The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential
Filer CIK
0001320375
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? LIVE TEST
Would you like a Return Copy?
Is this an electronic copy of an official filing submitted in paper format?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Notification E-mail Address
Series ID
Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
BlackRock Enhanced Global Dividend Trust
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-21729
c. CIK number of Registrant
0001320375
d. LEI of Registrant
U48QD6ILUF60LKMSND68
e. Address and telephone number of Registrant:
i. Street Address 1
100 BELLEVUE PARKWAY
ii. Street Address 2
iii. City
WILMINGTON
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
19809
vii. Telephone number
800-441-7762

Item A.2. Information about the Series.

a. Name of Series.
BlackRock Enhanced Global Dividend Trust
b. EDGAR series identifier (if any).
c. LEI of Series.
U48QD6ILUF60LKMSND68

Item A.3. Reporting period.

a. Date of fiscal year-end.
2022-12-31
b. Date as of which information is reported.
2022-03-31

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? Yes No

NPORT-P: Part B: Information About the Fund

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

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

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
828922079.30
b. Total liabilities.
21156703.51
c. Net assets.
807765375.79

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

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
0.00000000
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000
(ii) On a standby commitment basis:
0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.00000000
f. Cash and cash equivalents not reported in Parts C and D.
4983179.39000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric Record ISO Currency code 3 month 1 year 5 years 10 years 30 years

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk 3 month 1 year 5 years 10 years 30 years

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information Record Name of borrower LEI (if any) of borrower Aggregate value of all securities on loan to the borrower

b. Did any securities lending counterparty provide any non-cash collateral? Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record Monthly total returns of the Fund for each of the preceding three months Class identification number(s) (if any) of the Class(es) for which returns are reported
Month 1 Month 2 Month 3
#1 -2.85000000 -1.00000000 -0.47000000

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category Instrument type Month 1 Month 2 Month 3
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 1807868.74000000 1765041.81000000 -247987.53000000 -369484.29000000 -1965442.76000000 -1055066.82000000
Forward
Future
Option 1807868.74000000 1765041.81000000 -247987.53000000 -369484.29000000 -1965442.76000000 -1055066.82000000
Swaption
Swap
Warrant
Other
Foreign Exchange Contracts
Interest Rate Contracts
Other Contracts

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Month Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Month 1 5785737.52000000 -34160883.61000000
Month 2 2782310.23000000 -11220039.71000000
Month 3 7843539.60000000 -11258489.68000000

Item B.6. Flow information.

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

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

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.
Classification

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

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:
a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period.

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day:
a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.
ii. As applicable, the index identifier for the Fund’s Designated Index.
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.
Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).
MORGAN STANLEY & CO. INTERNATIONAL
b. LEI (if any) of issuer. (1)
4PQUHN3JPFGFNF3BB653
c. Title of the issue or description of the investment.
BRY0HRCD4 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0HRCD4
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-152200.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-48584.81000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00601471806

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Prudential PLC
Title of issue.
Prudential PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
GB0007099541
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
11.54760000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-05-05
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
9211.64000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

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

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14424.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
10295832.25000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
1.274606780456

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
BAKER HUGHES CO
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95EF0D32
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-604.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-510380.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.06318418878

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Baker Hughes Co
Title of issue.
Baker Hughes Co
At least one of the following other identifiers:
- CUSIP.
05722G100
- ISIN (if CUSIP is not available).
US05722G1004
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
28.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-412062.21000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).
EDP - Energias de Portugal SA
b. LEI (if any) of issuer. (1)
529900CLC3WDMGI9VH80
c. Title of the issue or description of the investment.
EDP - Energias de Portugal SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
PTEDP0AM0009

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4485554.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
22077378.20000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
2.733142427454

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).
Assurant Inc
b. LEI (if any) of issuer. (1)
H3F39CAXWQRVWURFXL38
c. Title of the issue or description of the investment.
Assurant Inc
d. CUSIP (if any).
04621X108
At least one of the following other identifiers:
- ISIN
US04621X1081

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
89881.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16343062.23000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.023243719008

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

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

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
30027.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
14438182.68000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.787422822608

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
FIDELITY NATIONAL INFORMATION
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95EFVNE9
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-138.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-11385.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00140944392

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Fidelity National Information Services Inc
Title of issue.
Fidelity National Information Services Inc
At least one of the following other identifiers:
- CUSIP.
31620M106
- ISIN (if CUSIP is not available).
US31620M1062
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
105.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
29017.17000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
OTIS WORLDWIDE CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95N939H7
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-480.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-82800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01025050125

