<SEC-DOCUMENT>0001752724-20-097191.txt : 20200520
<SEC-HEADER>0001752724-20-097191.hdr.sgml : 20200520
<ACCEPTANCE-DATETIME>20200520161138
ACCESSION NUMBER:		0001752724-20-097191
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20200331
FILED AS OF DATE:		20200520
PERIOD START:           	20200930

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			Eaton Vance Enhanced Equity Income Fund
		CENTRAL INDEX KEY:			0001300391
		IRS NUMBER:				000000000

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21614
		FILM NUMBER:		20898232

	BUSINESS ADDRESS:	
		STREET 1:		TWO INTERNATIONAL PLACE
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02110
		BUSINESS PHONE:		617-482-8260

	MAIL ADDRESS:	
		STREET 1:		TWO INTERNATIONAL PLACE
		CITY:			BOSTON
		STATE:			MA
		ZIP:			02110
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
<XML>
<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0001300391</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>




    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>Eaton Vance Enhanced Equity Income Fund</regName>
      <regFileNumber>811-21614</regFileNumber>
      <regCik>0001300391</regCik>
      <regLei>5493006SDQPRW4FOOW97</regLei>
      <regStreet1>TWO INTERNATIONAL PLACE</regStreet1>
      <regCity>BOSTON</regCity>
      <regStateConditional regCountry="US" regState="US-MA"/>
      <regZipOrPostalCode>02110</regZipOrPostalCode>
      <regPhone>617-482-8260</regPhone>
      <seriesName>Eaton Vance Enhanced Equity Income Fund</seriesName>
      <seriesLei>5493006SDQPRW4FOOW97</seriesLei>
      <repPdEnd>2020-09-30</repPdEnd>
      <repPdDate>2020-03-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>512091068.11</totAssets>
      <totLiabs>10163704.78</totLiabs>
      <netAssets>501927363.33</netAssets>
      <assetsAttrMiscSec>0.00000000</assetsAttrMiscSec>
      <assetsInvested>0.00000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.00000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.00000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.00000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.00000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.00000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.00000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.00000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.00000000</amtPayAftOneYrOther>
      <delayDeliv>0.00000000</delayDeliv>
      <standByCommit>0.00000000</standByCommit>
      <liquidPref>0.00000000</liquidPref>
      <cshNotRptdInCorD>0.00000000</cshNotRptdInCorD>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn rtn1="-0.25000000" rtn2="-8.77000000" rtn3="-10.44000000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <equityContracts>
            <mon1 netRealizedGain="-3164041.96000000" netUnrealizedAppr="577044.38000000"/>
            <mon2 netRealizedGain="-3071246.56000000" netUnrealizedAppr="3050033.40000000"/>
            <mon3 netRealizedGain="3797141.97000000" netUnrealizedAppr="-2703885.22000000"/>
            <optionCategory>
              <instrMon1 netRealizedGain="-3164041.96000000" netUnrealizedAppr="577044.38000000"/>
              <instrMon2 netRealizedGain="-3071246.56000000" netUnrealizedAppr="3050033.40000000"/>
              <instrMon3 netRealizedGain="3797141.97000000" netUnrealizedAppr="-2703885.22000000"/>
            </optionCategory>
          </equityContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="5221601.40000000" netUnrealizedAppr="-5149625.63000000"/>
        <othMon2 netRealizedGain="2475020.62000000" netUnrealizedAppr="-57265770.00000000"/>
        <othMon3 netRealizedGain="-11747488.98000000" netUnrealizedAppr="-49973875.21000000"/>
      </returnInfo>
      <mon1Flow redemption="0.00000000" reinvestment="29339.27000000" sales="0.00000000"/>
      <mon2Flow redemption="0.00000000" reinvestment="143295.10000000" sales="0.00000000"/>
      <mon3Flow redemption="0.00000000" reinvestment="0.00000000" sales="0.00000000"/>


    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>STARBUCKS CORP APR20 72.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L33H1"/>
        </identifiers>
        <balance>-465.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53475.00000000</valUSD>
        <pctVal>-0.01065393200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Starbucks Corp</issuerName>
                <issueTitle>Starbucks Corp</issueTitle>
                <identifiers>
                  <cusip value="855244109"/>
                  <isin value="US8552441094"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>72.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13489.99000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INTUIT INC APR20 290 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KGLY6"/>
        </identifiers>
        <balance>-175.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20562.50000000</valUSD>
        <pctVal>-0.00409670830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Intuit Inc</issuerName>
                <issueTitle>Intuit Inc</issueTitle>
                <identifiers>
                  <cusip value="461202103"/>
                  <isin value="US4612021034"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>290.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>92920.94000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CATERPILLAR INC MAY20 125 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1LB367"/>
        </identifiers>
        <balance>-470.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-169200.00000000</valUSD>
        <pctVal>-0.03371005694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Caterpillar Inc</issuerName>
                <issueTitle>Caterpillar Inc</issueTitle>
                <identifiers>
                  <cusip value="149123101"/>
                  <isin value="US1491231015"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>125.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-72311.09000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Walt Disney Co/The</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
        <cusip>254687106</cusip>
        <identifiers>
          <isin value="US2546871060"/>
        </identifiers>
        <balance>111937.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10813114.20000000</valUSD>
        <pctVal>2.154318530924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BRISTOL-MYERS SQUIBB CO APR20 70 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K6JN5"/>
        </identifiers>
        <balance>-820.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1230.00000000</valUSD>
        <pctVal>-0.00024505537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Bristol-Myers Squibb Co</issuerName>
                <issueTitle>Bristol-Myers Squibb Co</issueTitle>
                <identifiers>
                  <cusip value="110122108"/>
                  <isin value="US1101221083"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>70.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>43164.76000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>EOG RESOURCES INC APR20 70 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KMXL8"/>
