# EDGAR Filing Document

**Accession Number:** 0001884762
**File Stem:** 0001752724-23-015238
**Filing Date:** 2023-1
**Character Count:** 57051
**Document Hash:** 4ea613d63be4a9e366311b0db68de7da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015238.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015238

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Connors Funds
- **CENTRAL INDEX KEY:** 0001884762
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23742
- **FILM NUMBER:** 23558376

**BUSINESS ADDRESS:**
- **STREET 1:** 1210 BROADCASTING ROAD
- **STREET 2:** SUITE 200
- **CITY:** WYOMISSING
- **STATE:** PA
- **ZIP:** 19610
- **BUSINESS PHONE:** 610-376-7418

**MAIL ADDRESS:**
- **STREET 1:** 1210 BROADCASTING ROAD
- **STREET 2:** SUITE 200
- **CITY:** WYOMISSING
- **STATE:** PA
- **ZIP:** 19610

## Series and Classes Contracts Data

### Connors Hedged Equity Fund (Series ID: S000074630)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000232658 | Institutional Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Connors Funds

- **b. Investment Company Act file number:** 811-23742

- **c. CIK number of Registrant:** 0001884762

- **d. LEI of Registrant:** 549300PL1FJ0OHUBIX62

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1210 Broadcasting Road

  - **City:** Wyomissing

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19610

  - **Telephone number:** 610-376-7418

**Item A.2. Information about the Series.**

- **a. Name of Series:** CONNORS HEDGED EQUITY FUND

- **b. EDGAR series identifier (if any):** S000074630

- **c. LEI of Series:** 549300PL1FJ0OHUBIX62

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $15364814.77

**Total Liabilities:** $377888.69

**Net Assets:** $14986926.08

**Cash Not Reported:** $91856.52

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232658 | -5.72%               | 8.82%                | 3.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3.29                    | $-823426.68                                |
| Month 2  | $-241596.62              | $1479430.32                                |
| Month 3  | $-3455.08                | $648916.21                                 |

