<SEC-DOCUMENT>0001752724-20-037973.txt : 20200227
<SEC-HEADER>0001752724-20-037973.hdr.sgml : 20200227
<ACCEPTANCE-DATETIME>20200226210428
ACCESSION NUMBER:		0001752724-20-037973
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20191231
FILED AS OF DATE:		20200227
PERIOD START:           	20191231

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BlackRock Utilities, Infrastructure & Power Opportunities Trust
		CENTRAL INDEX KEY:			0001528988
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-22606
		FILM NUMBER:		20658149

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809-3700
		BUSINESS PHONE:		(800) 882-0052

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809-3700

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BlackRock Utility & Infrastructure Trust
		DATE OF NAME CHANGE:	20110830
</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>0001528988</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>




    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>BlackRock Utilities, Infrastructure &amp; Power Opportunities Trust</regName>
      <regFileNumber>811-22606</regFileNumber>
      <regCik>0001528988</regCik>
      <regLei>XL2HP568CJRFGPERYJ89</regLei>
      <regStreet1>100 BELLEVUE PARKWAY</regStreet1>
      <regCity>WILMINGTON</regCity>
      <regStateConditional regCountry="US" regState="US-DE"/>
      <regZipOrPostalCode>19809</regZipOrPostalCode>
      <regPhone>800-441-7762</regPhone>
      <seriesName>BlackRock Utilities, Infrastructure &amp; Power Opportunities Trust</seriesName>
      <seriesLei>XL2HP568CJRFGPERYJ89</seriesLei>
      <repPdEnd>2019-12-31</repPdEnd>
      <repPdDate>2019-12-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>389931927.06</totAssets>
      <totLiabs>6986007.81</totLiabs>
      <netAssets>382945919.25</netAssets>
      <assetsAttrMiscSec>0</assetsAttrMiscSec>
      <assetsInvested>0</assetsInvested>
      <amtPayOneYrBanksBorr>0</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0</amtPayAftOneYrOther>
      <delayDeliv>0</delayDeliv>
      <standByCommit>0</standByCommit>
      <liquidPref>0</liquidPref>
      <cshNotRptdInCorD>821699.62</cshNotRptdInCorD>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn rtn1="1.66000000" rtn2="0.05000000" rtn3="4.00000000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <equityContracts>
            <mon1 netRealizedGain="-1215896.36000000" netUnrealizedAppr="1908499.85000000"/>
            <mon2 netRealizedGain="404510.97000000" netUnrealizedAppr="-643030.66000000"/>
            <mon3 netRealizedGain="-922446.00000000" netUnrealizedAppr="-672034.22000000"/>
            <optionCategory>
              <instrMon1 netRealizedGain="-1215896.36000000" netUnrealizedAppr="1908499.85000000"/>
              <instrMon2 netRealizedGain="404510.97000000" netUnrealizedAppr="-643030.66000000"/>
              <instrMon3 netRealizedGain="-922446.00000000" netUnrealizedAppr="-672034.22000000"/>
            </optionCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </equityContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="3457588.86000000" netUnrealizedAppr="1847739.86000000"/>
        <othMon2 netRealizedGain="4566517.44000000" netUnrealizedAppr="-5002666.92000000"/>
        <othMon3 netRealizedGain="1835247.53000000" netUnrealizedAppr="14125607.36000000"/>
      </returnInfo>
      <mon1Flow redemption="0.00000000" reinvestment="129704.47000000" sales="2086192.02000000"/>
      <mon2Flow redemption="0.00000000" reinvestment="127520.31000000" sales="2546622.65000000"/>
      <mon3Flow redemption="0.00000000" reinvestment="126261.42000000" sales="2769660.68000000"/>


    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRTZCRH92 JAN20 AI FP CALL JAN20 123.0046 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRH92"/>
        </identifiers>
        <balance>-7500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-33210.65000000</valUSD>
        <pctVal>-0.00867241256</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Air Liquide SA</issuerName>
                <issueTitle>Air Liquide SA</issueTitle>
                <identifiers>
                  <isin value="FR0000120073"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>123.0046</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18073.15</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTYFLHR5 JAN20 ENB US CALL JAN20 37.195 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYFLHR5"/>
        </identifiers>
        <balance>-30600.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-79119.05000000</valUSD>
        <pctVal>-0.02066063274</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enbridge Inc</issuerName>
                <issueTitle>Enbridge Inc</issueTitle>
                <identifiers>
                  <isin value="CA29250N1050"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>37.195</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-61312.91</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW039MN8 FE FLEX FEB20 49 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW039MN8"/>
        </identifiers>
        <balance>-124.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6489.29000000</valUSD>
        <pctVal>-0.00169457087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FirstEnergy Corp</issuerName>
                <issueTitle>FirstEnergy Corp</issueTitle>
                <identifiers>
                  <cusip value="337932107"/>
                  <isin value="US3379321074"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>49</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1540.93</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>FIRSTENERGY CORP JAN20 47 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92EABMQ5"/>
        </identifiers>
        <balance>-61.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10675.00000000</valUSD>
        <pctVal>-0.00278759988</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>FirstEnergy Corp</issuerName>
                <issueTitle>FirstEnergy Corp</issueTitle>
                <identifiers>
                  <cusip value="337932107"/>
                  <isin value="US3379321074"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>47</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4955.69</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTZCPRK0 JAN20 ENB US CALL JAN20 38.743 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCPRK0"/>
        </identifiers>
        <balance>-27200.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34587.79000000</valUSD>
        <pctVal>-0.00903202991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE SECURITIES (USA) LLC</counterpartyName>
              <counterpartyLei>1V8Y6QCX6YMJ2OELII46</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enbridge Inc</issuerName>
                <issueTitle>Enbridge Inc</issueTitle>
                <identifiers>
                  <isin value="CA29250N1050"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>38.743</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18749.23</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRTYCUEK6 JAN20 JMAT LN CALL JAN20 32.0535 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYCUEK6"/>
        </identifiers>
        <balance>-18900.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75494500"/>
        <valUSD>-752.76000000</valUSD>
        <pctVal>-0.00019657083</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Johnson Matthey PLC</issuerName>
                <issueTitle>Johnson Matthey PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BZ4BQC70"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>32.0535</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2020-01-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>19037.37</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABB Ltd</name>
        <lei>5493000LKVGOO9PELI61</lei>
        <title>ABB Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH0012221716"/>
        </identifiers>
        <balance>218278.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96780000"/>
        <valUSD>5265550.10000000</valUSD>
        <pctVal>1.375011414225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</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>ENTERPRISE PRODUCTS PARTNERS L JAN20 28 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FWUS88"/>
        </identifiers>
        <balance>-102.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7140.00000000</valUSD>
        <pctVal>-0.00186449303</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>Enterprise Products Partners LP</issuerName>
                <issueTitle>Enterprise Products Partners LP</issueTitle>
                <identifiers>
                  <cusip value="293792107"/>
                  <isin value="US2937921078"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>28</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1913.44</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>EXELON CORP JAN20 45 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92EABU03"/>
        </identifiers>
        <balance>-273.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26617.50000000</valUSD>
        <pctVal>-0.00695072036</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>Exelon Corp</issuerName>
                <issueTitle>Exelon Corp</issueTitle>
                <identifiers>
                  <cusip value="30161N101"/>
                  <isin value="US30161N1019"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>45</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>616.73</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUSQUEHANNA FINANCIAL GROUP LLLP</name>
        <lei>549300E8QX0ZMRDC2M81</lei>
        <title>BRTYKEJL6 JAN20 WMB US CALL JAN20 22.55 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYKEJL6"/>
        </identifiers>
        <balance>-292.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35261.92000000</valUSD>
        <pctVal>-0.00920806783</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SUSQUEHANNA FINANCIAL GROUP LLLP</counterpartyName>
              <counterpartyLei>549300E8QX0ZMRDC2M81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Williams Companies Inc/The</issuerName>
                <issueTitle>Williams Companies Inc/The</issueTitle>
                <identifiers>
                  <cusip value="969457100"/>
                  <isin value="US9694571004"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>22.55</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-20731.96</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RWE AG</name>
        <lei>529900GB7KCA94ACC940</lei>
        <title>RWE AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE0007037129"/>
        </identifiers>
        <balance>395100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>12106636.66000000</valUSD>
        <pctVal>3.161448144874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Liquide SA</name>
        <lei>969500MMPQVHK671GT54</lei>
        <title>Air Liquide SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120073"/>
        </identifiers>
        <balance>42189.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>5981165.33000000</valUSD>
        <pctVal>1.561882508557</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>Entergy Corp</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>Entergy Corp</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
        </identifiers>
        <balance>48700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5834260.00000000</valUSD>
        <pctVal>1.523520608713</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>152745.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36988729.20000000</valUSD>
