

Item C.1. Identification of investment.

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.	JUL22 PWR 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	BRY2GAX60
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-306.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-216156.26000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.02656684445

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	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.	120.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-108822.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 191

Item C.1. Identification of investment.

a. Name of issuer (if any).	Fortive Corp
b. LEI (if any) of issuer. (1)	549300MU9YQJYHDQEF63
c. Title of the issue or description of the investment.	Fortive Corp
d. CUSIP (if any).	34959J108

At least one of the following other identifiers:

- ISIN

US34959J1088

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	229273.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12467865.74000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.532372228044

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 192

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CBRE GROUP INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QQFKE8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-430.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-58050.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00713467803

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	CBRE Group Inc
Title of issue.	CBRE Group Inc

At least one of the following other identifiers:

- CUSIP.

12504L109

- ISIN (if CUSIP is not available).

US12504L1098

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	75.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	5489.99000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 193

Item C.1. Identification of investment.

a. Name of issuer (if any).	Apple Inc
b. LEI (if any) of issuer. (1)	HWUPKR0MPOU8FGXBT394
c. Title of the issue or description of the investment.	Apple Inc
d. CUSIP (if any).	037833100

At least one of the following other identifiers:

- ISIN

US0378331005

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	269018.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	36780140.96000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	4.520490332988

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 194

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MONSTER BEVERAGE 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	Z95R1BCG6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-222.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-43290.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00532058935

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Monster Beverage Corp
Title of issue.	Monster Beverage Corp

At least one of the following other identifiers:

- CUSIP.

61174X109

- ISIN (if CUSIP is not available).

US61174X1090

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	92.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	2324.58000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 195

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	GENERAL MOTORS CO
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S27Z69
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-710.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-31595.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00388320676

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	General Motors Co
Title of issue.	General Motors Co

At least one of the following other identifiers:

- CUSIP.

37045V100

- ISIN (if CUSIP is not available).

US37045V1008

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	37.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	52330.52000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 196

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	ROSS STORES INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S3SRV6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-108.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-4590.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00056413733

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Ross Stores Inc
Title of issue.	Ross Stores Inc

At least one of the following other identifiers:

- CUSIP.

778296103

- ISIN (if CUSIP is not available).

US7782961038

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	83.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	14068.81000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 197

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VISA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95R1NZ18
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-48.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-456.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00005604501

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Visa Inc
Title of issue.	Visa Inc

At least one of the following other identifiers:

- CUSIP.

92826C839

- ISIN (if CUSIP is not available).

US92826C8394

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	220.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-08
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	16489.55000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 198

Item C.1. Identification of investment.

a. Name of issuer (if any).	Taiwan Semiconductor Manufacturing Co Ltd
b. LEI (if any) of issuer. (1)	549300KB6NK5SBD14S87
c. Title of the issue or description of the investment.	Taiwan Semiconductor Manufacturing Co Ltd
d. CUSIP (if any).	874039100

At least one of the following other identifiers:

- ISIN

US8740391003

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	179060.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	14638155.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.799113229126

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	TAIWAN
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 199

Item C.1. Identification of investment.

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.	AUG22 SNY 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	BRY3PTME2
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-752.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-112943.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01388142008

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Sanofi
Title of issue.	Sanofi

At least one of the following other identifiers:

- CUSIP.

80105N105

- ISIN (if CUSIP is not available).

US80105N1054

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	51.25000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-19
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-12350.30000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 200

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	INTERCONTINENTAL EXCHANGE INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95QR2UV7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-477.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-3577.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00043969527

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Intercontinental Exchange Inc
Title of issue.	Intercontinental Exchange Inc

At least one of the following other identifiers:

- CUSIP.

45866F104

- ISIN (if CUSIP is not available).

US45866F1049

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	105.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	65646.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 201

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	LAS VEGAS SANDS 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	Z95S1S6S8
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-406.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-55825.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00686121277

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Las Vegas Sands Corp
Title of issue.	Las Vegas Sands Corp

At least one of the following other identifiers:

- CUSIP.