        </identifiers>
        <balance>-375.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4687.50000000</valUSD>
        <pctVal>-0.00093390007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>EOG Resources Inc</issuerName>
                <issueTitle>EOG Resources Inc</issueTitle>
                <identifiers>
                  <cusip value="26875P101"/>
                  <isin value="US26875P1012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>70.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>69047.56000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>Abbott Laboratories</title>
        <cusip>002824100</cusip>
        <identifiers>
          <isin value="US0028241000"/>
        </identifiers>
        <balance>158283.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12490111.53000000</valUSD>
        <pctVal>2.488430088197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>JPMORGAN CHASE + CO APR20 128 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KL1X9"/>
        </identifiers>
        <balance>-705.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4230.00000000</valUSD>
        <pctVal>-0.00084275142</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMorgan Chase &amp; Co</issuerName>
                <issueTitle>JPMorgan Chase &amp; Co</issueTitle>
                <identifiers>
                  <cusip value="46625H100"/>
                  <isin value="US46625H1005"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>128.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>93058.69000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>PHILLIPS 66 MAY20 62.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L61N3"/>
        </identifiers>
        <balance>-225.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36000.00000000</valUSD>
        <pctVal>-0.00717235254</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Phillips 66</issuerName>
                <issueTitle>Phillips 66</issueTitle>
                <identifiers>
                  <cusip value="718546104"/>
                  <isin value="US7185461040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>62.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2349.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>VISA INC APR20 170 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L87S2"/>
        </identifiers>
        <balance>-430.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-215000.00000000</valUSD>
        <pctVal>-0.04283488323</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Visa Inc</issuerName>
                <issueTitle>Visa Inc</issueTitle>
                <identifiers>
                  <cusip value="92826C839"/>
                  <isin value="US92826C8394"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>170.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-136276.84000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>LOWE'S COS INC APR20 120 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1GS374"/>
        </identifiers>
        <balance>-475.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5225.00000000</valUSD>
        <pctVal>-0.00104098727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Lowe's Cos Inc</issuerName>
                <issueTitle>Lowe's Cos Inc</issueTitle>
                <identifiers>
                  <cusip value="548661107"/>
                  <isin value="US5486611073"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>120.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>60476.11000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>AMAZON.COM INC APR20 2050 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L67K3"/>
        </identifiers>
        <balance>-60.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-263400.00000000</valUSD>
        <pctVal>-0.05247771276</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Amazon.com Inc</issuerName>
                <issueTitle>Amazon.com Inc</issueTitle>
                <identifiers>
                  <cusip value="023135106"/>
                  <isin value="US0231351067"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>2050.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5569.32000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
        <cusip>110122108</cusip>
        <identifiers>
          <isin value="US1101221083"/>
        </identifiers>
        <balance>162561.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9061150.14000000</valUSD>
        <pctVal>1.805271200973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>DR HORTON INC APR20 40 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L62P7"/>
        </identifiers>
        <balance>-550.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-134750.00000000</valUSD>
        <pctVal>-0.02684651402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>DR Horton Inc</issuerName>
                <issueTitle>DR Horton Inc</issueTitle>
                <identifiers>
                  <cusip value="23331A109"/>
                  <isin value="US23331A1097"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>40.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-83160.49000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>VERIZON COMMUNICATIONS INC APR20 57.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KN5Z6"/>
        </identifiers>
        <balance>-1280.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32640.00000000</valUSD>
        <pctVal>-0.00650293297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Verizon Communications Inc</issuerName>
                <issueTitle>Verizon Communications Inc</issueTitle>
                <identifiers>
                  <cusip value="92343V104"/>
                  <isin value="US92343V1044"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>57.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>93541.09000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Best Buy Co Inc</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Co Inc</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
        </identifiers>
        <balance>58465.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3332505.00000000</valUSD>
        <pctVal>0.663941686281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
        <cusip>02079K107</cusip>
        <identifiers>
          <isin value="US02079K1079"/>
        </identifiers>
        <balance>7129.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8289672.49000000</valUSD>
        <pctVal>1.651568154205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>AMERICAN TOWER CORP APR20 270 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K1BB0"/>
        </identifiers>
        <balance>-150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1125.00000000</valUSD>
        <pctVal>-0.00022413601</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Tower Corp</issuerName>
                <issueTitle>American Tower Corp</issueTitle>