        <pctVal>9.658995524078</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>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTYQKU58 JAN20 ENEL IM CALL JAN20 6.9993 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYQKU58"/>
        </identifiers>
        <balance>-259000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-38345.48000000</valUSD>
        <pctVal>-0.01001328858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enel SpA</issuerName>
                <issueTitle>Enel SpA</issueTitle>
                <identifiers>
                  <isin value="IT0003128367"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>6.9993</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5518.27</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTZCRHS0 JAN20 HEXA B SS CALL JAN20 557.235 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRHS0"/>
        </identifiers>
        <balance>-27900.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635000"/>
        <valUSD>-7606.15000000</valUSD>
        <pctVal>-0.00198622040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hexagon AB</issuerName>
                <issueTitle>Hexagon AB</issueTitle>
                <identifiers>
                  <isin value="SE0000103699"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>557.235</exercisePrice>
            <exercisePriceCurCd>SEK</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>38985.33</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>JOHNSON CONTROLS INTERNATIONAL JAN20 42 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FLNMN9"/>
        </identifiers>
        <balance>-101.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-353.50000000</valUSD>
        <pctVal>-0.00009231068</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>Johnson Controls International plc</issuerName>
                <issueTitle>Johnson Controls International plc</issueTitle>
                <identifiers>
                  <isin value="IE00BY7QL619"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>42</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3965.28</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW0DKA70 JAN20 NEE US CALL JAN20 243 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0DKA70"/>
        </identifiers>
        <balance>-212.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89371.57000000</valUSD>
        <pctVal>-0.02333790895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</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>243</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>17001.7</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>JOHNSON CONTROLS INTERNATIONAL JAN20 44 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z949SAGB7"/>
        </identifiers>
        <balance>-344.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3096.00000000</valUSD>
        <pctVal>-0.00080846924</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>Johnson Controls International plc</issuerName>
                <issueTitle>Johnson Controls International plc</issueTitle>
                <identifiers>
                  <isin value="IE00BY7QL619"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>44</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13333.5</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlackRock Liquidity Funds</name>
        <lei>5493007YVNX55LTRQ706</lei>
        <title>BlackRock Liquidity Funds: T-Fund, Institutional Shares</title>
        <cusip>09248U718</cusip>
        <identifiers>
          <isin value="US09248U7182"/>
        </identifiers>
        <balance>12716146.21000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12716146.21000000</valUSD>
        <pctVal>3.320611493890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRW023WE1 JAN20 SU FP C JAN20 90.8222 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW023WE1"/>
        </identifiers>
        <balance>-12600.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-31695.98000000</valUSD>
        <pctVal>-0.00827688151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schneider Electric SE</issuerName>
                <issueTitle>Schneider Electric SE</issueTitle>
                <identifiers>
                  <isin value="FR0000121972"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>90.8222</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8791.64</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Montreal Exchange / Bourse De Montreal</name>
        <lei>N/A</lei>
        <title>TC ENERGY CORP FEB20 71 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0H9SD9"/>
        </identifiers>
        <balance>-194.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.29855000"/>
        <valUSD>-11130.11000000</valUSD>
        <pctVal>-0.00290644434</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>The Montreal Exchange / Bourse De Montreal</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TC Energy Corp</issuerName>
                <issueTitle>TC Energy Corp</issueTitle>
                <identifiers>
                  <isin value="CA87807B1076"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>71</exercisePrice>
            <exercisePriceCurCd>CAD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>144.98</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>FIRSTENERGY CORP JAN20 48 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z949S8EE8"/>
        </identifiers>
        <balance>-159.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15105.00000000</valUSD>
        <pctVal>-0.00394442119</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>FirstEnergy Corp</issuerName>
                <issueTitle>FirstEnergy Corp</issueTitle>
                <identifiers>
                  <cusip value="337932107"/>
                  <isin value="US3379321074"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>48</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-515.28</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRTYGY9J3 JAN20 DG FP CALL JAN20 103.824 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYGY9J3"/>
        </identifiers>
        <balance>-17800.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-368.50000000</valUSD>
        <pctVal>-0.00009622768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vinci SA</issuerName>
                <issueTitle>Vinci SA</issueTitle>
                <identifiers>
                  <isin value="FR0000125486"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>103.824</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>29440.51</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>AMERICAN ELECTRIC POWER CO INC FEB20 92.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94B3VVA8"/>
        </identifiers>
        <balance>-103.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31930.00000000</valUSD>
        <pctVal>-0.00833799197</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 Electric Power Co Inc</issuerName>
                <issueTitle>American Electric Power Co Inc</issueTitle>
                <identifiers>
                  <cusip value="025537101"/>
                  <isin value="US0255371017"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>92.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13551.1</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRW03GLZ6 JAN20 KRX ID C JAN20 51.612 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW03GLZ6"/>
        </identifiers>
        <balance>-19500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-71754.65000000</valUSD>
        <pctVal>-0.01873754135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Kingspan Group PLC</issuerName>
                <issueTitle>Kingspan Group PLC</issueTitle>
                <identifiers>
                  <isin value="IE0004927939"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>51.612</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-48894.27</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>ENTERPRISE PRODUCTS PARTNERS L FEB20 28.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94GDBXM2"/>
        </identifiers>
        <balance>-297.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14107.50000000</valUSD>
        <pctVal>-0.00368394054</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>Enterprise Products Partners LP</issuerName>
                <issueTitle>Enterprise Products Partners LP</issueTitle>
                <identifiers>
                  <cusip value="293792107"/>
                  <isin value="US2937921078"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>28.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7502.12</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUSQUEHANNA FINANCIAL GROUP LLLP</name>
        <lei>549300E8QX0ZMRDC2M81</lei>
        <title>BRTYRLQ50 JAN20 XEL US CALL JAN20 63 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYRLQ50"/>
        </identifiers>
        <balance>-111.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12111.32000000</valUSD>
        <pctVal>-0.00316267112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SUSQUEHANNA FINANCIAL GROUP LLLP</counterpartyName>
              <counterpartyLei>549300E8QX0ZMRDC2M81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Xcel Energy Inc</issuerName>
                <issueTitle>Xcel Energy Inc</issueTitle>
                <identifiers>
                  <cusip value="98389B100"/>
                  <isin value="US98389B1008"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>63</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-483.08</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTYGY9S3 JAN20 ABBN VX CALL JAN20 22.1141 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYGY9S3"/>
        </identifiers>
        <balance>-59100.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96780000"/>
        <valUSD>-75772.51000000</valUSD>
        <pctVal>-0.01978673911</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ABB Ltd</issuerName>
                <issueTitle>ABB Ltd</issueTitle>
                <identifiers>
                  <isin value="CH0012221716"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.1141</exercisePrice>
            <exercisePriceCurCd>CHF</exercisePriceCurCd>
            <expDt>2020-01-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-55951.41</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Grid PLC</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>National Grid PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BDR05C01"/>
        </identifiers>
        <balance>958124.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75494500"/>
        <valUSD>11973832.16000000</valUSD>
        <pctVal>3.126768443818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>Xcel Energy Inc</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
        </identifiers>
        <balance>67150.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4263353.50000000</valUSD>
        <pctVal>1.113304329851</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>FIRSTENERGY CORP JAN20 49 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z949S9712"/>
        </identifiers>
        <balance>-177.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6637.50000000</valUSD>
        <pctVal>-0.00173327346</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>FirstEnergy Corp</issuerName>
                <issueTitle>FirstEnergy Corp</issueTitle>
                <identifiers>
                  <cusip value="337932107"/>