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Otis Worldwide Corp
Title of issue.
Otis Worldwide Corp
At least one of the following other identifiers:
- CUSIP.
68902V107
- ISIN (if CUSIP is not available).
US68902V1070
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
80.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-20
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
18849.48000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
SYNCHRONY FINANCIAL
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95MN5Y56
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-652.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-39120.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00484299044

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Synchrony Financial
Title of issue.
Synchrony Financial
At least one of the following other identifiers:
- CUSIP.
87165B103
- ISIN (if CUSIP is not available).
US87165B1035
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
42.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-22
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
25230.13000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 PRU LN C @ 11.4931
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYXU974
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-101900.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-11473.22000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00142036541

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Prudential PLC
Title of issue.
Prudential PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
GB0007099541
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
11.49310000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-04-07
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
44793.47000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
SYNCHRONY FINANCIAL
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95MCB8M7
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-572.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-48620.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00601907453

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Synchrony Financial
Title of issue.
Synchrony Financial
At least one of the following other identifiers:
- CUSIP.
87165B103
- ISIN (if CUSIP is not available).
US87165B1035
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
44.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-08
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
38764.47000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).
UBS AG
b. LEI (if any) of issuer. (1)
BFM8T61CT2L1QCEMIK50
c. Title of the issue or description of the investment.
APR22 SAN FP C @ 95.7066
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYM2G05
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-38700.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-5016.73000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.00062106276

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 UBS AG BFM8T61CT2L1QCEMIK50

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Sanofi
Title of issue.
Sanofi
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
FR0000120578
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
95.70660000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-04-06
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
93342.52000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
COMCAST CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95N0DQ51
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-67.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-7973.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00098704404

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Comcast Corp
Title of issue.
Comcast Corp
At least one of the following other identifiers:
- CUSIP.
20030N101
- ISIN (if CUSIP is not available).
US20030N1019
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
47.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-29
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-429.99000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
VISA INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95HPRX74
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-82.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-139195.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01723210775

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Visa Inc
Title of issue.
Visa Inc
At least one of the following other identifiers:
- CUSIP.
92826C839
- ISIN (if CUSIP is not available).
US92826C8394
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
210.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-20
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-92333.88000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).
MORGAN STANLEY & CO. INTERNATIONAL
b. LEI (if any) of issuer. (1)
4PQUHN3JPFGFNF3BB653
c. Title of the issue or description of the investment.
BRY0GQZF7 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0GQZF7
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-104000.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-60666.32000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00751038876

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Trane Technologies PLC
Title of issue.
Trane Technologies PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
IE00BK9ZQ967
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
604.75000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-17
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-1729.52000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
INTUIT INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95MMUTK5
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-121.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-91355.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01130959592

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Intuit Inc
Title of issue.
Intuit Inc
At least one of the following other identifiers:
- CUSIP.
461202103
- ISIN (if CUSIP is not available).
US4612021034
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
500.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-22
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
87137.50000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).
BAE Systems PLC
b. LEI (if any) of issuer. (1)
8SVCSVKSGDWMW2QHOH83
c. Title of the issue or description of the investment.
BAE Systems PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB0002634946

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1598055.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
15008050.24000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
1.857971471644

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
VISA INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z94GSRDY7
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-82.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-51045.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00631928546

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Visa Inc
Title of issue.
Visa Inc
At least one of the following other identifiers:
- CUSIP.
92826C839
- ISIN (if CUSIP is not available).
US92826C8394
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
235.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-06-17
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-7871.72000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).
UnitedHealth Group Inc
b. LEI (if any) of issuer. (1)
549300GHBMY8T5GXDE41
c. Title of the issue or description of the investment.
UnitedHealth Group Inc
d. CUSIP (if any).
91324P102
At least one of the following other identifiers:
- ISIN
US91324P1021

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
39152.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
19966345.44000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.471800109093

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
VISA INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95MNBNP1
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-32.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-22480.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00278298633

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Visa Inc
Title of issue.
Visa Inc
At least one of the following other identifiers:
- CUSIP.
92826C839
- ISIN (if CUSIP is not available).
US92826C8394
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
220.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-22
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-7904.28000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).
Philip Morris International Inc
b. LEI (if any) of issuer. (1)
HL3H1H2BGXWVG3BSWR90
c. Title of the issue or description of the investment.
Philip Morris International Inc
d. CUSIP (if any).
718172109
At least one of the following other identifiers:
- ISIN
US7181721090

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
172302.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16186049.88000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.003805853174

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
BRY00ZQ49 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY00ZQ49
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-13100.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-9844.62000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00121874745