                <identifiers>
                  <cusip value="03027X100"/>
                  <isin value="US03027X1000"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>270.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>44921.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UnitedHealth Group Inc</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group Inc</title>
        <cusip>91324P102</cusip>
        <identifiers>
          <isin value="US91324P1021"/>
        </identifiers>
        <balance>32305.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8056220.90000000</valUSD>
        <pctVal>1.605057123515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>Phillips 66</title>
        <cusip>718546104</cusip>
        <identifiers>
          <isin value="US7185461040"/>
        </identifiers>
        <balance>45632.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2448156.80000000</valUSD>
        <pctVal>0.487751212398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gilead Sciences Inc</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences Inc</title>
        <cusip>375558103</cusip>
        <identifiers>
          <isin value="US3755581036"/>
        </identifiers>
        <balance>90819.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6789628.44000000</valUSD>
        <pctVal>1.352711355474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>RIO TINTO PLC MAY20 42.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L7BW0"/>
        </identifiers>
        <balance>-585.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-312975.00000000</valUSD>
        <pctVal>-0.06235463990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Rio Tinto PLC</issuerName>
                <issueTitle>Rio Tinto PLC</issueTitle>
                <identifiers>
                  <cusip value="767204100"/>
                  <isin value="US7672041008"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>42.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-224430.66000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>GILEAD SCIENCES INC MAY20 82.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L9J65"/>
        </identifiers>
        <balance>-450.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-210375.00000000</valUSD>
        <pctVal>-0.04191343516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gilead Sciences Inc</issuerName>
                <issueTitle>Gilead Sciences Inc</issueTitle>
                <identifiers>
                  <cusip value="375558103"/>
                  <isin value="US3755581036"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>82.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-26225.04000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>AVALONBAY COMMUNITIES INC APR20 200 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L31Y6"/>
        </identifiers>
        <balance>-190.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11400.00000000</valUSD>
        <pctVal>-0.00227124497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AvalonBay Communities Inc</issuerName>
                <issueTitle>AvalonBay Communities Inc</issueTitle>
                <identifiers>
                  <cusip value="053484101"/>
                  <isin value="US0534841012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>200.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>73879.84000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>PROCTER + GAMBLE CO/THE APR20 125 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JCY56"/>
        </identifiers>
        <balance>-530.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53000.00000000</valUSD>
        <pctVal>-0.01055929679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Procter &amp; Gamble Co/The</issuerName>
                <issueTitle>Procter &amp; Gamble Co/The</issueTitle>
                <identifiers>
                  <cusip value="742718109"/>
                  <isin value="US7427181091"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>125.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>58197.47000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit Inc</title>
        <cusip>461202103</cusip>
        <identifiers>
          <isin value="US4612021034"/>
        </identifiers>
        <balance>35650.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8199500.00000000</valUSD>
        <pctVal>1.633602907321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Progressive Corp/The</name>
        <lei>529900TACNVLY9DCR586</lei>
        <title>Progressive Corp/The</title>
        <cusip>743315103</cusip>
        <identifiers>
          <isin value="US7433151039"/>
        </identifiers>
        <balance>142718.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10538297.12000000</valUSD>
        <pctVal>2.099566170308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>NEXTERA ENERGY INC APR20 280 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K9T16"/>
        </identifiers>
        <balance>-220.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9900.00000000</valUSD>
        <pctVal>-0.00197239694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NextEra Energy Inc</issuerName>
                <issueTitle>NextEra Energy Inc</issueTitle>
                <identifiers>
                  <cusip value="65339F101"/>
                  <isin value="US65339F1012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>280.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>125951.65000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>Verizon Communications Inc</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
        </identifiers>
        <balance>256677.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13791255.21000000</valUSD>
        <pctVal>2.747659565420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIKE Inc</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE Inc</title>
        <cusip>654106103</cusip>
        <identifiers>
          <isin value="US6541061031"/>
        </identifiers>
        <balance>112653.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9320909.22000000</valUSD>
        <pctVal>1.857023525906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DR Horton Inc</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR Horton Inc</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
        </identifiers>
        <balance>110534.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3758156.00000000</valUSD>
        <pctVal>0.748744992715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com Inc</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>Amazon.com Inc</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
        </identifiers>
        <balance>12594.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24554773.68000000</valUSD>
        <pctVal>4.892097039119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>DANAHER CORP APR20 165 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KC7T2"/>
        </identifiers>
        <balance>-425.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13812.50000000</valUSD>
