NPORT-P false 0000756913 XXXXXXXX S000021933 C000063027 C000063028 C000063026 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Capital Appreciation Value Trust S000021933 549300PRBTNX4HDWKZ02 2020-12-31 2020-06-30 N 398165805.650000000000 6244403.260000000000 391921402.390000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 399.150000000000 USD N REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/23 5.125 N/A 761735AT6 440000 PA USD 445178.8 0.1135887954 Long DBT CORP US N 2 2023-07-15 Fixed 5.125000000000 N N N N N N SBA Communications Corporation N/A 78410GAB0 550000 PA USD 556187.5 0.1419130205 Long DBT CORP US N 2 2022-10-01 Fixed 4.000000000000 N N N N N N SBA Communications Corporation N/A 78410GAC8 195000 PA USD 194025 0.0495060996 Long DBT CORP US N 2 2027-02-15 Fixed 3.875000000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAG8 110000 PA USD 114182.2 0.0291339537 Long DBT CORP US N 2 2023-10-15 Fixed 4.875000000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAH6 90000 PA USD 95400 0.0243416153 Long DBT CORP US N 2 2024-11-01 Fixed 5.625000000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAJ2 325000 PA USD 346027.5 0.0882900239 Long DBT CORP US N 2 2025-10-01 Fixed 5.000000000000 N N N N N N Sensata Technologies Uk Financing Co. PLC N/A 81727TAA6 200000 PA USD 207500 0.0529442890 Long DBT CORP GB N 2 2026-02-15 Fixed 6.250000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CB8 250000 PA USD 254687.5 0.0649843306 Long DBT CORP US N 2 2024-05-15 Fixed 5.375000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NAL2 85000 PA USD 85467.5 0.0218073061 Long DBT CORP US N 2 2023-05-15 Fixed 4.625000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 82967NAY4 45000 PA USD 45281.25 0.0115536558 Long DBT CORP US N 2 2022-08-01 Fixed 3.875000000000 N N N N N N Six Flags Theme Parks Inc. N/A 83001WAC8 40000 PA USD 41350 0.0105505848 Long DBT CORP US N 2 2025-07-01 Fixed 7.000000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477AQ6 435000 PA USD 415229.25 0.1059470719 Long DBT CORP US N 2 2020-09-15 Variable 5.250000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AH4 950000 PA USD 957125 0.2442135066 Long DBT CORP US N 2 2021-11-01 Fixed 3.750000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AJ0 440000 PA USD 452650 0.1154950960 Long DBT CORP US N 2 2023-11-01 Fixed 3.875000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AK7 579000 PA USD 555840 0.1418243547 Long DBT CORP US N 2 2043-11-01 Fixed 5.350000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AL5 2000 PA USD 2030 0.0005179610 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N PerkinElmer Inc. 549300IKL1SDPFI7N655 714046109 61179 NS USD 6001048.11 1.5311866291 Long EC CORP US N 1 N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AB7 205000 PA USD 198891 0.0507476751 Long DBT CORP US N 2 2024-09-01 Fixed 4.250000000000 N N N N N N Hologic Inc. 549300DYP6F5ZJL0LB74 436440AK7 257000 PA USD 259516.03 0.0662163455 Long DBT CORP US N 2 2025-10-15 Fixed 4.375000000000 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332PAD3 25000 PA USD 25000 0.0063788300 Long DBT CORP US N 2 2026-05-01 Fixed 7.000000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/24 5 N/A 48250NAA3 567000 PA USD 577631.25 0.1473844619 Long DBT CORP US N 2 2024-06-01 Fixed 5.000000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/26 5.25 N/A 48250NAB1 945000 PA USD 968625 0.2471477684 Long DBT CORP US N 2 2026-06-01 Fixed 5.250000000000 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDI COMPANY GUAR 144A 06/27 4.75 N/A 48250NAC9 1442000 PA USD 1478050 0.3771291874 Long DBT CORP US N 2 2027-06-01 Fixed 4.750000000000 N N N N N N Korn Ferry 549300FOD20OM0GT5G40 50067PAA7 90000 PA USD 87300 0.0222748744 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N Lennox International Inc. S7DWAC87RDMPBF77GJ92 526107AD9 90000 PA USD 92839.86 0.0236883874 Long DBT CORP US N 2 2023-11-15 Fixed 3.000000000000 N N N N N N Level 3 Financing Inc. N/A 527298BD4 336000 PA USD 336161.28 0.0857726263 Long DBT CORP US N 2 2022-08-15 Fixed 5.375000000000 N N N N N N Welbilt Inc. 549300UR3W71YLZWI068 563568AB0 362000 PA USD 345710 0.0882090128 Long DBT CORP US N 2 2024-02-15 Fixed 9.500000000000 N N N N N N Six Flags Entertainment Corporation 549300JYTDUAA4JQ3717 83001AAB8 214000 PA USD 191264.64 0.0488017850 Long DBT CORP US N 2 2024-07-31 Fixed 4.875000000000 N N N N N N Six Flags Entertainment Corporation 549300JYTDUAA4JQ3717 83001AAC6 216000 PA USD 193050 0.0492573253 Long DBT CORP US N 2 2027-04-15 Fixed 5.500000000000 N N N N N N SOLERA LLC / SOLERA FINANCE IN SR UNSECURED 144A 03/24 10.5 N/A 83422AAA1 2115000 PA USD 2157300 0.5504419985 Long DBT CORP US N 2 2024-03-01 Fixed 10.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAM7 165000 PA USD 165666.6 0.0422703631 Long DBT CORP US N 2 2023-03-01 Fixed 6.000000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAP0 80000 PA USD 83589.6 0.0213281539 Long DBT CORP US N 2 2026-01-15 Fixed 6.500000000000 N N N N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 879369AE6 331000 PA USD 341558.9 0.0871498464 Long DBT CORP US N 2 2026-06-01 Fixed 4.875000000000 N N N N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 879369AF3 285000 PA USD 301304.85 0.0768788967 Long DBT CORP US N 2 2027-11-15 Fixed 4.625000000000 N N N N N N US Airways 2010-1 Class A Pass Through Trust N/A 90345KAA8 106836.73 PA USD 86536.04 0.0220799475 Long DBT CORP US N 2 2023-04-22 Fixed 6.250000000000 N N N N N N US Airways 2012-2 Class A Pass Through Trust N/A 90345WAD6 13954.26 PA USD 11513.53 0.0029377140 Long DBT CORP US N 2 2025-06-03 Fixed 4.625000000000 N N N N N N US Airways 2012-2 Class B Pass Through Trust N/A 90345WAE4 48751.76 PA USD 39159.73 0.0099917304 Long DBT CORP US N 2 2021-06-03 Fixed 6.750000000000 N N N N N N US AIRWAYS 2013-1 CLASS A PASS PASS THRU CE 05/27 3.95 N/A 90346WAA1 154190.14 PA USD 127222.28 0.0324611719 Long DBT CORP US N 2 2025-11-15 Fixed 3.950000000000 N N N N N N US Airways 2013-1 Class B Pass Through Trust N/A 90346WAB9 52189.1 PA USD 41910.04 0.0106934808 Long DBT CORP US N 2 2021-11-15 Fixed 5.375000000000 N N N N N N USI Inc. N/A 91739VAA6 154000 PA USD 155347.5 0.0396374117 Long DBT CORP US N 2 2025-05-01 Fixed 6.875000000000 N N N N N N Xylem Inc. 549300DF5MV96DRYLQ48 98419MAB6 60000 PA USD 63152.4 0.0161135370 Long DBT CORP US N 2 2021-10-01 Fixed 4.875000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AD3 367000 PA USD 394525 0.1006643163 Long DBT CORP US N 2 2037-11-15 Fixed 6.875000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AD2 450000 PA USD 