                  <isin value="US3379321074"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>49</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12789.81</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>EXELON CORP JAN20 47 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92EA6Z41"/>
        </identifiers>
        <balance>-323.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3230.00000000</valUSD>
        <pctVal>-0.00084346113</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>Exelon Corp</issuerName>
                <issueTitle>Exelon Corp</issueTitle>
                <identifiers>
                  <cusip value="30161N101"/>
                  <isin value="US30161N1019"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>47</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>21481.92</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>FORTIS INC/CANADA JAN20 40 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94F7WAW8"/>
        </identifiers>
        <balance>-250.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43125.00000000</valUSD>
        <pctVal>-0.01126138126</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>Fortis Inc/Canada</issuerName>
                <issueTitle>Fortis Inc/Canada</issueTitle>
                <identifiers>
                  <isin value="CA3495531079"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>40</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-23435.12</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Electric Power Co Inc</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co Inc</title>
        <cusip>025537101</cusip>
        <identifiers>
          <isin value="US0255371017"/>
        </identifiers>
        <balance>64450.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6091169.50000000</valUSD>
        <pctVal>1.590608280127</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>FIRST SOLAR INC JAN20 58.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FWXF37"/>
        </identifiers>
        <balance>-72.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8964.00000000</valUSD>
        <pctVal>-0.00234080050</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>First Solar Inc</issuerName>
                <issueTitle>First Solar Inc</issueTitle>
                <identifiers>
                  <cusip value="336433107"/>
                  <isin value="US3364331070"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>58.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2875.56</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>WEC ENERGY GROUP INC JAN20 90 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94AACTJ8"/>
        </identifiers>
        <balance>-71.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18815.00000000</valUSD>
        <pctVal>-0.00491322639</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>WEC Energy Group Inc</issuerName>
                <issueTitle>WEC Energy Group Inc</issueTitle>
                <identifiers>
                  <cusip value="92939U106"/>
                  <isin value="US92939U1060"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>90</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-7046.2</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Umicore SA</name>
        <lei>529900F3AIQECS8ZSV61</lei>
        <title>Umicore SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BE0974320526"/>
        </identifiers>
        <balance>79910.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>3894333.05000000</valUSD>
        <pctVal>1.016940736077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRTZCRHZ4 JAN20 SGRE SM CALL JAN20 15.1358 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRHZ4"/>
        </identifiers>
        <balance>-64000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-52588.17000000</valUSD>
        <pctVal>-0.01373253176</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Siemens Gamesa Renewable Energy SA</issuerName>
                <issueTitle>Siemens Gamesa Renewable Energy SA</issueTitle>
                <identifiers>
                  <isin value="ES0143416115"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>15.1358</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-31435.12</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>TEXAS INSTRUMENTS INC JAN20 125 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FLTN13"/>
        </identifiers>
        <balance>-52.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18928.00000000</valUSD>
        <pctVal>-0.00494273448</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>125</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9131.08</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc</title>
        <cusip>25746U109</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
        </identifiers>
        <balance>138648.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11482827.36000000</valUSD>
        <pctVal>2.998550652397</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>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRTZCRJ74 JAN20 JMAT LN CALL JAN20 29.1284 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRJ74"/>
        </identifiers>
        <balance>-28500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75494500"/>
        <valUSD>-51033.07000000</valUSD>
        <pctVal>-0.01332644309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Johnson Matthey PLC</issuerName>
                <issueTitle>Johnson Matthey PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BZ4BQC70"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>29.1284</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-28365.82</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <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>65250.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6180480.00000000</valUSD>
        <pctVal>1.613930241665</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>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTYXCRS2 JAN20 NG. LN CALL JAN20 9.02487 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYXCRS2"/>
        </identifiers>
        <balance>-229300.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75494500"/>
        <valUSD>-139375.36000000</valUSD>
        <pctVal>-0.03639557258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>National Grid PLC</issuerName>
                <issueTitle>National Grid PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BDR05C01"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>9.02487</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2020-01-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-87757.64</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Johnson Controls International plc</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>Johnson Controls International plc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BY7QL619"/>
        </identifiers>
        <balance>191659.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7802437.89000000</valUSD>
        <pctVal>2.037477747584</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>AES Corp/VA</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES Corp/VA</title>
        <cusip>00130H105</cusip>
        <identifiers>
          <isin value="US00130H1059"/>
        </identifiers>
        <balance>293050.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5831695.00000000</valUSD>
        <pctVal>1.522850801340</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>Exelon Corp</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corp</title>
        <cusip>30161N101</cusip>
        <identifiers>
          <isin value="US30161N1019"/>
        </identifiers>
        <balance>127108.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5794853.72000000</valUSD>
        <pctVal>1.513230309739</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>EATON CORP PLC JAN20 93 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FSEGD1"/>
        </identifiers>
        <balance>-181.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51585.00000000</valUSD>
        <pctVal>-0.01347057049</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>93</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4558.34</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRTZCRH68 JAN20 RWE GY CALL JAN20 26.5276 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRH68"/>
        </identifiers>
        <balance>-42000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-47019.62000000</valUSD>
        <pctVal>-0.01227839693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>RWE AG</issuerName>
                <issueTitle>RWE AG</issueTitle>
                <identifiers>
                  <isin value="DE0007037129"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>26.5276</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-22164.74</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTZE3TA7 JAN20 VWS DC CALL JAN20 679.594 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZE3TA7"/>
        </identifiers>
        <balance>-20200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185000"/>
        <valUSD>-65585.16000000</valUSD>
        <pctVal>-0.01712648097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vestas Wind Systems A/S</issuerName>
                <issueTitle>Vestas Wind Systems A/S</issueTitle>
                <identifiers>
                  <isin value="DK0010268606"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>679.594</exercisePrice>
            <exercisePriceCurCd>DKK</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9729.3</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW0DQE40 JAN20 FE US CALL JAN20 49.1 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0DQE40"/>
        </identifiers>
        <balance>-63.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3185.78000000</valUSD>
        <pctVal>-0.00083191381</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FirstEnergy Corp</issuerName>
                <issueTitle>FirstEnergy Corp</issueTitle>
                <identifiers>
                  <cusip value="337932107"/>
                  <isin value="US3379321074"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>49.1</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1398.08</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>BRTYQFBM3 JAN20 PWR US CALL JAN20 43.075 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYQFBM3"/>
        </identifiers>
        <balance>-13700.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1834.57000000</valUSD>
        <pctVal>-0.00047906764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Quanta Services Inc</issuerName>
                <issueTitle>Quanta Services Inc</issueTitle>
                <identifiers>
                  <cusip value="74762E102"/>
                  <isin value="US74762E1029"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>43.075</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12320.27</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRTZCRHW1 JAN20 AI FP CALL JAN20 123.0041 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRHW1"/>
        </identifiers>
        <balance>-7400.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-30208.40000000</valUSD>
        <pctVal>-0.00788842457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Air Liquide SA</issuerName>
                <issueTitle>Air Liquide SA</issueTitle>
                <identifiers>
                  <isin value="FR0000120073"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>123.0041</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-17679.2</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRW039ZK0 FEB20TRP CN CALL FEB20 68.45 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW039ZK0"/>
        </identifiers>
