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James Alpha Funds Trust

Filed: 28 Apr 22, 9:33am

NPORT-P: Filer Information

ConfidentialConfidential is not checked
Filer CIK
0001829774
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? live is not checked LIVE test is not checked TEST
Would you like a Return Copy? return copy flag is not checked
Is this an electronic copy of an official filing submitted in paper format? Confirm flag is not checked

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?Override internet flag is not checked
Series ID
S000070613
Class (Contract) ID
C000224303
Class (Contract) ID
C000224304

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
James Alpha Funds Trust
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-23611
c. CIK number of Registrant
0001829774
d. LEI of Registrant
5493007JDS1R5QEQGK05

e. Address and telephone number of Registrant.
Street Address 1
515 Madison Ave
Street Address 2
City
New York
State, if applicable
Foreign country, if applicable
Zip / Postal Code
10022
Telephone number
646-201-4042

Item A.2. Information about the Series.

a. Name of Series.
Easterly Global Macro Fund
b. EDGAR series identifier (if any).
S000070613
c. LEI of Series.
5493003O5EP1NEVYV019

Item A.3. Reporting period.

a. Date of fiscal year-end.
2022-08-31
b. Date as of which information is reported.
2022-02-28

Item A.4. Final filing

Does the Fund anticipate that this will be its final filing on Form N PORT?Yes is not checked Yes No is checked 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.
20247873.17
b. Total liabilities.
12254605.03
c. Net assets.
7993268.14

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

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
384903.00999999

c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].

Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000

d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.

(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000
(ii) On a standby commitment basis:
0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
0.00000000
f. Cash and cash equivalents not reported in Parts C and D.
972658.17000000

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.
1 year.
5 years.
10 years.
30 years.
Non-Investment grade.
Maturity period.
3 month.
1 year.
5 years.
10 years.
30 years.

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

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


Item B.4. Securities lending.

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

b. Did any securities lending counterparty provide any non-cash collateral? Radio button not checked Yes Radio button checked No

Item B.5. Return information.

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

Monthly Total Return Record: 1
Monthly total returns of the Fund for each of the preceding three months – Month 1.
1.21000000
Monthly total returns of the Fund for each of the preceding three months – Month 2.
-1.02000000
Monthly total returns of the Fund for each of the preceding three months – Month 3.
-0.57000000
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000224303
Monthly Total Return Record: 2
Monthly total returns of the Fund for each of the preceding three months – Month 1.
1.24000000
Monthly total returns of the Fund for each of the preceding three months – Month 2.
-1.15000000
Monthly total returns of the Fund for each of the preceding three months – Month 3.
-0.58000000
b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
C000224304

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.
Equity Contracts
Monthly net realized gain(loss) – Month 1
7090.49000000
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-598.28000000
Monthly net realized gain(loss) – Month 2
2405.59000000
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000
Monthly net realized gain(loss) – Month 3
0.00000000
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000
Instrument type.
Option
Monthly net realized gain(loss) – Month 1
7090.49000000
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-598.28000000
Monthly net realized gain(loss) – Month 2
2405.59000000
Monthly net change in unrealized appreciation (or depreciation) – Month 2
0.00000000
Monthly net realized gain(loss) – Month 3
0.00000000
Monthly net change in unrealized appreciation (or depreciation) – Month 3
0.00000000
Asset category.
Foreign Exchange Contracts
Monthly net realized gain(loss) – Month 1
-3972.65000000
Monthly net change in unrealized appreciation (or depreciation) – Month 1
7405.54000000
Monthly net realized gain(loss) – Month 2
2882.22000000
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-2891.57000000
Monthly net realized gain(loss) – Month 3
1695.67000000
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-2694.88000000
Instrument type.
Forward
Monthly net realized gain(loss) – Month 1
-3972.65000000
Monthly net change in unrealized appreciation (or depreciation) – Month 1
7405.54000000
Monthly net realized gain(loss) – Month 2
2882.22000000
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-2891.57000000
Monthly net realized gain(loss) – Month 3
1695.67000000
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-2694.88000000
Asset category.
Other Contracts
Monthly net realized gain(loss) – Month 1
9168.42000000
Monthly net change in unrealized appreciation (or depreciation) – Month 1
20997.08000000
Monthly net realized gain(loss) – Month 2
0.00000000
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-78564.76000000
Monthly net realized gain(loss) – Month 3
-6433.41000000
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-4759.16000000
Instrument type.
Swap
Monthly net realized gain(loss) – Month 1
9168.42000000
Monthly net change in unrealized appreciation (or depreciation) – Month 1
20997.08000000
Monthly net realized gain(loss) – Month 2
0.00000000
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-78564.76000000
Monthly net realized gain(loss) – Month 3
-6433.41000000
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-4759.16000000

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
30736.43000000
Monthly net change in unrealized appreciation (or depreciation) – Month 1
-65072.31000000
Month 2
Monthly net realized gain(loss) – Month 2
6615.58000000
Monthly net change in unrealized appreciation (or depreciation) – Month 2
-20370.44000000
Month 3
Monthly net realized gain(loss) – Month 3
-12076.04000000
Monthly net change in unrealized appreciation (or depreciation) – Month 3
-22881.65000000

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).
144241.75000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
582060.45000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.
-62731.07000000
Month 2
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
273180.98000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.
-36031.71000000
Month 3
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
43252.06000000
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
0.00000000
c. Total net asset value of shares redeemed or repurchased, including exchanges.
-464975.90000000

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 is not checked Yes No is not checked No N/A is not checked 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

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
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.
CURRENCY CONTRACT - USD
d. CUSIP (if any).
N/A

At least one of the following other identifiers:

Identifier.
Ticker (if ISIN is not available)
Ticker (if ISIN is not available).
USD

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
16041.00000000
Units
Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
Switzerland Franc
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.
-89.58000000
Exchange rate.
0.91620398
Percentage value compared to net assets of the Fund.
-0.00112069304

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 is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-foreign exchange
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
N/A
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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).
Forward

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

Counterparty Record: 1
Name of counterparty.
BROWN BROTHERS HARRIMAN
LEI (if any) of counterparty.
N/A
i. Amount and description of currency sold.
Amount of currency sold.
-16041.00000000
Description of currency sold.
Switzerland Franc
ii. Amount and description of currency purchased.
Amount of currency purchased.
17418.53000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-89.58000000
i. Amount and description of currency sold.
Amount of currency sold.
-16041.00000000
Description of currency sold.
Switzerland Franc
ii. Amount and description of currency purchased.
Amount of currency purchased.
17418.53000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
-89.58000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHA CURR HEDGED MSCI EAF
d. CUSIP (if any).
46434V803

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46434V8037

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
16.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
531.36000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.006647593833

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Listed Fund 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.
549300C5D73JL0P1YC11
c. Title of the issue or description of the investment.
CORE ALTERNATIVE ETF
d. CUSIP (if any).
53656F847

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US53656F8471

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
4101.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
127048.98000000
Exchange rate.
Percentage value compared to net assets of the Fund.
1.589449744144