426915 0.1089287284 Long DBT CORP US N 2 2020-09-20 Floating 3.726380000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AF7 295000 PA USD 290398 0.0740959790 Long DBT CORP US N 2 2026-09-20 Variable 4.625000000000 N N N N N N CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 06/24 5.375 N/A 150191AJ3 612000 PA USD 579490.56 0.1478588708 Long DBT CORP US N 2 2024-06-01 Fixed 5.375000000000 N N N N N N Continental Airlines 2012-1 Class A Pass Through Trust N/A 210795PZ7 163867.27 PA USD 152396.56 0.0388844700 Long DBT CORP US N 2 2024-04-11 Fixed 4.150000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAJ9 481425 PA USD 512496.17 0.1307650378 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.116000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAL4 213925 PA USD 224105.69 0.0571812840 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.668000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738108 96346 NS USD 9405296.52 2.3997915048 Long EC CORP US N 1 N N N Fortive Corporation 549300MU9YQJYHDQEF63 34959J108 146270 NS USD 9896628.2 2.5251563552 Long EC CORP US N 1 N N General Electric Company 3C7474T6CDKPR9K6YT90 369604103 2106965 NS USD 14390570.95 3.6718002289 Long EC CORP US N 1 N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940X102 41935 NS USD 7113014.7 1.8149084629 Long EC CORP US N 1 N N N Roper Technologies Inc. N/A 776696106 9100 NS USD 3533166 0.9014986113 Long EC CORP US N 1 N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324P102 21834 NS USD 6439938.3 1.6431708656 Long EC CORP US N 1 N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866F104 64865 NS USD 5941634 1.5160269288 Long EC CORP US N 1 N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271V100 241059 NS USD 6846075.6 1.7467980973 Long EC CORP US N 1 N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571900BA6 135000 PA USD 133702.63 0.0341146539 Long DBT CORP US N 2 2021-03-08 Floating 0.967630000000 N N N N N N Wendy's Funding LLC N/A 95058XAD0 324675 PA USD 336509.4 0.0858614503 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.573000000000 N N N N N N Aptiv PLC N/A G6095L109 24181 NS USD 1884183.52 0.4807554547 Long EC CORP IE N 1 N N N TE Connectivity Ltd. N/A H84989104 24007 NS USD 1957770.85 0.4995314974 Long EC CORP CH N 1 N N N NXP Semiconductors N.V. N/A N6596X109 62052 NS USD 7076410.08 1.8055686770 Long EC CORP NL N 1 N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851102 46959 NS USD 8303759.97 2.1187309290 Long EC CORP US N 1 N N N NVA HOLDINGS INC 2019 TERM LOAN A3 N/A 25445FAB2 850000 PA USD 833000 0.2125426157 Long LON CORP US N 2 2023-02-20 Floating 2.44 N N N N N N Emerald TopCo Inc. N/A 29102TAB8 721058.75 PA USD 697624.34 0.1780010828 Long LON CORP US N 2 2026-07-24 Floating 4.26 N N N N N N Filtration Group Corporation N/A 31732FAM8 94748.09 PA USD 90010.69 0.0229665156 Long LON CORP US N 2 2025-03-29 Floating 3.18 N N N N N N Refinitiv US Holdings Inc. N/A 31740MAC5 7775668.3 PA USD 7587108.34 1.9358749723 Long LON CORP US N 2 2025-10-01 Floating 3.43 N N N N N N Four Seasons Hotels Limited 5493009FUVX8LHYY2202 35100DAR7 523643.41 PA USD 494843.02 0.1262607801 Long LON CORP CA N 2 2023-11-30 Floating 2.18 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 36665GAR5 30421.88 PA USD 29965.55 0.0076458060 Long LON CORP US N 2 2022-03-20 Floating 1.68 N N N N N N H.B. Fuller Company JSMX3Z5FOYM8V0Q52357 40409VAR5 195474.97 PA USD 188334.27 0.0480540917 Long LON CORP US N 2 2024-10-20 Floating 2.19 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAP1 5151812.16 PA USD 4889945.55 1.2476852553 Long LON CORP US N 2 2025-04-25 Floating 4.02 N N N N N N HUB International Limited 549300JQT6ATTUNS5E06 44332EAT3 1219062.01 PA USD 1195899.83 0.3051376686 Long LON CORP US N 2 2025-04-25 Floating 5 N N N N N N Kronos Incorporated N/A 50105JAM9 2742845.11 PA USD 2736838.28 0.6983130452 Long LON CORP US N 2 2023-11-01 Floating 3.18 N N N N N N Life Time Inc. 549300PALKE96VYH4X17 50218KAD0 174551.28 PA USD 154151.47 0.0393322409 Long LON CORP US N 2 2022-06-10 Floating 3.750000000000 N N N N N N Welbilt Inc. 549300UR3W71YLZWI068 56356XAE9 175000 PA USD 150500 0.0384005566 Long LON CORP US N 2 2025-10-23 Floating 2.68 N N N N N N Prestige Brands Inc. N/A 74112CAT0 25650.65 PA USD 25163.29 0.0064204940 Long LON CORP US N 2 2024-01-26 Floating 2.18 N N N N N N USI Inc. N/A 90351NAE5 721865.88 PA USD 683606.99 0.1744245111 Long LON CORP US N 2 2024-05-16 Floating 3.31 N N N N N N The Ultimate Software Group Inc. N/A 90385KAB7 163762.5 PA USD 158384.54 0.0404123222 Long LON CORP US N 2 2026-05-04 Floating 3.93 N N N N N N UNITED AIRLINES INC 2020 TERM LOAN B N/A N/A 605000 PA USD 600208.4 0.1531450940 Long LON CORP US N 2 2027-06-25 Floating 0.000000000000 N N N N N N Loire Finco Luxembourg S.a r.l. N/A 965VBQII8 1165000 PA USD 1116943.75 0.2849917721 Long LON CORP LU N 2 2027-04-21 Floating 3.68 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441C402 26560 NS USD 704636.8 0.1797903344 Long EP CORP US N 1 N N N Fortive Corporation 549300MU9YQJYHDQEF63 34959J207 907 NS USD 783648 0.1999502949 Long EP CORP US N 2 N N N Hilton Worldwide Holdings Inc. 549300HVGPK36ICB0B89 43300A203 81805 NS USD 6008577.25 1.5331077133 Long EC CORP US N 1 N N N Humana Inc. N/A 444859102 22761 NS USD 8825577.75 2.2518744055 Long EC CORP US N 1 N N N Ingersoll Rand Inc. N/A 45687V106 145262 NS USD 4084767.44 1.0422414839 Long EC CORP US N 1 N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 48128B655 1219 NS USD 32205.98 0.0082174589 Long EP CORP US N 1 N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903AS2 120000 PA USD 116725.31 0.0297828364 Long DBT CORP US N 2 2026-06-15 Fixed 3.125000000000 N N N N N N MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5 N/A 599191AA1 280000 PA USD 279389.6 0.0712871505 Long DBT CORP US N 2 2027-06-20 Fixed 6.500000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAJ5 45000 PA USD 46923.75 0.0119727450 Long DBT CORP US N 2 2022-02-15 Fixed 5.500000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAL0 405000 PA USD 450436.95 0.1149304292 Long DBT CORP US N 2 2025-02-15 Fixed 5.