517834107

- ISIN (if CUSIP is not available).

US5178341070

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	37.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-14912.99000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 202

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	APPLE 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	Z95REYSZ3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-27552.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00338636031

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	145.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	2115.96000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 203

Item C.1. Identification of investment.

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.	JUL22 WWE 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	BRY3MZLG7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-368.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-52793.65000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00648864246

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	World Wrestling Entertainment Inc
Title of issue.	World Wrestling Entertainment Inc

At least one of the following other identifiers:

- CUSIP.

98156Q108

- ISIN (if CUSIP is not available).

US98156Q1085

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	66.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-28
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	61935.37000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 204

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	BATH + BODY WORKS 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	Z95S1KJR3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

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)	-8787.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00108003416

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Bath & Body Works Inc
Title of issue.	Bath & Body Works Inc

At least one of the following other identifiers:

- CUSIP.

070830104

- ISIN (if CUSIP is not available).

US0708301041

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	32.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-2355.05000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 205

Item C.1. Identification of investment.

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.	JUN22 CTVA 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	BRY2JYV91
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-823.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-0.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00000000983

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	JANE STREET EXECUTION SERVICES, LLC	549300HXJLXCPDWAH070

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Corteva Inc
Title of issue.	Corteva Inc

At least one of the following other identifiers:

- CUSIP.

22052L104

- ISIN (if CUSIP is not available).

US22052L1044

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	58.50000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-06-30
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	162761.56000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 206

Item C.1. Identification of investment.

a. Name of issuer (if any).	Las Vegas Sands Corp
b. LEI (if any) of issuer. (1)	549300DUOO1KXOHPM605
c. Title of the issue or description of the investment.	Las Vegas Sands Corp
d. CUSIP (if any).	517834107

At least one of the following other identifiers:

- ISIN

US5178341070

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	171448.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	5758938.32000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.707806558766

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 207

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	MICROSOFT CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95RF9KF9
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-181.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-137560.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01690691318

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Microsoft Corp
Title of issue.	Microsoft Corp

At least one of the following other identifiers:

- CUSIP.

594918104

- ISIN (if CUSIP is not available).

US5949181045

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	265.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-29
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-31175.93000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 208

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CORTEVA INC
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95PPQDD7
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-583.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-5830.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00071654044

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Corteva Inc
Title of issue.	Corteva Inc

At least one of the following other identifiers:

- CUSIP.

22052L104

- ISIN (if CUSIP is not available).

US22052L1044

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	60.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	111147.30000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 209

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	JPMORGAN CHASE + CO
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S1RUK0
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-172.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-22962.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00282216153

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	JPMorgan Chase & Co
Title of issue.	JPMorgan Chase & Co

At least one of the following other identifiers:

- CUSIP.

46625H100

- ISIN (if CUSIP is not available).

US46625H1005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	121.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	24504.89000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 210

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	VEEVA 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	Z95QSX8E1
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-122.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-147010.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.01806837240

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Veeva Systems Inc
Title of issue.	Veeva Systems Inc

At least one of the following other identifiers:

- CUSIP.

922475108

- ISIN (if CUSIP is not available).

US9224751084

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.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	-79909.00000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 211

Item C.1. Identification of investment.

a. Name of issuer (if any).	JPMorgan Chase & Co
b. LEI (if any) of issuer. (1)	8I5DZWZKVSZI1NUHU748
c. Title of the issue or description of the investment.	JPMorgan Chase & Co
d. CUSIP (if any).	46625H100

At least one of the following other identifiers:

- ISIN

US46625H1005

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	112011.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	12613558.71000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.550278729903

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 212

Item C.1. Identification of investment.

a. Name of issuer (if any).	Amazon.com Inc
b. LEI (if any) of issuer. (1)	ZXTILKJKG63JELOEG630
c. Title of the issue or description of the investment.	Amazon.com Inc
d. CUSIP (if any).	023135106

At least one of the following other identifiers:

- ISIN

US0231351067

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	327480.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	34781650.80000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	4.274864426913

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 213

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	WORLD WRESTLING ENTERTAINMENT
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95HLNSG3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-420.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-39900.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00490393890

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	World Wrestling Entertainment Inc
Title of issue.	World Wrestling Entertainment Inc

At least one of the following other identifiers:

- CUSIP.