        <balance>-15300.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.29855000"/>
        <valUSD>-18498.92000000</valUSD>
        <pctVal>-0.00483068732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TC Energy Corp</issuerName>
                <issueTitle>TC Energy Corp</issueTitle>
                <identifiers>
                  <isin value="CA87807B1076"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>68.45</exercisePrice>
            <exercisePriceCurCd>CAD</exercisePriceCurCd>
            <expDt>2020-02-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4407.9</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTZ9UBN4 FEB20 AES US CALL FEB20 18.91 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZ9UBN4"/>
        </identifiers>
        <balance>-13000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13214.63000000</valUSD>
        <pctVal>-0.00345078229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE SECURITIES (USA) LLC</counterpartyName>
              <counterpartyLei>1V8Y6QCX6YMJ2OELII46</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AES Corp/VA</issuerName>
                <issueTitle>AES Corp/VA</issueTitle>
                <identifiers>
                  <cusip value="00130H105"/>
                  <isin value="US00130H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.91</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6627.53</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTZE3T82 FEB20 VWS DC CALL FEB20 679.594 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZE3T82"/>
        </identifiers>
        <balance>-20200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185000"/>
        <valUSD>-89041.95000000</valUSD>
        <pctVal>-0.02325183414</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vestas Wind Systems A/S</issuerName>
                <issueTitle>Vestas Wind Systems A/S</issueTitle>
                <identifiers>
                  <isin value="DK0010268606"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>679.594</exercisePrice>
            <exercisePriceCurCd>DKK</exercisePriceCurCd>
            <expDt>2020-02-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12388.7</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTZCQY12 JAN20 ENEL IM CALL JAN20 6.76074 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCQY12"/>
        </identifiers>
        <balance>-364600.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-133852.79000000</valUSD>
        <pctVal>-0.03495344466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enel SpA</issuerName>
                <issueTitle>Enel SpA</issueTitle>
                <identifiers>
                  <isin value="IT0003128367"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>6.76074</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-103837.31</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>WASTE CONNECTIONS INC MAR20 95 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94BY0TH0"/>
        </identifiers>
        <balance>-170.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20825.00000000</valUSD>
        <pctVal>-0.00543810469</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 Connections Inc</issuerName>
                <issueTitle>Waste Connections Inc</issueTitle>
                <identifiers>
                  <isin value="CA94106B1013"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>95</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-806.03</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quanta Services Inc</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>Quanta Services Inc</title>
        <cusip>74762E102</cusip>
        <identifiers>
          <isin value="US74762E1029"/>
        </identifiers>
        <balance>137060.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5579712.60000000</valUSD>
        <pctVal>1.457049760688</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>Kingspan Group PLC</name>
        <lei>635400HM7V74SUB9OG75</lei>
        <title>Kingspan Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE0004927939"/>
        </identifiers>
        <balance>85625.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>5229680.69000000</valUSD>
        <pctVal>1.365644710418</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>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW0AP958 FEB20 CMS US CALL FEB20 62.75 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0AP958"/>
        </identifiers>
        <balance>-248.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30484.90000000</valUSD>
        <pctVal>-0.00796062798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CMS Energy Corp</issuerName>
                <issueTitle>CMS Energy Corp</issueTitle>
                <identifiers>
                  <cusip value="125896100"/>
                  <isin value="US1258961002"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>62.75</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1032.75</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW04Q177 JAN20 CMS US CALL JAN20 61.01 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW04Q177"/>
        </identifiers>
        <balance>-200.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41608.80000000</valUSD>
        <pctVal>-0.01086545068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CMS Energy Corp</issuerName>
                <issueTitle>CMS Energy Corp</issueTitle>
                <identifiers>
                  <cusip value="125896100"/>
                  <isin value="US1258961002"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>61.01</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-21257</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTYXCVU2 JAN20 IBE SM CALL JAN20 9.05339 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYXCVU2"/>
        </identifiers>
        <balance>-116700.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-19995.86000000</valUSD>
        <pctVal>-0.00522158847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Iberdrola SA</issuerName>
                <issueTitle>Iberdrola SA</issueTitle>
                <identifiers>
                  <isin value="ES0144580Y14"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>9.05339</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6943.86</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enterprise Products Partners LP</name>
        <lei>K4CDIF4M54DJZ6TB4Q48</lei>
        <title>Enterprise Products Partners LP</title>
        <cusip>293792107</cusip>
        <identifiers>
          <isin value="US2937921078"/>
        </identifiers>
        <balance>131703.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3708756.48000000</valUSD>
        <pctVal>0.968480480811</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>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRW0AT1A7 FEB20 ATCO B SS CALL FEB20 343.332 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0AT1A7"/>
        </identifiers>
        <balance>-26800.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635000"/>
        <valUSD>-10775.26000000</valUSD>
        <pctVal>-0.00281378112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Atlas Copco AB</issuerName>
                <issueTitle>Atlas Copco AB</issueTitle>
                <identifiers>
                  <isin value="SE0011166628"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>343.332</exercisePrice>
            <exercisePriceCurCd>SEK</exercisePriceCurCd>
            <expDt>2020-02-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11582.49</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>FIRST SOLAR INC JAN20 56.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FSHH43"/>
        </identifiers>
        <balance>-96.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16128.00000000</valUSD>
        <pctVal>-0.00421156074</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>First Solar Inc</issuerName>
                <issueTitle>First Solar Inc</issueTitle>
                <identifiers>
                  <cusip value="336433107"/>
                  <isin value="US3364331070"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>56.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-721.25</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW0DH888 JAN20 FE US CALL JAN20 49.25 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0DH888"/>
        </identifiers>
        <balance>-63.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3426.07000000</valUSD>
        <pctVal>-0.00089466157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>FirstEnergy Corp</issuerName>
                <issueTitle>FirstEnergy Corp</issueTitle>
                <identifiers>
                  <cusip value="337932107"/>
                  <isin value="US3379321074"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>49.25</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1756.28</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW0BXDT3 FEB20 PEG US CALL FEB20 60.24 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0BXDT3"/>
        </identifiers>
        <balance>-206.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18687.29000000</valUSD>
        <pctVal>-0.00487987704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Public Service Enterprise Group Inc</issuerName>
                <issueTitle>Public Service Enterprise Group Inc</issueTitle>
                <identifiers>
                  <cusip value="744573106"/>
                  <isin value="US7445731067"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>60.24</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1451.09</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>BRTYRURT7 JAN20 KRX ID CALL JAN20 48.72 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYRURT7"/>
        </identifiers>
        <balance>-10500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-67506.63000000</valUSD>
        <pctVal>-0.01762824111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Kingspan Group PLC</issuerName>
                <issueTitle>Kingspan Group PLC</issueTitle>
                <identifiers>
                  <isin value="IE0004927939"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>48.72</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-52583.99</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>DUKE ENERGY CORP JAN20 87.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92EACC84"/>
        </identifiers>
        <balance>-162.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-62370.00000000</valUSD>
        <pctVal>-0.01628689505</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>Duke Energy Corp</issuerName>
                <issueTitle>Duke Energy Corp</issueTitle>
                <identifiers>
                  <cusip value="26441C204"/>
                  <isin value="US26441C2044"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>87.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-35043.57</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW04Q144 JAN20 XEL US CALL JAN20 61.9 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW04Q144"/>
        </identifiers>
        <balance>-124.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29740.53000000</valUSD>
        <pctVal>-0.00776624805</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Xcel Energy Inc</issuerName>
                <issueTitle>Xcel Energy Inc</issueTitle>
                <identifiers>
                  <cusip value="98389B100"/>
                  <isin value="US98389B1008"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>61.9</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-16750.42</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>WILLIAMS COS INC/THE JAN20 23.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FXLER0"/>