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Spdr Gold 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.
N/A
c. Title of the issue or description of the investment.
SPDR GOLD SHARES
d. CUSIP (if any).
78463V107

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US78463V1070

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
587.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
104709.06000000
Exchange rate.
Percentage value compared to net assets of the Fund.
1.309965563096

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
United Sts Commodi
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.
UNITED STATES COMMODITY I
d. CUSIP (if any).
911717106

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US9117171069

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
6170.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
308870.20000000
Exchange rate.
Percentage value compared to net assets of the Fund.
3.864129097012

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES MSCI GLO
d. CUSIP (if any).
46434V316

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46434V3160

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
2365.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
86319.90000000
Exchange rate.
Percentage value compared to net assets of the Fund.
1.079907473240

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
549300MGJZCNMJLBAJ67
c. Title of the issue or description of the investment.
ISHARES MSCI JAPAN ETF
d. CUSIP (if any).
46434G822

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46434G8226

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
179.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
11266.26000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.140946854311

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES MORNINGSTAR MULTI
d. CUSIP (if any).
46432F875

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46432F8757

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
738.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
16811.64000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.210322482688

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Global X Fds
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.
5493003RA4QUTSYF1N15
c. Title of the issue or description of the investment.
GLOBAL X MSCI ARGENTINA E
d. CUSIP (if any).
37950E259

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US37950E2596

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
486.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
15722.10000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.196691762676

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES AGENCY BOND ETF
d. CUSIP (if any).
464288166

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4642881662

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
411.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
47314.32000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.591927096292

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Wisdomtree 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.
549300SEVJBU47TE8855
c. Title of the issue or description of the investment.
WISDOMTREE EMRG MKTS DEBT
d. CUSIP (if any).
97717X867

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US97717X8671

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
677.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
19125.25000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.239266963963

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
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.
CURRENCY CONTRACT - USD
d. CUSIP (if any).
N/A

At least one of the following other identifiers:

Identifier.
Ticker (if ISIN is not available)
Ticker (if ISIN is not available).
USD

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
16942.00000000
Units
Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United Kingdom Pound
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.
276.38000000
Exchange rate.
0.74533396
Percentage value compared to net assets of the Fund.
0.003457659560

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 is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-foreign exchange
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
N/A
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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).
Forward

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

Counterparty Record: 1
Name of counterparty.
BROWN BROTHERS HARRIMAN
LEI (if any) of counterparty.
N/A
i. Amount and description of currency sold.
Amount of currency sold.
-16942.00000000
Description of currency sold.
United Kingdom Pound
ii. Amount and description of currency purchased.
Amount of currency purchased.
23007.13000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
276.38000000
i. Amount and description of currency sold.
Amount of currency sold.
-16942.00000000
Description of currency sold.
United Kingdom Pound
ii. Amount and description of currency purchased.
Amount of currency purchased.
23007.13000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
276.38000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
549300MGJZCNMJLBAJ67
c. Title of the issue or description of the investment.
ISHARES MSCI CHILE ETF
d. CUSIP (if any).
464286640

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4642866408

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
45.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
1170.90000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.014648576520

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES MSCI ALL COUNTRY
d. CUSIP (if any).
464288182

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4642881829

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
18.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
1415.16000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.017704397941

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES 7-10 YEAR TREASUR
d. CUSIP (if any).
464287440

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4642874402

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
1371.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
153716.52000000
Exchange rate.
Percentage value compared to net assets of the Fund.
1.923074733734

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Barclays Bank 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.
G5GSEF7VJP5I7OUK5573
c. Title of the issue or description of the investment.
IPATH SERIES B
d. CUSIP (if any).
06747R477

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US06747R4772

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
277.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
6648.00000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.083169986087

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares S&P Gsci C
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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES S&P GSCI COMMODIT
d. CUSIP (if any).
46428R107

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46428R1077

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
12327.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
256524.87000000
Exchange rate.
Percentage value compared to net assets of the Fund.
3.209261412316

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Select Sector Spdr
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.
5493008JJKIPMEX3CO91
c. Title of the issue or description of the investment.
ENERGY SELECT SECTOR SPDR
d. CUSIP (if any).
81369Y506

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US81369Y5069

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
144.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
10163.52000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.127150995337

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
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.
CURRENCY CONTRACT - USD
d. CUSIP (if any).
N/A

At least one of the following other identifiers:

Identifier.
Ticker (if ISIN is not available)
Ticker (if ISIN is not available).
USD

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
84878.00000000
Units
Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
Euro Member Countries
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.
1321.62000000
Exchange rate.
0.89086453
Percentage value compared to net assets of the Fund.
0.016534163208

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 is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-foreign exchange
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
N/A
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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).
Forward

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

Counterparty Record: 1
Name of counterparty.
BROWN BROTHERS HARRIMAN
LEI (if any) of counterparty.
N/A
i. Amount and description of currency sold.
Amount of currency sold.
-84878.00000000
Description of currency sold.
Euro Member Countries
ii. Amount and description of currency purchased.
Amount of currency purchased.
96597.61000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
1321.62000000
i. Amount and description of currency sold.
Amount of currency sold.
-84878.00000000
Description of currency sold.
Euro Member Countries
ii. Amount and description of currency purchased.
Amount of currency purchased.
96597.61000000
Description of currency purchased.
United States Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
1321.62000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ssga Active Etf 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.
549300MAXSRPQ75ICU67
c. Title of the issue or description of the investment.
SPDR DOUBLELINE TR TACT E
d. CUSIP (if any).
78467V848

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US78467V8485

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
21.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
967.68000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.012106187144

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
James Alpha Fds Tr
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.
ESTR-INC OPP-R6
d. CUSIP (if any).
470258765

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4702587654

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
221588.64700000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
2388725.61000000
Exchange rate.
Percentage value compared to net assets of the Fund.
29.88421717077

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
549300MGJZCNMJLBAJ67
c. Title of the issue or description of the investment.
ISHARES MSCI BRAZIL ETF
d. CUSIP (if any).
464286400

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4642864007

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
85.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
2795.65000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.034975055897

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ssga Active Etf 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.
549300MAXSRPQ75ICU67
c. Title of the issue or description of the investment.
SPDR SSGA MULTI-ASSET REA
d. CUSIP (if any).
78467V103

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US78467V1035

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
7413.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
214383.96000000
Exchange rate.
Percentage value compared to net assets of the Fund.
2.682056403527

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares Cdn S&P/Ts
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.
549300YTZPMRP8RYSY86
c. Title of the issue or description of the investment.
ISHARES S&P/TSX SMALLCAP
d. CUSIP (if any).
46428G200

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
CA46428G2009

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
399.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
Canada Dollar
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.
6552.90000000
Exchange rate.
1.26771000
Percentage value compared to net assets of the Fund.
0.081980234933

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
CANADA (FEDERAL LEVEL)
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Highland Fds I
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.
549300D4RVXJJ0JOL180
c. Title of the issue or description of the investment.
HIGHLAND/IBOXX SENIOR LOA
d. CUSIP (if any).
430101774

