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INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 7840000 EUR 8486800 USD 2020-03-17 1 EUR 1.0825 EUR 2020-03-17 XXXX -42464.84 N N N BRTXADNW2 IRS USD R V 03MLIBOR N/A 99S1B2BC6 5381182 PA USD 43351.29 0.0072223494 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2024-09-27 70.22 USD 0 USD 5381182 USD 43281.07 N N N BRTXAPAS8 USD PUT JPY CALL N/A AEI668962 6871000 NC USD 6637.39 0.0011057929 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 6871000 USD 700842000 JPY 2020-03-11 1 USD 102 USD 2020-03-11 XXXX -41631.39 N N N BRTXAPBD0 USD PUT JPY CALL N/A AEI668954 -6871000 NC USD -2707.17 -0.0004510161 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 6871000 USD 680229000 JPY 2020-03-11 1 USD 99 USD 2020-03-11 XXXX 22371.98 N N N BRTXJLQM4 SWAPTION N/A AEI677997 30778388 NC USD 0.31 0.0000000516 N/A DIR US N 2 GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 Call Purchased GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 2025-01-06 207987.42 USD 0 USD 30778388 USD 1 USD 1.3 USD 2020-01-02 XXXX -207987.11 N N N BRTXJLQN2 SWAPTION N/A AEI677989 -30778388 NC USD -0.31 -0.0000000516 N/A DIR US N 2 GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 2025-01-06 0 USD 111930.93 USD -30778388 USD 1 USD 1.1 USD 2020-01-02 XXXX 111930.62 N N N BRTXS83D8 APR20 BP US PUT N/A AEI690511 -49859 NC USD -27852.18 -0.0046401889 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Put Written BP Plc SPON ADR 1 34.5 USD 2020-04-17 XXXX 49005.47 N N N BRTXSEFX8 USD PUT JPY CALL N/A AEI692061 3435500 NC USD 1353.59 0.0002255089 N/A DFE US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 3435500 USD 340114500 JPY 2020-03-11 1 USD 99 USD 2020-03-11 XXXX -9650.32 N N N BRTXWMMP4 JAN20 GLD US CALL N/A AEI698068 18118 NC USD 12350.13 0.0020575386 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Purchased SPDR Gold Shares ETF 1 145 USD 2020-01-17 XXXX -33075.32 N N N BRTXWMPW6 MAR20 GLD US PUT N/A AEI698050 -10353 NC USD -3729.6 -0.0006213535 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Put Written SPDR Gold Shares ETF 1 134 USD 2020-03-20 XXXX 13060.9 N N N BRTXWMVB5 MAR20 GLD US CALL N/A AEI698043 31060 NC USD 74990.64 0.012493483 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Purchased SPDR Gold Shares ETF 1 146 USD 2020-03-20 XXXX -37042.78 N N N BRTXWMYK2 MAR20 GLD US CALL N/A AEI698092 -10353 NC USD -6701.34 -0.001116447 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Written SPDR Gold Shares ETF 1 158 USD 2020-03-20 XXXX 9847.93 N N N BRTXWPWG6 JAN20 GLD US CALL N/A AEI698076 -10353 NC USD -580.24 -0.0000966683 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Written SPDR Gold Shares ETF 1 155 USD 2020-01-17 XXXX 9139.16 N N N BRTY4EUW7 MAR20 BP US CALL N/A AEI709626 27868 NC USD 8530.9 0.0014212528 N/A DE US N 2 Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 Call Purchased BP Plc SPON ADR 1 40 USD 2020-03-20 XXXX -23483.86 N N N BRTY4EVM8 MAR20 BP US CALL N/A AEI709618 -27868 NC USD -1386.85 -0.00023105 N/A DE US N 2 Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 Call Written BP Plc SPON ADR 1 43 USD 2020-03-20 XXXX 8366.95 N N N BRTY6G0J2 JAN20 GLD US CALL N/A AEI712273 11342 NC USD 12814.44 0.0021348929 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares ETF 1 143.5 USD 2020-01-17 XXXX -14746.62 N N N BRTY77689 JUN21 SX7E PUT N/A AEI713628 -7986 NC -175877.56 -0.0293013008 N/A DE DE N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 Put Written Euro STOXX Banks Index SX7E 1 103 EUR 2021-06-18 XXXX 21294.7 N N N BRTY78HW2 SEP21 SX7E PUT N/A AEI713636 -8131 NC -188232.45 -0.0313596324 N/A DE DE N 2 UBS AG LONDON BFM8T61CT2L1QCEMIK50 Put Written Euro STOXX Banks Index SX7E 1 103 EUR 2021-09-17 XXXX 23344.36 N N N BRTYAMFU3 JUN20 CMCSA US CALL N/A AEI716969 -27454 NC USD -164972.57 -0.0274845233 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Written Comcast Corporation Class A 1 40 USD 2020-06-19 XXXX -6562.99 N N N BRTYGQ844 JAN20 RTN US CALL N/A AEI722645 -2511 NC USD -231.72 -0.0000386047 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Written Raytheon Co. Common Stock 1 235 USD 2020-01-17 XXXX 2881.92 N N N BRTYGQ9C5 JAN20 UNH US CALL N/A AEI722678 -1890 NC USD -37797.13 -0.0062970232 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Written UnitedHealth Group Inc. Common Stock 1 275 USD 2020-01-17 XXXX -34442.38 N N N BRTYGTGV9 IRS USD R V 03MLIBOR N/A 99S1BTX90 8181222 PA USD 62973.16 0.010491364 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2024-11-08 99.4 USD 0 USD 8181222 USD 62873.76 N N N BRTYH6J94 USD PUT BRL CALL N/A AEI722652 1447000 NC USD 17657.74 0.0029417895 N/A DFE US N 2 JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 1447000 USD 5686710 BRL 2020-05-06 1 USD 3.93 USD 2020-05-04 XXXX -4669.47 N N N BRTYH6MQ2 USD PUT IDR CALL N/A AEI724674 1446749 NC USD 19617.92 0.0032683565 N/A DFE US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1446749 USD 20254486000 IDR 2020-05-06 1 USD 14000 USD 2020-05-04 XXXX 5678.49 N N N BRTYH73K4 USD PUT TRY CALL N/A AEI724682 2893499 NC USD 14600.6 0.0024324682 N/A DFE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA77 2893499 USD 16492944.3 TRY 2020-05-05 1 USD 5.7 USD 2020-05-04 XXXX -28613.81 N N N BRTYH7431 SWAPTION N/A AEI722637 17542931 NC USD 87693.6 0.0146098033 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 Put Purchased MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 2030-01-08 106134.73 USD 0 USD 17542931 USD 1 USD 1.86 USD 2020-01-06 XXXX -18441.13 N N N BRTYH7449 SWAPTION N/A AEI722629 -17542931 NC USD -5472.52 -0.0009117249 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 2030-01-08 0 USD 43857.33 USD -17542931 USD 1 USD 2.01 USD 2020-01-06 XXXX 38384.81 N N N BRTYJ0DH3 USD PUT RUB CALL N/A AEI724708 1446749 NC USD 29076.76 0.0048442046 N/A DFE US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 1446749 USD 91145187 RUB 2020-05-06 1 USD 63 USD 2020-04-30 XXXX 12444.93 N N N BRTYKEPH8 USD PUT ZAR CALL N/A AEI726117 2893499 NC USD 112846.46 0.0188002839 N/A DFE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA77 2893499 USD 41666385.6 ZAR 2020-05-06 1 USD 14.4 USD 2020-05-04 XXXX 59244.39 N N N BRTYKF173 JAN20 SX5E CALL N/A AEI726406 2164 NC 49540.63 0.0082534969 N/A DE DE N 2 Credit Suisse International E58DKGMJYYYJLN8C3868 Call Purchased Euro STOXX 50 Index SX5E 1 3775 EUR 2020-01-17 XXXX -43471.6 N N N BRTYKGV45 USD PUT MXN CALL N/A AEI726240 1447000 NC USD 17280.07 0.0028788694 N/A DFE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1447000 USD 27493000 