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Ferguson PLC
Title of issue.
Ferguson PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
JE00BJVNSS43
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
112.59910000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-04-27
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
66609.21000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
TEXAS INSTRUMENTS INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95KZQF78
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-147.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-95917.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01187442577

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Texas Instruments Inc
Title of issue.
Texas Instruments Inc
At least one of the following other identifiers:
- CUSIP.
882508104
- ISIN (if CUSIP is not available).
US8825081040
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
185.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-20
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
30800.91000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).
MORGAN STANLEY & CO. INTERNATIONAL
b. LEI (if any) of issuer. (1)
4PQUHN3JPFGFNF3BB653
c. Title of the issue or description of the investment.
BRY0EEHG4 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0EEHG4
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-74100.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-45525.22000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00563594595

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Reckitt Benckiser Group PLC
Title of issue.
Reckitt Benckiser Group PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
GB00B24CGK77
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
60.34740000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-05-04
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
37102.89000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
Paychex Inc
b. LEI (if any) of issuer. (1)
529900K900DW6SUBM174
c. Title of the issue or description of the investment.
Paychex Inc
d. CUSIP (if any).
704326107
At least one of the following other identifiers:
- ISIN
US7043261079

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
68032.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
9284327.04000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.149384130375

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
MEDTRONIC PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95LV6VG6
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

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)
-52728.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00652763804

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Medtronic PLC
Title of issue.
Medtronic PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
IE00BTN1Y115
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
108.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-01
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-23100.12000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
ASSURANT INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95M14HY9
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-257.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-466455.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.05774634739

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Assurant Inc
Title of issue.
Assurant Inc
At least one of the following other identifiers:
- CUSIP.
04621X108
- ISIN (if CUSIP is not available).
US04621X1081
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
165.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-342083.28000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).
AbbVie Inc
b. LEI (if any) of issuer. (1)
FR5LCKFTG8054YNNRU85
c. Title of the issue or description of the investment.
AbbVie Inc
d. CUSIP (if any).
00287Y109
At least one of the following other identifiers:
- ISIN
US00287Y1091

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
140254.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
22736575.94000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.814750003088

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
M+T BANK CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95EGKGW0
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-192.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-6240.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00077250154

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
M&T Bank Corp
Title of issue.
M&T Bank Corp
At least one of the following other identifiers:
- CUSIP.
55261F104
- ISIN (if CUSIP is not available).
US55261F1049
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
185.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
163929.13000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
MICROSOFT CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95NJTP32
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-37.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-22570.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00279412818

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Microsoft Corp
Title of issue.
Microsoft Corp
At least one of the following other identifiers:
- CUSIP.
594918104
- ISIN (if CUSIP is not available).
US5949181045
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
320.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-06
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
5430.55000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

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

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
102659.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
6674686.02000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
0.826314944914

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 KER FP C @ 631.4599
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYXU9H2
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-1800.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-273.04000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.00003380189

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Kering SA
Title of issue.
Kering SA
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
FR0000121485
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
631.45990000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-04-07
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
47575.14000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ferguson PLC
b. LEI (if any) of issuer. (1)
213800DU1LGY3R2S2X42
c. Title of the issue or description of the investment.
Ferguson PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JE00BJVNSS43

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
104012.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
14091523.05000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
1.744506941290

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
TE CONNECTIVITY LTD
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95EHN5K1
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-202.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-6565.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00081273599

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
TE Connectivity Ltd
Title of issue.
TE Connectivity Ltd
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
CH0102993182
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
155.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
41716.96000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 NOVO B DC C @ 700.3578
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWY736C5
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-61300.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Denmark Krone
e. Value. (4)
-414823.43000000
f. Exchange rate.
6.72410000
g. Percentage value compared to net assets of the Fund.
-0.05135444553

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Novo Nordisk A/S
Title of issue.
Novo Nordisk A/S
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
DK0060102614
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
700.35780000
vi. Exercise Price Currency Code
Denmark Krone
vii. Expiration date.
2022-04-01
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-222810.33000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).
Williams Cos Inc/The
b. LEI (if any) of issuer. (1)
D71FAKCBLFS2O0RBPG08
c. Title of the issue or description of the investment.
Williams Cos Inc/The
d. CUSIP (if any).
969457100
At least one of the following other identifiers:
- ISIN
US9694571004

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
245901.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8215552.41000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.017071622061

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).
MORGAN STANLEY & CO. INTERNATIONAL
b. LEI (if any) of issuer. (1)
4PQUHN3JPFGFNF3BB653
c. Title of the issue or description of the investment.
BRY0HRCE2 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0HRCE2
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-45500.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-62323.16000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00771550277