        </identifiers>
        <balance>-468.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34164.00000000</valUSD>
        <pctVal>-0.00892136416</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>Williams Companies Inc/The</issuerName>
                <issueTitle>Williams Companies Inc/The</issueTitle>
                <identifiers>
                  <cusip value="969457100"/>
                  <isin value="US9694571004"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>23.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13216.21</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOMURA SECURITIES INTERNATIONAL INC</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>BRW039HT1 WMB FLEX FEB20 23.31 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW039HT1"/>
        </identifiers>
        <balance>-473.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51791.61000000</valUSD>
        <pctVal>-0.01352452328</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>NOMURA SECURITIES INTERNATIONAL INC</counterpartyName>
              <counterpartyLei>OXTKY6Q8X53C9ILVV871</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Williams Companies Inc/The</issuerName>
                <issueTitle>Williams Companies Inc/The</issueTitle>
                <identifiers>
                  <cusip value="969457100"/>
                  <isin value="US9694571004"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>23.31</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-14538.35</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>ENTERPRISE PRODUCTS PARTNERS L JAN20 27 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92GGNLQ9"/>
        </identifiers>
        <balance>-61.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8082.50000000</valUSD>
        <pctVal>-0.00211061134</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>Enterprise Products Partners LP</issuerName>
                <issueTitle>Enterprise Products Partners LP</issueTitle>
                <identifiers>
                  <cusip value="293792107"/>
                  <isin value="US2937921078"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>27</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6145.12</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Solar Inc</name>
        <lei>549300NPYMLM4NHTOF27</lei>
        <title>First Solar Inc</title>
        <cusip>336433107</cusip>
        <identifiers>
          <isin value="US3364331070"/>
        </identifiers>
        <balance>72200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4040312.00000000</valUSD>
        <pctVal>1.055060727089</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>Atlas Copco AB</name>
        <lei>213800T8PC8Q4FYJZR07</lei>
        <title>Atlas Copco AB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SE0011166628"/>
        </identifiers>
        <balance>155000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635000"/>
        <valUSD>5381761.48000000</valUSD>
        <pctVal>1.405358096135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WEC Energy Group Inc</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC Energy Group Inc</title>
        <cusip>92939U106</cusip>
        <identifiers>
          <isin value="US92939U1060"/>
        </identifiers>
        <balance>40780.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3761139.40000000</valUSD>
        <pctVal>0.982159414928</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>MORGAN STANLEY &amp; CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRW093G02 JAN20 EDPR PL CALL JAN20 10.4197 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW093G02"/>
        </identifiers>
        <balance>-40000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-9641.24000000</valUSD>
        <pctVal>-0.00251765053</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>EDP Renovaveis SA</issuerName>
                <issueTitle>EDP Renovaveis SA</issueTitle>
                <identifiers>
                  <isin value="ES0127797019"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>10.4197</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5833.77</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Williams Cos Inc/The</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos Inc/The</title>
        <cusip>969457100</cusip>
        <identifiers>
          <isin value="US9694571004"/>
        </identifiers>
        <balance>651955.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15464372.60000000</valUSD>
        <pctVal>4.038265411023</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>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRW023WB7 JAN20 RWE GY C JAN20 26.64723 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW023WB7"/>
        </identifiers>
        <balance>-42000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-49089.22000000</valUSD>
        <pctVal>-0.01281883877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>RWE AG</issuerName>
                <issueTitle>RWE AG</issueTitle>
                <identifiers>
                  <isin value="DE0007037129"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>26.64723</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-22350.72</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>JOHNSON CONTROLS INTERNATIONAL JAN20 43 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FSNXJ9"/>
        </identifiers>
        <balance>-112.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-560.00000000</valUSD>
        <pctVal>-0.00014623474</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>Johnson Controls International plc</issuerName>
                <issueTitle>Johnson Controls International plc</issueTitle>
                <identifiers>
                  <isin value="IE00BY7QL619"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>43</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6917.09</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUSQUEHANNA FINANCIAL GROUP LLLP</name>
        <lei>549300E8QX0ZMRDC2M81</lei>
        <title>BRTYQRLQ7 JAN20 PEG US CALL JAN20 61.22 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYQRLQ7"/>
        </identifiers>
        <balance>-303.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4195.94000000</valUSD>
        <pctVal>-0.00109570040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SUSQUEHANNA FINANCIAL GROUP LLLP</counterpartyName>
              <counterpartyLei>549300E8QX0ZMRDC2M81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Public Service Enterprise Group Inc</issuerName>
                <issueTitle>Public Service Enterprise Group Inc</issueTitle>
                <identifiers>
                  <cusip value="744573106"/>
                  <isin value="US7445731067"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>61.22</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>32999.91</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW0C2P67 JAN20 WEC US CALL JAN20 92.45 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0C2P67"/>
        </identifiers>
        <balance>-71.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10554.22000000</valUSD>
        <pctVal>-0.00275606018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>WEC Energy Group Inc</issuerName>
                <issueTitle>WEC Energy Group Inc</issueTitle>
                <identifiers>
                  <cusip value="92939U106"/>
                  <isin value="US92939U1060"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>92.45</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>575.59</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp</title>
        <cusip>26441C204</cusip>
        <identifiers>
          <isin value="US26441C2044"/>
        </identifiers>
        <balance>94568.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8625547.28000000</valUSD>
        <pctVal>2.252419165842</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>SUSQUEHANNA FINANCIAL GROUP LLLP</name>
        <lei>549300E8QX0ZMRDC2M81</lei>
        <title>BRTYQRLN4 JAN20 AEP US CALL JAN20 91.26 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYQRLN4"/>
        </identifiers>
        <balance>-122.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43122.85000000</valUSD>
        <pctVal>-0.01126081982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SUSQUEHANNA FINANCIAL GROUP LLLP</counterpartyName>
              <counterpartyLei>549300E8QX0ZMRDC2M81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Electric Power Co Inc</issuerName>
                <issueTitle>American Electric Power Co Inc</issueTitle>
                <identifiers>
                  <cusip value="025537101"/>
                  <isin value="US0255371017"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>91.26</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-23510.4</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUSQUEHANNA FINANCIAL GROUP LLLP</name>
        <lei>549300E8QX0ZMRDC2M81</lei>
        <title>BRTYQRLP9 JAN20 ETR US CALL JAN20 119.29 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYQRLP9"/>
        </identifiers>
        <balance>-72.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-13352.11000000</valUSD>
        <pctVal>-0.00348668293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SUSQUEHANNA FINANCIAL GROUP LLLP</counterpartyName>
              <counterpartyLei>549300E8QX0ZMRDC2M81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Entergy Corp</issuerName>
                <issueTitle>Entergy Corp</issueTitle>
                <identifiers>
                  <cusip value="29364G103"/>
                  <isin value="US29364G1031"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>119.29</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>2758.36</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRW093FU7 JAN20 HEXA B SS CALL JAN20 551.82 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW093FU7"/>
        </identifiers>
        <balance>-12700.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635000"/>
        <valUSD>-8004.59000000</valUSD>
        <pctVal>-0.00209026643</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hexagon AB</issuerName>
                <issueTitle>Hexagon AB</issueTitle>
                <identifiers>
                  <isin value="SE0000103699"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>551.82</exercisePrice>
            <exercisePriceCurCd>SEK</exercisePriceCurCd>
            <expDt>2020-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7563.35</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CMS Energy Corp</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS Energy Corp</title>
        <cusip>125896100</cusip>
        <identifiers>
          <isin value="US1258961002"/>
        </identifiers>
        <balance>128150.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8052946.00000000</valUSD>
        <pctVal>2.102893801759</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>ENTERGY CORP MAR20 125 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94BVY6L5"/>
        </identifiers>
        <balance>-98.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10780.00000000</valUSD>
        <pctVal>-0.00281501889</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>Entergy Corp</issuerName>
                <issueTitle>Entergy Corp</issueTitle>
                <identifiers>
                  <cusip value="29364G103"/>
                  <isin value="US29364G1031"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>125</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3210.3</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRW093G28 JAN20 EDPR PL CALL JAN20 10.437 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW093G28"/>
