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| Share Name | Share Symbol | Market | Type |
|---|---|---|---|
| Eaton Vance Tax Managed Global Diversified Equity Income Fund | NYSE:EXG | NYSE | Common Stock |
| Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
|---|---|---|---|---|---|---|---|---|
| -0.03 | -0.35% | 8.43 | 8.485 | 8.38 | 8.44 | 1,070,431 | 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 |
| Confidential | ☐ |
| Filer CIK | 0001379438 |
| Filer CCC | ******** |
| Filer Investment Company Type | |
| Is this a LIVE or TEST Filing? | ☐ LIVE ☐ TEST |
| Would you like a Return Copy? | ☐ |
| Is this an electronic copy of an official filing submitted in paper format? | ☐ |
| Name | |
| Phone | |
| E-Mail Address |
| Notify via Filing Website only? | ☐ |
| Notification E-mail Address | |
| Series ID |
| Class (Contract) ID |
| a. Name of Registrant | Eaton Vance Tax-Managed Global Diversified Equity Income Fund |
| b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-21973 |
| c. CIK number of Registrant | 0001379438 |
| d. LEI of Registrant | 5493002EIY4NK3I3E865 |
| e. Address and telephone number of Registrant: |
| i. Street Address 1 | TWO INTERNATIONAL PLACE |
| ii. Street Address 2 | |
| iii. City | BOSTON |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Zip / Postal Code | 02110 |
| vii. Telephone number | 617-482-8260 |
| a. Name of Series. | Eaton Vance Tax-Managed Global Diversified Equity Income Fund |
| b. EDGAR series identifier (if any). | |
| c. LEI of Series. | 5493002EIY4NK3I3E865 |
| a. Date of fiscal year-end. | 2022-10-31 |
| b. Date as of which information is reported. | 2022-10-31 |
| a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
| Report the following information for the Fund and its consolidated subsidiaries. |
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 2448830474.16 |
| b. Total liabilities. | 57615224.09 |
| c. Net assets. | 2391215250.07 |
| a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
| b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
| c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
| Amounts payable within one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| Amounts payable after one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
| (i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
| (ii) On a standby commitment basis: | 0.00000000 |
| e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
| f. Cash and cash equivalents not reported in Parts C and D. | 0.00000000 |
| If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide: |
| a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — | — |
|---|
| c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
| Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — |
|---|
|
For purposes of Item B.3., calculate value as the sum of the absolute values of: (i) the value of each debt security, (ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate; (iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and (iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii). Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. |
| a. For each borrower in any securities lending transaction, provide the following information: |
| Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
|---|---|---|---|
| — | — | — | — |
| b. Did any securities lending counterparty provide any non-cash collateral? | ☐ Yes ☒ No |
| a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable. |
| Monthly Total Return Record | Monthly total returns of the Fund for each of the preceding three months | Class identification number(s) (if any) of the Class(es) for which returns are reported | ||
| Month 1 | Month 2 | Month 3 | ||
| #1 | -5.11000000 | -8.54000000 | 6.91000000 | |
| b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
| Asset category | Instrument type | Month 1 | Month 2 | Month 3 | |||
| Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | ||
| Commodity Contracts | — | — | — | — | — | — | |
| Credit Contracts | — | — | — | — | — | — | |
| Equity Contracts | -42868729.70000000 | 49798306.16000000 | 16526762.60000000 | 730480.12000000 | 13653716.48000000 | -28722397.67000000 | |
| Forward | — | — | — | — | — | — | |
| Future | — | — | — | — | — | — | |
| Option | -42868729.70000000 | 49798306.16000000 | 16526762.60000000 | 730480.12000000 | 13653716.48000000 | -28722397.67000000 | |
| Swaption | — | — | — | — | — | — | |
| Swap | — | — | — | — | — | — | |
| Warrant | — | — | — | — | — | — | |
| Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
| 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 | -4633736.28000000 | -140765504.17000000 |
| Month 2 | 10939265.35000000 | -241548331.55000000 |
| Month 3 | 7624143.65000000 | 163042079.09000000 |
| 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 | 1714772.16000000 | 0.00000000 |
| Month 2 | 0.00000000 | 1725111.12000000 | 0.00000000 |
| Month 3 | 0.00000000 | 844123.80000000 | 0.00000000 |
| a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. |
—
|
| b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. |
—
|
| c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ☐ Yes ☐ No ☐ N/A |
| For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]: |
| (1) Moderately Liquid Investments |
| (2) Less Liquid Investments |
| (3) Illiquid Investments |
| For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments. |
| Classification |
—
|
| If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information: |
| a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value. |
—
|
| b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value. |
—
|
| d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period. |
—
|
| For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day: |
| a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value. |
—
|
| b. For Funds that were subject to the Relative VaR Test during the reporting period, provide: | |
| i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio. | MSCI World-USD |
| ii. As applicable, the index identifier for the Fund’s Designated Index. | MSCI_WRLD |
| iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio. |
—
|
| c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period. |
—
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
| Schedule of Portfolio Investments Record: 1 |
| a. Name of issuer (if any). | LVMH Moet Hennessy Louis Vuitton SE |
| b. LEI (if any) of issuer. (1) | IOG4E947OATN0KJYSD45 |
| c. Title of the issue or description of the investment. | LVMH Moet Hennessy Louis Vuitton SE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | FR0000121014 |
| Balance. (2) |
| a. Balance | 38225.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 24119767.88000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 1.008682421178 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
FRANCE
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 2 |
| a. Name of issuer (if any). | Intuit Inc |
| b. LEI (if any) of issuer. (1) | VI90HBPH7XSFMB9E4M29 |
| c. Title of the issue or description of the investment. | Intuit Inc |
| d. CUSIP (if any). | 461202103 |
| At least one of the following other identifiers: |
| - ISIN | US4612021034 |
| Balance. (2) |
| a. Balance | 54842.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23444955.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.980461922000 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 3 |
| a. Name of issuer (if any). | AMETEK Inc |
| b. LEI (if any) of issuer. (1) | 549300WZDEF9KKE40E98 |
| c. Title of the issue or description of the investment. | AMETEK Inc |
| d. CUSIP (if any). | 031100100 |
| At least one of the following other identifiers: |
| - ISIN | US0311001004 |
| Balance. (2) |
| a. Balance | 262365.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 34018245.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.422634198197 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 4 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019S11VR7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -168.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2905560.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.12150976370 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3730.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-11 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1613569.30000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 5 |
