SEC FORM NPORT
Form NPORT-P

United States
Securities and Exchange Commission

Washington, D.C. 20549

FORM NPORT
MONTHLY PORTFOLIO INVESTMENTS REPORT

N-PORT-P: Filer Information

Confidential  
Filer CIK: 0001215880
Filer CCC: ni5csit$
Filer Investment Company Type Form N-1A Filer (Mutual Fund)
Is this a LIVE or TEST Filing? LIVE
Would you like a Return Copy? X
Is this an electronic copy of an official filing submitted in paper format?  
 
Submission Contact Information
Name Jeff Provence
Phone 858-336-0832
E-mail Address jeff@pfsfunds.com
Notification Information
Notify via Filing Website only?  
Notification E-mail Address: kbozek@pfsfunds.com
Series ID S000005312
Class (Contract) ID C000014503
Class (Contract) ID C000117003

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.
a. Name of Registrant NEIMAN FUNDS
b. Investment Company Act file number for Registrant (e.g., 811-) 811-21290
 
c. CIK number of Registrant 0001215880
d. LEI of Registrant 549300RIX1W2VYXCFZ85
e. Address and telephone number of Registrant.
Street Address 1 305 SPINDRIFT DRIVE
Street Address 2  
City WILLIAMSVILLE
State, if applicable NEW YORK
Foreign country, if applicable UNITED STATES OF AMERICA
Zip / Postal code 14221
 
Telephone number 858-336-0832
 
Item A.2. Information about the Series.
a. Name of Series. Neiman Large Cap Value Fund
b. EDGAR series identifier (if any). S000005312
c. LEI of Series. 549300VJZMKII44H9B06
Item A.3. Reporting period.
a. Date of fiscal year-end. 2023-03-31
a. Date as of which information is reported. 2022-06-30
Item A.4. Final Filing.
Does the Fund anticipate that this will be its final filing on Form N PORT?   Yes X 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. 27303818.59
 
b. Total liabilities. 133018.04
c. Net assets. 27170800.55
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D. 0.00
 
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. 0.00
 
 
 
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. 0.00
 
Controlled companies. 0.00
Other affiliates. 0.00
Others. 0.00
Amounts payable after one year.
Banks or other financial institutions for borrowings. 0.00
 
Controlled companies. 0.00
Other affiliates. 0.00
Others. 0.00
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: 0.00
 
(ii) On a standby commitment basis: 0.00
e. Liquidation preference of outstanding preferred stock issued by the Fund. 0.00
 
f. Cash and cash equivalents not reported in Parts C and D. 0.00
 
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:
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.
Investment Grade.
Maturity period. 3 month.  
Maturity period. 1 year.  
Maturity period. 5 years.  
Maturity period. 10 years.  
Maturity period. 30 years.  
Non-Investment Grade.
Maturity period. 3 month.  
Maturity period. 1 year.  
Maturity period. 5 years.  
Maturity period. 10 years.  
Maturity period. 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:
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:
 
b. Did any securities lending counterparty provide any non-cash collateral?   Yes X No  
If yes, unless the non-cash collateral is included in the Schedule of Portfolio Investments in Part C, provide the following information for each category of non-cash collateral received for loaned securities:
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: 1
Monthly total returns of the Fund for each of the preceding three months Month 1. -5.26
 
Monthly total returns of the Fund for each of the preceding three months Month 2. 0.11
 
Monthly total returns of the Fund for each of the preceding three months Month 3. -6.87
 
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. C000014503
 
Monthly Total Return Record: 2
Monthly total returns of the Fund for each of the preceding three months Month 1. -5.26
 
Monthly total returns of the Fund for each of the preceding three months Month 2. 0.11
 
Monthly total returns of the Fund for each of the preceding three months Month 3. -6.87
 