**Designated Index Information**

- **Index Name:** CONNORS HEDGED EQUITY DRP

- **Index Identifier:** CONNORS HEDGED EQUITY DRP

### Schedule of Portfolio Investments

| Name                              | Title                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE OPTIONS CLEARING CORPORATION  | Eli Lilly & Co Call @ 400, Expiring 01/20/2023                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-540.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Chubb Ltd. Call @ 220, Expiring 02/17/2023                           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-2820.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Costco Wholesale Corp. Call @ 520, Expiring 01/20/2023               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-3455.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | UnitedHealth Group Inc Call @ 590, Expiring 03/17/2023               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-3547.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Amazon.com, Inc. Call @ 145, Expiring 01/20/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-33.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Wells Fargo & Co Call @ 52.5, Expiring 01/20/2023                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-218.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Chevron Corp Call @ 180, Expiring 01/20/2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-8120.00     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Chubb Ltd. Call @ 220, Expiring January 2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-5280.00     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | PNC Financial Services Group Inc/The Call @ 185, Expiring 02/17/2023 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-1425.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | NextEra Energy, Inc. Call @ 82.5, Expiring 01/20/2023                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-2910.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Chevron Corp Call @ 210, Expiring 03/17/2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-937.50      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corporation            | McDonald's Corp.                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1575 | NS      | $429644.25    | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | QUALCOMM, Inc. Call @ 145, Expiring 01/20/2023                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-248.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Analog Devices, Inc. Call @ 175, Expiring 01/20/2023                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-5040.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Abbott Laboratories Call @ 110, Expiring 12/16/2022                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-372.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                     | QUALCOMM, Inc.                                                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1500 | NS      | $189735.00    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Microsoft Corp. Call @ 290, Expiring February 2023                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-3588.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | PepsiCo, Inc. Call @ 175, Expiring 01/20/2023                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-9640.00     | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Stryker Corporation               | Stryker Corp.                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      1510 | NS      | $353173.90    | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Target Corp Call @ 195, Expiring 01/20/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-89.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | NIKE, Inc. Call @ 120, Expiring February 2023                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -16 | NS      | $-6120.00     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Walt Disney Co/The Call @ 130, Expiring 02/17/2023                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -13 | NS      | $-468.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | NextEra Energy, Inc. Call @ 87.5, Expirin01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-1912.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Visa Inc Call @ 235, Expiring 03/17/2023                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-2887.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Procter & Gamble Company      | Procter & Gamble Co./The                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2180 | NS      | $325168.80    | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Johnson & Johnson Call @ 180, Expiring 01/20/2023                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-3400.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | McDonald's Corp. Call @ 270, Expiring 01/20/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-4775.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | TJX Cos., Inc./The Call @ 80, Expiring January 2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-337.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.           | UnitedHealth Group, Inc.                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       755 | NS      | $413558.80    | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Coca-Cola Co Call @ 60, Expiring 01/20/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-3062.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | AbbVie, Inc. Call @ 165, Expiring 01/20/2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-342.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Visa Inc Call @ 220, Expiring 01/20/2023                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-657.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | TJX Cos, Inc./The Call @ 70, Expiring 01/20/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -23 | NS      | $-25127.50    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.            | TJX Cos., Inc./The                                                   | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4675 | NS      | $374233.75    | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Visa Inc Call @ 210, Expiring 12/16/2022                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-2610.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp.               | Realty Income Corp.                                                  | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      4945 | NS      | $311881.15    | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Eaton Corp. PLC Call @ 155 January 2023                              | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-6025.00     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Stryker Corp. Call @ 250, Expiring 12/16/2022                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-175.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Honeywell International, Inc. Call @ 190, Expiring 12/16/2022        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-5970.00     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Palo Alto Networks, Inc. Call @ 190, Expiring 01/20/2023             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-720.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Apple, Inc. Call @ 170, Expiring 01/20/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-122.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | PepsiCo, Inc. Call @ 190 January 2023                                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-252.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Oracle Corp Call @ 87.5, Expiring 01/20/2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -22 | NS      | $-4565.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Amazon.com, Inc. Call @ 150, Expiring 01/20/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-18.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Schlumberger Ltd. Call @ 60, Expiring January 2020                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-70.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Analog Devices, Inc. Call @ 170, Expiring 01/20/2023                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-1780.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Wells Fargo & Co Call @ 50, Expiring 01/20/2023                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-1512.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation                | Oracle Corp.                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3460 | NS      | $287283.80    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                | NextEra Energy, Inc.                                                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3505 | NS      | $296873.50    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Palo Alto Networks, Inc. Call @ 200, Expiring 03/17/2023             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-2850.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Lockheed Martin Corp. Call @ 485, Expiring  3/17/2023                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-2760.