        </identifiers>
        <balance>-40000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-10129.40000000</valUSD>
        <pctVal>-0.00264512545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>EDP Renovaveis SA</issuerName>
                <issueTitle>EDP Renovaveis SA</issueTitle>
                <identifiers>
                  <isin value="ES0127797019"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>10.437</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5786.92</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTZE31N9 JAN20 NG. LN CALL JAN20 9.09927 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZE31N9"/>
        </identifiers>
        <balance>-106100.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75494500"/>
        <valUSD>-54553.43000000</valUSD>
        <pctVal>-0.01424572694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>National Grid PLC</issuerName>
                <issueTitle>National Grid PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BDR05C01"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>9.09927</exercisePrice>
            <exercisePriceCurCd>GBP</exercisePriceCurCd>
            <expDt>2020-01-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-31488.7</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Schneider Electric SE</name>
        <lei>969500A1YF1XUYYXS284</lei>
        <title>Schneider Electric SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000121972"/>
        </identifiers>
        <balance>90882.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>9337191.30000000</valUSD>
        <pctVal>2.438253244292</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>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRW0AT166 FEB20 ABBN VX CALL FEB20 23.7956 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0AT166"/>
        </identifiers>
        <balance>-17300.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96780000"/>
        <valUSD>-6316.79000000</valUSD>
        <pctVal>-0.00164952534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>ABB Ltd</issuerName>
                <issueTitle>ABB Ltd</issueTitle>
                <identifiers>
                  <isin value="CH0012221716"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>23.7956</exercisePrice>
            <exercisePriceCurCd>CHF</exercisePriceCurCd>
            <expDt>2020-02-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1615.14</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>WILLIAMS COS INC/THE FEB20 24 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94B5UZ30"/>
        </identifiers>
        <balance>-378.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25137.00000000</valUSD>
        <pctVal>-0.00656411225</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>Williams Companies Inc/The</issuerName>
                <issueTitle>Williams Companies Inc/The</issueTitle>
                <identifiers>
                  <cusip value="969457100"/>
                  <isin value="US9694571004"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>24</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-14265.51</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>China Longyuan Power Group Corp Ltd</name>
        <lei>5299008UYLF3O6V9T464</lei>
        <title>China Longyuan Power Group Corp Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CNE100000HD4"/>
        </identifiers>
        <balance>12875000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.79230000"/>
        <valUSD>8142035.13000000</valUSD>
        <pctVal>2.126157956179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</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 CONNECTIONS INC JAN20 90 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94F7CKJ0"/>
        </identifiers>
        <balance>-170.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27200.00000000</valUSD>
        <pctVal>-0.00710283061</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 Connections Inc</issuerName>
                <issueTitle>Waste Connections Inc</issueTitle>
                <identifiers>
                  <isin value="CA94106B1013"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>90</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1571.14</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TC Energy Corp</name>
        <lei>549300UGKOFV2IWJJG27</lei>
        <title>TC Energy Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CA87807B1076"/>
        </identifiers>
        <balance>228300.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.29855000"/>
        <valUSD>12159122.10000000</valUSD>
        <pctVal>3.175153850395</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>EDP Renovaveis SA</name>
        <lei>529900MUFAH07Q1TAX06</lei>
        <title>EDP Renovaveis SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0127797019"/>
        </identifiers>
        <balance>1471000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>17325216.71000000</valUSD>
        <pctVal>4.524194106554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</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>FORTIS INC/CANADA FEB20 40 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94B6B9G1"/>
        </identifiers>
        <balance>-254.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48260.00000000</valUSD>
        <pctVal>-0.01260230167</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>Fortis Inc/Canada</issuerName>
                <issueTitle>Fortis Inc/Canada</issueTitle>
                <identifiers>
                  <isin value="CA3495531079"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>40</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10729.45</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 JAN20 150 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z942P8UC2"/>
        </identifiers>
        <balance>-125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32812.50000000</valUSD>
        <pctVal>-0.00856844226</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</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6906.82</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Montreal Exchange / Bourse De Montreal</name>
        <lei>N/A</lei>
        <title>TC ENERGY CORP FEB20 70 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94G15LT6"/>
        </identifiers>
        <balance>-258.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.29855000"/>
        <valUSD>-22649.88000000</valUSD>
        <pctVal>-0.00591464195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>The Montreal Exchange / Bourse De Montreal</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TC Energy Corp</issuerName>
                <issueTitle>TC Energy Corp</issueTitle>
                <identifiers>
                  <isin value="CA87807B1076"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>70</exercisePrice>
            <exercisePriceCurCd>CAD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-90.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vinci SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>Vinci SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000125486"/>
        </identifiers>
        <balance>116200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>12941607.25000000</valUSD>
        <pctVal>3.379486919548</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>CITIBANK NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>BRTYP8QA0 JAN20 RWE GY CALL JAN20 27.0114 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYP8QA0"/>
        </identifiers>
        <balance>-43000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-26878.90000000</valUSD>
        <pctVal>-0.00701898065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>RWE AG</issuerName>
                <issueTitle>RWE AG</issueTitle>
                <identifiers>
                  <isin value="DE0007037129"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>27.0114</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8628.36</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hexagon AB</name>
        <lei>549300WJFW6ILNI4TA80</lei>
        <title>Hexagon AB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SE0000103699"/>
        </identifiers>
        <balance>116100.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635000"/>
        <valUSD>6507552.29000000</valUSD>
        <pctVal>1.699339766498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</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>AES CORP/VA FEB20 20 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94B3YK48"/>
        </identifiers>
        <balance>-445.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20025.00000000</valUSD>
        <pctVal>-0.00522919790</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>AES Corp/VA</issuerName>
                <issueTitle>AES Corp/VA</issueTitle>
                <identifiers>
                  <cusip value="00130H105"/>
                  <isin value="US00130H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>20</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1228.27</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iberdrola SA</name>
        <lei>5QK37QC7NWOJ8D7WVQ45</lei>
        <title>Iberdrola SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0144580Y14"/>
        </identifiers>
        <balance>1243049.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>12810324.47000000</valUSD>
        <pctVal>3.345204590530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRW093G51 JAN20 LIN GY CALL JAN20 192.6488 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW093G51"/>
        </identifiers>
        <balance>-6400.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-22912.15000000</valUSD>
        <pctVal>-0.00598312943</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Linde PLC</issuerName>
                <issueTitle>Linde PLC</issueTitle>
                <identifiers>
                  <isin value="IE00BZ12WP82"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>192.6488</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8780.81</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>TEXAS INSTRUMENTS INC JAN20 131 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FXGQ56"/>
        </identifiers>
        <balance>-73.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18031.00000000</valUSD>
        <pctVal>-0.00470849775</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>131</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1779.49</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRTZCRHB7 JAN20 SIKA VX CALL JAN20 174.629 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRHB7"/>
        </identifiers>
        <balance>-4400.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96780000"/>
        <valUSD>-37801.18000000</valUSD>
        <pctVal>-0.00987115362</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sika AG</issuerName>
                <issueTitle>Sika AG</issueTitle>
                <identifiers>
                  <isin value="CH0418792922"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>174.629</exercisePrice>
            <exercisePriceCurCd>CHF</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18180.85</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Montreal Exchange / Bourse De Montreal</name>
        <lei>N/A</lei>
        <title>TC ENERGY CORP JAN20 71 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0H9SC1"/>
        </identifiers>