| a. Name of issuer (if any). | Stifel Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300E5F07FE5GHJX84 |
| c. Title of the issue or description of the investment. | Stifel Financial Corp |
| d. CUSIP (if any). | 860630102 |
| At least one of the following other identifiers: |
| - ISIN | US8606301021 |
| Balance. (2) |
| a. Balance | 236357.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14623407.59000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.611547103071 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 6 |
| a. Name of issuer (if any). | SMC Corp |
| b. LEI (if any) of issuer. (1) | 353800O40V08DOZ70X62 |
| c. Title of the issue or description of the investment. | SMC Corp |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JP3162600005 |
| Balance. (2) |
| a. Balance | 32332.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 12978130.40000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | 0.542742038786 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 7 |
| a. Name of issuer (if any). | Mondelez International Inc |
| b. LEI (if any) of issuer. (1) | 549300DV9GIB88LZ5P30 |
| c. Title of the issue or description of the investment. | Mondelez International Inc |
| d. CUSIP (if any). | 609207105 |
| At least one of the following other identifiers: |
| - ISIN | US6092071058 |
| Balance. (2) |
| a. Balance | 658999.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 40515258.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.694337576628 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 8 |
| a. Name of issuer (if any). | Eurex Deutschland |
| b. LEI (if any) of issuer. (1) | 529900LN3S50JPU47S06 |
| c. Title of the issue or description of the investment. | EURO STOXX 50 WK4 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019SWF1R0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -1320.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -554443.51000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | -0.02318668342 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Eurex Deutschland | 529900LN3S50JPU47S06 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | Eurex Euro STOXX 50 Weekly Options Week 1 |
| Index identifier, if any. | WSX5 INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 10.00000000 |
| v. Exercise price or rate. | 3700.00000000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-11-25 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -38221.75000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 9 |
| a. Name of issuer (if any). | ASML Holding NV |
| b. LEI (if any) of issuer. (1) | 724500Y6DUVHQD6OXN27 |
| c. Title of the issue or description of the investment. | ASML Holding NV |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | NL0010273215 |
| Balance. (2) |
| a. Balance | 74166.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 34790276.65000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 1.454920323420 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 10 |
| a. Name of issuer (if any). | Straumann Holding AG |
| b. LEI (if any) of issuer. (1) | 50670046ML5FVIM60Z37 |
| c. Title of the issue or description of the investment. | Straumann Holding AG |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CH1175448666 |
| Balance. (2) |
| a. Balance | 116355.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | 11073657.04000000 |
| f. Exchange rate. | 1.00135000 |
| g. Percentage value compared to net assets of the Fund. | 0.463097458067 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWITZERLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 11 |
| a. Name of issuer (if any). | NextEra Energy Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NextEra Energy Inc |
| d. CUSIP (if any). | 65339F101 |
| At least one of the following other identifiers: |
| - ISIN | US65339F1012 |
| Balance. (2) |
| a. Balance | 361898.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28047095.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.172922220163 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 12 |
| a. Name of issuer (if any). | Rio Tinto Ltd |
| b. LEI (if any) of issuer. (1) | 529900X2VMAQT2PE0V24 |
| c. Title of the issue or description of the investment. | Rio Tinto Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | AU000000RIO1 |
| Balance. (2) |
| a. Balance | 220767.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Australia Dollar
|
| e. Value. (4) | 12528437.69000000 |
| f. Exchange rate. | 1.56335500 |
| g. Percentage value compared to net assets of the Fund. | 0.523936006582 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
AUSTRALIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 13 |
| a. Name of issuer (if any). | Amadeus IT Group SA |
| b. LEI (if any) of issuer. (1) | 9598004A3FTY3TEHHN09 |
| c. Title of the issue or description of the investment. | Amadeus IT Group SA |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | ES0109067019 |
| Balance. (2) |
| a. Balance | 379740.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 19805439.17000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 0.828258316327 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SPAIN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 14 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01B6JX991 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -163.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1224945.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.05122688139 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3925.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-23 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 175321.31000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 15 |
| a. Name of issuer (if any). | EOG Resources Inc |
| b. LEI (if any) of issuer. (1) | XWTZDRYZPBUHIQBKDB46 |
| c. Title of the issue or description of the investment. | EOG Resources Inc |
| d. CUSIP (if any). | 26875P101 |
| At least one of the following other identifiers: |
| - ISIN | US26875P1012 |
| Balance. (2) |
| a. Balance | 396004.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 54062466.08000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.260878274275 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 16 |
| a. Name of issuer (if any). | Micron Technology Inc |
| b. LEI (if any) of issuer. (1) | B3DXGBC8GAIYWI2Z0172 |
| c. Title of the issue or description of the investment. | Micron Technology Inc |
| d. CUSIP (if any). | 595112103 |
| At least one of the following other identifiers: |
| - ISIN | US5951121038 |
| Balance. (2) |
| a. Balance | 452265.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24467536.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.023226014441 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 17 |
| a. Name of issuer (if any). | Citigroup Inc |
| b. LEI (if any) of issuer. (1) | 6SHGI4ZSSLCXXQSBB395 |
| c. Title of the issue or description of the investment. | Citigroup Inc |
| d. CUSIP (if any). | 172967424 |
| At least one of the following other identifiers: |
| - ISIN | US1729674242 |
| Balance. (2) |
| a. Balance | 460042.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21097526.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.882293056611 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 18 |
| a. Name of issuer (if any). | 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). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | DK0060534915 |
| Balance. (2) |
| a. Balance | 301000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Denmark Krone
|
| e. Value. (4) | 32728106.13000000 |
| f. Exchange rate. | 7.53430000 |
| g. Percentage value compared to net assets of the Fund. | 1.368680888474 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
DENMARK