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4301017749

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
3477.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
54484.59000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.681630955520

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
James Alpha Fds Tr
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.
ESTR HDG EQ F-R6
d. CUSIP (if any).
470258641

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4702586417

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
17555.37600000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
183102.57000000
Exchange rate.
Percentage value compared to net assets of the Fund.
2.290709717139

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
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.
CURRENCY CONTRACT - AUD
d. CUSIP (if any).
N/A

At least one of the following other identifiers:

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
CCTAUD__00085380
Description of other unique identifier.
Internal ID

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
3208.79000000
Units
Number of contracts
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
35.33000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.000441996932

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 is not checked Long Short is not checked Short N/A is checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Derivative-foreign exchange
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Corporate

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
N/A
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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).
Forward

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

Counterparty Record: 1
Name of counterparty.
BROWN BROTHERS HARRIMAN
LEI (if any) of counterparty.
N/A
i. Amount and description of currency sold.
Amount of currency sold.
-3208.79000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
4466.00000000
Description of currency purchased.
Australia Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
35.33000000
i. Amount and description of currency sold.
Amount of currency sold.
-3208.79000000
Description of currency sold.
United States Dollar
ii. Amount and description of currency purchased.
Amount of currency purchased.
4466.00000000
Description of currency purchased.
Australia Dollar
iii. Settlement date.
2022-03-23
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
35.33000000

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493002YECWEEITPWL97
c. Title of the issue or description of the investment.
BLACKROCK ULTRA
d. CUSIP (if any).
46434V878

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46434V8789

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
238.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
11969.02000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.149738752539

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Invesco Db Multi-Sector Comm Tr
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.
549300W6SL18JV44UR66
c. Title of the issue or description of the investment.
INVESCO DB AGRICULTURE FU
d. CUSIP (if any).
46140H106

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46140H1068

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
328.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
6865.04000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.085885270952

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Invesco Exchange Traded Fund Trust II
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.
O540V2L4S174Y60FMD36
c. Title of the issue or description of the investment.
INVESCO KBW HIGH DIVIDEND
d. CUSIP (if any).
46138E610

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46138E6106

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
502.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
9578.16000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.119827833024

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Litman Gregory Fds Tr
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.
549300RB4CD8N2IPVU55
c. Title of the issue or description of the investment.
IMGP DBI MANAGED
d. CUSIP (if any).
53700T827

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US53700T8273

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
12970.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
346363.85000000
Exchange rate.
Percentage value compared to net assets of the Fund.
4.333194432283

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Proshares Trust Ii
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.
549300SM22FHGJRWS154
c. Title of the issue or description of the investment.
PROSHARES ULTRAS
d. CUSIP (if any).
74347Y862

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US74347Y8628

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
3516.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
28866.36000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.361133387425

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES LATIN AMERICA 40
d. CUSIP (if any).
464287390

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US4642873909

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
515.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
13853.50000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.173314591195

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ishares 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.
5493000860OXIC4B5K91
c. Title of the issue or description of the investment.
ISHARES 0-5 YEAR TIPS BON
d. CUSIP (if any).
46429B747

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US46429B7477

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
475.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
50321.50000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.629548504049

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Vanguard Scottsdal
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.
549300Y88GQ3VLJIBX57
c. Title of the issue or description of the investment.
VANGUARD LONG-TERM TREASU
d. CUSIP (if any).
92206C847

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US92206C8477

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
138.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
11666.52000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.145954318004

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Barclays Bank 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.
G5GSEF7VJP5I7OUK5573
c. Title of the issue or description of the investment.
IPATH SERIES B BLOOMBERG
d. CUSIP (if any).
06746P522

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US06746P5228

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
96.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
7580.75000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.094839180510

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
VanEck ETF 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.
549300ZLFKNTXC51ZN76
c. Title of the issue or description of the investment.
VANECK RUSSIA ET
d. CUSIP (if any).
92189F403

At least one of the following other identifiers:

Identifier.
ISIN
ISIN
US92189F4037

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
463.00000000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
5023.55000000
Exchange rate.
Percentage value compared to net assets of the Fund.
0.062847259869

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Equity-common
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
Registered fund

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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:

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
N/A
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.
GSVILG10
d. CUSIP (if any).
N/A

At least one of the following other identifiers:

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
GSVILG10L 00001
Description of other unique identifier.
Internal ID

Item C.2. Amount of each investment.

Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.

Balance
1521.07640000
Units
Number of shares
Description of other units.
Currency. Indicate the currency in which the investment is denominated.
United States Dollar
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.
-3422.42000000
Exchange rate.
Percentage value compared to net assets of the Fund.
-0.04281627914

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 is checked Long Short is not checked Short N/A is not checked N/A

Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.

Item C.5. Country of investment or issuer.

Report the ISO country code that corresponds to the country where the issuer is organized.
UNITED STATES OF AMERICA
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?

Is the investment a Restricted Security? Yes is not checked Yes No is checked 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.
N/A

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 (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).

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 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked 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 is not checked Yes No is not checked No
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked 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 is not checked Yes No is not checked No

f. For convertible securities, also provide:

i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked 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.

v. Delta (if applicable).

Item C.10. For repurchase and reverse repurchase agreements, 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 is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

b. Counterparty.

i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

ii. If N, provide the name and LEI (if any) of counterparty.

c. Tri-party? Yes is not checked Yes No is not checked 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).
Swap

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

Counterparty Record: 1
Name of counterparty.
GOLDMAN SACHS
LEI (if any) of counterparty.
N/A

2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.

If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.

Index name.
N/A
Index identifier, if any.
N/A

If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.

Narrative description.