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAN6 1260000 PA USD 1310614.2 0.3344074072 Long DBT CORP US N 2 2026-11-15 Fixed 4.375000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAS5 1680000 PA USD 1796373.6 0.4583504726 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAT3 2350000 PA USD 2672655 0.6819364760 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 64110LAX4 1165000 PA USD 1357225 0.3463003020 Long DBT CORP US N 2 2029-05-15 Fixed 6.375000000000 N N N N N N NextEra Energy Inc. N/A 65339F770 22612 NS USD 959879.4 0.2449163006 Long EP CORP US N 1 N N N NiSource Inc. N/A 65473P881 20000 NS USD 516200 0.1317100819 Long EP CORP US N 1 N N N NiSource Inc. N/A 65473PAG0 575000 PA USD 549125 0.1401110010 Long DBT CORP US N 2 2023-06-15 Variable 5.650000000000 N N N N N N NuStar Logistics L.P. N62BF2PKP51FIIOIUN20 67059TAB1 175000 PA USD 175000 0.0446518100 Long DBT CORP US N 2 2020-09-01 Fixed 4.800000000000 N N N N N N SCE Trust III N/A 78409B207 657 NS USD 14230.62 0.0036309882 Long EP CORP US N 1 N N N SCE Trust IV N/A 78409G206 27553 NS USD 560428.02 0.1429950027 Long EP CORP US N 1 N N N The Charles Schwab Corporation N/A 808513402 6673 NS USD 170094.77 0.0434002249 Long EP CORP US N 1 N N N The Charles Schwab Corporation N/A 808513600 1000 NS USD 25880 0.0066033648 Long EP CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973759 12712 NS USD 331783.2 0.0846555452 Long EP CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 902973833 6325 NS USD 164956 0.0420890513 Long EP CORP US N 1 N N N Visa Inc. 549300JZ4OKEHW3DPJ59 92826C839 33086 NS USD 6391222.62 1.6307409039 Long EC CORP US N 1 N N N Waste Connections Inc. 549300HDLRTPBQU69P29 94106B101 20898 NS USD 1960023.42 0.5001062478 Long EC CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 3282 NS USD 4256754 1.0861244051 Long EP CORP US N 1 N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389B100 61947 NS USD 3871687.5 0.9878734553 Long EC CORP US N 1 N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498101 68769 NS USD 5976713.79 1.5249776495 Long EC CORP US N 1 N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 988498AG6 527000 PA USD 527000 0.1344657364 Long DBT CORP US N 2 2020-11-01 Fixed 3.875000000000 N N N N N N 80565550 MSFT 165 EQUITYOPTION---20210115 N/A AEI713321 70 NC USD -310613.14 -0.0792539367 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 165.000000000000 USD 2021-01-15 XXXX -263356.140000000000 N N N 80598972 MSFT 165 EQUITYOPTION---20210115 N/A AEI716878 67 NC USD -297301.15 -0.0758573398 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 165.000000000000 USD 2021-01-15 XXXX -250937.150000000000 N N N 81242284 BDX JAN21 300 CALL N/A N/A 4 NC USD -1368.11 -0.0003490776 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 2374.810000000000 N N N 81235749 GE JAN21 15 CALL N/A N/A 347 NC USD -1995.01 -0.0005090332 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 16048.990000000000 N N N 81235779 AEP JAN21 105 CALL N/A N/A 56 NC USD -1923.14 -0.0004906953 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written AMERICAN ELECTRIC POWER AMERICAN ELECTRIC POWER 100 105.000000000000 USD 2021-01-15 XXXX 6868.860000000000 N N N 81244550 TMO JAN21 400 CALL N/A N/A 10 NC USD -15495.71 -0.0039537800 N/A DE CORP US N 2 ROYAL BANK OF CANADA - SWAPS N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX -7699.010000000000 N N N 81258286 NXPI JAN21 140 CALL N/A N/A 23 NC USD -13444.94 -0.0034305195 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 140.000000000000 USD 2021-01-15 XXXX 3593.460000000000 N N N 81258596 BDX JAN21 300 CALL N/A N/A 10 NC USD -3420.27 -0.0008726928 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 5717.830000000000 N N N 81225626 TMO EQUITYOPTION---20210115 N/A AEI771287 18 NC USD -27892.28 -0.0071168045 N/A DE CORP US N 2 ROYAL BANK OF CANADA - SWAPS N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX -15161.060000000000 N N N 81240324 NXPI JAN21 140 CALL N/A N/A 10 NC USD -5845.63 -0.0014915312 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 140.000000000000 USD 2021-01-15 XXXX 1156.370000000000 N N N 81255691 AEP EQUITYOPTION---20210115 N/A AEI773077 55 NC USD -1888.79 -0.0004819308 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written AMERICAN ELECTRIC POWER AMERICAN ELECTRIC POWER 100 105.000000000000 USD 2021-01-15 XXXX 6746.210000000000 N N N 81265955 BDX EQUITYOPTION---20210115 N/A AEI773085 14 NC USD -4788.38 -0.0012217705 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 9201.540000000000 N N N 81271066 NXPI EQUITYOPTION---20210115 N/A AEI773119 54 NC USD -31566.39 -0.0080542654 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 140.000000000000 USD 2021-01-15 XXXX 9344.010000000000 N N N 81255683 GE EQUITYOPTION---20210115 N/A AEI775031 347 NC USD -1995.01 -0.0005090332 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 17617.430000000000 N N N 81217898 TMO EQUITYOPTION---20210115 N/A AEI775049 4 NC USD -6198.28 -0.0015815110 N/A DE CORP US N 2 ROYAL BANK OF CANADA - SWAPS N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX -3360.200000000000 N N N 81325963 GOOG EQUITYOPTION---20210115 N/A AEI778720 2 NC USD -18359.54 -0.0046844954 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX -2345.540000000000 N N N 81381551 GOOG EQUITYOPTION---20210115 N/A AEI781963 2 NC USD -18359.54 -0.0046844954 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX -3265.540000000000 N N N 81505528 BDX 300 EQUITYOPTION---20210115 N/A AEI785782 12 NC USD -4104.33 -0.0010472329 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 10453.110000000000 N N N 81505544 GOOG 1500 EQUITYOPTION---20210115 N/A AEI785808 2 NC USD -18359.54 -0.0046844954 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX -3585.540000000000 N N N Cedar Fair L.P. 549300TUVLNQQ6BVKH61 150190AC0 374000 PA USD 338140.88 0.0862777276 Long DBT CORP US N 2 2029-07-15 Fixed 5.250000000000 N N N N N N Alcon Inc. N/A ACI198PY5 62383 NS 3584479.04 0.9145912977 Long EC CORP CH N 2 N N N Delta 2 (Lux) Sarl 549300BBG8Z3D6QSYP53 L2465BAQ9 630000 PA USD 598109.4 0.1526095274 Long LON CORP LU N 2 2024-02-01 Floating 3.500000000000 N N N N N N Alliant Energy Corporation N/A 018802108 47197 NS USD 2257904.48 0.5761115535 Long EC CORP US N 1 N N N ROWE T PRICE GOV RES FD 20340919 00000.0000000000 N/A 76105Y109 52871849.72 NS USD 52871849.72 13.4904216503 Long STIV RF US N 1 N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01881UAE5 50000 PA USD 47284.5 0.0120647915 Long LON CORP US N 2 2025-05-09 Floating 2.93 N N N N N N AmWINS Group Inc. N/A 03234TAR9 114111.52 PA USD 110652.8 0.0282334160 Long LON CORP US N 2 2024-01-25 Floating 3.750000000000 N N N N N N CCC Information Services Inc. N/A 124886AH5 2409003.61 PA USD 2323676.7 0.5928935460 Long LON CORP US N 2 2024-04-29 Floating 4.000000000000 N N N N N N CPI Holdco LLC N/A 12594WAJ5 99750 PA USD 95760 0.0244334704 Long LON CORP US N 2 2026-11-04 Floating 4.43 N N N N N N Sunshine Luxembourg VII SARL N/A L8908YAB4 976346.87 PA USD 932821.33 0.2380123475 Long LON CORP LU N 2 2026-10-01 Floating 5.32 