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Wells Fargo & Co Call @ 50, Expiring 12/16/2022                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -31 | NS      | $-976.50      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Eli Lilly & Co Call @ 360, Expiring 01/20/2023                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-11675.00    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | NextEra Energy, Inc. Call @ 95, Expiring 01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-37.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Eaton Corp PLC Call @ 160, Expiring 01/20/2023                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-845.00      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Eaton Corp PLC Call @ 165, Expiring 01/20/2023                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-4400.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories               | Abbott Laboratories                                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      3820 | NS      | $410955.60    | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.              | Emerson Electric Co.                                                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1600 | NS      | $153232.00    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company          | American Express Co.                                                 | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      1795 | NS      | $282874.05    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | UnitedHealth Group Inc Call @ 570, Expiring 12/16/2022               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-130.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Coca-Cola Co Call @ 62.5, Expiring 01/20/2023                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-245.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Raytheon Technologies Corp Call @ 105, Expiring 02/17/2023           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -16 | NS      | $-3144.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | PNC Financial Services Group Inc/The Call @ 170, Expiring 01/20/2023 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-595.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Coca-Cola Co Call @ 65, Expiring 01/20/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-289.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Schlumberger Ltd Call @ 50, Expiring 12/16/2022                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-1297.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                          | Visa, Inc.                                                           | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1415 | NS      | $307055.00    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Target Corp Call @ 190, Expiring 01/20/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-1242.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corporation PLC             | Eaton Corp. PLC                                                      | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      2300 | NS      | $375935.00    | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | AbbVie, Inc. Call @ 155, Expiring 01/20/2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-1835.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Apple, Inc. Call @ 165, Expiring 01/20/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-826.00      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc  | PNC Financial Services Group, Inc.                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |      1505 | NS      | $253231.30    | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | S&P 500 Index Put @ 3550, Expiring 12/16/2022                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-1242.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                  | Amazon.com, Inc.                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      2200 | NS      | $212388.00    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                     | Alphabet, Inc.                                                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3660 | NS      | $369623.40    | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                   | Deere & Co.                                                          | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       865 | NS      | $381465.00    | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Procter & Gamble Co./The Call @ 140, Expiring 01/20/2023             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-2180.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.         | Goldman Sachs Group, Inc./The                                        | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       855 | NS      | $330158.25    | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation               | Chevron Corp.                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2365 | NS      | $433528.15    | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation       | Lockheed Martin Corp.                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       500 | NS      | $242595.00    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | S&P 500 Index Put @ 3800, Expiring 12/16/2022                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Long             | DE               | CORP              | US        |         7 | NS      | $5320.00      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Goldman Sachs Group Inc/The Call @ 370, Expiring 12/16/2022          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-1947.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | AbbVie, Inc. Call @ 165, Expiring 02/17/2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -11 | NS      | $-5912.50     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | PepsiCo, Inc. Call @ 180, Expiring 12/16/2022                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-1150.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Apple, Inc. Call @ 175, Expiring 02/17/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -15 | NS      | $-1837.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Merck & Co, Inc. Call @ 95, Expiring 01/20/2023                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -12 | NS      | $-18570.00    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Goldman Sachs Group Inc/The Call @ 350, Expiring 01/20/2023          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-16840.00    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Abbott Laboratories Call @ 110, Expiring 01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-240.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Procter & Gamble Co./The Call @ 150, Expiring 02/17/2023             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-500.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Raytheon Technologies Corp Call @ 95, Expiring 01/20/2023            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-3615.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation      | Costco Wholesale Corp.                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       585 | NS      | $315461.25    | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Emerson Electric Co. Call @ 95, Expiring 01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-4050.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Merck & Co, Inc. Call @ 110, Expiring 02/17/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-1425.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                 | Johnson & Johnson                                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2070 | NS      | $368460.00    | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Stryker Corp. Call @ 230, Expiring 12/16/2022                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-715.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                       | AbbVie, Inc.                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2425 | NS      | $390861.50    | 2.61%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | McDonald's Corp. Call @ 290, Expiring 03/17/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-2030.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Coca-Cola Company             | Coca-Cola Co./The                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      4700 | NS      | $298967.00    | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc            | Palo Alto Networks, Inc.                                             | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      1620 | NS      | $275238.00    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                       | PepsiCo, Inc.                                                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1930 | NS      | $358034.30    | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Cisco Systems, Inc. Call @ 47.5, Expiring 12/16/2022                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-1265.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation             | Microsoft Corp.                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2200 | NS      | $561308.00    | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | American Express Co Call @ 165, Expiring 01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-3307.50     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | NextEra Energy, Inc. Call @ 85, Expiring 01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-1340.