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2900 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2900 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3342.78000000
ISO Currency Code.
United States Dollar
iv. Value.
3.99000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P1800 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P1800 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
501.94000000
ISO Currency Code.
United States Dollar
iv. Value.
0.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
14382.44000000
ISO Currency Code.
United States Dollar
iv. Value.
35.72000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1192.31000000
ISO Currency Code.
United States Dollar
iv. Value.
0.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
903.69000000
ISO Currency Code.
United States Dollar
iv. Value.
25.62000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2430.98000000
ISO Currency Code.
United States Dollar
iv. Value.
11.03000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3870 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3870 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
451.79000000
ISO Currency Code.
United States Dollar
iv. Value.
3.94000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1583.28000000
ISO Currency Code.
United States Dollar
iv. Value.
24.74000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2594.35000000
ISO Currency Code.
United States Dollar
iv. Value.
33.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3275 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3275 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1774.23000000
ISO Currency Code.
United States Dollar
iv. Value.
29.68000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2397.19000000
ISO Currency Code.
United States Dollar
iv. Value.
74.49000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1055.52000000
ISO Currency Code.
United States Dollar
iv. Value.
8.71000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
727.83000000
ISO Currency Code.
United States Dollar
iv. Value.
5.23000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5074.74000000
ISO Currency Code.
United States Dollar
iv. Value.
4.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2400 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2400 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2358.52000000
ISO Currency Code.
United States Dollar
iv. Value.
15.58000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P2700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P2700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
374.88000000
ISO Currency Code.
United States Dollar
iv. Value.
2.45000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
435.11000000
ISO Currency Code.
United States Dollar
iv. Value.
0.24000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4771.17000000
ISO Currency Code.
United States Dollar
iv. Value.
14.43000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3620 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3620 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
451.79000000
ISO Currency Code.
United States Dollar
iv. Value.
2.02000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3245.08000000
ISO Currency Code.
United States Dollar
iv. Value.
0.22000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
469.54000000
ISO Currency Code.
United States Dollar
iv. Value.
6.02000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2250 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2250 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
12410.92000000
ISO Currency Code.
United States Dollar
iv. Value.
0.63000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
16873.67000000
ISO Currency Code.
United States Dollar
iv. Value.
62.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2825 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2825 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10936.29000000
ISO Currency Code.
United States Dollar
iv. Value.
2.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3923.26000000
ISO Currency Code.
United States Dollar
iv. Value.
48.79000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3675 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3675 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1335.68000000
ISO Currency Code.
United States Dollar
iv. Value.
19.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3100 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3100 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
886.67000000
ISO Currency Code.
United States Dollar
iv. Value.
1.42000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2550 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2550 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
11817.41000000
ISO Currency Code.
United States Dollar
iv. Value.
31.35000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 4375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 4375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
14327.71000000
ISO Currency Code.
United States Dollar
iv. Value.
-13.88000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2631.18000000
ISO Currency Code.
United States Dollar
iv. Value.
8.87000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
252.61000000
ISO Currency Code.
United States Dollar
iv. Value.
1.39000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5268.41000000
ISO Currency Code.
United States Dollar
iv. Value.
35.71000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3125 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3125 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4907.70000000
ISO Currency Code.
United States Dollar
iv. Value.
82.59000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1996.29000000
ISO Currency Code.
United States Dollar
iv. Value.
18.14000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3770 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3770 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
800.47000000
ISO Currency Code.
United States Dollar
iv. Value.
13.88000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7169.01000000
ISO Currency Code.
United States Dollar
iv. Value.
68.81000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P2700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P2700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1687.59000000
ISO Currency Code.
United States Dollar
iv. Value.
7.13000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P2850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P2850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2620.43000000
ISO Currency Code.
United States Dollar
iv. Value.
48.65000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P2900 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P2900 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2093.32000000
ISO Currency Code.
United States Dollar
iv. Value.
17.79000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2575 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2575 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7774.12000000
ISO Currency Code.
United States Dollar
iv. Value.
21.30000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3125 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3125 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7663.96000000
ISO Currency Code.
United States Dollar
iv. Value.
88.45000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3575 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3575 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3979.80000000
ISO Currency Code.
United States Dollar
iv. Value.
112.07000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
440.51000000
ISO Currency Code.
United States Dollar
iv. Value.
0.33000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7411.26000000
ISO Currency Code.
United States Dollar
iv. Value.
9.52000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3100 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3100 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1475.13000000
ISO Currency Code.
United States Dollar
iv. Value.
5.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3540 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3540 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
670.05000000
ISO Currency Code.
United States Dollar
iv. Value.
2.48000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1719.14000000
ISO Currency Code.
United States Dollar
iv. Value.
45.96000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1254.66000000
ISO Currency Code.
United States Dollar
iv. Value.
7.39000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1984.75000000
ISO Currency Code.
United States Dollar
iv. Value.
15.34000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4620.90000000
ISO Currency Code.
United States Dollar
iv. Value.
31.67000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5336.74000000
ISO Currency Code.
United States Dollar
iv. Value.
110.20000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3554.76000000
ISO Currency Code.
United States Dollar
iv. Value.
2.14000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2361.22000000
ISO Currency Code.
United States Dollar
iv. Value.
18.49000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3304.13000000
ISO Currency Code.
United States Dollar
iv. Value.
34.97000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1496.77000000
ISO Currency Code.
United States Dollar
iv. Value.
54.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3400 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3400 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
744.74000000
ISO Currency Code.
United States Dollar
iv. Value.
6.70000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3025 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3025 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2691.84000000
ISO Currency Code.
United States Dollar
iv. Value.
9.19000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3125 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3125 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6418.81000000
ISO Currency Code.
United States Dollar
iv. Value.
48.45000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3925 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3925 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
682.88000000
ISO Currency Code.
United States Dollar
iv. Value.
12.17000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3550 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3550 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1099.52000000
ISO Currency Code.
United States Dollar
iv. Value.
16.10000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6949.20000000
ISO Currency Code.
United States Dollar
iv. Value.
1.00000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
301.38000000
ISO Currency Code.
United States Dollar
iv. Value.
11.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2996.12000000
ISO Currency Code.
United States Dollar
iv. Value.
58.42000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
909.50000000
ISO Currency Code.
United States Dollar
iv. Value.
23.13000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2229.00000000
ISO Currency Code.
United States Dollar
iv. Value.
74.71000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3920 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3920 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
312.38000000
ISO Currency Code.
United States Dollar
iv. Value.
5.51000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 4380 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 4380 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
19722.64000000
ISO Currency Code.
United States Dollar
iv. Value.
-82.24000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2242.06000000
ISO Currency Code.
United States Dollar
iv. Value.
65.54000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3525 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3525 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3878.40000000
ISO Currency Code.
United States Dollar
iv. Value.
43.26000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1260.19000000
ISO Currency Code.
United States Dollar
iv. Value.
2.39000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3276.38000000
ISO Currency Code.
United States Dollar
iv. Value.
4.87000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3730 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3730 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
428.18000000
ISO Currency Code.
United States Dollar
iv. Value.
5.08000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3304.15000000
ISO Currency Code.
United States Dollar
iv. Value.
3.07000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3740 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3740 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
89.24000000
ISO Currency Code.
United States Dollar
iv. Value.
0.55000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6821.96000000
ISO Currency Code.
United States Dollar
iv. Value.
44.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3790 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3790 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
670.05000000
ISO Currency Code.
United States Dollar
iv. Value.
4.69000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2075 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2075 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
64.01000000
ISO Currency Code.
United States Dollar
iv. Value.
0.28000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
793.30000000
ISO Currency Code.
United States Dollar
iv. Value.
8.10000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4519.07000000
ISO Currency Code.
United States Dollar
iv. Value.
55.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
429.85000000
ISO Currency Code.
United States Dollar
iv. Value.
5.88000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 4375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 4375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
14638.54000000
ISO Currency Code.
United States Dollar
iv. Value.
-43.32000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1723.94000000
ISO Currency Code.
United States Dollar
iv. Value.
53.63000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
981.91000000
ISO Currency Code.
United States Dollar
iv. Value.
15.63000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3725 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3725 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2001.17000000
ISO Currency Code.
United States Dollar
iv. Value.
73.97000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3820 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3820 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
513.99000000
ISO Currency Code.
United States Dollar
iv. Value.
11.86000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2430.98000000
ISO Currency Code.
United States Dollar
iv. Value.
6.27000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3250 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3250 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
14013.61000000
ISO Currency Code.
United States Dollar
iv. Value.
278.24000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10887.08000000
ISO Currency Code.
United States Dollar
iv. Value.
238.51000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9219.30000000
ISO Currency Code.
United States Dollar
iv. Value.