        <pctVal>-0.00275189220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Danaher Corp</issuerName>
                <issueTitle>Danaher Corp</issueTitle>
                <identifiers>
                  <cusip value="235851102"/>
                  <isin value="US2358511028"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>165.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>83544.84000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSX Corp</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp</title>
        <cusip>126408103</cusip>
        <identifiers>
          <isin value="US1264081035"/>
        </identifiers>
        <balance>165413.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9478164.90000000</valUSD>
        <pctVal>1.888353891909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>Visa Inc</title>
        <cusip>92826C839</cusip>
        <identifiers>
          <isin value="US92826C8394"/>
        </identifiers>
        <balance>86985.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14015023.20000000</valUSD>
        <pctVal>2.792241312969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
        </identifiers>
        <balance>101244.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25745336.76000000</valUSD>
        <pctVal>5.129295320580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>TEXAS INSTRUMENTS INC APR20 140 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K29M7"/>
        </identifiers>
        <balance>-485.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3637.50000000</valUSD>
        <pctVal>-0.00072470645</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Texas Instruments Inc</issuerName>
                <issueTitle>Texas Instruments Inc</issueTitle>
                <identifiers>
                  <cusip value="882508104"/>
                  <isin value="US8825081040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>140.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>91838.19000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cisco Systems Inc</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>Cisco Systems Inc</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
        </identifiers>
        <balance>207069.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8139882.39000000</valUSD>
        <pctVal>1.621725170749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corp</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>American Tower Corp</title>
        <cusip>03027X100</cusip>
        <identifiers>
          <isin value="US03027X1000"/>
        </identifiers>
        <balance>29945.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6520523.75000000</valUSD>
        <pctVal>1.299097085829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar Inc</title>
        <cusip>149123101</cusip>
        <identifiers>
          <isin value="US1491231015"/>
        </identifiers>
        <balance>94114.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10920988.56000000</valUSD>
        <pctVal>2.175810557038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>PEPSICO INC APR20 140 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L32L3"/>
        </identifiers>
        <balance>-370.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7215.00000000</valUSD>
        <pctVal>-0.00143745898</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>PepsiCo Inc</issuerName>
                <issueTitle>PepsiCo Inc</issueTitle>
                <identifiers>
                  <cusip value="713448108"/>
                  <isin value="US7134481081"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>140.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>81690.77000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>Sanofi</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120578"/>
        </identifiers>
        <balance>95541.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90670100"/>
        <valUSD>8271442.15000000</valUSD>
        <pctVal>1.647936086832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EV CASH RESERVES FUND LLC</name>
        <lei>N/A</lei>
        <title>EV CASH RESERVES FUND LLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="931EZS906"/>
        </identifiers>
        <balance>12519579.52300000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12514571.69000000</valUSD>
        <pctVal>2.493303335162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="non-registered fund" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>WASTE MANAGEMENT INC MAY20 115 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L7BD2"/>
        </identifiers>
        <balance>-405.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11137.50000000</valUSD>
        <pctVal>-0.00221894656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Waste Management Inc</issuerName>
                <issueTitle>Waste Management Inc</issueTitle>
                <identifiers>
                  <cusip value="94106L109"/>
                  <isin value="US94106L1098"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>115.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>51041.26000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CISCO SYSTEMS INC MAY20 42.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L3RW2"/>
        </identifiers>
        <balance>-1035.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-124200.00000000</valUSD>
        <pctVal>-0.02474461626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cisco Systems Inc</issuerName>
                <issueTitle>Cisco Systems Inc</issueTitle>
                <identifiers>
                  <cusip value="17275R102"/>
                  <isin value="US17275R1023"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>42.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5256.13000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>SEMPRA ENERGY APR20 150 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KR5R5"/>
        </identifiers>
        <balance>-275.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7562.50000000</valUSD>
        <pctVal>-0.00150669211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sempra Energy</issuerName>
                <issueTitle>Sempra Energy</issueTitle>
                <identifiers>
                  <cusip value="816851109"/>
                  <isin value="US8168511090"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>150.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>59077.10000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>APPLE INC APR20 280 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L68B2"/>
        </identifiers>
        <balance>-510.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153000.00000000</valUSD>
        <pctVal>-0.03048249830</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Apple Inc</issuerName>
                <issueTitle>Apple Inc</issueTitle>
                <identifiers>
                  <cusip value="037833100"/>