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Honeywell International, Inc. Call @ 195, Expiring 12/16/2022        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-4980.00     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Schlumberger Limited              | Schlumberger Ltd.                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      6625 | NS      | $341518.75    | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                   | Eli Lilly & Co.                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1080 | NS      | $400766.40    | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Stryker Corp. Call @ 240, Expiring 12/16/2022                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-690.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Deere & Co. Call @ 400, Expiring 12/16/2022                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -3 | NS      | $-12832.50    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Apple, Inc. Call @ 175, Expiring January 2023                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-32.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Merck & Co, Inc. Call @ 105, Expiring 01/20/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-1320.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Palo Alto Networks, Inc. Call @ 200, Expiring 12/16/2022             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-12.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | American Express Co Call @ 170, Expiring 01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-442.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | UnitedHealth Group Inc Call @ 580, Expiring 12/16/2022               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-68.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | PepsiCo, Inc. Call @ 180, Expiring 01/20/2023                        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-822.50      | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Alphabet, Inc. Call @ 117.5, Expiring 01/20/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-94.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Raytheon Technologies Corp Call @ 100, Expiring 01/20/2023           | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-1447.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Schlumberger Ltd Call @ 57.5, Expiring 02/17/2023                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -7 | NS      | $-1375.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | PNC Financial Services Group Inc/The Call @ 180, Expiring 01/20/2023 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-425.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Linde PLC Call @ 315, Expiring 01/20/2023                            | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-16290.00    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc.               | Analog Devices, Inc.                                                 | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1760 | NS      | $302561.60    | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company             | Wells Fargo & Co.                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      7750 | NS      | $371612.50    | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FDS INC               | First American Government Obligations Fund                           | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    459100 | PA      | $459100.00    | 3.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Lockheed Martin Corp. Call @ 500, Expiring 01/20/2023                | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-1025.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Johnson & Johnson Call @ 175, Expiring 01/20/2023                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-1295.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Costco Wholesale Corp. Call @ 560, Expiring 01/20/2023               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-1287.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nike, Inc.                        | NIKE, Inc.                                                           | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2700 | NS      | $296163.00    | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                     | Chubb Ltd.                                                           | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1795 | NS      | $394164.05    | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Deere & Co. Call @ 430 01/20/2023                                    | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-2500.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Company               | Walt Disney Co./The                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2250 | NS      | $220207.50    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Coca-Cola Co Call @ 65, Expiring 02/17/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -17 | NS      | $-2856.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                  | Merck & Co., Inc.                                                    | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      3145 | NS      | $346327.40    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Eli Lilly & Co Call @ 370, Expiring 01/20/2023                       | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-1717.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Costco Wholesale Corp. Call @ 550, Expiring 01/20/2023               | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-3450.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc.                        | Apple, Inc.                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5705 | NS      | $844511.15    | 5.63%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Schlumberger Ltd Call @ 45, Expiring 12/16/2022                      | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -25 | NS      | $-16687.50    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Honeywell International Inc.      | Honeywell International, Inc.                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1575 | NS      | $345791.25    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                         | Linde Public Limited Company                                         | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      1070 | NS      | $360033.60    | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | TJX Cos, Inc./The Call @ 75, Expiring 01/20/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-1355.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Deere & Co. Call @ 420, Expiring 01/20/2023                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-3205.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Corporation                | Target Corp.                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2455 | NS      | $410156.85    | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Target Corp Call @ 185, Expiring 12/16/2022                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-148.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Merck & Co, Inc. Call @ 110, Expiring 03/17/2023                     | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -2 | NS      | $-1130.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Procter & Gamble Co./The Call @ 155, Expiring 02/17/2023             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -10 | NS      | $-2750.00     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Apple, Inc. Call @ 185, Expiring 12/16/2022                          | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -9 | NS      | $-13.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation | Raytheon Technologies Corp.                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      4560 | NS      | $450163.20    | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Honeywell International, Inc. Call @ 210, Expiring 12/16/2022        | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -5 | NS      | $-5600.00     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | NextEra Energy, Inc. Call @ 97.5, Expirin01/20/2023                  | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -1 | NS      | $-22.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Chevron Corp Call @ 200, Expiring 03/17/2023                         | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -4 | NS      | $-2200.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Cisco Systems, Inc. Call @ 45, Expiring 12/16/2022                   | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -6 | NS      | $-2880.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.               | Cisco Systems, Inc.                                                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      6650 | NS      | $330638.00    | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Amazon.com, Inc. Call @ 135 January 2023                             | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |        -8 | NS      | $-124.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION  | Cisco Systems, Inc. Call @ 50, Expiring January 2023                 | CUSIP: N/A<br>LEI: 549300CII6SLYGKNHA04       | Short            | DE               | CORP              | US        |       -29 | NS      | $-4190.50     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** Connors Funds

**Signature:** Gregory Knoth

**Name of Signer:** Gregory Knoth

**Title:** SVP, Mutual Fund Controller