MXN 2020-05-06 1 USD 19 USD 2020-05-04 XXXX -568.68 N N N BRTYMGHE7 FEB20 GLD US PUT N/A AEI727909 -10381 NC USD -1288.29 -0.0002146298 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Put Written SPDR Gold Shares ETF 1 133.5 USD 2020-02-21 XXXX 10930.15 N N N BRTYMGJ21 FEB20 GLD US CALL N/A AEI727891 20761 NC USD 71719.91 0.0119485775 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares ETF 1 141.5 USD 2020-02-21 XXXX 29950.85 N N N BRTYSWGM9 JAN20 GLD US CALL N/A AEI732982 9521 NC USD 17819.48 0.0029687354 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Purchased SPDR Gold Shares ETF 1 142 USD 2020-01-17 XXXX 5442.18 N N N BRTYSX655 FEB20 BABA US CALL N/A AEI732933 4395 NC USD 107660.64 0.0179363234 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Purchased Alibaba Group Holding Ltd. Common Stock 1 190 USD 2020-02-21 XXXX 63710.64 N N N BRTYSXY88 FEB20 BABA US CALL N/A AEI732925 -4395 NC USD -55625.44 -0.0092672297 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Written Alibaba Group Holding Ltd. Common Stock 1 205 USD 2020-02-21 XXXX -35342.08 N N N BRTYU7QW8 CDS EUR R V 03MEVENT N/A 99S1BZSF8 258000 PA -31098.09 -0.0051809594 N/A DCR DE N 2 CREDIT SUISSE SECURITIES EURO LTD DL6FFRRLF74S01HE2M14 N 2024-12-20 0 EUR 23016.16 EUR 258000 EUR -5607.7 N N N BRTZ02XU5 FEB20 LOW US CALL N/A AEI754366 10285 NC USD 20935.76 0.0034879094 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Purchased Lowes Cos. Inc Common Stock 1 123 USD 2020-02-21 XXXX -4746.15 N N N BRTZ02Y00 FEB20 LOW US CALL N/A AEI754341 -10285 NC USD -4204.55 -0.0007004804 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Written Lowes Cos. Inc Common Stock 1 130 USD 2020-02-21 XXXX 4199.73 N N N BRTZ2ZQM6 USD CALL JPY PUT N/A AEI755371 4670000 NC USD 12146.67 0.0020236421 N/A DFE US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 513700000 JPY 4670000 USD 2020-02-28 1 USD 110 USD 2020-02-26 XXXX -8027.73 N N N BRTZ4NKR6 JAN20 QCOM US CALL N/A AEI756395 11340 NC USD 76717.72 0.0127812155 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Purchased Qualcomm Inc Common Stock 1 82 USD 2020-01-17 XXXX 20017.72 N N N BRTZ4NRQ1 FEB20 QCOM US PUT N/A AEI756379 -4642 NC USD -2837.57 -0.0004727408 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Written Qualcomm Inc Common Stock 1 76 USD 2020-02-21 XXXX 5610.87 N N N BRTZ4PT76 FEB20 QCOM US CALL N/A AEI756387 9283 NC USD 28408.15 0.0047328138 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Purchased Qualcomm Inc Common Stock 1 90 USD 2020-02-21 XXXX 1673.11 N N N BRTZ4PWR8 FEB20 QCOM US CALL N/A AEI756361 -9283 NC USD -4699.86 -0.0007829993 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Written Qualcomm Inc Common Stock 1 100 USD 2020-02-21 XXXX 2169.56 N N N BRTZ4U6A3 IRS USD R V 03MLIBOR N/A 99S1C6A37 8114516 PA USD 73371.7 0.0122237666 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2024-12-02 98.59 USD 0 USD 8114516 USD 73273.11 N N N BRTZBK179 FEB20 A US CALL N/A AEI763359 8666 NC USD 40369.13 0.0067255198 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Purchased Agilent Technologies Inc. Common Stock 1 82.5 USD 2020-02-21 XXXX 19224.09 N N N BRTZBK2X1 FEB20 A US CALL N/A AEI763367 -8666 NC USD -13631.43 -0.0022710039 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Written Agilent