                  <isin value="US0378331005"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>280.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>154564.59000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ALTRIA GROUP INC MAY20 40 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1LBHX3"/>
        </identifiers>
        <balance>-905.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160185.00000000</valUSD>
        <pctVal>-0.03191398032</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Altria Group Inc</issuerName>
                <issueTitle>Altria Group Inc</issueTitle>
                <identifiers>
                  <cusip value="02209S103"/>
                  <isin value="US02209S1033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>40.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-62355.59000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zoetis Inc</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>Zoetis Inc</title>
        <cusip>98978V103</cusip>
        <identifiers>
          <isin value="US98978V1035"/>
        </identifiers>
        <balance>67021.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7887701.49000000</valUSD>
        <pctVal>1.571482661887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GoDaddy Inc</name>
        <lei>N/A</lei>
        <title>GoDaddy Inc</title>
        <cusip>380237107</cusip>
        <identifiers>
          <isin value="US3802371076"/>
        </identifiers>
        <balance>88411.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5049152.21000000</valUSD>
        <pctVal>1.005952769042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>PNC FINANCIAL SERVICES GROUP I APR20 160 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K6JR6"/>
        </identifiers>
        <balance>-260.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-130.00000000</valUSD>
        <pctVal>-0.00002590016</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>PNC Financial Services Group Inc/The</issuerName>
                <issueTitle>PNC Financial Services Group Inc/The</issueTitle>
                <identifiers>
                  <cusip value="693475105"/>
                  <isin value="US6934751057"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>160.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>33040.37000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
        <identifiers>
          <isin value="US20825C1045"/>
        </identifiers>
        <balance>84132.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2591265.60000000</valUSD>
        <pctVal>0.516263066992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ZOETIS INC APR20 140 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KGVV1"/>
        </identifiers>
        <balance>-340.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16150.00000000</valUSD>
        <pctVal>-0.00321759704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Zoetis Inc</issuerName>
                <issueTitle>Zoetis Inc</issueTitle>
                <identifiers>
                  <cusip value="98978V103"/>
                  <isin value="US98978V1035"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>140.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>99954.43000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>EATON CORP PLC APR20 105 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JYNP6"/>
        </identifiers>
        <balance>-645.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6450.00000000</valUSD>
        <pctVal>-0.00128504649</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Eaton Corp PLC</issuerName>
                <issueTitle>Eaton Corp PLC</issueTitle>
                <identifiers>
                  <isin value="IE00B8KQN827"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>105.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>121309.69000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AvalonBay Communities Inc</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AvalonBay Communities Inc</title>
        <cusip>053484101</cusip>
        <identifiers>
          <isin value="US0534841012"/>
        </identifiers>
        <balance>38501.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5666192.17000000</valUSD>
        <pctVal>1.128886883633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Facebook Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>Facebook Inc</title>
        <cusip>30303M102</cusip>
        <identifiers>
          <isin value="US30303M1027"/>
        </identifiers>
        <balance>55614.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9276415.20000000</valUSD>
        <pctVal>1.848158892644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vertex Pharmaceuticals Inc</name>
        <lei>54930015RAQRRZ5ZGJ91</lei>
        <title>Vertex Pharmaceuticals Inc</title>
        <cusip>92532F100</cusip>
        <identifiers>
          <isin value="US92532F1003"/>
        </identifiers>
        <balance>58466.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13911984.70000000</valUSD>
        <pctVal>2.771712744988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corp</name>
        <lei>N/A</lei>
        <title>Chevron Corp</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
        </identifiers>
        <balance>75389.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5462686.94000000</valUSD>
        <pctVal>1.088342126589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Inc</name>
        <lei>N/A</lei>
        <title>NextEra Energy Inc</title>
        <cusip>65339F101</cusip>
        <identifiers>
          <isin value="US65339F1012"/>
        </identifiers>
        <balance>43110.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10373128.20000000</valUSD>
        <pctVal>2.066659233555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>INTEL CORP APR20 55 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L66P3"/>
        </identifiers>
        <balance>-1350.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-385425.00000000</valUSD>
        <pctVal>-0.07678899939</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Intel Corp</issuerName>
                <issueTitle>Intel Corp</issueTitle>
                <identifiers>
                  <cusip value="458140100"/>
                  <isin value="US4581401001"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>55.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-227476.93000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Express Co</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co</title>
        <cusip>025816109</cusip>
        <identifiers>
          <isin value="US0258161092"/>
        </identifiers>
        <balance>98392.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8423339.12000000</valUSD>
        <pctVal>1.678198826243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intel Corp</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>Intel Corp</title>
        <cusip>458140100</cusip>
        <identifiers>
          <isin value="US4581401001"/>
        </identifiers>