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. C000117003
 
c. 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. Commodity Contracts
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Forwards
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Futures
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Options
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaptions
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaps
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Warrants
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Other
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Asset category. Credit Contracts
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Forwards
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Futures
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Options
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaptions
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaps
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Warrants
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Other
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Asset category. Equity Contracts
 
Monthly net realized gain(loss) Month 1. 0.00
 
Monthly net change in unrealized appreciation (or depreciation) Month 1. 21990.00
 
Monthly net realized gain(loss) Month 2. 0.00
 
Monthly net change in unrealized appreciation (or depreciation) Month 2. 7049.00
 
Monthly net realized gain(loss) Month 3. 7220.59
 
Monthly net change in unrealized appreciation (or depreciation) Month 3. 10129.41
 
Instrument type. Forwards
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Futures
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Options
 
Monthly net realized gain(loss) Month 1. 0.00
 
Monthly net change in unrealized appreciation (or depreciation) Month 1. 21990.00
 
Monthly net realized gain(loss) Month 2. 0.00
 
Monthly net change in unrealized appreciation (or depreciation) Month 2. 7049.00
 
Monthly net realized gain(loss) Month 3. 7220.59
 
Monthly net change in unrealized appreciation (or depreciation) Month 3. 10129.41
 
Instrument type. Swaptions
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaps
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Warrants
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Other
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Asset category. Foreign Exchange Contracts
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Forwards
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Futures
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Options
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaptions
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaps
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Warrants
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Other
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Asset category. Interest Rate Contracts
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Forwards
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Futures
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Options
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaptions
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaps
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Warrants
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Other
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Asset category. Other Contracts
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Forwards
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Futures
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Options
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaptions
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Swaps
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Warrants
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
Instrument type. Other
 
Monthly net realized gain(loss) Month 1.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 1.  
 
Monthly net realized gain(loss) Month 2.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 2.  
 
Monthly net realized gain(loss) Month 3.  
 
Monthly net change in unrealized appreciation (or depreciation) Month 3.  
 
d. 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 1
Monthly net realized gain(loss) Month 1. 0.00
 
Monthly net change in unrealized appreciation (or depreciation) Month 1. -1584107.52
 
Month 2
Monthly net realized gain(loss) Month 2. 0.00
 
Monthly net change in unrealized appreciation (or depreciation) Month 2. 32338.70
 
Month 3
Monthly net realized gain(loss) Month 3. -32380.53
 
Monthly net change in unrealized appreciation (or depreciation) Month 1. -2093453.13
 
Item B.6. Flow information.
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 1.
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). 472432.61
 
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. 0.00
 
c. Total net asset value of shares redeemed or repurchased, including exchanges. 244002.91
 
Month 2.
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). 2325015.94
 
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. 0.00
 
c. Total net asset value of shares redeemed or repurchased, including exchanges. 510032.13
 
Month 3.
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). 391552.30
 
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. 795948.66
 
c. Total net asset value of shares redeemed or repurchased, including exchanges. 1296629.82
 
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 segregated to cover or pledged to satisfy margin requirements 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
Classification Moderately Liquid Investments
Percentage of the Fund's Highly Liquid Investments that are segregated or pledged to cover the Fund's derivatives transactions.  
 
Classification Less Liquid Investments
Percentage of the Fund's Highly Liquid Investments that are segregated or pledged to cover the Fund's derivatives transactions.  
 
Classification Illiquid Investments
Percentage of the Fund's Highly Liquid Investments that are segregated or pledged to cover the Fund's derivatives transactions.  
 
Item B.9. Derivatives Exposure for Limited Derivatives Users.
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 Fundís 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 Fundís derivatives exposure exceeded 10 percent of its net assets during the reporting period.  
 