14.37000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3525 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3525 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4742.69000000
ISO Currency Code.
United States Dollar
iv. Value.
84.45000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 4375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 4375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
15299.88000000
ISO Currency Code.
United States Dollar
iv. Value.
-13.46000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P2800 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P2800 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
975.17000000
ISO Currency Code.
United States Dollar
iv. Value.
2.42000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3250 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3250 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3532.75000000
ISO Currency Code.
United States Dollar
iv. Value.
57.11000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1217.69000000
ISO Currency Code.
United States Dollar
iv. Value.
2.10000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P2700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P2700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9474.31000000
ISO Currency Code.
United States Dollar
iv. Value.
83.24000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 4380 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 4380 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
18248.31000000
ISO Currency Code.
United States Dollar
iv. Value.
-79.43000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2879.18000000
ISO Currency Code.
United States Dollar
iv. Value.
70.80000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5954.17000000
ISO Currency Code.
United States Dollar
iv. Value.
1.19000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3910 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3910 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1060.61000000
ISO Currency Code.
United States Dollar
iv. Value.
23.80000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2900 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2900 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3480.09000000
ISO Currency Code.
United States Dollar
iv. Value.
43.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1220.22000000
ISO Currency Code.
United States Dollar
iv. Value.
16.07000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7932.50000000
ISO Currency Code.
United States Dollar
iv. Value.
96.61000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1961.91000000
ISO Currency Code.
United States Dollar
iv. Value.
44.93000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2199.10000000
ISO Currency Code.
United States Dollar
iv. Value.
13.22000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3825 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3825 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
605.58000000
ISO Currency Code.
United States Dollar
iv. Value.
4.66000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3725 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3725 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1403.90000000
ISO Currency Code.
United States Dollar
iv. Value.
27.57000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P1700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P1700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1332.50000000
ISO Currency Code.
United States Dollar
iv. Value.
1.07000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6608.73000000
ISO Currency Code.
United States Dollar
iv. Value.
104.99000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
416.75000000
ISO Currency Code.
United States Dollar
iv. Value.
4.25000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3192.71000000
ISO Currency Code.
United States Dollar
iv. Value.
0.13000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2022.26000000
ISO Currency Code.
United States Dollar
iv. Value.
16.75000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P2850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P2850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4460.93000000
ISO Currency Code.
United States Dollar
iv. Value.
11.87000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3954.38000000
ISO Currency Code.
United States Dollar
iv. Value.
41.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3100 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3100 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4552.01000000
ISO Currency Code.
United States Dollar
iv. Value.
43.29000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3920 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3920 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1022.35000000
ISO Currency Code.
United States Dollar
iv. Value.
23.37000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
15582.49000000
ISO Currency Code.
United States Dollar
iv. Value.
78.99000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P2700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P2700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3036.03000000
ISO Currency Code.
United States Dollar
iv. Value.
38.17000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3335.28000000
ISO Currency Code.
United States Dollar
iv. Value.
53.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3775 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3775 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
930.51000000
ISO Currency Code.
United States Dollar
iv. Value.
16.29000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P2900 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P2900 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2226.59000000
ISO Currency Code.
United States Dollar
iv. Value.
43.90000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P2700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P2700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4462.58000000
ISO Currency Code.
United States Dollar
iv. Value.
34.74000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
332.48000000
ISO Currency Code.
United States Dollar
iv. Value.
1.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2272.90000000
ISO Currency Code.
United States Dollar
iv. Value.
39.11000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3250 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3250 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2633.62000000
ISO Currency Code.
United States Dollar
iv. Value.
61.79000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3525 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3525 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3194.82000000
ISO Currency Code.
United States Dollar
iv. Value.
91.19000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1207.87000000
ISO Currency Code.
United States Dollar
iv. Value.
12.90000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3670 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3670 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
538.94000000
ISO Currency Code.
United States Dollar
iv. Value.
2.74000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3675 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3675 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
143.85000000
ISO Currency Code.
United States Dollar
iv. Value.
1.53000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3730 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3730 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
525.33000000
ISO Currency Code.
United States Dollar
iv. Value.
8.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P2850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P2850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
72.43000000
ISO Currency Code.
United States Dollar
iv. Value.
0.37000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1121.59000000
ISO Currency Code.
United States Dollar
iv. Value.
1.10000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3890 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3890 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
825.94000000
ISO Currency Code.
United States Dollar
iv. Value.
13.68000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3910 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3910 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
772.32000000
ISO Currency Code.
United States Dollar
iv. Value.
13.33000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2365.16000000
ISO Currency Code.
United States Dollar
iv. Value.
66.80000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3960 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3960 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
536.10000000
ISO Currency Code.
United States Dollar
iv. Value.
6.00000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3631.57000000
ISO Currency Code.
United States Dollar
iv. Value.
139.33000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3025 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3025 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6980.16000000
ISO Currency Code.
United States Dollar
iv. Value.
70.21000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1758.91000000
ISO Currency Code.
United States Dollar
iv. Value.
55.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3840 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3840 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
783.78000000
ISO Currency Code.
United States Dollar
iv. Value.
11.69000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6587.59000000
ISO Currency Code.
United States Dollar
iv. Value.
12.91000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
12019.49000000
ISO Currency Code.
United States Dollar
iv. Value.
108.98000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
13241.75000000
ISO Currency Code.
United States Dollar
iv. Value.
76.18000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4238.41000000
ISO Currency Code.
United States Dollar
iv. Value.
99.76000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
986.33000000
ISO Currency Code.
United States Dollar
iv. Value.
23.02000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3730 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3730 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1449.37000000
ISO Currency Code.
United States Dollar
iv. Value.
8.65000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P2850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P2850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1220.22000000
ISO Currency Code.
United States Dollar
iv. Value.
8.25000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3550 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3550 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1713.28000000
ISO Currency Code.
United States Dollar
iv. Value.
58.46000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1574.74000000
ISO Currency Code.
United States Dollar
iv. Value.
46.03000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
593.54000000
ISO Currency Code.
United States Dollar
iv. Value.
0.40000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3825 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3825 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
142.14000000
ISO Currency Code.
United States Dollar
iv. Value.
3.31000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3890 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3890 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
390.42000000
ISO Currency Code.
United States Dollar
iv. Value.
3.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2250 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2250 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2078.24000000
ISO Currency Code.
United States Dollar
iv. Value.
11.33000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P4030 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P4030 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
417.63000000
ISO Currency Code.
United States Dollar
iv. Value.
11.66000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2575 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2575 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10268.94000000
ISO Currency Code.
United States Dollar
iv. Value.
1.28000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6482.57000000
ISO Currency Code.
United States Dollar
iv. Value.
51.50000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1625.79000000
ISO Currency Code.
United States Dollar
iv. Value.
22.55000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1756.68000000
ISO Currency Code.
United States Dollar
iv. Value.
7.49000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
13265.22000000
ISO Currency Code.
United States Dollar
iv. Value.
146.75000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3760 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3760 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
59.38000000
ISO Currency Code.
United States Dollar
iv. Value.
0.38000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
543.01000000
ISO Currency Code.
United States Dollar
iv. Value.
0.38000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3780 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3780 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
563.51000000
ISO Currency Code.
United States Dollar
iv. Value.
12.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
8942.56000000
ISO Currency Code.
United States Dollar
iv. Value.
40.41000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2148.67000000
ISO Currency Code.
United States Dollar
iv. Value.
50.70000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7816.34000000
ISO Currency Code.
United States Dollar
iv. Value.
119.66000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2550 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2550 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
12235.76000000
ISO Currency Code.
United States Dollar
iv. Value.
1.44000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9010.82000000
ISO Currency Code.
United States Dollar
iv. Value.
210.81000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2400 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2400 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
886.67000000
ISO Currency Code.
United States Dollar
iv. Value.
0.49000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3314.41000000
ISO Currency Code.
United States Dollar
iv. Value.
54.53000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3940 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3940 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
149.36000000
ISO Currency Code.
United States Dollar
iv. Value.
1.58000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10186.59000000
ISO Currency Code.
United States Dollar
iv. Value.
320.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2256.14000000
ISO Currency Code.
United States Dollar
iv. Value.
22.75000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3325 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3325 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2247.00000000
ISO Currency Code.
United States Dollar
iv. Value.
57.97000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P2975 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P2975 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2196.18000000
ISO Currency Code.
United States Dollar
iv. Value.
6.97000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P2300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P2300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6882.47000000