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 19 |
| a. Name of issuer (if any). | Iberdrola SA |
| b. LEI (if any) of issuer. (1) | 5QK37QC7NWOJ8D7WVQ45 |
| c. Title of the issue or description of the investment. | Iberdrola SA |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | ES0144580Y14 |
| Balance. (2) |
| a. Balance | 3041102.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 30925797.49000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 1.293308809781 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SPAIN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 20 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019ZT76B4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -169.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3284515.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.13735756326 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3690.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-09 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1995942.25000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 21 |
| a. Name of issuer (if any). | Toronto-Dominion Bank/The |
| b. LEI (if any) of issuer. (1) | PT3QB789TSUIDF371261 |
| c. Title of the issue or description of the investment. | Toronto-Dominion Bank/The |
| d. CUSIP (if any). | 891160509 |
| At least one of the following other identifiers: |
| - ISIN | CA8911605092 |
| Balance. (2) |
| a. Balance | 185481.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Canada Dollar
|
| e. Value. (4) | 11870729.54000000 |
| f. Exchange rate. | 1.36235000 |
| g. Percentage value compared to net assets of the Fund. | 0.496430822764 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 22 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01B0N0155 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -169.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2695550.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.11272720010 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3750.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-14 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1296299.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 23 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019X5KC93 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -170.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -438600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01834213795 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3900.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-02 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 384620.04000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 24 |
| a. Name of issuer (if any). | Visa Inc |
| b. LEI (if any) of issuer. (1) | 549300JZ4OKEHW3DPJ59 |
| c. Title of the issue or description of the investment. | Visa Inc |
| d. CUSIP (if any). | 92826C839 |
| At least one of the following other identifiers: |
| - ISIN | US92826C8394 |
| Balance. (2) |
| a. Balance | 146762.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30403215.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.271454584404 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 25 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019XTZLH6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -166.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1271560.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.05317630857 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPX INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3925.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-25 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -152123.92000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 26 |
| a. Name of issuer (if any). | Roche Holding AG |
| b. LEI (if any) of issuer. (1) | 549300U41AUUVOAAOB37 |
| c. Title of the issue or description of the investment. | Roche Holding AG |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CH0012032048 |
| Balance. (2) |
| a. Balance | 123774.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | 41067980.70000000 |
| f. Exchange rate. | 1.00135000 |
| g. Percentage value compared to net assets of the Fund. | 1.717452274478 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWITZERLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 27 |
| a. Name of issuer (if any). | Zoetis Inc |
| b. LEI (if any) of issuer. (1) | 549300HD9Q1LOC9KLJ48 |
| c. Title of the issue or description of the investment. | Zoetis Inc |
| d. CUSIP (if any). | 98978V103 |
| At least one of the following other identifiers: |
| - ISIN | US98978V1035 |
| Balance. (2) |
| a. Balance | 176649.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26635136.22000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.113874471117 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 28 |
| a. Name of issuer (if any). | Boston Scientific Corp |
| b. LEI (if any) of issuer. (1) | Y6ZDD9FP4P8JSSJMW954 |
| c. Title of the issue or description of the investment. | Boston Scientific Corp |
| d. CUSIP (if any). | 101137107 |
| At least one of the following other identifiers: |
| - ISIN | US1011371077 |
| Balance. (2) |
| a. Balance | 1074598.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 46325919.78000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.937337919647 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 29 |
| a. Name of issuer (if any). | 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 |
| Balance. (2) |
| a. Balance | 50402.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27558301.54000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.152481004760 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 30 |
| a. Name of issuer (if any). | GXO Logistics Inc |
| b. LEI (if any) of issuer. (1) | 5493007CNWMXN78JRN66 |
| c. Title of the issue or description of the investment. | GXO Logistics Inc |
| d. CUSIP (if any). | 36262G101 |
| At least one of the following other identifiers: |
| - ISIN | US36262G1013 |
| Balance. (2) |
| a. Balance | 470234.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17182350.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.718561424342 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 31 |
| a. Name of issuer (if any). | State Street Corp |
| b. LEI (if any) of issuer. (1) | 549300ZFEEJ2IP5VME73 |
| c. Title of the issue or description of the investment. | State Street Corp |
| d. CUSIP (if any). | 857477103 |
| At least one of the following other identifiers: |
| - ISIN | US8574771031 |
| Balance. (2) |
| a. Balance | 456082.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33750068.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.411419068150 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 32 |
| a. Name of issuer (if any). | Eurex Deutschland |
| b. LEI (if any) of issuer. (1) | 529900LN3S50JPU47S06 |
| c. Title of the issue or description of the investment. | EURO STOXX 50 PR |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG014SN5ZP9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -1370.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -1526246.11000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | -0.06382721546 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Eurex Deutschland | 529900LN3S50JPU47S06 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | EURO STOXX 50 Index |
| Index identifier, if any. | SX5E INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 10.00000000 |
| v. Exercise price or rate. | 3550.00000000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-11-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -912557.74000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 33 |
| a. Name of issuer (if any). | RELX PLC |
| b. LEI (if any) of issuer. (1) | 549300WSX3VBUFFJOO66 |
| c. Title of the issue or description of the investment. | RELX PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB00B2B0DG97 |
| Balance. (2) |
| a. Balance | 1258067.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 33792286.84000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 1.413184649061 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 34 |