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K107 6877 NS USD 9721395.97 2.4804452910 Long EC CORP US N 1 N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 401 NS USD 568638.05 0.1450898181 Long EC CORP US N 1 N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135106 3024 NS USD 8342671.68 2.1286593764 Long EC CORP US N 1 N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608102 90738 NS USD 6384325.68 1.6289811276 Long EC CORP US N 1 N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537101 146539 NS USD 11670365.96 2.9777312208 Long EC CORP US N 1 N N N Atmos Energy Corporation QVLWEGTD2S8GJMO8D383 049560105 31181 NS USD 3105003.98 0.7922517018 Long EC CORP US N 1 N N N Avantor Inc. N/A 05352A100 100288 NS USD 1704896 0.4350096702 Long EC CORP US N 1 N N N Avantor Inc. N/A 05352AAA8 585000 PA USD 611325 0.1559815300 Long DBT CORP US N 2 2024-10-01 Fixed 6.000000000000 N N N N N N Avantor Inc. N/A 05352AAC4 2490000 PA USD 2682975 0.6845696570 Long DBT CORP US N 2 2025-10-01 Fixed 9.000000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887109 42701 NS USD 10217068.27 2.6069176645 Long EC CORP US N 1 N N N Domino's Pizza Master Issuer LLC N/A 25755TAH3 507000 PA USD 546799.5 0.1395176422 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N Maxim Integrated Products Inc. SO0H5YEO14Y4PVKQH532 57772K101 60763 NS USD 3682845.43 0.9396897969 Long EC CORP US N 1 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918104 98500 NS USD 20045735 5.1147334332 Long EC CORP US N 1 N N N NextEra Energy Inc. N/A 65339F101 9424 NS USD 2263362.08 0.5775040777 Long EC CORP US N 1 N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AQ8 390000 PA USD 395655.14 0.1009526751 Long DBT CORP US N 2 2026-11-01 Variable 5.000000000000 N N N N N N REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 07/21 VAR N/A 761735AR0 195000 PA USD 193537.5 0.0493817125 Long DBT CORP US N 2 2021-07-15 Floating 4.718880000000 N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137107 68608 NS USD 2408826.88 0.6146198869 Long EC CORP US N 1 N N N NiSource Inc. N/A 65473P105 223461 NS USD 5081503.14 1.2965617874 Long EC CORP US N 1 N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475105 16095 NS USD 1693354.95 0.4320649344 Long EC CORP US N 1 N N N JH COLLATERAL N/A N/A 330872.97 NS USD 3312468.53 0.8451869456 Long EC RF US N 1 N N 83460264 BDX EQUITYOPTION---20210115 N/A AEI927905 6 NC USD -5569.69 -0.0014211242 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 270.000000000000 USD 2021-01-15 XXXX 2864.090000000000 N N N 83695520 XEL EQUITYOPTION---20201218 N/A AEI945279 27 NC USD -4813.13 -0.0012280855 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 70.000000000000 USD 2020-12-18 XXXX 2730.670000000000 N N N 83699003 BDX EQUITYOPTION---20210115 N/A AEI945287 5 NC USD -1710.14 -0.0004363477 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 1654.210000000000 N N N 83699203 UNH EQUITYOPTION---20210115 N/A AEI945303 6 NC USD -9682 -0.0024703933 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written UnitedHealth Group Inc UnitedHealth Group Inc 100 330.000000000000 USD 2021-01-15 XXXX -1402.420000000000 N N N 83699043 HLT EQUITYOPTION---20210115 N/A AEI945311 4 NC USD -1988.19 -0.0005072930 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Hilton Hotels Corporation Common Stock Hilton Hotels Corporation Common Stock 100 87.500000000000 USD 2021-01-15 XXXX 1034.610000000000 N N N 83695536 V EQUITYOPTION---20210115 N/A AEI945337 13 NC USD -18643.86 -0.0047570405 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 200.000000000000 USD 2021-01-15 XXXX -4091.660000000000 N N N 83699059 HUM EQUITYOPTION---20210115 N/A AEI945352 5 NC USD -13064.24 -0.0033333826 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Humana Inc Humana Inc 100 420.000000000000 USD 2021-01-15 XXXX 767.760000000000 N N N 83698995 BDX EQUITYOPTION---20210115 N/A AEI945386 5 NC USD -3383.36 -0.0008632751 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 280.000000000000 USD 2021-01-15 XXXX 2944.090000000000 N N N 83699171 ROP EQUITYOPTION---20201120 N/A AEI945394 6 NC USD -19061.86 -0.0048636946 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Roper Technologies Inc Roper Technologies Inc 100 390.000000000000 USD 2020-11-20 XXXX -13487.440000000000 N N N 83695504 YUM EQUITYOPTION---20210115 N/A AEI945501 5 NC USD -2552.93 -0.0006513883 N/A DE CORP US N 2 BANK OF AMERICA N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 95.000000000000 USD 2021-01-15 XXXX 752.070000000000 N N N 83699027 GPN EQUITYOPTION---20201218 N/A AEI945550 5 NC USD -5868.47 -0.0014973589 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Global Payments Inc Global Payments Inc 100 185.000000000000 USD 2020-12-18 XXXX 1194.130000000000 N N N 83699019 DHR EQUITYOPTION---20210115 N/A AEI945568 10 NC USD -8864.83 -0.0022618897 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Danaher Corporation Danaher Corporation 100 190.000000000000 USD 2021-01-15 XXXX -2901.630000000000 N N N 83695528 XEL EQUITYOPTION---20201218 N/A AEI945626 27 NC USD -2190.11 -0.0005588136 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 75.000000000000 USD 2020-12-18 XXXX 1141.690000000000 N N N 83699067 HUM EQUITYOPTION---20210115 N/A AEI945634 5 NC USD -11144.16 -0.0028434681 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Humana Inc Humana Inc 100 430.000000000000 USD 2021-01-15 XXXX 857.840000000000 N N N 83699051 HLT EQUITYOPTION---20210115 N/A AEI945642 4 NC USD -1710.59 -0.0004364625 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Hilton Hotels Corporation Common Stock Hilton Hotels Corporation Common Stock 100 90.000000000000 USD 2021-01-15 XXXX 949.810000000000 N N N 83699163 ROP EQUITYOPTION---20201120 N/A AEI945667 6 NC USD -25882.14 -0.0066039108 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Roper Technologies Inc Roper Technologies Inc 100 370.000000000000 USD 2020-11-20 XXXX -15643.080000000000 N N N 84143285 ICE EQUITYOPTION---20210115 N/A AEI979898 20 NC USD -5456.46 -0.0013922332 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Intercontinental Exchange Inc Intercontinental Exchange Inc 100 105.000000000000 USD 2021-01-15 XXXX 2624.140000000000 N N N 84143261 AVTR EQUITYOPTION---20210115 N/A AEI979906 10 NC USD -1341.78 -0.0003423595 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Avantor Inc Avantor Inc 100 20.000000000000 USD 2021-01-15 XXXX 869.220000000000 N N N 84203500 ROP EQUITYOPTION---20201120 N/A AEI979922 6 NC USD -11184.84 -0.0028538477 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Roper Technologies Inc Roper