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Diageo PLC
Title of issue.
Diageo PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
GB0002374006
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
38.79130000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-05-11
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-23973.30000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).
CREDIT SUISSE INTERNATIONAL
b. LEI (if any) of issuer. (1)
E58DKGMJYYYJLN8C3868
c. Title of the issue or description of the investment.
APR22 EDP PL C @ 4.5887
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWY736P6
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-343100.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-2567.31000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.00031782867

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
EDP - Energias de Portugal SA
Title of issue.
EDP - Energias de Portugal SA
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
PTEDP0AM0009
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
4.58870000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-04-01
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
36744.87000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).
Novo Nordisk A/S
b. LEI (if any) of issuer. (1)
549300DAQ1CVT6CXN342
c. Title of the issue or description of the investment.
Novo Nordisk A/S
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DK0060534915

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
235151.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Denmark Krone
e. Value. (4)
26082026.20000000
f. Exchange rate.
6.72410000
g. Percentage value compared to net assets of the Fund.
3.228911139511

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).
MORGAN STANLEY & CO. INTERNATIONAL
b. LEI (if any) of issuer. (1)
4PQUHN3JPFGFNF3BB653
c. Title of the issue or description of the investment.
APR22 LOGN SW C @ 75.1176
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWZ4S6W6
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-25700.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
-7396.44000000
f. Exchange rate.
0.92405000
g. Percentage value compared to net assets of the Fund.
-0.00091566687

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Logitech International SA
Title of issue.
Logitech International SA
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
CH0025751329
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
75.11760000
vi. Exercise Price Currency Code
Switzerland Franc
vii. Expiration date.
2022-04-19
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
46304.18000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).
JP MORGAN CHASE BANK
b. LEI (if any) of issuer. (1)
7H6GLXDRUGQFU57RNE97
c. Title of the issue or description of the investment.
APR22 2330 TT C @ 618.4377
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWZ3R7Z1
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-136000.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-14304.48000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00177087065

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Taiwan Semiconductor Manufacturing Co Ltd
Title of issue.
Taiwan Semiconductor Manufacturing Co Ltd
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
TW0002330008
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
618.43770000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-12
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
55065.04000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
MEDTRONIC PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95MC1UY8
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-614.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-259415.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.03211514231

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Medtronic PLC
Title of issue.
Medtronic PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
IE00BTN1Y115
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
107.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-08
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-108212.27000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).
DBS Group Holdings Ltd
b. LEI (if any) of issuer. (1)
5493007FKT78NKPM5V55
c. Title of the issue or description of the investment.
DBS Group Holdings Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SG1L01001701

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
358668.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Singapore Dollar
e. Value. (4)
9397891.53000000
f. Exchange rate.
1.35535000
g. Percentage value compared to net assets of the Fund.
1.163443223944

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).
BlackRock Liquidity Funds
b. LEI (if any) of issuer. (1)
5493007YVNX55LTRQ706
c. Title of the issue or description of the investment.
BlackRock Liquidity Funds: T-Fund, Institutional Shares
d. CUSIP (if any).
09248U718
At least one of the following other identifiers:
- ISIN
US09248U7182

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2729877.47000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2729877.47000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.337954256498

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
b. Issuer type. (7)
Registered fund

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).
Comcast Corp
b. LEI (if any) of issuer. (1)
51M0QTTNCGUN7KFCFZ59
c. Title of the issue or description of the investment.
Comcast Corp
d. CUSIP (if any).
20030N101
At least one of the following other identifiers:
- ISIN
US20030N1019

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
425427.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
19918492.14000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.465875950738

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).
Medtronic PLC
b. LEI (if any) of issuer. (1)
549300GX3ZBSQWUXY261
c. Title of the issue or description of the investment.
Medtronic PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE00BTN1Y115

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
190383.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
21122993.85000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.614991244127

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).
Reckitt Benckiser Group PLC
b. LEI (if any) of issuer. (1)
5493003JFSMOJG48V108
c. Title of the issue or description of the investment.
Reckitt Benckiser Group PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00B24CGK77

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
300186.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
22899961.17000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
2.834976820788

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).
Texas Instruments Inc
b. LEI (if any) of issuer. (1)
WDJNR2L6D8RWOEB8T652
c. Title of the issue or description of the investment.
Texas Instruments Inc
d. CUSIP (if any).
882508104
At least one of the following other identifiers:
- ISIN
US8825081040

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
97847.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17952967.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.222547301243