| a. Name of issuer (if any). | CDW Corp/DE |
| b. LEI (if any) of issuer. (1) | 9845001B052ABF0B6755 |
| c. Title of the issue or description of the investment. | CDW Corp/DE |
| d. CUSIP (if any). | 12514G108 |
| At least one of the following other identifiers: |
| - ISIN | US12514G1085 |
| Balance. (2) |
| a. Balance | 240937.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 41636322.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.741220200430 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 35 |
| a. Name of issuer (if any). | Microsoft Corp |
| b. LEI (if any) of issuer. (1) | INR2EJN1ERAN0W5ZP974 |
| c. Title of the issue or description of the investment. | Microsoft Corp |
| d. CUSIP (if any). | 594918104 |
| At least one of the following other identifiers: |
| - ISIN | US5949181045 |
| Balance. (2) |
| a. Balance | 429034.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 99591662.42000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.164897426824 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 36 |
| 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 |
| Balance. (2) |
| a. Balance | 193474.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30665629.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.282428631178 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 37 |
| a. Name of issuer (if any). | Japan Exchange Group |
| b. LEI (if any) of issuer. (1) | 353800578ADEGIJTVW07 |
| c. Title of the issue or description of the investment. | NIKKEI 225 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01585SHV5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -170.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -359752.07000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | -0.01504473802 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Japan Exchange Group | 353800578ADEGIJTVW07 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | Nikkei 225 Index |
| Index identifier, if any. | NKY INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1000.00000000 |
| v. Exercise price or rate. | 27750.00000000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-11-11 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -52738.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 38 |
| a. Name of issuer (if any). | HDFC Bank Ltd |
| b. LEI (if any) of issuer. (1) | 335800ZQ6I4E2JXENC50 |
| c. Title of the issue or description of the investment. | HDFC Bank Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | INE040A01034 |
| Balance. (2) |
| a. Balance | 1332926.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
India Rupee
|
| e. Value. (4) | 24177600.68000000 |
| f. Exchange rate. | 82.77750000 |
| g. Percentage value compared to net assets of the Fund. | 1.011100973837 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
INDIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 39 |
| a. Name of issuer (if any). | Adobe Inc |
| b. LEI (if any) of issuer. (1) | FU4LY2G4933NH2E1CP29 |
| c. Title of the issue or description of the investment. | Adobe Inc |
| d. CUSIP (if any). | 00724F101 |
| At least one of the following other identifiers: |
| - ISIN | US00724F1012 |
| Balance. (2) |
| a. Balance | 76131.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24247723.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.014033491936 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 40 |
| a. Name of issuer (if any). | 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). | 02079K107 |
| At least one of the following other identifiers: |
| - ISIN | US02079K1079 |
| Balance. (2) |
| a. Balance | 814584.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 77108521.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.224658317052 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 41 |
| a. Name of issuer (if any). | M&T Bank Corp |
| b. LEI (if any) of issuer. (1) | 549300WYXDDBYRASEG81 |
| c. Title of the issue or description of the investment. | M&T Bank Corp |
| d. CUSIP (if any). | 55261F104 |
| At least one of the following other identifiers: |
| - ISIN | US55261F1049 |
| Balance. (2) |
| a. Balance | 20398.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3434411.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.143626185886 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 42 |
| a. Name of issuer (if any). | adidas AG |
| b. LEI (if any) of issuer. (1) | 549300JSX0Z4CW0V5023 |
| c. Title of the issue or description of the investment. | adidas AG |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | DE000A1EWWW0 |
| Balance. (2) |
| a. Balance | 198656.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 19391817.74000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 0.810960775673 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 43 |
| a. Name of issuer (if any). | Walt Disney Co/The |
| b. LEI (if any) of issuer. (1) | 549300GZKULIZ0WOW665 |
| c. Title of the issue or description of the investment. | Walt Disney Co/The |
| d. CUSIP (if any). | 254687106 |
| At least one of the following other identifiers: |
| - ISIN | US2546871060 |
| Balance. (2) |
| a. Balance | 491550.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 52369737.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.190088784289 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 44 |
| a. Name of issuer (if any). | Compass Group PLC |
| b. LEI (if any) of issuer. (1) | 2138008M6MH9OZ6U2T68 |
| c. Title of the issue or description of the investment. | Compass Group PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB00BD6K4575 |
| Balance. (2) |
| a. Balance | 2251305.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 47416568.94000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 1.982948583930 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 45 |
| a. Name of issuer (if any). | Coca-Cola Co/The |
| b. LEI (if any) of issuer. (1) | UWJKFUJFZ02DKWI3RY53 |
| c. Title of the issue or description of the investment. | Coca-Cola Co/The |
| d. CUSIP (if any). | 191216100 |
| At least one of the following other identifiers: |
| - ISIN | US1912161007 |
| Balance. (2) |
| a. Balance | 986129.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59019820.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.468193553393 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 46 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019TQK686 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -170.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2088450.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.08733843596 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3765.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -903160.56000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 47 |
| a. Name of issuer (if any). | Kingspan Group PLC |
| b. LEI (if any) of issuer. (1) | 635400HM7V74SUB9OG75 |
| c. Title of the issue or description of the investment. | Kingspan Group PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE0004927939 |
| Balance. (2) |
| a. Balance | 195636.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 9863319.48000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 0.412481456017 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 48 |
| a. Name of issuer (if any). | ICE Futures Europe |
| b. LEI (if any) of issuer. (1) | 549300UF4R84F48NCH34 |
| c. Title of the issue or description of the investment. | FTSE 100 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG0132X0FS3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -610.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | -756662.10000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | -0.03164341227 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | ICE Futures Europe | 549300UF4R84F48NCH34 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | FTSE 100 Index |
| Index identifier, if any. | UKX INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 10.00000000 |
| v. Exercise price or rate. | 7075.00000000 |
| vi. Exercise Price Currency Code |
United Kingdom Pound