ISO Currency Code.
United States Dollar
iv. Value.
65.33000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3100 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3100 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6512.48000000
ISO Currency Code.
United States Dollar
iv. Value.
36.50000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2825 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2825 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3048.22000000
ISO Currency Code.
United States Dollar
iv. Value.
34.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3575 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3575 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1742.07000000
ISO Currency Code.
United States Dollar
iv. Value.
15.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2925 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2925 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6473.73000000
ISO Currency Code.
United States Dollar
iv. Value.
28.26000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9176.94000000
ISO Currency Code.
United States Dollar
iv. Value.
89.54000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4427.12000000
ISO Currency Code.
United States Dollar
iv. Value.
23.29000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P2850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P2850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
474.23000000
ISO Currency Code.
United States Dollar
iv. Value.
7.20000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10529.68000000
ISO Currency Code.
United States Dollar
iv. Value.
195.70000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6447.53000000
ISO Currency Code.
United States Dollar
iv. Value.
27.67000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3490.14000000
ISO Currency Code.
United States Dollar
iv. Value.
60.69000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
455.24000000
ISO Currency Code.
United States Dollar
iv. Value.
7.21000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4396.17000000
ISO Currency Code.
United States Dollar
iv. Value.
0.26000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3550 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3550 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1583.28000000
ISO Currency Code.
United States Dollar
iv. Value.
38.90000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1892.81000000
ISO Currency Code.
United States Dollar
iv. Value.
1.81000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4808.52000000
ISO Currency Code.
United States Dollar
iv. Value.
16.57000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3025 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3025 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
8376.94000000
ISO Currency Code.
United States Dollar
iv. Value.
42.10000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3719.91000000
ISO Currency Code.
United States Dollar
iv. Value.
69.08000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6633.24000000
ISO Currency Code.
United States Dollar
iv. Value.
15.98000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3100 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3100 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5147.30000000
ISO Currency Code.
United States Dollar
iv. Value.
99.80000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P1750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P1750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2077.81000000
ISO Currency Code.
United States Dollar
iv. Value.
1.80000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
18795.58000000
ISO Currency Code.
United States Dollar
iv. Value.
0.55000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2275 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2275 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1049.75000000
ISO Currency Code.
United States Dollar
iv. Value.
1.94000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1677.36000000
ISO Currency Code.
United States Dollar
iv. Value.
22.27000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10207.30000000
ISO Currency Code.
United States Dollar
iv. Value.
29.83000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3400 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3400 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
91.89000000
ISO Currency Code.
United States Dollar
iv. Value.
0.58000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5661.60000000
ISO Currency Code.
United States Dollar
iv. Value.
184.00000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3853.03000000
ISO Currency Code.
United States Dollar
iv. Value.
24.67000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P2750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P2750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2341.39000000
ISO Currency Code.
United States Dollar
iv. Value.
10.55000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3825 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3825 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3281.34000000
ISO Currency Code.
United States Dollar
iv. Value.
62.99000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3800 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3800 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
632.16000000
ISO Currency Code.
United States Dollar
iv. Value.
8.68000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1152.89000000
ISO Currency Code.
United States Dollar
iv. Value.
23.77000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2881.15000000
ISO Currency Code.
United States Dollar
iv. Value.
1.35000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2375.66000000
ISO Currency Code.
United States Dollar
iv. Value.
59.44000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P2800 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P2800 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4768.41000000
ISO Currency Code.
United States Dollar
iv. Value.
30.12000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3075 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3075 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2315.87000000
ISO Currency Code.
United States Dollar
iv. Value.
8.52000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3525 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3525 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1130.33000000
ISO Currency Code.
United States Dollar
iv. Value.
29.73000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3550 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3550 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
206.49000000
ISO Currency Code.
United States Dollar
iv. Value.
2.41000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2975 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2975 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9203.34000000
ISO Currency Code.
United States Dollar
iv. Value.
127.23000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P2650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P2650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5713.60000000
ISO Currency Code.
United States Dollar
iv. Value.
22.63000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2400 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2400 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9465.33000000
ISO Currency Code.
United States Dollar
iv. Value.
20.67000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 4385 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 4385 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9087.93000000
ISO Currency Code.
United States Dollar
iv. Value.
-36.09000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
636.51000000
ISO Currency Code.
United States Dollar
iv. Value.
10.43000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9854.67000000
ISO Currency Code.
United States Dollar
iv. Value.
16.34000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2875 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2875 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3440.25000000
ISO Currency Code.
United States Dollar
iv. Value.
3.95000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1166.58000000
ISO Currency Code.
United States Dollar
iv. Value.
17.77000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P1650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P1650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
551.41000000
ISO Currency Code.
United States Dollar
iv. Value.
0.41000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6845.72000000
ISO Currency Code.
United States Dollar
iv. Value.
49.75000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
740.07000000
ISO Currency Code.
United States Dollar
iv. Value.
2.62000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3250 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3250 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
865.14000000
ISO Currency Code.
United States Dollar
iv. Value.
0.50000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
9839.73000000
ISO Currency Code.
United States Dollar
iv. Value.
1.73000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2800 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2800 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
645.66000000
ISO Currency Code.
United States Dollar
iv. Value.
0.66000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1707.72000000
ISO Currency Code.
United States Dollar
iv. Value.
4.19000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
11749.00000000
ISO Currency Code.
United States Dollar
iv. Value.
70.88000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4085.61000000
ISO Currency Code.
United States Dollar
iv. Value.
36.24000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
200.74000000
ISO Currency Code.
United States Dollar
iv. Value.
0.96000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
54.38000000
ISO Currency Code.
United States Dollar
iv. Value.
0.07000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
418.88000000
ISO Currency Code.
United States Dollar
iv. Value.
7.89000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4068.77000000
ISO Currency Code.
United States Dollar
iv. Value.
18.90000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2091.44000000
ISO Currency Code.
United States Dollar
iv. Value.
12.00000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3670 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3670 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
105.42000000
ISO Currency Code.
United States Dollar
iv. Value.
1.52000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3810 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3810 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1214.19000000
ISO Currency Code.
United States Dollar
iv. Value.
8.98000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3475 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3475 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3222.97000000
ISO Currency Code.
United States Dollar
iv. Value.
106.44000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
10529.80000000
ISO Currency Code.
United States Dollar
iv. Value.
95.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
950.08000000
ISO Currency Code.
United States Dollar
iv. Value.
11.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
17219.70000000
ISO Currency Code.
United States Dollar
iv. Value.
11.29000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
855.89000000
ISO Currency Code.
United States Dollar
iv. Value.
17.54000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
908.13000000
ISO Currency Code.
United States Dollar
iv. Value.
30.48000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6574.38000000
ISO Currency Code.
United States Dollar
iv. Value.
126.29000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1263.06000000
ISO Currency Code.
United States Dollar
iv. Value.
8.66000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1459.52000000
ISO Currency Code.
United States Dollar
iv. Value.
14.33000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6319.74000000
ISO Currency Code.
United States Dollar
iv. Value.
43.10000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2525 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2525 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7156.28000000
ISO Currency Code.
United States Dollar
iv. Value.
55.41000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3075 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3075 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1439.95000000
ISO Currency Code.
United States Dollar
iv. Value.
2.22000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3700 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3700 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1940.94000000
ISO Currency Code.
United States Dollar
iv. Value.
3.30000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1961.91000000
ISO Currency Code.
United States Dollar
iv. Value.
28.61000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3000 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3000 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3098.31000000
ISO Currency Code.
United States Dollar
iv. Value.
56.78000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3075 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3075 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3293.63000000
ISO Currency Code.
United States Dollar
iv. Value.
1.32000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3067.97000000
ISO Currency Code.
United States Dollar
iv. Value.
28.81000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3720 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3720 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
677.42000000
ISO Currency Code.
United States Dollar
iv. Value.
1.23000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1566.32000000
ISO Currency Code.
United States Dollar
iv. Value.
50.19000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
224.04000000
ISO Currency Code.
United States Dollar
iv. Value.
6.11000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
8569.68000000
ISO Currency Code.
United States Dollar
iv. Value.
258.04000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2250 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2250 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2217.70000000
ISO Currency Code.
United States Dollar
iv. Value.
3.96000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2875 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2875 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5034.20000000
ISO Currency Code.
United States Dollar
iv. Value.
20.52000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P2750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P2750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
290.65000000
ISO Currency Code.
United States Dollar
iv. Value.
4.78000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3760 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3760 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
793.30000000
ISO Currency Code.
United States Dollar
iv. Value.
13.51000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3525 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3525 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
544.37000000
ISO Currency Code.
United States Dollar
iv. Value.
1.94000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3820 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3820 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