Technologies Inc 100 420.000000000000 USD 2020-11-20 XXXX -3552.900000000000 N N N 84143277 ICE EQUITYOPTION---20210115 N/A AEI979930 20 NC USD -8347.75 -0.0021299551 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Intercontinental Exchange Inc Intercontinental Exchange Inc 100 100.000000000000 USD 2021-01-15 XXXX 3498.050000000000 N N N 84203508 ROP EQUITYOPTION---20201120 N/A AEI979971 6 NC USD -7451.86 -0.0019013659 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Roper Technologies Inc Roper Technologies Inc 100 440.000000000000 USD 2020-11-20 XXXX -3128.200000000000 N N N 84203530 V EQUITYOPTION---20210115 N/A AEI980011 6 NC USD -6051.29 -0.0015440060 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 210.000000000000 USD 2021-01-15 XXXX 1689.070000000000 N N N 84203492 PKI EQUITYOPTION---20201218 N/A AEI980037 2 NC USD -686.1 -0.0001750606 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written PerkinElmer, Inc. PerkinElmer, Inc. 100 115.000000000000 USD 2020-12-18 XXXX -169.160000000000 N N N 84170801 YUM EQUITYOPTION---20210115 N/A AEI980680 16 NC USD -5622.5 -0.0014345989 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 100.000000000000 USD 2021-01-15 XXXX 1231.740000000000 N N N 84170809 YUM EQUITYOPTION---20210115 N/A AEI980698 16 NC USD -3746.03 -0.0009558115 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 105.000000000000 USD 2021-01-15 XXXX 643.410000000000 N N N 84212795 AVTR EQUITYOPTION---20210115 N/A AEI980706 40 NC USD -3004.02 -0.0007664853 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Avantor Inc Avantor Inc 100 22.500000000000 USD 2021-01-15 XXXX 1891.980000000000 N N N 84212787 AVTR EQUITYOPTION---20210115 N/A AEI980714 40 NC USD -5367.1 -0.0013694327 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Avantor Inc Avantor Inc 100 20.000000000000 USD 2021-01-15 XXXX 3988.900000000000 N N N 84212771 PKI EQUITYOPTION---20201218 N/A AEI980730 11 NC USD -5256.99 -0.0013413378 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written PerkinElmer, Inc. PerkinElmer, Inc. 100 110.000000000000 USD 2020-12-18 XXXX 963.400000000000 N N N 84212779 PKI EQUITYOPTION---20201218 N/A AEI980789 11 NC USD -3773.54 -0.0009628308 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written PerkinElmer, Inc. PerkinElmer, Inc. 100 115.000000000000 USD 2020-12-18 XXXX -1350.900000000000 N N N 84396753 IR EQUITYOPTION---20201218 N/A AEI992917 50 NC USD -5084.92 -0.0012974336 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Ingersoll Rand Inc. Ingersoll Rand Inc. 100 35.000000000000 USD 2020-12-18 XXXX 4265.080000000000 N N N 84849402 V EQUITYOPTION---20210115 N/A AEIA05833 5 NC USD -5042.74 -0.0012866712 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 210.000000000000 USD 2021-01-15 XXXX -737.340000000000 N N N 84849418 V EQUITYOPTION---20210115 N/A AEIA05858 5 NC USD -3385.7 -0.0008638722 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 220.000000000000 USD 2021-01-15 XXXX -585.400000000000 N N N 84849382 CME EQUITYOPTION---20210115 N/A AEIA05866 12 NC USD -8724.26 -0.0022260229 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written CME Group Inc CME Group Inc 100 185.000000000000 USD 2021-01-15 XXXX -1808.660000000000 N N N 84849410 V EQUITYOPTION---20210115 N/A AEIA05874 5 NC USD -4157.03 -0.0010606795 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 215.000000000000 USD 2021-01-15 XXXX -978.880000000000 N N N 84849366 CME EQUITYOPTION---20210115 N/A AEIA05882 12 NC USD -12584.77 -0.0032110443 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written CME Group Inc CME Group Inc 100 175.000000000000 USD 2021-01-15 XXXX -2504.770000000000 N N N 84849358 CME EQUITYOPTION---20210115 N/A AEIA05924 12 NC USD -14954.39 -0.0038156605 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written CME Group Inc CME Group Inc 100 170.000000000000 USD 2021-01-15 XXXX -1904.390000000000 N N N 84849374 CME EQUITYOPTION---20210115 N/A AEIA05932 12 NC USD -10513.93 -0.0026826629 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written CME Group Inc CME Group Inc 100 180.000000000000 USD 2021-01-15 XXXX -1355.530000000000 N N N Elanco Animal Health Incorporated N/A 28414HAF0 416000 PA USD 424320 0.1082666059 Long DBT CORP US N 2 2021-08-27 Fixed 4.662000000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAA1 550000 PA USD 583000 0.1487543156 Long DBT CORP US N 2 2026-05-15 Fixed 6.250000000000 N N N N N N Refinitiv US Holdings Inc. N/A 31740LAC7 610000 PA USD 660611.7 0.1685571893 Long DBT CORP US N 2 2026-11-15 Fixed 8.250000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BQ5 2920000 PA USD 2292492 0.5849366700 Long DBT CORP US N 2 2021-01-21 Variable 5.000000000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392462 9749 NS USD 250744.28 0.0639782054 Long EP CORP US N 1 N N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537127 9302 NS USD 450309.82 0.1148979916 Long EP CORP US N 1 N N Avantor Inc. N/A 05352A209 49424 NS USD 2836937.6 0.7238537071 Long EP CORP US N 1 N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137206 12411 NS USD 1299307.59 0.3315224895 Long EP CORP US N 1 N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBP7 555000 PA USD 572343.75 0.1460353394 Long DBT CORP US N 2 2024-04-01 Fixed 5.875000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBT9 1341000 PA USD 1387398.6 0.3539991926 Long DBT CORP US N 2 2027-05-01 Fixed 5.125000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBX0 2095000 PA USD 2163087.5 0.5519186977 Long DBT CORP US N 2 2028-02-01 Fixed 5.000000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPBZ5 416000 PA USD 417040 0.1064090906 Long DBT CORP US N 2 2023-03-01 Fixed 4.000000000000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896845 50000 NS USD 1310500 0.3343782687 Long EP CORP US N 1 N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896852 41200 NS USD 1053896 0.2689049370 Long EP CORP US N 1 N N N CEDAR FAIR LP / CANADA'S WONDE COMPANY GUAR 04/27 5.375 N/A 150190AB2 601000 PA USD 537895 0.1372456306 Long DBT CORP US N 2 2027-04-15 Fixed 5.375000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331859 27636 NS USD 694216.32 0.1771315156 Long EP CORP US N 1 N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748102 100461 NS USD 10786497.57 2.7522093727 Long EC CORP US N 1 N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 571903202 30782 NS USD 2638940.86 0.6733342053 Long EC CORP US N 1 N N N CME Group Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 17600 NS USD 2860704 0.7299177801 Long EC CORP US N 1 N N N SBA Communications Corporation N/A 78388JAV8 250000 PA USD 