|
| vii. Expiration date. | 2022-11-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -330075.90000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 49 |
| a. Name of issuer (if any). | Nestle SA |
| b. LEI (if any) of issuer. (1) | KY37LUS27QQX7BB93L28 |
| c. Title of the issue or description of the investment. | Nestle SA |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CH0038863350 |
| Balance. (2) |
| a. Balance | 514512.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | 56009159.73000000 |
| f. Exchange rate. | 1.00135000 |
| g. Percentage value compared to net assets of the Fund. | 2.342288496544 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWITZERLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 50 |
| a. Name of issuer (if any). | CMS Energy Corp |
| b. LEI (if any) of issuer. (1) | 549300IA9XFBAGNIBW29 |
| c. Title of the issue or description of the investment. | CMS Energy Corp |
| d. CUSIP (if any). | 125896100 |
| At least one of the following other identifiers: |
| - ISIN | US1258961002 |
| Balance. (2) |
| a. Balance | 201374.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11488386.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.480441344611 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 51 |
| a. Name of issuer (if any). | Keyence Corp |
| b. LEI (if any) of issuer. (1) | 529900M7PQBS7A89DZ11 |
| c. Title of the issue or description of the investment. | Keyence Corp |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JP3236200006 |
| Balance. (2) |
| a. Balance | 50091.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 18887565.01000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | 0.789873057619 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 52 |
| a. Name of issuer (if any). | Assa Abloy AB |
| b. LEI (if any) of issuer. (1) | 549300YECS8HKCIMMB67 |
| c. Title of the issue or description of the investment. | Assa Abloy AB |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | SE0007100581 |
| Balance. (2) |
| a. Balance | 918669.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Sweden Krona
|
| e. Value. (4) | 18549829.81000000 |
| f. Exchange rate. | 11.04120000 |
| g. Percentage value compared to net assets of the Fund. | 0.775749059372 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWEDEN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 53 |
| a. Name of issuer (if any). | London Stock Exchange Group PLC |
| b. LEI (if any) of issuer. (1) | 213800QAUUUP6I445N30 |
| c. Title of the issue or description of the investment. | London Stock Exchange Group PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB00B0SWJX34 |
| Balance. (2) |
| a. Balance | 187977.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 16294220.90000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 0.681420081254 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 54 |
| a. Name of issuer (if any). | Japan Exchange Group |
| b. LEI (if any) of issuer. (1) | 353800578ADEGIJTVW07 |
| c. Title of the issue or description of the investment. | NIKKEI 225 INDEX WEEKLY |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01B542G48 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -180.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -606700.16000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | -0.02537204293 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Japan Exchange Group | 353800578ADEGIJTVW07 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | Nikkei 225 Weekly Options Week 1 |
| Index identifier, if any. | WNKY INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1000.00000000 |
| v. Exercise price or rate. | 27750.00000000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-11-25 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -263152.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 55 |
| a. Name of issuer (if any). | TJX Cos Inc/The |
| b. LEI (if any) of issuer. (1) | V167QI9I69W364E2DY52 |
| c. Title of the issue or description of the investment. | TJX Cos Inc/The |
| d. CUSIP (if any). | 872540109 |
| At least one of the following other identifiers: |
| - ISIN | US8725401090 |
| Balance. (2) |
| a. Balance | 516459.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37236693.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.557228856704 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 56 |
| a. Name of issuer (if any). | Japan Exchange Group |
| b. LEI (if any) of issuer. (1) | 353800578ADEGIJTVW07 |
| c. Title of the issue or description of the investment. | NIKKEI 225 INDEX WEEKLY |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019Z2N439 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -180.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -500470.66000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | -0.02092955287 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Japan Exchange Group | 353800578ADEGIJTVW07 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | Nikkei 225 Weekly Options Week 1 |
| Index identifier, if any. | WNKY INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1000.00000000 |
| v. Exercise price or rate. | 27750.00000000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-11-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -165923.67000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 57 |
| a. Name of issuer (if any). | Recruit Holdings Co Ltd |
| b. LEI (if any) of issuer. (1) | 353800R2LRSMVVC4I806 |
| c. Title of the issue or description of the investment. | Recruit Holdings Co Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JP3970300004 |
| Balance. (2) |
| a. Balance | 527418.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 16229266.91000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | 0.678703722282 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 58 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01B383P04 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -165.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1772925.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.07414326250 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3850.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -390597.76000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 59 |
| a. Name of issuer (if any). | AstraZeneca PLC |
| b. LEI (if any) of issuer. (1) | PY6ZZQWO2IZFZC3IOL08 |
| c. Title of the issue or description of the investment. | AstraZeneca PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB0009895292 |
| Balance. (2) |
| a. Balance | 316926.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 37185598.74000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 1.555092070398 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 60 |
| a. Name of issuer (if any). | Intuitive Surgical Inc |
| b. LEI (if any) of issuer. (1) | 54930052SRG011710797 |
| c. Title of the issue or description of the investment. | Intuitive Surgical Inc |
| d. CUSIP (if any). | 46120E602 |
| At least one of the following other identifiers: |
| - ISIN | US46120E6023 |
| Balance. (2) |
| a. Balance | 113514.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27977795.58000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.170024136437 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 61 |
| a. Name of issuer (if any). | Credit Agricole SA |
| b. LEI (if any) of issuer. (1) | 969500TJ5KRTCJQWXH05 |
| c. Title of the issue or description of the investment. | Credit Agricole SA |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | FR0000045072 |
| Balance. (2) |
| a. Balance | 2348761.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 21311854.52000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 0.891256214570 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
FRANCE
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 62 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG0186L45C9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -168.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2408280.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.10071364340 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3790.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1116208.66000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 63 |