        <balance>270655.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14647848.60000000</valUSD>
        <pctVal>2.918320392580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>FACEBOOK INC APR20 210 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KKYW7"/>
        </identifiers>
        <balance>-275.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-550.00000000</valUSD>
        <pctVal>-0.00010957760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Facebook Inc</issuerName>
                <issueTitle>Facebook Inc</issueTitle>
                <identifiers>
                  <cusip value="30303M102"/>
                  <isin value="US30303M1027"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>210.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>44750.07000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>NIKE Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KRD21"/>
        </identifiers>
        <balance>-560.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7000.00000000</valUSD>
        <pctVal>-0.00139462410</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NIKE Inc</issuerName>
                <issueTitle>NIKE Inc</issueTitle>
                <identifiers>
                  <cusip value="654106103"/>
                  <isin value="US6541061031"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>100.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>73706.06000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CHEVRON CORP MAY20 80 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L89X9"/>
        </identifiers>
        <balance>-375.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-121687.50000000</valUSD>
        <pctVal>-0.02424404583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Chevron Corp</issuerName>
                <issueTitle>Chevron Corp</issueTitle>
                <identifiers>
                  <cusip value="166764100"/>
                  <isin value="US1667641005"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>80.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-90907.75000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Inc</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>Texas Instruments Inc</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
        </identifiers>
        <balance>96967.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9689912.31000000</valUSD>
        <pctVal>1.930540755083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>AMERICAN EXPRESS CO MAY20 110 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1LBJ37"/>
        </identifiers>
        <balance>-490.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44345.00000000</valUSD>
        <pctVal>-0.00883494370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Express Co</issuerName>
                <issueTitle>American Express Co</issueTitle>
                <identifiers>
                  <cusip value="025816109"/>
                  <isin value="US0258161092"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>110.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>179732.53000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ABBOTT LABORATORIES MAY20 82.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1LBJ52"/>
        </identifiers>
        <balance>-790.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-288350.00000000</valUSD>
        <pctVal>-0.05744855153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Abbott Laboratories</issuerName>
                <issueTitle>Abbott Laboratories</issueTitle>
                <identifiers>
                  <cusip value="002824100"/>
                  <isin value="US0028241000"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>82.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-186670.41000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corp</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp</title>
        <cusip>594918104</cusip>
        <identifiers>
          <isin value="US5949181045"/>
        </identifiers>
        <balance>225305.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35532851.55000000</valUSD>
        <pctVal>7.079281614427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Waste Management Inc</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>Waste Management Inc</title>
        <cusip>94106L109</cusip>
        <identifiers>
          <isin value="US94106L1098"/>
        </identifiers>
        <balance>81281.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7523369.36000000</valUSD>
        <pctVal>1.498896037483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>GODADDY INC MAY20 85 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K8C73"/>
        </identifiers>
        <balance>-445.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5562.50000000</valUSD>
        <pctVal>-0.00110822808</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GoDaddy Inc</issuerName>
                <issueTitle>GoDaddy Inc</issueTitle>
                <identifiers>
                  <cusip value="380237107"/>
                  <isin value="US3802371076"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>85.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>71763.95000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ALPHABET INC APR20 1480 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KDTD1"/>
        </identifiers>
        <balance>-35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2625.00000000</valUSD>
        <pctVal>-0.00052298403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Alphabet Inc</issuerName>
                <issueTitle>Alphabet Inc</issueTitle>
                <identifiers>
                  <cusip value="02079K107"/>
                  <isin value="US02079K1079"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>1480.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>62938.39000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PNC Financial Services Group Inc/The</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC Financial Services Group Inc/The</title>
        <cusip>693475105</cusip>
        <identifiers>
          <isin value="US6934751057"/>
        </identifiers>
        <balance>51336.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4913881.92000000</valUSD>
        <pctVal>0.979002596590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eaton Corp PLC</name>
        <lei>549300VDIGTMXUNT7H71</lei>
        <title>Eaton Corp PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00B8KQN827"/>
        </identifiers>
        <balance>126913.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9859870.97000000</valUSD>
        <pctVal>1.964401961388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BANK OF AMERICA CORP APR20 36 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JCFM0"/>
        </identifiers>
        <balance>-2815.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4222.50000000</valUSD>
        <pctVal>-0.00084125718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Bank of America Corp</issuerName>