256272.5 0.0653887485 Long DBT CORP US N 2 2024-09-01 Fixed 4.875000000000 N N N N N N Facebook Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 24600 NS USD 5585922 1.4252658737 Long EC CORP US N 1 N N N 81954136 GE JAN21 15 CALL N/A N/A 342 NC USD -1966.26 -0.0005016975 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 27233.700000000000 N N N 82091282 GE EQUITYOPTION---20210115 N/A AEI837450 205 NC USD -1178.61 -0.0003007261 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 16709.690000000000 N N N 82233296 NEE JAN21 310 CALL N/A N/A 8 NC USD -1392.88 -0.0003553978 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written NextEra Energy Inc NextEra Energy Inc 100 310.000000000000 USD 2021-01-15 XXXX 5315.120000000000 N N N 82239701 DHR JAN21 190 CALL N/A N/A 19 NC USD -16843.18 -0.0042975913 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Danaher Corporation Danaher Corporation 100 190.000000000000 USD 2021-01-15 XXXX -10406.170000000000 N N N 82228928 NEE JAN21 320 CALL N/A N/A 7 NC USD -780.04 -0.0001990297 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written NextEra Energy Inc NextEra Energy Inc 100 320.000000000000 USD 2021-01-15 XXXX 3376.560000000000 N N N 82239693 APTV JAN21 100 CALL N/A N/A 13 NC USD -6043.08 -0.0015419112 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Aptiv PLC Aptiv PLC 100 100.000000000000 USD 2021-01-15 XXXX 145.440000000000 N N N Envista Holdings Corporation N/A 29415F104 114435 NS USD 2413434.15 0.6157954466 Long EC CORP US N 1 N N Exelon Corporation 3SOUA6IRML7435B56G12 30161N101 111492 NS USD 4046044.68 1.0323612478 Long EC CORP US N 1 N N N Linde Public Limited Company N/A G5494J103 23871 NS USD 5063277.81 1.2919115361 Long EC CORP GB N 1 N N N 82239669 APTV JAN21 97.5 CALL N/A N/A 12 NC USD -6327.94 -0.0016145941 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Aptiv PLC Aptiv PLC 100 97.500000000000 USD 2021-01-15 XXXX 342.980000000000 N N N 82239685 DHR JAN21 185 CALL N/A N/A 20 NC USD -21752.88 -0.0055503169 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Danaher Corporation Danaher Corporation 100 185.000000000000 USD 2021-01-15 XXXX -12289.880000000000 N N N 82233248 V JAN21 240 CALL N/A N/A 7 NC USD -1833.67 -0.0004678668 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 2638.350000000000 N N N 82233232 TMO EQUITYOPTION---20210115 N/A AEI840884 7 NC USD -13183.83 -0.0033638964 N/A DE CORP US N 2 ROYAL BANK OF CANADA - SWAPS N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 390.000000000000 USD 2021-01-15 XXXX -7386.500000000000 N N N 82233224 TMO EQUITYOPTION---20210115 N/A AEI840918 6 NC USD -16207.01 -0.0041352705 N/A DE CORP US N 2 ROYAL BANK OF CANADA - SWAPS N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 370.000000000000 USD 2021-01-15 XXXX -7772.210000000000 N N N 82233240 V JAN 230 CALL N/A N/A 7 NC USD -3027.09 -0.0007723717 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 3571.810000000000 N N N 82228936 ROP AUG 430 CALL N/A N/A 6 NC USD -1762.21 -0.0004496335 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Roper Technologies Inc Roper Technologies Inc 100 430.000000000000 USD 2020-08-21 XXXX 2788.910000000000 N N N 82239661 AEP JAN21 115 CALL N/A N/A 33 NC USD -262.71 -0.0000670313 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written American Electric Power Company Inc American Electric Power Company Inc 100 115.000000000000 USD 2021-01-15 XXXX 5562.120000000000 N N N 82239843 HLT JAN21 125 CALL N/A N/A 9 NC USD -282.49 -0.0000720782 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Hilton Hotels Corporation Common Stock Hilton Hotels Corporation Common Stock 100 125.000000000000 USD 2021-01-15 XXXX 4585.520000000000 N N N 82260843 V JAN21 230 CALL N/A N/A 8 NC USD -3459.53 -0.0008827102 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 4725.110000000000 N N N 82260827 APTV JAN21 97.5 CALL N/A N/A 12 NC USD -6327.94 -0.0016145941 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Aptiv PLC Aptiv PLC 100 97.500000000000 USD 2021-01-15 XXXX 1681.700000000000 N N N 82260835 APTV JAN21 100 CALL N/A N/A 12 NC USD -5578.23 -0.0014233032 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Aptiv PLC Aptiv PLC 100 100.000000000000 USD 2021-01-15 XXXX 1329.090000000000 N N N 82260851 V JAN21 240 CALL N/A N/A 9 NC USD -2357.57 -0.0006015415 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 3975.370000000000 N N N 82239851 HLT JAN21 130 CALL N/A N/A 9 NC USD -182.56 -0.0000465808 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Hilton Hotels Corporation Common Stock Hilton Hotels Corporation Common Stock 100 130.000000000000 USD 2021-01-15 XXXX 3345.620000000000 N N N 83048960 XEL EQUITYOPTION---20201016 N/A AEI906719 24 NC USD -12648.96 -0.0032274226 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 60.000000000000 USD 2020-10-16 XXXX -2919.360000000000 N N N 83045131 XEL EQUITYOPTION---20201016 N/A AEI906735 25 NC USD -6389.71 -0.0016303550 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 65.000000000000 USD 2020-10-16 XXXX -1312.210000000000 N N N 83051044 MSFT EQUITYOPTION---20210115 N/A AEI906776 102 NC USD -412632.48 -0.1052844977 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 170.000000000000 USD 2021-01-15 XXXX -301758.480000000000 N N N 83045139 MSFT EQUITYOPTION---20210115 N/A AEI906792 40 NC USD -177493.22 -0.0452879631 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 165.000000000000 USD 2021-01-15 XXXX -126603.220000000000 N N N 83171369 MSFT EQUITYOPTION---20210115 N/A AEI912121 55 NC USD -222497.91 -0.0567710537 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 170.000000000000 USD 2021-01-15 XXXX -164015.860000000000 N N N 83349819 HUM EQUITYOPTION---20210115 N/A AEI926592 6 NC USD -30815.88 -0.0078627704 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Humana Inc Humana Inc 100 370.000000000000 USD 2021-01-15 XXXX -10543.680000000000 N N N 83349840 FB EQUITYOPTION---20210115 N/A AEI926600 12 NC USD -49388.06 -0.0126015216 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 200.000000000000 USD 2021-01-15 XXXX -37901.300000000000 N N N 83341208 DHR EQUITYOPTION---20210115 N/A AEI926618 10 NC USD -25299.33 -0.0064552050 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Danaher Corporation Danaher Corporation 100 160.000000000000 USD 2021-01-15 XXXX -11882.230000000000 N N N 83341200 DHR EQUITYOPTION---20210115 N/A AEI926642 10 NC USD -32797.75 -0.0083684509 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Danaher Corporation Danaher Corporation 100 150.000000000000 USD 2021-01-15 XXXX -21928.250000000000 N N N 83341160 AVTR