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
COMCAST CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95N0CQ61
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-531.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-40090.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00496313672

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Comcast Corp
Title of issue.
Comcast Corp
At least one of the following other identifiers:
- CUSIP.
20030N101
- ISIN (if CUSIP is not available).
US20030N1019
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
48.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-29
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
11700.64000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).
UBS AG
b. LEI (if any) of issuer. (1)
BFM8T61CT2L1QCEMIK50
c. Title of the issue or description of the investment.
BRY0DM3G2 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0DM3G2
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-228000.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-141031.68000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01745948566

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 UBS AG BFM8T61CT2L1QCEMIK50

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Taiwan Semiconductor Manufacturing Co Ltd
Title of issue.
Taiwan Semiconductor Manufacturing Co Ltd
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
TW0002330008
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
595.58906300
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-04
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-28176.24000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).
Estee Lauder Cos Inc/The
b. LEI (if any) of issuer. (1)
549300VFZ8XJ9NUPU221
c. Title of the issue or description of the investment.
Estee Lauder Cos Inc/The
d. CUSIP (if any).
518439104
At least one of the following other identifiers:
- ISIN
US5184391044

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
61219.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16671158.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.063861435468

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).
MORGAN STANLEY & CO. INTERNATIONAL
b. LEI (if any) of issuer. (1)
4PQUHN3JPFGFNF3BB653
c. Title of the issue or description of the investment.
BRY04HF62 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY04HF62
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-91100.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Singapore Dollar
e. Value. (4)
-118355.59000000
f. Exchange rate.
1.35535000
g. Percentage value compared to net assets of the Fund.
-0.01465222372

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
DBS Group Holdings Ltd
Title of issue.
DBS Group Holdings Ltd
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
SG1L01001701
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
33.75540000
vi. Exercise Price Currency Code
Singapore Dollar
vii. Expiration date.
2022-04-27
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-60543.41000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).
Visa Inc
b. LEI (if any) of issuer. (1)
549300JZ4OKEHW3DPJ59
c. Title of the issue or description of the investment.
Visa Inc
d. CUSIP (if any).
92826C839
At least one of the following other identifiers:
- ISIN
US92826C8394

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
85368.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
18932061.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.343757473076

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).
Baker Hughes Co
b. LEI (if any) of issuer. (1)
5493004XSDPHVQ2URI81
c. Title of the issue or description of the investment.
Baker Hughes Co
d. CUSIP (if any).
05722G100
At least one of the following other identifiers:
- ISIN
US05722G1004

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
223619.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
8141967.79000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.007961969406

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).
MediaTek Inc
b. LEI (if any) of issuer. (1)
254900UEGBK1I4DM4E14
c. Title of the issue or description of the investment.
MediaTek Inc
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
TW0002454006

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
426000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Taiwan New Dollar
e. Value. (4)
13257339.46000000
f. Exchange rate.
28.65150000
g. Percentage value compared to net assets of the Fund.
1.641236410638

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
TEXAS INSTRUMENTS INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95NK2BB6
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-249.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-55402.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00685873666

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Texas Instruments Inc
Title of issue.
Texas Instruments Inc
At least one of the following other identifiers:
- CUSIP.
882508104
- ISIN (if CUSIP is not available).
US8825081040
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
195.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-06
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
32724.23000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).
JANE STREET EXECUTION SERVICES, LLC
b. LEI (if any) of issuer. (1)
549300HXJLXCPDWAH070
c. Title of the issue or description of the investment.
APR22 OTIS US C @ 84
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYM36S3
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-231.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-1476.09000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00018273746

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JANE STREET EXECUTION SERVICES, LLC 549300HXJLXCPDWAH070

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Otis Worldwide Corp
Title of issue.
Otis Worldwide Corp
At least one of the following other identifiers:
- CUSIP.
68902V107
- ISIN (if CUSIP is not available).
US68902V1070
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
84.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
31041.81000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).
Jasper Infotech Private Ltd
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Jasper Infotech Private Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRTL7FWF4
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
566400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
792960.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.098167119285

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 TW/ LN C @ 1.46
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWZ90UL9
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-274700.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-898.90000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00011128231

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Taylor Wimpey PLC
Title of issue.
Taylor Wimpey PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
GB0008782301
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
1.46000000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-04-21
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
12831.66000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).
Hasbro Inc
b. LEI (if any) of issuer. (1)
549300NUB6D2R1ITYR45
c. Title of the issue or description of the investment.
Hasbro Inc
d. CUSIP (if any).
418056107
At least one of the following other identifiers:
- ISIN
US4180561072