Technologies Inc. Common Stock 1 88.5 USD 2020-02-21 XXXX -8258.51 N N N BRTZBK4S0 FEB20 A US PUT N/A AEI763375 -4333 NC USD -2380.98 -0.0003966726 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Put Written Agilent Technologies Inc. Common Stock 1 75 USD 2020-02-21 XXXX 5591.74 N N N BRTZCCKC4 FEB20 GLD US CALL N/A AEI764910 26088 NC USD 70268.73 0.0117068101 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares ETF 1 143 USD 2020-02-21 XXXX 26151.31 N N N BRTZDXFD1 USD CALL ZAR PUT N/A AEI766303 -1457000 NC USD -3553.62 -0.0005920351 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 22802050 ZAR 1457000 USD 2020-03-09 1 USD 15.65 USD 2020-03-05 XXXX 9850.78 N N N BRTZDXJ70 USD PUT ZAR CALL N/A AEI766311 -1457000 NC USD -37245.29 -0.0062050863 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1457000 USD 20689400 ZAR 2020-03-09 1 USD 14.2 USD 2020-03-05 XXXX -24977.35 N N N BRTZE30S9 JAN20 JPM US C N/A AEI768861 8271 NC USD 33161.36 0.0055247013 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Purchased JPMorgan Chase & Co. Common Stock 1 136 USD 2020-01-17 XXXX 18175.14 N N N BRTZE3604 JAN20 JPM US P N/A AEI768853 -6204 NC USD -373.49 -0.0000622236 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Written JPMorgan Chase & Co. Common Stock 1 120 USD 2020-01-17 XXXX 3536.27 N N N BRTZF63V1 USD PUT JPY CALL N/A AEI768911 6863000 NC USD 9450.35 0.0015744336 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 6863000 USD 741204000 JPY 2020-01-10 1 USD 108 USD 2020-01-08 XXXX -21879.25 N N N BRW00Z7M2 MAR20 EMR US C N/A AEI770891 20470 NC USD 42127.96 0.0070185419 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Purchased Emerson Electric Co. Common Stock 1 78 USD 2020-03-20 XXXX -2811.88 N N N BRW00ZDX1 MAR20 EMR US C N/A AEI770917 -20470 NC USD -3017.32 -0.0005026872 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Written Emerson Electric Co. Common Stock 1 88 USD 2020-03-20 XXXX 2231.19 N N N BRW028QU1 MAR20 EMR US P N/A AEI770909 -10235 NC USD -5113.35 -0.000851887 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Written Emerson Electric Co. Common Stock 1 65 USD 2020-03-20 XXXX 3949.74 N N N BRW07ARN6 JAN20 JPM US CALL N/A AEI776443 -8271 NC USD -2119.8 -0.0003531599 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Written JPMorgan Chase & Co. Common Stock 1 146 USD 2020-01-17 XXXX 1193.56 N N N BRW07UAN0 FEB20 BABA US CALL N/A AEI776450 3463 NC USD 23699.27 0.0039483118 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased Alibaba Group Holding Ltd. Common Stock 1 215 USD 2020-02-21 XXXX 843.47 N N N BRW07UAR1 FEB20 BABA US CALL N/A AEI776468 -3463 NC USD -4584.78 -0.0007638269 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Written Alibaba Group Holding Ltd. Common Stock 1 235 USD 2020-02-21 XXXX 1000.69 N N N BRW07UAV2 FEB20 BABA US PUT N/A AEI776476 -3463 NC USD -6163.49 -0.0010268409 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Put Written Alibaba Group Holding Ltd. Common Stock 1 190 USD 2020-02-21 XXXX 5610.71 N N N BRW0AP5B9 FEB20 FB US CALL N/A AEI779074 8795 NC USD 68946.99 0.0114866075 N/A DE US N 2 UBS AG LONDON BFM8T61CT2L1QCEMIK50 Call Purchased Facebook Inc Common Stock 1 208 USD 2020-02-21 XXXX 1081.25 N N N BRW0AP5T0 FEB20 FB US CALL N/A AEI779082 -8795 NC USD -24724.05 -0.0041190407 N/A DE US N 2 UBS AG LONDON BFM8T61CT2L1QCEMIK50 Call Written Facebook Inc Common Stock 1 223 USD 2020-02-21 XXXX -580.02 N N N BRW0AZHK4 APR20 LOW US CALL N/A AEI779058 6236 NC USD 21719.43 0.0036184693 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Purchased Lowes Cos. Inc Common Stock 1 125 USD 2020-04-17 XXXX -3224.57 N N N BRW0AZHM0 APR20 LOW US CALL N/A AEI779066 -6236 NC USD -5952.14 -0.0009916299 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Written Lowes Cos. Inc Common Stock 1 135 USD 2020-04-17 XXXX 1967.58 N N N BRW0C27Z3 TRS EUR R E N/A 99S1CL308 536808.42 PA -9762.62 -0.001626458 N/A DE DE N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 N 2020-03-20 0 EUR 0 EUR 536808.42 EUR -9762.62 N N N BRW0C6QV2 JAN20 SX5E EU CALL N/A AEI782722 369 NC 8447.54 0.0014073649 N/A DE DE N 2 GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 Call Purchased Euro STOXX 50 Index SX5E 1 3775 EUR 2020-01-17 XXXX -1443.56 N N N BRW0C7485 JAN20 DAX EU CALL N/A AEI782730 79 NC 6181.48 0.0010298381 N/A DE DE N 2 GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 Call Purchased DAX 30 Index DAX 1 13400 EUR 2020-01-17 XXXX -1063.14 N N N BRW0GGMV0 MAR20 HD US PUT N/A AEI783795 -2875 NC USD -9605.31 -0.0016002501 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Put Written The Home Depot Inc. 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Common Stock 100 140 USD 2020-01-17 XXXX 5575.07 N N N SCHLUMBERGER LTD N/A ADI1H7L46 159 NC USD 55491 0.0092448319 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Schlumberger Ltd Common Stock 100 37.5 USD 2020-02-21 XXXX 29668.65 N N N SPDR S+P 500 ETF TRUST N/A ADI1HJ1P5 518 NC USD 204610 0.0340881415 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 321 USD 2020-01-17 XXXX 91278.14 N N N UNITED RENTALS INC N/A ADI1H8T38 -28 NC USD -196 -0.0000326537 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written United Rentals Inc. Common Stock 100 135 USD 2020-01-17 XXXX 5024.83 N N N MARATHON PETROLEUM CORP N/A ADI1H7KT2 -98 NC USD -8820 -0.001469417 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written Marathon Petroleum Corp. Common Stock 100 70 USD 2020-04-17 XXXX 3820.5 N N N SPDR S+P 500 ETF TRUST N/A ADI1HRVV1 484 NC USD 15972 0.0026609442 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 330 USD 2020-01-17 XXXX -14572.48 N N N SPDR S+P 500 ETF TRUST N/A ADI1HD806 88 NC USD 3784 0.0006304165 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Purchased SPDR S&P 500 Trust ETF 100 303 USD 2020-01-17 XXXX -21382.13 N N N VALERO ENERGY CORP N/A ADI1H7MR4 -61 NC USD -1647 -0.0002743911 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written Valero Energy Corp. Common Stock 100 110 USD 2020-03-20 XXXX 2589.34 N N N WILLIAMS COS INC/THE N/A ADI1HDVX8 -128 NC USD -2944 -0.0004904721 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written The Williams Cos. Inc. 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SNZ2OJLFK8MNNCLQOF39 N 2029-11-08 34.76 USD 0 USD 1975000 USD -25672.81 N N N Repurchase Agreement 549300H47WTHXPU08X20 85748R009 1460037.49 PA USD 1460037.49 0.2432430702 Long RA CORP US N 1 Repurchase N 0.8 2020-01-02 1450000 USD 1491098.8 USD UST N N N 2020-02-21 MASSMUTUAL SELECT FUNDS /s/ Renee Hitchcock Renee Hitchcock Treasurer and CFO XXXX