98156Q108

- ISIN (if CUSIP is not available).

US98156Q1085

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.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	72248.18000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 214

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	EQT CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95P0A3A6
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-806.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-32240.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00396248096

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	EQT Corp
Title of issue.	EQT Corp

At least one of the following other identifiers:

- CUSIP.

26884L109

- ISIN (if CUSIP is not available).

US26884L1098

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	40.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-07-15
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	199702.11000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 215

Item C.1. Identification of investment.

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.	AUG22 AAPL 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	BRY42G742
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-218.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-64575.74000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00793672891

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☐ 1 ☒ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide 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.	Apple Inc
Title of issue.	Apple Inc

At least one of the following other identifiers:

- CUSIP.

037833100

- ISIN (if CUSIP is not available).

US0378331005

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	147.68000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-12
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	7748.64000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 216

Item C.1. Identification of investment.

a. Name of issuer (if any).	CH Robinson Worldwide Inc
b. LEI (if any) of issuer. (1)	529900WNWN5L0OVDHA79
c. Title of the issue or description of the investment.	CH Robinson Worldwide Inc
d. CUSIP (if any).	12541W209

At least one of the following other identifiers:

- ISIN

US12541W2098

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	103481.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	10489868.97000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	1.289265077172

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 217

Item C.1. Identification of investment.

a. Name of issuer (if any).	Capital One Financial Corp
b. LEI (if any) of issuer. (1)	ZUE8T73ROZOF6FLBAR73
c. Title of the issue or description of the investment.	Capital One Financial Corp
d. CUSIP (if any).	14040H105

At least one of the following other identifiers:

- ISIN

US14040H1059

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	66550.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	6933844.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	0.852209268767

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 218

Item C.1. Identification of investment.

a. Name of issuer (if any).	ConocoPhillips
b. LEI (if any) of issuer. (1)	WPTL2Z3FIYTHSP5V2253
c. Title of the issue or description of the investment.	ConocoPhillips
d. CUSIP (if any).	20825C104

At least one of the following other identifiers:

- ISIN

US20825C1045

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	204768.00000000
b. Units	Number of shares
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	18390214.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	2.260262815757

Item C.3. Payoff profile.

a. Payoff profile. (5)

☒ Long ☐ Short ☐ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Equity-common
b. Issuer type. (7)	Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

Schedule of Portfolio Investments Record: 219

Item C.1. Identification of investment.

a. Name of issuer (if any).	Options Clearing Corp.
b. LEI (if any) of issuer. (1)	549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.	CAPITAL ONE FINANCIAL CORP
d. CUSIP (if any).	000000000

At least one of the following other identifiers:

- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used	Z95S1KPA3
Description of other unique identifier.	BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)

a. Balance	-244.00000000
b. Units	Number of contracts
c. Description of other units.
d. Currency. (3)	United States Dollar
e. Value. (4)	-50020.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.	-0.00614774496

Item C.3. Payoff profile.

a. Payoff profile. (5)

☐ Long ☐ Short ☒ N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)	Derivative-equity
b. Issuer type. (7)

Item C.5. Country of investment or issuer.

a. ISO country code. (8)	UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security?

☐ Yes ☒ No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)

Category.

N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12)

☒ 1 ☐ 2 ☐ 3 ☐ N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)

Option

b. Counterparty.

i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record	Name of counterparty	LEI (if any) of counterparty
#1	Options Clearing Corp.	549300CII6SLYGKNHA04

ii. Type, selected from among the following (put, call). Respond call for warrants.	☐ Put ☒ Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.	☒ Written ☐ Purchased

3. The reference instrument is neither a derivative or an index (28)

Name of issuer.	Capital One Financial Corp
Title of issue.	Capital One Financial Corp

At least one of the following other identifiers:

- CUSIP.