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
212496.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
17407672.32000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.155040664249

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 MC FP C @ 648.3909
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYXU9K5
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-6500.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-144896.49000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.01793794266

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
LVMH Moet Hennessy Louis Vuitton SE
Title of issue.
LVMH Moet Hennessy Louis Vuitton SE
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
FR0000121014
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
648.39090000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-04-19
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
66593.07000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).
CITIBANK NA
b. LEI (if any) of issuer. (1)
E57ODZWZ7FF32TWEFA76
c. Title of the issue or description of the investment.
BRY0PS0Y0 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0PS0Y0
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-810800.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Mexico Peso
e. Value. (4)
-114350.93000000
f. Exchange rate.
19.89000000
g. Percentage value compared to net assets of the Fund.
-0.01415645352

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 CITIBANK NA E57ODZWZ7FF32TWEFA76

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Wal-Mart de Mexico SAB de CV
Title of issue.
Wal-Mart de Mexico SAB de CV
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
MX01WA000038
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
82.50900000
vi. Exercise Price Currency Code
Mexico Peso
vii. Expiration date.
2022-05-13
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-53689.74000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).
Microsoft Corp
b. LEI (if any) of issuer. (1)
INR2EJN1ERAN0W5ZP974
c. Title of the issue or description of the investment.
Microsoft Corp
d. CUSIP (if any).
594918104
At least one of the following other identifiers:
- ISIN
US5949181045

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
102626.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
31640622.06000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.917055992781

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
HASBRO INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95EFWG96
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-306.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-10710.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00132588005

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Hasbro Inc
Title of issue.
Hasbro Inc
At least one of the following other identifiers:
- CUSIP.
418056107
- ISIN (if CUSIP is not available).
US4180561072
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
100.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
85119.88000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).
Wal-Mart de Mexico SAB de CV
b. LEI (if any) of issuer. (1)
Y87794H0US1R65VBXU25
c. Title of the issue or description of the investment.
Wal-Mart de Mexico SAB de CV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
MX01WA000038

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2393573.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Mexico Peso
e. Value. (4)
9858295.63000000
f. Exchange rate.
19.89000000
g. Percentage value compared to net assets of the Fund.
1.220440480053

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 FERG LN C @ 116.5234
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWZ90UQ8
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-16300.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-2711.71000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00033570515

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Ferguson PLC
Title of issue.
Ferguson PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
JE00BJVNSS43
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
116.52340000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-04-21
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
83774.89000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
COMCAST CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95MMPK17
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-531.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-9292.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00115039592

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Comcast Corp
Title of issue.
Comcast Corp
At least one of the following other identifiers:
- CUSIP.
20030N101
- ISIN (if CUSIP is not available).
US20030N1019
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
49.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-22
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
45809.53000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
VISA INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95NK7N14
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-33.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-10164.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00125828616

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Visa Inc
Title of issue.
Visa Inc
At least one of the following other identifiers:
- CUSIP.
92826C839
- ISIN (if CUSIP is not available).
US92826C8394
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
235.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-06
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
488.04000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
JP MORGAN CHASE BANK
b. LEI (if any) of issuer. (1)
7H6GLXDRUGQFU57RNE97
c. Title of the issue or description of the investment.
BRY0JHRL0 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0JHRL0
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-112900.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
-19585.94000000
f. Exchange rate.
121.74000000
g. Percentage value compared to net assets of the Fund.
-0.00242470655

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
KDDI Corp
Title of issue.
KDDI Corp
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
JP3496400007
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
4209.61000000
vi. Exercise Price Currency Code
Japan Yen
vii. Expiration date.
2022-05-18
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
35114.00000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
American Tower Corp
b. LEI (if any) of issuer. (1)
5493006ORUSIL88JOE18
c. Title of the issue or description of the investment.
American Tower Corp
d. CUSIP (if any).
03027X100
At least one of the following other identifiers:
- ISIN
US03027X1000

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
42738.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
10736640.36000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.329178085839

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kering SA
b. LEI (if any) of issuer. (1)
549300VGEJKB7SVUZR78
c. Title of the issue or description of the investment.
Kering SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000121485

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
23649.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
14930257.77000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
1.848340894210

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank Rakyat Indonesia Persero Tbk PT
b. LEI (if any) of issuer. (1)
254900HB6S4B12GBNP64
c. Title of the issue or description of the investment.
Bank Rakyat Indonesia Persero Tbk PT
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ID1000118201