485.24000000
ISO Currency Code.
United States Dollar
iv. Value.
3.69000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3940 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3940 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
51.97000000
ISO Currency Code.
United States Dollar
iv. Value.
0.96000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2725 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2725 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1552.03000000
ISO Currency Code.
United States Dollar
iv. Value.
5.17000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
934.40000000
ISO Currency Code.
United States Dollar
iv. Value.
18.79000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P2950 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P2950 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3267.31000000
ISO Currency Code.
United States Dollar
iv. Value.
68.40000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3980 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3980 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
562.22000000
ISO Currency Code.
United States Dollar
iv. Value.
14.35000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3975 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3975 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
800.47000000
ISO Currency Code.
United States Dollar
iv. Value.
23.95000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1208.70000000
ISO Currency Code.
United States Dollar
iv. Value.
32.11000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2775 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2775 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2322.78000000
ISO Currency Code.
United States Dollar
iv. Value.
8.27000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3150 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3150 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6375.13000000
ISO Currency Code.
United States Dollar
iv. Value.
140.93000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P2900 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P2900 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3931.90000000
ISO Currency Code.
United States Dollar
iv. Value.
59.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P2900 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P2900 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
938.78000000
ISO Currency Code.
United States Dollar
iv. Value.
5.17000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2875 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2875 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
13059.50000000
ISO Currency Code.
United States Dollar
iv. Value.
3.49000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/17/23 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/17/23 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
386.27000000
ISO Currency Code.
United States Dollar
iv. Value.
13.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3590 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3590 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1136.54000000
ISO Currency Code.
United States Dollar
iv. Value.
1.40000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 4375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 4375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
51367.61000000
ISO Currency Code.
United States Dollar
iv. Value.
-148.80000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3800 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3800 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
313.17000000
ISO Currency Code.
United States Dollar
iv. Value.
5.74000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P2400 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P2400 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2942.73000000
ISO Currency Code.
United States Dollar
iv. Value.
13.16000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3075 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3075 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2880.71000000
ISO Currency Code.
United States Dollar
iv. Value.
26.45000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2938.10000000
ISO Currency Code.
United States Dollar
iv. Value.
5.62000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3796.38000000
ISO Currency Code.
United States Dollar
iv. Value.
29.34000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P1850 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P1850 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1730.39000000
ISO Currency Code.
United States Dollar
iv. Value.
1.75000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2725 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2725 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
11198.69000000
ISO Currency Code.
United States Dollar
iv. Value.
2.10000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3100 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3100 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
754.73000000
ISO Currency Code.
United States Dollar
iv. Value.
18.90000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6225.71000000
ISO Currency Code.
United States Dollar
iv. Value.
161.07000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P3200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P3200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1288.22000000
ISO Currency Code.
United States Dollar
iv. Value.
21.83000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P2200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P2200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
290.65000000
ISO Currency Code.
United States Dollar
iv. Value.
2.43000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
12509.44000000
ISO Currency Code.
United States Dollar
iv. Value.
16.96000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2000 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2000 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5476.14000000
ISO Currency Code.
United States Dollar
iv. Value.
0.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P2925 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P2925 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5994.28000000
ISO Currency Code.
United States Dollar
iv. Value.
17.72000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3275 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3275 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5283.58000000
ISO Currency Code.
United States Dollar
iv. Value.
26.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
986.15000000
ISO Currency Code.
United States Dollar
iv. Value.
31.64000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3625 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3625 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
637.70000000
ISO Currency Code.
United States Dollar
iv. Value.
8.50000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3970 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3970 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
209.57000000
ISO Currency Code.
United States Dollar
iv. Value.
5.25000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 02/17/23 P3450 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 02/17/23 P3450 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5531.88000000
ISO Currency Code.
United States Dollar
iv. Value.
166.84000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
795.76000000
ISO Currency Code.
United States Dollar
iv. Value.
4.94000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3075 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3075 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7131.13000000
ISO Currency Code.
United States Dollar
iv. Value.
112.40000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3875 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3875 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1582.33000000
ISO Currency Code.
United States Dollar
iv. Value.
25.40000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1933.34000000
ISO Currency Code.
United States Dollar
iv. Value.
16.31000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2825 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2825 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6520.68000000
ISO Currency Code.
United States Dollar
iv. Value.
24.83000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3610 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3610 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1055.52000000
ISO Currency Code.
United States Dollar
iv. Value.
4.61000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3710 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3710 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1357.39000000
ISO Currency Code.
United States Dollar
iv. Value.
2.38000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2725 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2725 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6868.86000000
ISO Currency Code.
United States Dollar
iv. Value.
68.63000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3551.30000000
ISO Currency Code.
United States Dollar
iv. Value.
30.25000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P2650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P2650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6169.27000000
ISO Currency Code.
United States Dollar
iv. Value.
37.82000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
663.22000000
ISO Currency Code.
United States Dollar
iv. Value.
3.50000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P2500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P2500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1625.79000000
ISO Currency Code.
United States Dollar
iv. Value.
11.07000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P1900 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P1900 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2925.68000000
ISO Currency Code.
United States Dollar
iv. Value.
3.19000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3550 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3550 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2123.25000000
ISO Currency Code.
United States Dollar
iv. Value.
39.29000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3580 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3580 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
605.58000000
ISO Currency Code.
United States Dollar
iv. Value.
2.46000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P2200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P2200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2852.38000000
ISO Currency Code.
United States Dollar
iv. Value.
4.76000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3275 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3275 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2212.03000000
ISO Currency Code.
United States Dollar
iv. Value.
20.89000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3225 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3225 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7146.43000000
ISO Currency Code.
United States Dollar
iv. Value.
48.44000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3575 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3575 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1895.16000000
ISO Currency Code.
United States Dollar
iv. Value.
48.21000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3000 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3000 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6685.94000000
ISO Currency Code.
United States Dollar
iv. Value.
95.48000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3500 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3500 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2657.30000000
ISO Currency Code.
United States Dollar
iv. Value.
52.44000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
16457.04000000
ISO Currency Code.
United States Dollar
iv. Value.
2.23000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3600 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3600 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2153.37000000
ISO Currency Code.
United States Dollar
iv. Value.
27.40000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 4385 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 4385 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
15212.77000000
ISO Currency Code.
United States Dollar
iv. Value.
-72.98000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P3425 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P3425 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4925.05000000
ISO Currency Code.
United States Dollar
iv. Value.
75.32000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1599.19000000
ISO Currency Code.
United States Dollar
iv. Value.
0.25000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2099.72000000
ISO Currency Code.
United States Dollar
iv. Value.
3.78000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/16/23 P3125 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/16/23 P3125 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
703.86000000
ISO Currency Code.
United States Dollar
iv. Value.
18.15000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3880 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3880 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1036.86000000
ISO Currency Code.
United States Dollar
iv. Value.
16.82000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 05/20/22 P3125 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 05/20/22 P3125 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2467.18000000
ISO Currency Code.
United States Dollar
iv. Value.
9.79000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3575 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3575 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2166.70000000
ISO Currency Code.
United States Dollar
iv. Value.
26.40000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3000 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3000 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
7975.59000000
ISO Currency Code.
United States Dollar
iv. Value.
2.76000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P4025 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P4025 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
382.84000000
ISO Currency Code.
United States Dollar
iv. Value.
10.59000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2350 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2350 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
307.95000000
ISO Currency Code.
United States Dollar
iv. Value.
0.16000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
735.29000000
ISO Currency Code.
United States Dollar
iv. Value.
0.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3050 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3050 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4365.75000000
ISO Currency Code.
United States Dollar
iv. Value.
66.59000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3630 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3630 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1078.09000000
ISO Currency Code.
United States Dollar
iv. Value.
1.49000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
USD-Federal Funds-H.15@1b + 0.0000%