EQUITYOPTION---20210115 N/A AEI926667 34 NC USD -13003.23 -0.0033178157 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Avantor Inc Avantor Inc 100 15.000000000000 USD 2021-01-15 XXXX -8970.830000000000 N N N 83349803 XEL EQUITYOPTION---20201016 N/A AEI926691 34 NC USD -8690 -0.0022172813 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 65.000000000000 USD 2020-10-16 XXXX 9007.000000000000 N N N 83349811 HUM EQUITYOPTION---20210115 N/A AEI926766 6 NC USD -27313.67 -0.0069691703 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Humana Inc Humana Inc 100 380.000000000000 USD 2021-01-15 XXXX -9619.670000000000 N N N 83349832 FB EQUITYOPTION---20210115 N/A AEI926808 12 NC USD -53473.75 -0.0136439984 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 195.000000000000 USD 2021-01-15 XXXX -40020.430000000000 N N N 83349827 GE EQUITYOPTION---20210115 N/A AEI926840 340 NC USD -23936.14 -0.0061073827 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written General Electric Company General Electric Company 100 8.000000000000 USD 2021-01-15 XXXX 17237.860000000000 N N N 83460280 BDX EQUITYOPTION---20210115 N/A AEI927806 6 NC USD -7489.12 -0.0019108729 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 260.000000000000 USD 2021-01-15 XXXX 3049.460000000000 N N N 83460232 KDP EQUITYOPTION---20201016 N/A AEI927830 68 NC USD -7070.91 -0.0018041653 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Keurig Dr Pepper Inc Keurig Dr Pepper Inc 100 30.000000000000 USD 2020-10-16 XXXX 1386.930000000000 N N N 83460256 V EQUITYOPTION---20210115 N/A AEI927855 6 NC USD -10097.86 -0.0025765013 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 195.000000000000 USD 2021-01-15 XXXX -1812.220000000000 N N N 83460224 KDP EQUITYOPTION---20201016 N/A AEI927863 68 NC USD -4940.07 -0.0012604747 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Keurig Dr Pepper Inc Keurig Dr Pepper Inc 100 31.000000000000 USD 2020-10-16 XXXX 1653.890000000000 N N N 83460272 V EQUITYOPTION---20210115 N/A AEI927897 6 NC USD -13499.74 -0.0034445019 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 185.000000000000 USD 2021-01-15 XXXX -2658.160000000000 N N N 83699139 KDP EQUITYOPTION---20201016 N/A AEI945451 67 NC USD -9663.86 -0.0024657648 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Keurig Dr Pepper Inc Keurig Dr Pepper Inc 100 29.000000000000 USD 2020-10-16 XXXX -2617.470000000000 N N N 83695544 V EQUITYOPTION---20210115 N/A AEI945493 14 NC USD -14119.68 -0.0036026815 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 210.000000000000 USD 2021-01-15 XXXX -2965.320000000000 N N N 83699035 GPN EQUITYOPTION---20201218 N/A AEI945675 5 NC USD -4232.46 -0.0010799257 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Global Payments Inc Global Payments Inc 100 195.000000000000 USD 2020-12-18 XXXX 857.590000000000 N N N 83695512 YUM EQUITYOPTION---20210115 N/A AEI945683 5 NC USD -1757.03 -0.0004483118 N/A DE CORP US N 2 BANK OF AMERICA N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 100.000000000000 USD 2021-01-15 XXXX 677.970000000000 N N N 83699195 UNH EQUITYOPTION---20210115 N/A AEI945709 6 NC USD -11823.13 -0.0030167095 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written UnitedHealth Group Inc UnitedHealth Group Inc 100 320.000000000000 USD 2021-01-15 XXXX -1538.230000000000 N N N 83699011 DHR EQUITYOPTION---20210115 N/A AEI945717 10 NC USD -13190.29 -0.0033655447 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Danaher Corporation Danaher Corporation 100 180.000000000000 USD 2021-01-15 XXXX -4213.590000000000 N N N 83781261 GPN EQUITYOPTION---20201218 N/A AEI948281 5 NC USD -5868.47 -0.0014973589 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Global Payments Inc Global Payments Inc 100 185.000000000000 USD 2020-12-18 XXXX 1374.830000000000 N N N 83781269 GPN EQUITYOPTION---20201218 N/A AEI948299 5 NC USD -4232.46 -0.0010799257 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Global Payments Inc Global Payments Inc 100 195.000000000000 USD 2020-12-18 XXXX 1059.290000000000 N N N 83781277 BDX EQUITYOPTION---20210115 N/A AEI948331 5 NC USD -3383.36 -0.0008632751 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 280.000000000000 USD 2021-01-15 XXXX 3543.440000000000 N N N 83781285 BDX EQUITYOPTION---20210115 N/A AEI948349 5 NC USD -1710.14 -0.0004363477 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written Becton Dickinson and Co Becton Dickinson and Co 100 300.000000000000 USD 2021-01-15 XXXX 2035.460000000000 N N N 83699155 NXPI JAN21 125 CALL N/A N/A 8 NC USD -8530.97 -0.0021767043 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 125.000000000000 USD 2021-01-15 XXXX -3075.210000000000 N N N 83699147 NXPI JAN21 115 CALL N/A N/A 8 NC USD -12072.41 -0.0030803140 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written NXP Semiconductors NV NXP Semiconductors NV 100 115.000000000000 USD 2021-01-15 XXXX -4045.290000000000 N N N 83781210 YUM EQUITYOPTION---20210115 N/A AEI951921 16 NC USD -5622.5 -0.0014345989 N/A DE CORP US N 2 BANK OF AMERICA N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 100.000000000000 USD 2021-01-15 XXXX 817.020000000000 N N N 83781202 YUM EQUITYOPTION---20210115 N/A AEI951954 15 NC USD -7658.8 -0.0019541673 N/A DE CORP US N 2 BANK OF AMERICA N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 95.000000000000 USD 2021-01-15 XXXX 779.900000000000 N N N 84025976 V EQUITYOPTION---20210115 N/A AEI972505 17 NC USD -17145.33 -0.0043746858 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 210.000000000000 USD 2021-01-15 XXXX 4352.360000000000 N N N 84145337 IR EQUITYOPTION---20201218 N/A AEI977256 50 NC USD -5084.92 -0.0012974336 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written Ingersoll Rand Inc. Ingersoll Rand Inc. 100 35.000000000000 USD 2020-12-18 XXXX 2508.580000000000 N N N 84203538 V EQUITYOPTION---20210115 N/A AEI979781 6 NC USD -4062.84 -0.0010366466 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 220.000000000000 USD 2021-01-15 XXXX 1230.000000000000 N N N 84203554 YUM EQUITYOPTION---20210115 N/A AEI979799 17 NC USD -5973.91 -0.0015242623 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 100.000000000000 USD 2021-01-15 XXXX 2472.370000000000 N N N 84203484 PKI EQUITYOPTION---20201218 N/A AEI979807 2 NC USD -955.82 -0.0002438805 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written PerkinElmer, Inc. PerkinElmer, Inc. 100 110.000000000000 USD 2020-12-18 XXXX 97.400000000000 N N N 84143269 AVTR EQUITYOPTION---20210115 N/A AEI979823 10 NC USD -751 -0.0001916201 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Avantor Inc Avantor