        <balance>-195.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.29855000"/>
        <valUSD>-2853.18000000</valUSD>
        <pctVal>-0.00074506081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>The Montreal Exchange / Bourse De Montreal</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>TC Energy Corp</issuerName>
                <issueTitle>TC Energy Corp</issueTitle>
                <identifiers>
                  <isin value="CA87807B1076"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>71</exercisePrice>
            <exercisePriceCurCd>CAD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1027.89</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>44260.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5678115.40000000</valUSD>
        <pctVal>1.482746026154</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>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>BRTYRV569 JAN20 ATCO B SS CALL JAN20 323.4787 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYRV569"/>
        </identifiers>
        <balance>-27500.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635000"/>
        <valUSD>-16517.14000000</valUSD>
        <pctVal>-0.00431317822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Atlas Copco AB</issuerName>
                <issueTitle>Atlas Copco AB</issueTitle>
                <identifiers>
                  <isin value="SE0011166628"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>323.4787</exercisePrice>
            <exercisePriceCurCd>SEK</exercisePriceCurCd>
            <expDt>2020-01-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-339.92</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Linde PLC</name>
        <lei>8945002PAZHZLBGKGF02</lei>
        <title>Linde PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BZ12WP82"/>
        </identifiers>
        <balance>27302.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>5858212.30000000</valUSD>
        <pctVal>1.529775356132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</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>AES CORP/VA FEB20 19 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94B61WS1"/>
        </identifiers>
        <balance>-450.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49500.00000000</valUSD>
        <pctVal>-0.01292610718</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>AES Corp/VA</issuerName>
                <issueTitle>AES Corp/VA</issueTitle>
                <identifiers>
                  <cusip value="00130H105"/>
                  <isin value="US00130H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>19</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-24183</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Waste Connections Inc</name>
        <lei>549300HDLRTPBQU69P29</lei>
        <title>Waste Connections Inc</title>
        <cusip>94106B101</cusip>
        <identifiers>
          <isin value="CA94106B1013"/>
        </identifiers>
        <balance>97050.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8811169.50000000</valUSD>
        <pctVal>2.300891341852</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>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>BRTYN1F76 JAN20 916 HK CALL JAN20 4.5325 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYN1F76"/>
        </identifiers>
        <balance>-1080000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.79230000"/>
        <valUSD>-55087.03000000</valUSD>
        <pctVal>-0.01438506776</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>China Longyuan Power Group Corp Ltd</issuerName>
                <issueTitle>China Longyuan Power Group Corp Ltd</issueTitle>
                <identifiers>
                  <isin value="CNE100000HD4"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>4.5325</exercisePrice>
            <exercisePriceCurCd>HKD</exercisePriceCurCd>
            <expDt>2020-01-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-39898.5</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FirstEnergy Corp</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FirstEnergy Corp</title>
        <cusip>337932107</cusip>
        <identifiers>
          <isin value="US3379321074"/>
        </identifiers>
        <balance>185130.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8997318.00000000</valUSD>
        <pctVal>2.349500947188</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>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851109</cusip>
        <identifiers>
          <isin value="US8168511090"/>
        </identifiers>
        <balance>35800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5422984.00000000</valUSD>
        <pctVal>1.416122676178</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>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTZE3T90 JAN20 UMI BB CALL JAN20 40.5923 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZE3T90"/>
        </identifiers>
        <balance>-23200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-98332.58000000</valUSD>
        <pctVal>-0.02567792867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Umicore SA</issuerName>
                <issueTitle>Umicore SA</issueTitle>
                <identifiers>
                  <isin value="BE0974320526"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>40.5923</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-61074.43</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 JAN20 95 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FWVUW0"/>
        </identifiers>
        <balance>-47.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9987.50000000</valUSD>
        <pctVal>-0.00260807061</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>95</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>769.39</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>TEXAS INSTRUMENTS INC JAN20 125 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92F0GUG5"/>
        </identifiers>
        <balance>-29.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12325.00000000</valUSD>
        <pctVal>-0.00321847012</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>125</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6843.8</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRW0DM481 JAN20 PWR US CALL JAN20 41.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0DM481"/>
        </identifiers>
        <balance>-342.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29664.05000000</valUSD>
        <pctVal>-0.00774627656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Quanta Services Inc</issuerName>
                <issueTitle>Quanta Services Inc</issueTitle>
                <identifiers>
                  <cusip value="74762E102"/>
                  <isin value="US74762E1029"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>41.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5308.54</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUSQUEHANNA FINANCIAL GROUP LLLP</name>
        <lei>549300E8QX0ZMRDC2M81</lei>
        <title>BRTYPD3K2 JAN20 NEE US CALL JAN20 222.35 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYPD3K2"/>
        </identifiers>
        <balance>-168.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-336624.79000000</valUSD>
        <pctVal>-0.08790400238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SUSQUEHANNA FINANCIAL GROUP LLLP</counterpartyName>
              <counterpartyLei>549300E8QX0ZMRDC2M81</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>222.35</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-227463.82</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTYRURV2 JAN20 IBE SM CALL JAN20 8.7285 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYRURV2"/>
        </identifiers>
        <balance>-318300.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-165645.57000000</valUSD>
        <pctVal>-0.04325560390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Iberdrola SA</issuerName>
                <issueTitle>Iberdrola SA</issueTitle>
                <identifiers>
                  <isin value="ES0144580Y14"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>8.7285</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-110285.08</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sika AG</name>
        <lei>549300R3N69ECGYPU434</lei>
        <title>Sika AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH0418792922"/>
        </identifiers>
        <balance>29890.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96780000"/>
        <valUSD>5613203.17000000</valUSD>
        <pctVal>1.465795269732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</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>FIRST SOLAR INC JAN20 55 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92GGCTC6"/>
        </identifiers>
        <balance>-84.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-18186.00000000</valUSD>
        <pctVal>-0.00474897344</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>First Solar Inc</issuerName>
                <issueTitle>First Solar Inc</issueTitle>
                <identifiers>
                  <cusip value="336433107"/>
                  <isin value="US3364331070"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>55</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1407.41</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Johnson Matthey PLC</name>
        <lei>2138001AVBSD1HSC6Z10</lei>
        <title>Johnson Matthey PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BZ4BQC70"/>
        </identifiers>
        <balance>135445.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75494500"/>
        <valUSD>5385477.96000000</valUSD>
        <pctVal>1.406328593485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRW093GB8 JAN20 ENEL IM CALL JAN20 7.1152 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW093GB8"/>
        </identifiers>
        <balance>-227200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-9175.89000000</valUSD>
        <pctVal>-0.00239613207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enel SpA</issuerName>
                <issueTitle>Enel SpA</issueTitle>
                <identifiers>
                  <isin value="IT0003128367"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>7.1152</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-413.89</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS INTERNATIONAL</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTYGY979 JAN20 SIKA VX CALL JAN20 179.22 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYGY979"/>
        </identifiers>
        <balance>-6100.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.96780000"/>
        <valUSD>-23321.61000000</valUSD>
        <pctVal>-0.00609005314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sika AG</issuerName>
                <issueTitle>Sika AG</issueTitle>
                <identifiers>
                  <isin value="CH0418792922"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>179.22</exercisePrice>
            <exercisePriceCurCd>CHF</exercisePriceCurCd>
            <expDt>2020-01-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5244.76</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRTZCMK57 JAN20 D US CALL JAN20 82.36 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCMK57"/>
        </identifiers>
        <balance>-297.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33591.89000000</valUSD>
        <pctVal>-0.00877196708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Dominion Energy Inc</issuerName>
                <issueTitle>Dominion Energy Inc</issueTitle>
                <identifiers>
                  <cusip value="25746U109"/>