Item B.10. VaR information.
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 fundís 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 Fundís Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fundís Securities Portfolio.  
 
ii. As applicable, the index identifier for the Fundís 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

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). At&T Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300Z40J86GGSTL398
 
c. Title of the issue or description of the investment. AT&T, Inc.
 
d. CUSIP (if any). 00206R102
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US00206R1023
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 21600.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 452736.00
 
d. Percentage value compared to net assets of the Fund. 1.67
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Accenture PLC Class A, August 19, 2022 Call @ $370.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used ACN US 08/19/22 C370
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -4.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -180.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).   1 X 2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Accenture PLC
Title of issue. Accenture PLC Class A (Ireland)
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 370.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-08-19
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 2239.87
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Accenture PLC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300JY6CF6DO4YFQ03
 
c. Title of the issue or description of the investment. Accenture PLC Class A (Ireland)
 
d. CUSIP (if any). G1151C101
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. IE00B4BNMY34
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 2600.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 721890.00
 
d. Percentage value compared to net assets of the Fund. 2.66
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. IE
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Air Products and Chemicals, Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 7QEON6Y1RL5XR3R1W237
 
c. Title of the issue or description of the investment. Air Products and Chemicals, Inc.
 
d. CUSIP (if any). 009158106
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US0091581068
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 3300.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 793584.00
 
d. Percentage value compared to net assets of the Fund. 2.92
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Altria Group Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. XSGZFLO9YTNO9VCQV219
 
c. Title of the issue or description of the investment. Altria Group Inc.
 
d. CUSIP (if any). 02209S103
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US02209S1033
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 11900.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 497063.00
 
d. Percentage value compared to net assets of the Fund. 1.83
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Altria Group, Inc. September 16, 2022 Call @ $60.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used MO US 09/16/22 C60
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -16.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -64.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Altria Group Inc.
Title of issue. Altria Group Inc.
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 60.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-09-16
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 715.53
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Apple Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. HWUPKR0MPOU8FGXBT394
 
c. Title of the issue or description of the investment. Apple Inc.
 
d. CUSIP (if any). 037833100
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US0378331005
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 8700.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 1189464.00
 
d. Percentage value compared to net assets of the Fund. 4.38
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Apple, Inc., August 19, 2022 Call @ $190.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used AAPL US 08/19/22 C190
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -12.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -84.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Apple Inc.
Title of issue. Apple Inc.
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 190.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-08-19
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 5455.62
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Automatic Data Processing, Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. HGBOLILQXWER4SAL2I23
 
c. Title of the issue or description of the investment. Automatic Data Processing, Inc.
 
d. CUSIP (if any). 053015103
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US0530151036
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 3600.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 756144.00
 
d. Percentage value compared to net assets of the Fund. 2.78
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Automatic Data Processing, Inc., August 19, 2022 Call @ $250.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used ADP US 08/19/22 C250
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -5.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -250.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).   1 X 2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Automatic Data Processing, Inc.
Title of issue. Automatic Data Processing, Inc.
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 250.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-08-19
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 824.85
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). BlackRock, Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300LRIF3NWCU26A80
 
c. Title of the issue or description of the investment. BlackRock, Inc.
 
d. CUSIP (if any). 09247X101
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US09247X1019
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 1200.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 730848.00
 
d. Percentage value compared to net assets of the Fund. 2.69
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Chevron Corporation, July 15, 2022 Call @ $190.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used CVX US 07/15/22 C190
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -10.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -50.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).   1 X 2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Chevron Corporation
Title of issue. Chevron Corporation
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 190.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-07-15
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 3199.69
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Chevron Corporation
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. N/A
 
c. Title of the issue or description of the investment. Chevron Corporation
 
d. CUSIP (if any). 166764100
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US1667641005
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 7400.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 1071372.00
 
d. Percentage value compared to net assets of the Fund. 3.94
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Cisco Systems, Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 8E6NF1YAL0WT6CWXXV93
 
c. Title of the issue or description of the investment. Cisco Systems, Inc.
 
d. CUSIP (if any). 17275R102
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US17275R1023
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 9900.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 422136.00
 
d. Percentage value compared to net assets of the Fund. 1.55
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Costco Wholesale Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 29DX7H14B9S6O3FD6V18
 
c. Title of the issue or description of the investment. Costco Wholesale Corp.
 