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
28868800.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Indonesia Rupiah
e. Value. (4)
9324178.99000000
f. Exchange rate.
14362.50000000
g. Percentage value compared to net assets of the Fund.
1.154317735008

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).
Intercontinental Exchange Inc
b. LEI (if any) of issuer. (1)
5493000F4ZO33MV32P92
c. Title of the issue or description of the investment.
Intercontinental Exchange Inc
d. CUSIP (if any).
45866F104
At least one of the following other identifiers:
- ISIN
US45866F1049

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
185314.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
24483685.68000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
3.031039261376

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
BRY0HQG34 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0HQG34
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-25800.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
-17283.39000000
f. Exchange rate.
0.92405000
g. Percentage value compared to net assets of the Fund.
-0.00213965472

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Logansport Financial Corp
Title of issue.
Logansport Financial Corp
At least one of the following other identifiers:
- CUSIP.
541209102
- ISIN (if CUSIP is not available).
US5412091028
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
75.80060000
vi. Exercise Price Currency Code
Switzerland Franc
vii. Expiration date.
2022-05-05
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
19208.76000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
BRY0EEH58 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0EEH58
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-150000.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-17148.48000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.00212295308

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
EDP - Energias de Portugal SA
Title of issue.
EDP - Energias de Portugal SA
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
PTEDP0AM0009
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
4.43130000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-05-04
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-5766.03000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
BRY00ZQ56 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY00ZQ56
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-8800.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-206609.16000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.02557786780

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Kering SA
Title of issue.
Kering SA
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
FR0000121485
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
579.71450000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-04-27
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
43518.20000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 77

Item C.1. Identification of investment.

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

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
99887.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
16930846.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.096010426720

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
COMCAST CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95EF5MR8
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-377.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-15834.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00196022266

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Comcast Corp
Title of issue.
Comcast Corp
At least one of the following other identifiers:
- CUSIP.
20030N101
- ISIN (if CUSIP is not available).
US20030N1019
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
47.50000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
19140.42000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
OTIS WORLDWIDE CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95N92DS0
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-231.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-12127.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00150136417

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Otis Worldwide Corp
Title of issue.
Otis Worldwide Corp
At least one of the following other identifiers:
- CUSIP.
68902V107
- ISIN (if CUSIP is not available).
US68902V1070
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
85.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-20
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
7223.46000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
BRY0G0T79 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0G0T79
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-15500.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-10695.55000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00132409116

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
FERGUSON PLC
Title of issue.
FERGUSON PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
JE00BFNWV485
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
114.34500000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-05-04
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
42240.72000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
ESTEE LAUDER COS INC/THE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95EFFLV8
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-136.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-44200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00547188593

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Estee Lauder Cos Inc/The
Title of issue.
Estee Lauder Cos Inc/The
At least one of the following other identifiers:
- CUSIP.
518439104
- ISIN (if CUSIP is not available).
US5184391044
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
280.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
1014.44000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 82

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 REN NA C @ 27.7527
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYM2GD7
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-55300.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-33710.39000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.00417328979

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
RELX PLC
Title of issue.
RELX PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
GB00B2B0DG97
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
27.75270000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-04-06
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
3868.03000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
SYNCHRONY FINANCIAL
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95N0WD20
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-717.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-26887.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00332862744

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Synchrony Financial
Title of issue.
Synchrony Financial
At least one of the following other identifiers:
- CUSIP.
87165B103
- ISIN (if CUSIP is not available).
US87165B1035
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
39.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-29
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
61138.74000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).
JANE STREET EXECUTION SERVICES, LLC
b. LEI (if any) of issuer. (1)
549300HXJLXCPDWAH070
c. Title of the issue or description of the investment.
APR22 AIZ US CALL
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYM2YT2
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-258.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-437055.61000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.05410675217

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JANE STREET EXECUTION SERVICES, LLC 549300HXJLXCPDWAH070

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Assurant Inc
Title of issue.
Assurant Inc
At least one of the following other identifiers:
- CUSIP.
04621X108
- ISIN (if CUSIP is not available).
US04621X1081
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
166.50000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-289023.49000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 85

Item C.1. Identification of investment.

a. Name of issuer (if any).
NOMURA SECURITIES INTERNATIONAL INC
b. LEI (if any) of issuer. (1)
OXTKY6Q8X53C9ILVV871
c. Title of the issue or description of the investment.
BRY05A1X2 MAY22 CFG US CALL
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY05A1X2
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-663.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-32551.31000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00402979763