| a. Name of issuer (if any). | Stellantis NV |
| b. LEI (if any) of issuer. (1) | 549300LKT9PW7ZIBDF31 |
| c. Title of the issue or description of the investment. | Stellantis NV |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | NL00150001Q9 |
| Balance. (2) |
| a. Balance | 1296539.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 17492341.85000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 0.731525187851 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 64 |
| a. Name of issuer (if any). | Alcon Inc |
| b. LEI (if any) of issuer. (1) | 549300LDT5AP8S0NBM78 |
| c. Title of the issue or description of the investment. | Alcon Inc |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CH0432492467 |
| Balance. (2) |
| a. Balance | 218444.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Switzerland Franc
|
| e. Value. (4) | 13300039.13000000 |
| f. Exchange rate. | 1.00135000 |
| g. Percentage value compared to net assets of the Fund. | 0.556204178173 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWITZERLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 65 |
| a. Name of issuer (if any). | CSL Ltd |
| b. LEI (if any) of issuer. (1) | 529900ECSECK5ZDQTE14 |
| c. Title of the issue or description of the investment. | CSL Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | AU000000CSL8 |
| Balance. (2) |
| a. Balance | 175792.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Australia Dollar
|
| e. Value. (4) | 31469475.79000000 |
| f. Exchange rate. | 1.56335500 |
| g. Percentage value compared to net assets of the Fund. | 1.316045294921 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
AUSTRALIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 66 |
| a. Name of issuer (if any). | Eurex Deutschland |
| b. LEI (if any) of issuer. (1) | 529900LN3S50JPU47S06 |
| c. Title of the issue or description of the investment. | EURO STOXX 50 WKLY INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019H11LV6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -1390.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -1077570.22000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | -0.04506370641 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Eurex Deutschland | 529900LN3S50JPU47S06 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | Eurex Euro STOXX 50 Weekly Options Week 1 |
| Index identifier, if any. | WSX5 INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 10.00000000 |
| v. Exercise price or rate. | 3550.00000000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-11-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -482032.49000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 67 |
| a. Name of issuer (if any). | Fidelity National Information Services Inc |
| b. LEI (if any) of issuer. (1) | 6WQI0GK1PRFVBA061U48 |
| c. Title of the issue or description of the investment. | Fidelity National Information Services Inc |
| d. CUSIP (if any). | 31620M106 |
| At least one of the following other identifiers: |
| - ISIN | US31620M1062 |
| Balance. (2) |
| a. Balance | 400537.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 33240565.63000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.390111811516 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 68 |
| a. Name of issuer (if any). | Ashtead Group PLC |
| b. LEI (if any) of issuer. (1) | 2138007UTBN8X9K1A235 |
| c. Title of the issue or description of the investment. | Ashtead Group PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB0000536739 |
| Balance. (2) |
| a. Balance | 429960.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 22397915.03000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 0.936674982703 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 69 |
| a. Name of issuer (if any). | Kose Corp |
| b. LEI (if any) of issuer. (1) | 353800NX4GGAVDHHY664 |
| c. Title of the issue or description of the investment. | Kose Corp |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JP3283650004 |
| Balance. (2) |
| a. Balance | 120508.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 12029163.56000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | 0.503056492285 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 70 |
| a. Name of issuer (if any). | Standard Chartered PLC |
| b. LEI (if any) of issuer. (1) | U4LOSYZ7YG4W3S5F2G91 |
| c. Title of the issue or description of the investment. | Standard Chartered PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB0004082847 |
| Balance. (2) |
| a. Balance | 2919813.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 17445111.86000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 0.729550041949 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 71 |
| a. Name of issuer (if any). | Eurex Deutschland |
| b. LEI (if any) of issuer. (1) | 529900LN3S50JPU47S06 |
| c. Title of the issue or description of the investment. | STOXX W OPTIONS W2 |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019K8YMM9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -1400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | -1623635.27000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | -0.06790000481 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Eurex Deutschland | 529900LN3S50JPU47S06 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | Eurex Euro STOXX 50 Weekly Options Week 1 |
| Index identifier, if any. | WSX5 INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 10.00000000 |
| v. Exercise price or rate. | 3525.00000000 |
| vi. Exercise Price Currency Code |
Euro Member Countries
|
| vii. Expiration date. | 2022-11-11 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -942333.74000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 72 |
| a. Name of issuer (if any). | Allstate Corp/The |
| b. LEI (if any) of issuer. (1) | OBT0W1ED8G0NWVOLOJ77 |
| c. Title of the issue or description of the investment. | Allstate Corp/The |
| d. CUSIP (if any). | 020002101 |
| At least one of the following other identifiers: |
| - ISIN | US0200021014 |
| Balance. (2) |
| a. Balance | 115831.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14623663.75000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.611557815615 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 73 |
| a. Name of issuer (if any). | TE Connectivity Ltd |
| b. LEI (if any) of issuer. (1) | 894500ZRIX9K13RHXR17 |
| c. Title of the issue or description of the investment. | TE Connectivity Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | CH0102993182 |
| Balance. (2) |
| a. Balance | 215207.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26304751.61000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.100057872633 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWITZERLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 74 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG01B26YDN7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -168.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2185680.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.09140456928 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3800.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -908777.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 75 |
| a. Name of issuer (if any). | Sanofi |
| b. LEI (if any) of issuer. (1) | 549300E9PC51EN656011 |
| c. Title of the issue or description of the investment. | Sanofi |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | FR0000120578 |
| Balance. (2) |
| a. Balance | 417133.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 35897546.13000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 1.501226045164 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
FRANCE
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 76 |
| a. Name of issuer (if any). | Citizens Financial Group Inc |
| b. LEI (if any) of issuer. (1) | 2138004JDDA4ZQUPFW65 |
| c. Title of the issue or description of the investment. | Citizens Financial Group Inc |