At least one of the following other identifiers:

Identifier.
Other identifier (if CUSIP, ISIN, and ticker are not available)
Other identifier (if CUSIP, ISIN, and ticker are not available).
USD-Federal Funds-H.15@1b + 0.0000%
Description of other identifier.
USD-Federal Funds-H.15@1b + 0.0000%
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
-20553.13000000
ISO Currency Code.
United States Dollar
iv. Value.
-20553.13000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P2775 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P2775 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
906.05000000
ISO Currency Code.
United States Dollar
iv. Value.
0.90000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
3963.47000000
ISO Currency Code.
United States Dollar
iv. Value.
24.87000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2800 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2800 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4817.41000000
ISO Currency Code.
United States Dollar
iv. Value.
53.00000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 08/19/22 P2750 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 08/19/22 P2750 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
803.12000000
ISO Currency Code.
United States Dollar
iv. Value.
4.75000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 11/18/22 P2650 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 11/18/22 P2650 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1249.64000000
ISO Currency Code.
United States Dollar
iv. Value.
10.29000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 06/17/22 P3075 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 06/17/22 P3075 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
5481.41000000
ISO Currency Code.
United States Dollar
iv. Value.
29.61000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 09/16/22 P3175 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 09/16/22 P3175 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2978.61000000
ISO Currency Code.
United States Dollar
iv. Value.
36.86000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3100 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3100 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
1588.37000000
ISO Currency Code.
United States Dollar
iv. Value.
20.91000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P2775 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P2775 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
11542.68000000
ISO Currency Code.
United States Dollar
iv. Value.
2.44000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 07/15/22 P3375 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 07/15/22 P3375 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
4277.93000000
ISO Currency Code.
United States Dollar
iv. Value.
47.20000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3200 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3200 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
6111.63000000
ISO Currency Code.
United States Dollar
iv. Value.
11.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 10/21/22 P3675 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 10/21/22 P3675 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
89.07000000
ISO Currency Code.
United States Dollar
iv. Value.
2.60000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3975 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3975 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
297.20000000
ISO Currency Code.
United States Dollar
iv. Value.
3.47000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P3275 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P3275 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
11496.64000000
ISO Currency Code.
United States Dollar
iv. Value.
235.97000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 12/16/22 P2275 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 12/16/22 P2275 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2303.03000000
ISO Currency Code.
United States Dollar
iv. Value.
12.97000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 03/18/22 P3300 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 03/18/22 P3300 Index
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
2631.56000000
ISO Currency Code.
United States Dollar
iv. Value.
1.68000000
ISO Currency Code.
United States Dollar

For all other indices or custom baskets provide:

i. Name.
SPX 04/14/22 P3125 Index

At least one of the following other identifiers:

Identifier.
Ticker (if CUSIP and ISIN are not available)
Ticker (if CUSIP and ISIN are not available).
SPX 04/14/22 P3125 Index
iii. Number of shares or notional amount or contract value as of the trade date (all