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 NOMURA SECURITIES INTERNATIONAL INC OXTKY6Q8X53C9ILVV871

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Citizens Financial Group Inc
Title of issue.
Citizens Financial Group Inc
At least one of the following other identifiers:
- CUSIP.
174610105
- ISIN (if CUSIP is not available).
US1746101054
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
51.12000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-05-20
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
113156.00000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 86

Item C.1. Identification of investment.

a. Name of issuer (if any).
JANE STREET EXECUTION SERVICES, LLC
b. LEI (if any) of issuer. (1)
549300HXJLXCPDWAH070
c. Title of the issue or description of the investment.
APR22 EL US CALL
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYHGJX5
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-60.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-605.16000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00007491779

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 JANE STREET EXECUTION SERVICES, LLC 549300HXJLXCPDWAH070

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Estee Lauder Cos Inc/The
Title of issue.
Estee Lauder Cos Inc/The
At least one of the following other identifiers:
- CUSIP.
518439104
- ISIN (if CUSIP is not available).
US5184391044
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
333.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-28
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
44260.86000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
COMCAST CORP
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95LUXUZ7
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-67.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-134.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00001658897

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Comcast Corp
Title of issue.
Comcast Corp
At least one of the following other identifiers:
- CUSIP.
20030N101
- ISIN (if CUSIP is not available).
US20030N1019
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
50.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-01
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
5143.62000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 88

Item C.1. Identification of investment.

a. Name of issuer (if any).
UBS AG
b. LEI (if any) of issuer. (1)
BFM8T61CT2L1QCEMIK50
c. Title of the issue or description of the investment.
APR22 SAN FP C @ 94.0287
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWY73692
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-77100.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-7400.09000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.00091611874

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 UBS AG BFM8T61CT2L1QCEMIK50

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Sanofi
Title of issue.
Sanofi
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
FR0000120578
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
94.02870000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-04-01
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
157207.62000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
APR22 TWODF LN C @ 1.5852
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRWYCP6P1
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-1140000.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
-1.50000000
f. Exchange rate.
0.76123800
g. Percentage value compared to net assets of the Fund.
-0.00000018569

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Taylor Wimpey PLC
Title of issue.
Taylor Wimpey PLC
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
GB0008782301
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
1.58520000
vi. Exercise Price Currency Code
United Kingdom Pound
vii. Expiration date.
2022-04-07
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
39644.56000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).
GOLDMAN SACHS INTERNATIONAL
b. LEI (if any) of issuer. (1)
W22LROWP2IHZNBB6K528
c. Title of the issue or description of the investment.
BRY0HQFZ4 BLACKROCK
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRY0HQFZ4
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-230000.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
-57049.71000000
f. Exchange rate.
0.90395500
g. Percentage value compared to net assets of the Fund.
-0.00706265850

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

Counterparty Info Record Name of counterparty LEI (if any) of counterparty
#1 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
EDP - Energias de Portugal SA
Title of issue.
EDP - Energias de Portugal SA
At least one of the following other identifiers:
- ISIN (if CUSIP is not available).
PTEDP0AM0009
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
1.00000000
v. Exercise price or rate.
4.34200000
vi. Exercise Price Currency Code
Euro Member Countries
vii. Expiration date.
2022-05-11
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-40699.22000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 91

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
WILLIAMS COS INC/THE
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95L6RL12
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-468.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-161460.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.01998847745

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).

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

ii. Type, selected from among the following (put, call). Respond call for warrants. Put Call
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. Written Purchased
3. The reference instrument is neither a derivative or an index (28)
Name of issuer.
Williams Cos Inc/The
Title of issue.
Williams Cos Inc/The
At least one of the following other identifiers:
- CUSIP.
969457100
- ISIN (if CUSIP is not available).
US9694571004
iv. Number of shares or principal amount of underlying reference instrument per contract.
Number of shares.
100.00000000
v. Exercise price or rate.
30.00000000
vi. Exercise Price Currency Code
United States Dollar
vii. Expiration date.
2022-04-14
viii. Delta.
XXXX
ix. Unrealized appreciation or depreciation. (24)
-113359.85000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes No
c. Is any portion of this investment on loan by the Fund? Yes No
Schedule of Portfolio Investments Record: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).
Options Clearing Corp.
b. LEI (if any) of issuer. (1)
549300CII6SLYGKNHA04
c. Title of the issue or description of the investment.
TEXAS INSTRUMENTS INC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Z95MN7CG2
Description of other unique identifier.
BlackRock Identifier

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
-44.00000000
b. Units
Number of contracts
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
-17160.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
-0.00212437924

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

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

Item C.5. Country of investment or issuer.

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

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

a. Type of derivative instrument (21)
Option