d. CUSIP (if any). 22160K105
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US22160K1051
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 2600.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 1246128.00
 
d. Percentage value compared to net assets of the Fund. 4.59
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Costco Wholesale Corp., July 15, 2022 Calll @ $640.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used COST US 07/15/22 C640
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -4.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -20.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).   1 X 2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Costco Wholesale Corp.
Title of issue. Costco Wholesale Corp.
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 640.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-07-15
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 1799.87
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Dow Inc.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 5493003S21INSLK2IP73
 
c. Title of the issue or description of the investment. Dow Inc.
 
d. CUSIP (if any). 260543103
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US2605571031
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 7900.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 407719.00
 
d. Percentage value compared to net assets of the Fund. 1.50
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Eaton Corporation PLC, July 15, 2022 Call @ $175.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used ETN US 07/15/22 C175
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -5.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -100.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Eaton Corporation PLC
Title of issue. Eaton Corporation PLC (Ireland)
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 175.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-07-15
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 549.85
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Eaton Corporation PLC
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300VDIGTMXUNT7H71
 
c. Title of the issue or description of the investment. Eaton Corporation PLC (Ireland)
 
d. CUSIP (if any). G29183103
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. IE00B8KQN827
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 3600.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 453564.00
 
d. Percentage value compared to net assets of the Fund. 1.67
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. IE
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Exxon Mobil Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. J3WHBG0MTS7O8ZVMDC91
 
c. Title of the issue or description of the investment. Exxon Mobil Corp.
 
d. CUSIP (if any). 30231G102
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US30231G1022
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 12900.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 1104756.00
 
d. Percentage value compared to net assets of the Fund. 4.07
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Exxon Mobil Corp., August 19, 2022 Call @ $95.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used XOM US 08/19/22 C95
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -17.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -3230.00
 
d. Percentage value compared to net assets of the Fund. -0.01
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Exxon Mobil Corp.
Title of issue. Exxon Mobil Corp.
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 95.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-08-19
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 1259.48
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Fidelity Colchester Street Trust
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300SHPEJB1OPRCV46
 
c. Title of the issue or description of the investment. Fidelity Investments Money Market - Government Portfolio - Class I
 
d. CUSIP (if any). 316175108
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US3161751082
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 214197.28
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 214197.28
 
d. Percentage value compared to net assets of the Fund. 0.79
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Short-term investment vehicle
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Registered fund
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Intel Corporation
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. KNX4USFCNGPY45LOCE31
 
c. Title of the issue or description of the investment. Intel Corporation
 
d. CUSIP (if any). 458140100
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US4581401001
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 10400.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 389064.00
 
d. Percentage value compared to net assets of the Fund. 1.43
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). International Business Machines Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. VGRQXHF3J8VDLUA7XE92
 
c. Title of the issue or description of the investment. International Business Machines Corporation
 
d. CUSIP (if any). 459200101
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US4592001014
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 2900.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 409451.00
 
d. Percentage value compared to net assets of the Fund. 1.51
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Johnson & Johnson
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300G0CFPGEF6X2043
 
c. Title of the issue or description of the investment. Johnson & Johnson
 
d. CUSIP (if any). 478160104
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US4781601046
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 6200.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 1100562.00
 
d. Percentage value compared to net assets of the Fund. 4.05
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other).  
 