                <issueTitle>Bank of America Corp</issueTitle>
                <identifiers>
                  <cusip value="060505104"/>
                  <isin value="US0605051046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>36.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>105788.69000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Franco-Nevada Corp</name>
        <lei>N/A</lei>
        <title>Franco-Nevada Corp</title>
        <cusip>351858105</cusip>
        <identifiers>
          <isin value="CA3518581051"/>
        </identifiers>
        <balance>63453.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6314842.56000000</valUSD>
        <pctVal>1.258118807889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altria Group Inc</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group Inc</title>
        <cusip>02209S103</cusip>
        <identifiers>
          <isin value="US02209S1033"/>
        </identifiers>
        <balance>181099.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7003098.33000000</valUSD>
        <pctVal>1.395241391809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>FRANCO-NEVADA CORP MAY20 115 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L7BX8"/>
        </identifiers>
        <balance>-315.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-96075.00000000</valUSD>
        <pctVal>-0.01914121584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Franco-Nevada Corp</issuerName>
                <issueTitle>Franco-Nevada Corp</issueTitle>
                <identifiers>
                  <isin value="CA3518581051"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>115.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>21962.72000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mondelez International Inc</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International Inc</title>
        <cusip>609207105</cusip>
        <identifiers>
          <isin value="US6092071058"/>
        </identifiers>
        <balance>185378.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9283730.24000000</valUSD>
        <pctVal>1.849616282803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lowe's Cos Inc</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Cos Inc</title>
        <cusip>548661107</cusip>
        <identifiers>
          <isin value="US5486611073"/>
        </identifiers>
        <balance>95541.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8221303.05000000</valUSD>
        <pctVal>1.637946772906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>ACCENTURE PLC APR20 220 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1K8BQ2"/>
        </identifiers>
        <balance>-335.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25125.00000000</valUSD>
        <pctVal>-0.00500570437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Accenture PLC</issuerName>
                <issueTitle>Accenture PLC</issueTitle>
                <identifiers>
                  <isin value="IE00B4BNMY34"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>220.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>59595.02000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Group Inc/The</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38141G104</cusip>
        <identifiers>
          <isin value="US38141G1040"/>
        </identifiers>
        <balance>45632.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7054250.88000000</valUSD>
        <pctVal>1.405432617420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>GOLDMAN SACHS GROUP INC/THE APR20 225 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KHXK1"/>
        </identifiers>
        <balance>-225.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-900.00000000</valUSD>
        <pctVal>-0.00017930881</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Goldman Sachs Group Inc/The</issuerName>
                <issueTitle>Goldman Sachs Group Inc/The</issueTitle>
                <identifiers>
                  <cusip value="38141G104"/>
                  <isin value="US38141G1040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>225.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>67053.27000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PepsiCo Inc</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PepsiCo Inc</title>
        <cusip>713448108</cusip>
        <identifiers>
          <isin value="US7134481081"/>
        </identifiers>
        <balance>74291.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8922349.10000000</valUSD>
        <pctVal>1.777617590084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>VERTEX PHARMACEUTICALS INC APR20 245 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L6210"/>
        </identifiers>
        <balance>-290.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-211700.00000000</valUSD>
        <pctVal>-0.04217741758</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vertex Pharmaceuticals Inc</issuerName>
                <issueTitle>Vertex Pharmaceuticals Inc</issueTitle>
                <identifiers>
                  <cusip value="92532F100"/>
                  <isin value="US92532F1003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>245.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-88049.29000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>UNITEDHEALTH GROUP INC APR20 300 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KRB23"/>
        </identifiers>
        <balance>-160.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5840.00000000</valUSD>
        <pctVal>-0.00116351496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>UnitedHealth Group Inc</issuerName>
                <issueTitle>UnitedHealth Group Inc</issueTitle>
                <identifiers>
                  <cusip value="91324P102"/>
                  <isin value="US91324P1021"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>300.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>109098.44000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Starbucks Corp</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp</title>
        <cusip>855244109</cusip>
        <identifiers>
          <isin value="US8552441094"/>
        </identifiers>
        <balance>93368.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6138012.32000000</valUSD>
        <pctVal>1.222888562854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Accenture PLC</name>
        <lei>N/A</lei>
        <title>Accenture PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
        </identifiers>
        <balance>67020.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10941685.20000000</valUSD>
        <pctVal>2.179933990330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>MICROSOFT CORP APR20 165 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L6087"/>
        </identifiers>
        <balance>-1125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-579375.00000000</valUSD>
        <pctVal>-0.11543004871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Microsoft Corp</issuerName>
                <issueTitle>Microsoft Corp</issueTitle>