| d. CUSIP (if any). | 174610105 |
| At least one of the following other identifiers: |
| - ISIN | US1746101054 |
| Balance. (2) |
| a. Balance | 427215.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17473093.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.730720226859 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 77 |
| a. Name of issuer (if any). | Ingersoll Rand Inc |
| b. LEI (if any) of issuer. (1) | 5299004C02FMZCUOIR50 |
| c. Title of the issue or description of the investment. | Ingersoll Rand Inc |
| d. CUSIP (if any). | 45687V106 |
| At least one of the following other identifiers: |
| - ISIN | US45687V1061 |
| Balance. (2) |
| a. Balance | 534619.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26998259.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.129060192268 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 78 |
| a. Name of issuer (if any). | Banco Santander SA |
| b. LEI (if any) of issuer. (1) | 5493006QMFDDMYWIAM13 |
| c. Title of the issue or description of the investment. | Banco Santander SA |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | ES0113900J37 |
| Balance. (2) |
| a. Balance | 12415590.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 32199529.42000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 1.346575947901 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SPAIN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 79 |
| a. Name of issuer (if any). | Diageo PLC |
| b. LEI (if any) of issuer. (1) | 213800ZVIELEA55JMJ32 |
| c. Title of the issue or description of the investment. | Diageo PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB0002374006 |
| Balance. (2) |
| a. Balance | 922581.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 37966478.87000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 1.587748274392 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 80 |
| a. Name of issuer (if any). | Siemens AG |
| b. LEI (if any) of issuer. (1) | W38RGI023J3WT1HWRP32 |
| c. Title of the issue or description of the investment. | Siemens AG |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | DE0007236101 |
| Balance. (2) |
| a. Balance | 259090.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 28294949.06000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 1.183287412505 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 81 |
| a. Name of issuer (if any). | Yamaha Corp |
| b. LEI (if any) of issuer. (1) | 529900S5TENP3IJS7S02 |
| c. Title of the issue or description of the investment. | Yamaha Corp |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | JP3942600002 |
| Balance. (2) |
| a. Balance | 634722.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 23963454.67000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | 1.002145443380 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 82 |
| a. Name of issuer (if any). | Verisk Analytics Inc |
| b. LEI (if any) of issuer. (1) | 549300I1YSWNIRKBWP67 |
| c. Title of the issue or description of the investment. | Verisk Analytics Inc |
| d. CUSIP (if any). | 92345Y106 |
| At least one of the following other identifiers: |
| - ISIN | US92345Y1064 |
| Balance. (2) |
| a. Balance | 110351.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20175473.33000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.843733048683 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 83 |
| a. Name of issuer (if any). | Keysight Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300GLKVIO8YRCYN02 |
| c. Title of the issue or description of the investment. | Keysight Technologies Inc |
| d. CUSIP (if any). | 49338L103 |
| At least one of the following other identifiers: |
| - ISIN | US49338L1035 |
| Balance. (2) |
| a. Balance | 97037.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16898993.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.706711516226 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 84 |
| 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 |
| Balance. (2) |
| a. Balance | 490726.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 75247924.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.146848651027 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 85 |
| a. Name of issuer (if any). | Danaher Corp |
| b. LEI (if any) of issuer. (1) | S4BKK9OTCEWQ3YHPFM11 |
| c. Title of the issue or description of the investment. | Danaher Corp |
| d. CUSIP (if any). | 235851102 |
| At least one of the following other identifiers: |
| - ISIN | US2358511028 |
| Balance. (2) |
| a. Balance | 123252.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31018830.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.297199440288 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 86 |
| a. Name of issuer (if any). | Vodafone Group PLC |
| b. LEI (if any) of issuer. (1) | 213800TB53ELEUKM7Q61 |
| c. Title of the issue or description of the investment. | Vodafone Group PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB00BH4HKS39 |
| Balance. (2) |
| a. Balance | 23621699.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 27576013.11000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 1.153221698012 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 87 |
| a. Name of issuer (if any). | 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 |
| Balance. (2) |
| a. Balance | 266396.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16396673.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.685704634893 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 88 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019Y416C5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -169.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2616965.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.10944079584 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3730.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-11-07 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1444584.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 89 |
| a. Name of issuer (if any). | AIA Group Ltd |
| b. LEI (if any) of issuer. (1) | ZP5ILWVSYE4LJGMMVD57 |
| c. Title of the issue or description of the investment. | AIA Group Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | HK0000069689 |
| Balance. (2) |
| a. Balance | 2644858.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Hong Kong Dollar
|
| e. Value. (4) | 20034244.49000000 |
| f. Exchange rate. | 7.84965000 |
| g. Percentage value compared to net assets of the Fund. | 0.837826895316 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
HONG KONG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 90 |
| a. Name of issuer (if any). | Japan Exchange Group |
| b. LEI (if any) of issuer. (1) | 353800578ADEGIJTVW07 |
| c. Title of the issue or description of the investment. | NIKKEI 225 INDEX WEEKLY |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG019WPKWK3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -170.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | -185436.22000000 |
| f. Exchange rate. | 148.69500000 |
| g. Percentage value compared to net assets of the Fund. | -0.00775489450 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Japan Exchange Group | 353800578ADEGIJTVW07 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | Nikkei 225 Weekly Options Week 1 |
| Index identifier, if any. | WNKY INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 1000.00000000 |
| v. Exercise price or rate. | 27750.00000000 |
| vi. Exercise Price Currency Code |
Japan Yen
|
| vii. Expiration date. | 2022-11-04 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 164673.85000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 91 |
| a. Name of issuer (if any). | Safran SA |
| b. LEI (if any) of issuer. (1) | 969500UIC89GT3UL7L24 |
| c. Title of the issue or description of the investment. | Safran SA |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | FR0000073272 |
| Balance. (2) |
| a. Balance | 304194.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 33878051.12000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 1.416771288950 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