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Johnson & Johnson, October 21, 2022 Call @ $200.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used JNJ US 10/21/22 C200
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -9.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -909.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). X 1   2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Johnson & Johnson
Title of issue. Johnson & Johnson
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 200.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-10-21
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 475.73
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Options Clearing Corp.
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 549300CII6SLYGKNHA04
 
c. Title of the issue or description of the investment. Lamar Advertising Company - Class A, October 21, 2022 Call @ $130.00
 
d. CUSIP (if any). N/A
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN.  
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used LAMR US 10/21/22 C130
 
Description of other unique identifier. Internal Identifier
Item C.2. Amount of each investment.
Balance -14.00
Units Number of contracts
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. -210.00
 
d. Percentage value compared to net assets of the Fund. 0.00
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile.   Long   Short X N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Derivative-equity
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8.
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).   1 X 2   3   N/A
 
 
 
 
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date.  
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).  
 
ii. Annualized rate.  
 
c. Currently in default? [Y/N]   Yes   No
 
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N]   Yes   No
 
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind.   Yes   No
 
 
 
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N]   Yes   No
ii. Contingent convertible? [Y/N]   Yes   No
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
v. Delta (if applicable).  
Item C.10. For repurchase and reverse repurchase agreements, also provide:
For debt securities, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral.   Repurchase   Reverse Repurchase
 
 
 
 
 
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty.   Yes   No
 
Value  
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party?   Yes   No
d. Repurchase rate.  
e. Maturity date.  
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). Option
 
 
 
 
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Name of counterparty. Options Clearing Corp.
LEI (if any) of counterparty. 549300CII6SLYGKNHA04
c. For options and warrants, including options on a derivative (e.g., swaptions) provide
i. Type, selected from among the following (put, call). Respond call for warrants.   Put X Call
 
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. X Written   Purchased
 
iii. Description of the reference instrument
 
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
Name of issuer. Lamar Advertising Company - Class A
Title of issue. Lamar Advertising Company - Class A
iv. Number of shares or principal amount of underlying reference instrument per contract.
 
Number of shares. 100.0000
Principal amount of underlying reference instrument per contract.  
 
ISO Currency Code.  
v. Exercise price or rate. 130.000000
vi. Exercise Price Currency Code United States Dollar
vii. Expiration date. 2022-10-21
viii. Delta. 0.00
ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. 4449.57
 
 
 
Item C.12. Securities lending.
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities?   Yes X No  
 
If Yes, provide the value of the investment representing cash collateral.  
 
b. Does any portion of this investment represent non-cash collateral that is treated as a Fund asset and received for loaned securities?   Yes X No  
 
 
 
If yes, provide the value of the securities representing non-cash collateral.  
 
c. Is any portion of this investment on loan by the Fund?   Yes X No  
 
If Yes, provide the value of the securities on loan.  
 

NPORT-P: Part C: Schedule of Portfolio Investments

Report the following information for the Fund and its consolidated subsidiaries.
Item C.1. Identification of investment.
a. Name of issuer (if any). Lamar Advertising Company
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. 529900Y8WW4MKVPTB543
 
c. Title of the issue or description of the investment. Lamar Advertising Company - Class A
 
d. CUSIP (if any). 512816109
e. At least one of the following other identifiers:
Identifier. ISIN
ISIN. US5128161099
Identifier. Ticker (if ISIN is not available)
Ticker (if ISIN is not available).  
Identifier. Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used  
 
Description of other unique identifier.  
Item C.2. Amount of each investment.
Balance 10100.00
Units Number of shares
Description of other units.  
b. Currency. Indicate the currency in which the investment is denominated. United States Dollar
 
c. Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. 888497.00
 
d. Percentage value compared to net assets of the Fund. 3.27
 
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. X Long   Short   N/A  
 
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
a. Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). Equity-common
 
 
 
 
 
 
 
 
 
If “other,” provide a brief description.  
 
b. Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). Corporate
 
 
 
If “other,” provide a brief description.  
 
Item C.5. Country of investment or issuer.
a. Report the ISO country code that corresponds to the country where the issuer is organized. US
 
b. If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.  
 
 
 
Item C.6.
Is the investment a Restricted Security?   Yes X No
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments
ii. Moderately Liquid Investments
iii. Less Liquid Investments
iv. Illiquid Investments
Category. Highly Liquid Investments
Percentage. 100.00
b. If attributing multiple classification categories to the holding, indic