                <identifiers>
                  <cusip value="594918104"/>
                  <isin value="US5949181045"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>165.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-319875.65000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>WALT DISNEY CO/THE APR20 130 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KLK00"/>
        </identifiers>
        <balance>-510.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-765.00000000</valUSD>
        <pctVal>-0.00015241249</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Walt Disney Co/The</issuerName>
                <issueTitle>Walt Disney Co/The</issueTitle>
                <identifiers>
                  <cusip value="254687106"/>
                  <isin value="US2546871060"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>130.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>56527.73000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
        <cusip>060505104</cusip>
        <identifiers>
          <isin value="US0605051046"/>
        </identifiers>
        <balance>602909.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12799758.07000000</valUSD>
        <pctVal>2.550121592311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>PROGRESSIVE CORP/THE MAY20 80 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1JJ2R8"/>
        </identifiers>
        <balance>-710.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152650.00000000</valUSD>
        <pctVal>-0.03041276709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Progressive Corp/The</issuerName>
                <issueTitle>Progressive Corp/The</issueTitle>
                <identifiers>
                  <cusip value="743315103"/>
                  <isin value="US7433151039"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>80.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12521.56000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EOG Resources Inc</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources Inc</title>
        <cusip>26875P101</cusip>
        <identifiers>
          <isin value="US26875P1012"/>
        </identifiers>
        <balance>75577.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2714725.84000000</valUSD>
        <pctVal>0.540860299384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>BEST BUY CO INC APR20 87.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KRD47"/>
        </identifiers>
        <balance>-290.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2175.00000000</valUSD>
        <pctVal>-0.00043332963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Best Buy Co Inc</issuerName>
                <issueTitle>Best Buy Co Inc</issueTitle>
                <identifiers>
                  <cusip value="086516101"/>
                  <isin value="US0865161014"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>87.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>26917.50000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Procter &amp; Gamble Co/The</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Co/The</title>
        <cusip>742718109</cusip>
        <identifiers>
          <isin value="US7427181091"/>
        </identifiers>
        <balance>116996.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12869560.00000000</valUSD>
        <pctVal>2.564028371479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CSX CORP MAY20 62.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L5ZD0"/>
        </identifiers>
        <balance>-825.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-168300.00000000</valUSD>
        <pctVal>-0.03353074813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CSX Corp</issuerName>
                <issueTitle>CSX Corp</issueTitle>
                <identifiers>
                  <cusip value="126408103"/>
                  <isin value="US1264081035"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>62.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-32721.51000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>MONDELEZ INTERNATIONAL INC MAY20 52.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L98J9"/>
        </identifiers>
        <balance>-925.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-116550.00000000</valUSD>
        <pctVal>-0.02322049135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Mondelez International Inc</issuerName>
                <issueTitle>Mondelez International Inc</issueTitle>
                <identifiers>
                  <cusip value="609207105"/>
                  <isin value="US6092071058"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>52.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-15652.16000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851109</cusip>
        <identifiers>
          <isin value="US8168511090"/>
        </identifiers>
        <balance>55134.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6229590.66000000</valUSD>
        <pctVal>1.241133900066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>CONOCOPHILLIPS APR20 55 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1KMXS3"/>
        </identifiers>
        <balance>-420.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-840.00000000</valUSD>
        <pctVal>-0.00016735489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ConocoPhillips</issuerName>
                <issueTitle>ConocoPhillips</issueTitle>
                <identifiers>
                  <cusip value="20825C104"/>
                  <isin value="US20825C1045"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>55.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>38690.02000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46625H100</cusip>
        <identifiers>
          <isin value="US46625H1005"/>
        </identifiers>
        <balance>141172.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12709715.16000000</valUSD>
        <pctVal>2.532182161912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Danaher Corp</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corp</title>
        <cusip>235851102</cusip>
        <identifiers>
          <isin value="US2358511028"/>
        </identifiers>
        <balance>85559.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11842221.19000000</valUSD>
        <pctVal>2.359349590234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto PLC</name>
        <lei>213800YOEO5OQ72G2R82</lei>
        <title>Rio Tinto PLC</title>
        <cusip>767204100</cusip>
        <identifiers>
          <isin value="US7672041008"/>
        </identifiers>
        <balance>117984.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5375351.04000000</valUSD>
        <pctVal>1.070942019247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-24</ncom:dateSigned>
      <ncom:nameOfApplicant>Eaton Vance Enhanced Equity Income Fund</ncom:nameOfApplicant>
      <ncom:signature>James Kirchner</ncom:signature>
      <ncom:signerName>James Kirchner</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