FRANCE
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 92 |
| a. Name of issuer (if any). | Healthpeak Properties Inc |
| b. LEI (if any) of issuer. (1) | PZ9HF5U52KPF0MH0QN75 |
| c. Title of the issue or description of the investment. | Healthpeak Properties Inc |
| d. CUSIP (if any). | 42250P103 |
| At least one of the following other identifiers: |
| - ISIN | US42250P1030 |
| Balance. (2) |
| a. Balance | 994741.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23605203.93000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.987163490585 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 93 |
| a. Name of issuer (if any). | Eli Lilly & Co |
| b. LEI (if any) of issuer. (1) | FRDRIPF3EKNDJ2CQJL29 |
| c. Title of the issue or description of the investment. | Eli Lilly & Co |
| d. CUSIP (if any). | 532457108 |
| At least one of the following other identifiers: |
| - ISIN | US5324571083 |
| Balance. (2) |
| a. Balance | 133533.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 48350963.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.022024741126 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 94 |
| a. Name of issuer (if any). | InterContinental Hotels Group PLC |
| b. LEI (if any) of issuer. (1) | 2138007ZFQYRUSLU3J98 |
| c. Title of the issue or description of the investment. | InterContinental Hotels Group PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB00BHJYC057 |
| Balance. (2) |
| a. Balance | 302063.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 16230057.28000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 0.678736775349 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 95 |
| a. Name of issuer (if any). | Global Payments Inc |
| b. LEI (if any) of issuer. (1) | 549300NOMHGVQBX6S778 |
| c. Title of the issue or description of the investment. | Global Payments Inc |
| d. CUSIP (if any). | 37940X102 |
| At least one of the following other identifiers: |
| - ISIN | US37940X1028 |
| Balance. (2) |
| a. Balance | 156592.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17892201.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.748247232007 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 96 |
| 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 |
| Balance. (2) |
| a. Balance | 624520.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 63975828.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.675452525577 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 97 |
| a. Name of issuer (if any). | Schneider Electric SE |
| b. LEI (if any) of issuer. (1) | 969500A1YF1XUYYXS284 |
| c. Title of the issue or description of the investment. | Schneider Electric SE |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | FR0000121972 |
| Balance. (2) |
| a. Balance | 177603.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 22459019.23000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 0.939230344459 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
FRANCE
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 98 |
| a. Name of issuer (if any). | Infineon Technologies AG |
| b. LEI (if any) of issuer. (1) | TSI2PJM6EPETEQ4X1U25 |
| c. Title of the issue or description of the investment. | Infineon Technologies AG |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | DE0006231004 |
| Balance. (2) |
| a. Balance | 933043.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 22640721.91000000 |
| f. Exchange rate. | 1.01189000 |
| g. Percentage value compared to net assets of the Fund. | 0.946829103291 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 99 |
| a. Name of issuer (if any). | Anglo American PLC |
| b. LEI (if any) of issuer. (1) | 549300S9XF92D1X8ME43 |
| c. Title of the issue or description of the investment. | Anglo American PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB00B1XZS820 |
| Balance. (2) |
| a. Balance | 571238.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 17110977.45000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 0.715576627804 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 100 |
| a. Name of issuer (if any). | Options Clearing Corp. |
| b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment. | S+P 500 INDEX |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG017XL6Y09 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -166.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2565530.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.10728979751 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 2. The reference instrument is an index or custom basket. (26) |
| Index name. | S&P 500 Index |
| Index identifier, if any. | SPXW INDEX |
| Narrative description. (27) |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 3720.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2022-10-31 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1372404.86000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 101 |
| a. Name of issuer (if any). | Graco Inc |
| b. LEI (if any) of issuer. (1) | 4T5VJ4S81BRT6Q7GGT78 |
| c. Title of the issue or description of the investment. | Graco Inc |
| d. CUSIP (if any). | 384109104 |
| At least one of the following other identifiers: |
| - ISIN | US3841091040 |
| Balance. (2) |
| a. Balance | 207468.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14435623.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.603694018745 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 102 |
| a. Name of issuer (if any). | RenaissanceRe Holdings Ltd |
| b. LEI (if any) of issuer. (1) | EK6GB9U3U58PDI411C94 |
| c. Title of the issue or description of the investment. | RenaissanceRe Holdings Ltd |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | BMG7496G1033 |
| Balance. (2) |
| a. Balance | 65689.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10160774.52000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.424920948446 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 103 |
| a. Name of issuer (if any). | Capital One Financial Corp |
| b. LEI (if any) of issuer. (1) | ZUE8T73ROZOF6FLBAR73 |
| c. Title of the issue or description of the investment. | Capital One Financial Corp |
| d. CUSIP (if any). | 14040H105 |
| At least one of the following other identifiers: |
| - ISIN | US14040H1059 |
| Balance. (2) |
| a. Balance | 146680.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15551013.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.650339345215 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 104 |
| a. Name of issuer (if any). | Halma PLC |
| b. LEI (if any) of issuer. (1) | 2138007FRGLUR9KGBT40 |
| c. Title of the issue or description of the investment. | Halma PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | GB0004052071 |
| Balance. (2) |
| a. Balance | 814999.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 19763137.86000000 |
| f. Exchange rate. | 0.87199200 |
| g. Percentage value compared to net assets of the Fund. | 0.826489286542 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 105 |
| a. Name of issuer (if any). | ConocoPhillips |
| b. LEI (if any) of issuer. (1) | WPTL2Z3FIYTHSP5V2253 |
| c. Title of the issue or description of the investment. | ConocoPhillips |
| d. CUSIP (if any). | 20825C104 |
| At least one of the following other identifiers: |
| - ISIN | US20825C1045 |
| Balance. (2) |
| a. Balance | 502415.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 63349507.35000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.649259925393 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
| Explanatory Note Record | Note Item | Explanatory Notes |
|---|---|---|
| #1 | B.5.a | Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. |
| The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant: | Eaton Vance Tax-Managed Global Diversified Equity Income Fund |
| By (Signature): | James Kirchner |
| Name: | James Kirchner |
| Title: | Treasurer |
| Date: | 2022-11-17 |
1 Year Eaton Vance Tax Managed ... Chart |
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