                  <isin value="US25746U1097"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>82.36</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3666.45</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fortis Inc/Canada</name>
        <lei>549300MQYQ9Y065XPR71</lei>
        <title>Fortis Inc/Canada</title>
        <cusip>349553107</cusip>
        <identifiers>
          <isin value="CA3495531079"/>
        </identifiers>
        <balance>144250.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5989260.00000000</valUSD>
        <pctVal>1.563996297892</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>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>BRTZCRHE1 JAN20 DG FP CALL JAN20 99.52105 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRHE1"/>
        </identifiers>
        <balance>-22900.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-34866.46000000</valUSD>
        <pctVal>-0.00910479998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vinci SA</issuerName>
                <issueTitle>Vinci SA</issueTitle>
                <identifiers>
                  <isin value="FR0000125486"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>99.52105</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8559.78</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>Enel SpA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0003128367"/>
        </identifiers>
        <balance>2531475.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>20109589.39000000</valUSD>
        <pctVal>5.251287030133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</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>WILLIAMS COS INC/THE JAN20 23.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FT7MN6"/>
        </identifiers>
        <balance>-378.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24948.00000000</valUSD>
        <pctVal>-0.00651475802</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>Williams Companies Inc/The</issuerName>
                <issueTitle>Williams Companies Inc/The</issueTitle>
                <identifiers>
                  <cusip value="969457100"/>
                  <isin value="US9694571004"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>23.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-17478.44</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Siemens Gamesa Renewable Energy SA</name>
        <lei>9598004BR8D81D3M1D64</lei>
        <title>Siemens Gamesa Renewable Energy SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0143416115"/>
        </identifiers>
        <balance>168166.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>2961515.23000000</valUSD>
        <pctVal>0.773350773863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>BRTZB5024 JAN20 NEE US CALL JAN20 235.52 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZB5024"/>
        </identifiers>
        <balance>-154.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-118963.61000000</valUSD>
        <pctVal>-0.03106538130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Merrill Lynch, Pierce, Fenner &amp; Smith Incorporated</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</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>235.52</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-55399.72</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRTZE3T66 JAN20 LIN GY CALL JAN20 186.252 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZE3T66"/>
        </identifiers>
        <balance>-3200.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-24436.29000000</valUSD>
        <pctVal>-0.00638113341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Linde PLC</issuerName>
                <issueTitle>Linde PLC</issueTitle>
                <identifiers>
                  <isin value="IE00BZ12WP82"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>186.252</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12044.22</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Public Service Enterprise Group Inc</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group Inc</title>
        <cusip>744573106</cusip>
        <identifiers>
          <isin value="US7445731067"/>
        </identifiers>
        <balance>145582.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8596617.10000000</valUSD>
        <pctVal>2.244864527303</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>SUSQUEHANNA FINANCIAL GROUP LLLP</name>
        <lei>549300E8QX0ZMRDC2M81</lei>
        <title>BRTYKEJM4 JAN20 WMB US CALL JAN20 22.55 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTYKEJM4"/>
        </identifiers>
        <balance>-292.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37016.26000000</valUSD>
        <pctVal>-0.00966618473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>SUSQUEHANNA FINANCIAL GROUP LLLP</counterpartyName>
              <counterpartyLei>549300E8QX0ZMRDC2M81</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Williams Companies Inc/The</issuerName>
                <issueTitle>Williams Companies Inc/The</issueTitle>
                <identifiers>
                  <cusip value="969457100"/>
                  <isin value="US9694571004"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>22.55</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-19858.36</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Inc</title>
        <cusip>29250N105</cusip>
        <identifiers>
          <isin value="CA29250N1050"/>
        </identifiers>
        <balance>260740.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10369629.80000000</valUSD>
        <pctVal>2.707857501212</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>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>BRW0AT141 FEB20 UMI BB CALL FEB20 43.9913 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW0AT141"/>
        </identifiers>
        <balance>-4800.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-12625.74000000</valUSD>
        <pctVal>-0.00329700340</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Umicore SA</issuerName>
                <issueTitle>Umicore SA</issueTitle>
                <identifiers>
                  <isin value="BE0974320526"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>43.9913</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-02-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2596.22</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>BRTZ1YJE6 JAN20 916 HK CALL JAN20 4.3556 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZ1YJE6"/>
        </identifiers>
        <balance>-1081000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.79230000"/>
        <valUSD>-82090.97000000</valUSD>
        <pctVal>-0.02143670055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>China Longyuan Power Group Corp Ltd</issuerName>
                <issueTitle>China Longyuan Power Group Corp Ltd</issueTitle>
                <identifiers>
                  <isin value="CNE100000HD4"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>4.3556</exercisePrice>
            <exercisePriceCurCd>HKD</exercisePriceCurCd>
            <expDt>2020-01-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-66144.57</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>JOHNSON CONTROLS INTERNATIONAL JAN20 42 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z94FX2RD9"/>
        </identifiers>
        <balance>-113.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5480.50000000</valUSD>
        <pctVal>-0.00143114202</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>Johnson Controls International plc</issuerName>
                <issueTitle>Johnson Controls International plc</issueTitle>
                <identifiers>
                  <isin value="IE00BY7QL619"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>42</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1456.62</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>DOMINION ENERGY INC JAN20 82.5 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z945C0MP6"/>
        </identifiers>
        <balance>-188.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19740.00000000</valUSD>
        <pctVal>-0.00515477486</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>Dominion Energy Inc</issuerName>
                <issueTitle>Dominion Energy Inc</issueTitle>
                <identifiers>
                  <cusip value="25746U109"/>
                  <isin value="US25746U1097"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>82.5</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-421.3</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>BRTZCRJ82 JAN20 SU FP CALL JAN20 89.4418 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRTZCRJ82"/>
        </identifiers>
        <balance>-22400.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89150400"/>
        <valUSD>-69037.17000000</valUSD>
        <pctVal>-0.01802791635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schneider Electric SE</issuerName>
                <issueTitle>Schneider Electric SE</issueTitle>
                <identifiers>
                  <isin value="FR0000121972"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>89.4418</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-01-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-30828.01</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE INTERNATIONAL</name>
        <lei>E58DKGMJYYYJLN8C3868</lei>
        <title>BRW067M41 FEB20 ENB US CALL FEB20 38.427 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="BRW067M41"/>
        </identifiers>
        <balance>-33400.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60812.72000000</valUSD>
        <pctVal>-0.01588023711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CREDIT SUISSE INTERNATIONAL</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Enbridge Inc</issuerName>
                <issueTitle>Enbridge Inc</issueTitle>
                <identifiers>
                  <isin value="CA29250N1050"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>38.427</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-02-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-34045.96</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>DUKE ENERGY CORP JAN20 90 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="BlackRock Identifier" value="Z92EABF00"/>
        </identifiers>
        <balance>-168.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28560.00000000</valUSD>
        <pctVal>-0.00745797214</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>Duke Energy Corp</issuerName>
                <issueTitle>Duke Energy Corp</issueTitle>
                <identifiers>
                  <cusip value="26441C204"/>
                  <isin value="US26441C2044"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>90</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-01-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5416.61</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vestas Wind Systems A/S</name>
        <lei>549300DYMC8BGZZC8844</lei>
        <title>Vestas Wind Systems A/S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0010268606"/>
        </identifiers>
        <balance>106260.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185000"/>
        <valUSD>10732942.75000000</valUSD>
        <pctVal>2.802730675657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>2020-01-27</ncom:dateSigned>
      <ncom:nameOfApplicant>BlackRock Utilities, Infrastructure &amp; Power Opportunities Trust</ncom:nameOfApplicant>
      <ncom:signature>Ann Frechette</ncom:signature>
      <ncom:signerName>Ann Frechette</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