14040H105

- ISIN (if CUSIP is not available).

US14040H1059

iv. Number of shares or principal amount of underlying reference instrument per contract.

Number of shares.	100.00000000
v. Exercise price or rate.	115.00000000
vi. Exercise Price Currency Code	United States Dollar
vii. Expiration date.	2022-08-05
viii. Delta.	XXXX
ix. Unrealized appreciation or depreciation. (24)	11894.09000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?

☐ Yes ☒ No

b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities?

☐ Yes ☒ No

c. Is any portion of this investment on loan by the Fund?

☐ Yes ☒ No

NPORT-P: Part E: Explanatory Notes (if any)

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.

NPORT-P: Additional notes

Identifier	Note
(1)	LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(2)	Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
(3)	Currency. Indicate the currency in which the investment is denominated.
(4)	Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
(5)	Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item [C/D].11.
(6)	Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other” provide a brief description.
(7)	Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other” provide a brief description.
(8)	Report the ISO country code that corresponds to the country where the issuer is organized.
(9)	If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.
(10)	Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: Highly Liquid Investments, Moderately Liquid Investments, Less Liquid Investments, Illiquid Investments. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
(11)	Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
(12)	Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7 (ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
(13)	Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
(14)	Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]
(15)	Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.
(16)	Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
(17)	Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
(18)	Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.
(19)	If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated.
(20)	Category of investments that most closely represents the collateral, selected from among the following (asset-backed securities; agency collateralized mortgage obligations; agency debentures and agency strips; agency mortgage-backed securities; private label collateralized mortgage obligations; corporate debt securities; equities; money market; U.S. Treasuries (including strips); other instrument). If "other instrument", include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt
(21)	Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).
(22)	In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
(23)	Description and terms of payments necessary for a user of financial information to understand the terms of payments to be paid and received, including, as applicable, description of the reference instrument, obligation, or index, financing rate, floating coupon rate, fixed coupon rate, and payment frequency.
(24)	Depreciation shall be reported as a negative number.
(25)	If the reference instrument is a derivative, indicate the category of derivative from among the categories listed in sub-Item C.11.a. and provide all information required to be reported on this Form for that category.
(26)	If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket. An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
(27)	If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
(28)	If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).

NPORT-P: Signatures

The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.

Registrant:	BlackRock Enhanced Capital & Income Fund, Inc.
By (Signature):	Ann Frechette
Name:	Ann Frechette
Title:	Assistant Treasurer
Date:	2022-07-29

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Monthly Portfolio Investments Report on Form N-port (public) (nport-p)

25/08/2022 7:40pm

Edgar (US Regulatory)

NPORT-P: Filer Information

Submission Contact Information

Notification Information

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

Item A.2. Information about the Series.

Item A.3. Reporting period.

Item A.4. Final filing

NPORT-P: Part B: Information About the Fund

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

Item B.3. Portfolio level risk metrics.

Item B.4. Securities lending.

Item B.5. Return information.

Item B.6. Flow information.

Item B.7. Highly Liquid Investment Minimum information.

Item B.8. Derivatives Transactions.

Item B.9. Derivatives Exposure for limited derivatives users.

Item B.10. VaR information.

NPORT-P: Part C: Schedule of Portfolio Investments

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.

Item C.9. Debt securities.

Item C.10. Repurchase and reverse repurchase agreements.

Item C.11. Derivatives.

Item C.12. Securities lending.

Item C.1. Identification of investment.

Item C.2. Amount of each investment.

Item C.3. Payoff profile.

Item C.4. Asset and issuer type.

Item C.5. Country of investment or issuer.

Item C.6. Is the investment a Restricted Security?

Item C.7. Liquidity classification information.

Item C.8. Fair value level.