Inc 100 22.500000000000 USD 2021-01-15 XXXX 372.000000000000 N N N 84203546 XEL EQUITYOPTION---20201218 N/A AEI979864 26 NC USD -4634.86 -0.0011825994 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written Xcel Energy Inc Xcel Energy Inc 100 70.000000000000 USD 2020-12-18 XXXX -727.060000000000 N N N 84203562 YUM EQUITYOPTION---20210115 N/A AEI979880 17 NC USD -3980.15 -0.0010155480 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written Yum! Brands, Inc. Yum! Brands, Inc. 100 105.000000000000 USD 2021-01-15 XXXX 1824.840000000000 N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556102 20921 NS USD 7580515.14 1.9341926962 Long EC CORP US N 1 N N N 81496509 GOOG EQUITYOPTION---20210115 N/A AEI786228 1 NC USD -9179.77 -0.0023422477 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written ALPHABET INC ALPHABET INC 100 1500.000000000000 USD 2021-01-15 XXXX -2802.770000000000 N N N 81815699 GOOG JAN20 1740 CALL N/A N/A 1 NC USD -2693.59 -0.0006872781 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1740.000000000000 USD 2021-01-15 XXXX 2023.410000000000 N N N 81813640 FB EQUITYOPTION---20210115 N/A AEI806471 11 NC USD -9723.09 -0.0024808775 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 275.000000000000 USD 2021-01-15 XXXX -1121.090000000000 N N N 81815707 GOOG JAN20 1760 CALL N/A N/A 1 NC USD -2399.35 -0.0006122018 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1760.000000000000 USD 2021-01-15 XXXX 1847.650000000000 N N N 81815621 TMO EQUITYOPTION---20210115 N/A AEI806513 2 NC USD -3099.14 -0.0007907555 N/A DE CORP US N 2 ROYAL BANK OF CANADA - SWAPS N/A Call Written Thermo Fisher Scientific Inc. Thermo Fisher Scientific Inc. 100 400.000000000000 USD 2021-01-15 XXXX -1240.540000000000 N N N 81815723 GOOG EQUITYOPTION---20210115 N/A AEI806562 1 NC USD -1893.87 -0.0004832270 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1800.000000000000 USD 2021-01-15 XXXX 1553.130000000000 N N N 81813624 FB JAN20 265 CALL N/A N/A 11 NC USD -12373.38 -0.0031571075 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 265.000000000000 USD 2021-01-15 XXXX -1351.380000000000 N N N 81815650 V EQUITYOPTION---20210115 N/A AEI806612 28 NC USD -9487.72 -0.0024208221 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 235.000000000000 USD 2021-01-15 XXXX 8258.680000000000 N N N 81815666 V JAN20 240 CALL N/A N/A 28 NC USD -7334.67 -0.0018714645 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 7026.530000000000 N N N 81815658 V JAN20 230 CALL N/A N/A 28 NC USD -12108.35 -0.0030894843 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 9723.250000000000 N N N 81815715 GOOG EQUITYOPTION---20210115 N/A AEI806679 1 NC USD -2133.48 -0.0005443642 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1780.000000000000 USD 2021-01-15 XXXX 1693.520000000000 N N N 81813632 FB JAN20 270 CALL N/A N/A 11 NC USD -10982.14 -0.0028021282 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 270.000000000000 USD 2021-01-15 XXXX -1225.140000000000 N N N 81833171 GOOG EQUITYOPTION---20210115 N/A AEI808147 1 NC USD -2133.48 -0.0005443642 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1780.000000000000 USD 2021-01-15 XXXX 1693.520000000000 N N N 81833163 GOOG EQUITYOPTION---20210115 N/A AEI808162 1 NC USD -2399.35 -0.0006122018 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1760.000000000000 USD 2021-01-15 XXXX 1827.650000000000 N N N 81823653 FB EQUITYOPTION---20210115 N/A AEI808196 9 NC USD -10123.68 -0.0025830893 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 265.000000000000 USD 2021-01-15 XXXX -1195.680000000000 N N N 81833155 GOOG EQUITYOPTION---20210115 N/A AEI808220 1 NC USD -2693.59 -0.0006872781 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1740.000000000000 USD 2021-01-15 XXXX 1993.410000000000 N N N 81833179 GOOG EQUITYOPTION---20210115 N/A AEI808246 1 NC USD -1893.87 -0.0004832270 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1800.000000000000 USD 2021-01-15 XXXX 1543.130000000000 N N N 81823669 FB EQUITYOPTION---20210115 N/A AEI808261 9 NC USD -7955.26 -0.0020298100 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 275.000000000000 USD 2021-01-15 XXXX -1052.260000000000 N N N 81823661 FB EQUITYOPTION---20210115 N/A AEI808279 9 NC USD -8985.39 -0.0022926510 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written FACEBOOK INC FACEBOOK INC 100 270.000000000000 USD 2021-01-15 XXXX -1092.390000000000 N N N 81849410 GOOG EQUITYOPTION---20210115 N/A AEI811950 1 NC USD -2133.48 -0.0005443642 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1780.000000000000 USD 2021-01-15 XXXX 1453.520000000000 N N N 81849394 GOOG EQUITYOPTION---20210115 N/A AEI811968 1 NC USD -2693.59 -0.0006872781 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1740.000000000000 USD 2021-01-15 XXXX 1733.410000000000 N N N 81849402 GOOG EQUITYOPTION---20210115 N/A AEI811992 1 NC USD -2399.35 -0.0006122018 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1760.000000000000 USD 2021-01-15 XXXX 1597.650000000000 N N N 81849418 GOOG EQUITYOPTION---20210115 N/A AEI812016 1 NC USD -1893.87 -0.0004832270 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A Call Written ALPHABET INC ALPHABET INC 100 1800.000000000000 USD 2021-01-15 XXXX 1323.130000000000 N N N 81823693 V EQUITYOPTION---20210115 N/A AEI817270 17 NC USD -4453.19 -0.0011362457 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 240.000000000000 USD 2021-01-15 XXXX 3450.110000000000 N N N 81924117 GE EQUITYOPTION---20210115 N/A AEI817288 684 NC USD -3932.52 -0.0010033951 N/A DE CORP US N 2 JPMORGAN CHASE BANK N.A N/A Call Written General Electric Company General Electric Company 100 15.000000000000 USD 2021-01-15 XXXX 53626.080000000000 N N N 81823677 V EQUITYOPTION---20210115 N/A AEI817296 17 NC USD -5760.4 -0.0014697845 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 235.000000000000 USD 2021-01-15 XXXX 4072.400000000000 N N N 81823685 V EQUITYOPTION---20210115 N/A AEI817346 17 NC USD -7351.5 -0.0018757588 N/A DE CORP US N 2 Credit Suisse Intl London N/A Call Written VISA INC CLASS A VISA INC CLASS A 100 230.000000000000 USD 2021-01-15 XXXX 4735.500000000000 N N N 83045147 MSFT EQUITYOPTION---20210115 N/A AEI906800 40 NC USD -161816.66 -0.0412880386 N/A DE CORP US N 2 CITIBANK N.A. N/A Call Written MICROSOFT CORP MICROSOFT CORP 100 170.000000000000 USD 2021-01-15 XXXX -118727.860000000000 N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 2825000 PA USD 2825000 0.7208077902 Long RA CORP US N 2 Repurchase N 0 2020-07-01 2874900 USD 2881596.964554 USD UST N N N 2020-07-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer