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Common Stock 100 270 USD 2020-04-17 XXXX 3546.18 N N N BEIJING CAPITAL INTL AIRPO H 5299001QWQN7CK66FE04 620842906 12000 NS 7630.21 0.0014848507 Long EC CORP CN N 2 N N N BEIJING ENTERPRISES HLDGS 529900896ODARUEY2V26 608169900 3500 NS 12736.44 0.002478531 Long EC CORP HK N 2 N N N BERKELEY GROUP HOLDINGS/THE 2138009OQSSLVVHQAL78 B02L3W908 5125 NS 229093.02 0.0445818572 Long EC CORP GB N 2 N N N BERKSHIRE HATHAWAY INC CL B 5493000C01ZX7D35SD85 084670702 3318 NS USD 606629.94 0.1180511278 Long EC CORP US N 1 N N N BHP GROUP LTD WZE1WSENV6JSZFK0JC28 614469005 723 NS 13144.08 0.0025578584 Long EC CORP AU N 2 N N BHP GROUP PLC 549300C116EOWV835768 BH0P3Z907 183 NS 2830.45 0.00055081 Long EC CORP GB N 2 N N N BIM BIRLESIK MAGAZALAR AS N/A B0D000905 398 NS 2994.5 0.0005827343 Long EC CORP TR N 2 N N N BIO CITY DEVELOPMENT CO N/A ACI00QAQ9 1400000 PA USD 169820 0.0330472355 Long DBT CORP NL Y 3 2020-07-06 Fixed 8 N N N N N N/A N/A XXXX N N N BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 09061G101 1637 NS USD 138326.5 0.0269185516 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 730968906 11468 NS 345705.34 0.0672747957 Long EC CORP FR N 2 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 ACI1CLSY9 3566000 PA 3917522.18 0.7623558958 Long DBT NUSS ES N 2 2029-10-31 Fixed 0.6 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 16 NS USD 21525.12 0.0041888218 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP N/A ADI1LG1B7 81 NC USD 18468 0.0035939015 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Boston Scientific Corp. Common Stock 100 35 USD 2020-08-21 XXXX -3647.86 N N N BOSTON SCIENTIFIC CORP N/A ADI1LG2G5 -81 NC USD -9558 -0.0018600016 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Boston Scientific Corp. 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Common Stock 1 3786.5967 JPY 2020-12-11 XXXX -98226.13 N N N BRTJ16Y30 SEP20 8316 JP PUT N/A 99ZZ42710 -11088 NC -124716.06 -0.0242699388 N/A DE JP N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Put Written Sumitomo Mitsui Financial Group, Inc. Common Stock 1 3820.96 JPY 2020-09-11 XXXX -96140.01 N N N BRTS3A895 INTEREST RATE CAP N/A AEI412833 45685000 NC USD 46461.65 0.0090415092 N/A DIR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased 2Y-10Y Constant Maturity Swap Index 2Y-10Y CMS 0 0.5 USD 2020-08-27 XXXX -70035.1 N N N BRTVEKXW5 EUR PUT USD CALL N/A AEI576124 819000 NC 20233.35 0.0039374413 N/A DFE DE N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 819000 EUR 913185 USD 2020-07-23 1 EUR 1.115 EUR 2020-07-23 XXXX 8815.11 N N N BRTW17101 SWAPTION N/A AEI609198 -16561103 NC USD -254.05 -0.0000494385 N/A DIR US N 2 BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 2022-08-17 0 USD 31673.72 USD -16561103 USD 1 USD 1.88 USD 2020-08-13 XXXX 31419.67 N N N BRTW17119 SWAPTION N/A AEI609180 3353261 NC USD 144884.01 0.0281946532 N/A DIR US N 2 BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 2030-08-17 30167 USD 0 USD 3353261 USD 1 USD 1.08 USD 2020-08-13 XXXX 114717.01 N N N BRTW17127 SWAPTION N/A AEI609271 -16561103 NC USD -181236.43 -0.0352688905 N/A DIR US N 2 BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 2022-08-17 0 USD 36183.82 USD -16561103 USD 1 USD 0.88 USD 2020-08-13 XXXX -145052.61 N N N BRTW17135 SWAPTION N/A AEI609206 3353261 NC USD 3989.04 0.0007762734 N/A DIR US N 2 BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N A B4TYDEB6GKMZO031MB27 2030-08-17 28858.47 USD 0 USD 3353261 USD 1 USD 2.08 USD 2020-08-13 XXXX -24869.43 N N N BRTY77689 JUN21 SX7E PUT N/A AEI713628 -7986 NC -447804.99 -0.087143546 N/A DE DE N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 Put Written Euro STOXX Banks Index SX7E 1 103 EUR 2021-06-18 XXXX -250632.73 N N N BRTY78HW2 SEP21 SX7E PUT N/A AEI713636 -8131 NC -459274.55 -0.0893755402 N/A DE DE N 2 UBS AG LONDON BFM8T61CT2L1QCEMIK50 Put Written Euro STOXX Banks Index SX7E 1 103 EUR 2021-09-17 XXXX -247697.74 N N N BRTYAMFU3 JUN20 CMCSA US CALL N/A AEI716969 -27454 NC USD -25433.61 -0.00494942 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Written Comcast Corporation Class A 1 40 USD 2020-06-19 XXXX 132975.97 N N N BRTYH6J94 USD PUT BRL CALL N/A AEI722652 1447000 NC USD 1.45 0.0000002822 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 -22325.76 N N N BRTYH6MQ2 USD PUT IDR CALL N/A AEI724674 1446749 NC USD 144.67 0.000028153 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 -13794.76 N N N BRTYH73K4 USD PUT TRY CALL N/A AEI724682 2893499 NC USD 578.7 0.0001126159 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 -42635.71 N N N BRTYJ0DH3 USD PUT RUB CALL N/A AEI724708 1446749 NC USD 1.45 0.0000002822 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 -16630.38 N N N BRTYKEPH8 USD PUT ZAR CALL N/A AEI726117 2893499 NC USD 2.89 0.0000005624 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 -53599.18 N N N BRTYKGV45 USD PUT MXN CALL N/A AEI726240 1447000 NC USD 289.4 0.0000563177 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 -17559.35 N N N BRW0AZHK4 APR20 LOW US CALL N/A AEI779058 6236 NC USD 709.11 0.0001379939 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Purchased Lowes Cos. Inc Common Stock 1 125 USD 2020-04-17 XXXX -24234.89 N N N BRW0AZHM0 APR20 LOW US CALL N/A AEI779066 -6236 NC USD -429.09 -0.0000835016 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Written Lowes Cos. Inc Common Stock 1 135 USD 2020-04-17 XXXX 7490.63 N N N BRW0SCQF7 SWAPTION N/A AEI790964 6093711 NC USD 0.06 0.0000000117 N/A DIR US N 2 Bank of America International (NY) EYKN6V0ZCB8VD9IULB80 Put Purchased Bank of America International (NY) EYKN6V0ZCB8VD9IULB80 2030-04-14 50554.24 USD 0 USD 6093711 USD 1 USD 1.88 USD 2020-04-08 XXXX -50554.18 N N N BRW0SCQG5 SWAPTION N/A AEI790972 -28788669 NC USD -0.29 -0.0000000564 N/A DIR US N 2 Bank of America International (NY) EYKN6V0ZCB8VD9IULB80 Put Written Bank of America International (NY) EYKN6V0ZCB8VD9IULB80 2022-04-14 0 USD 32767.19 USD -28788669 USD 1 USD 1.665 USD 2020-04-08 XXXX 32766.9 N N N BRW0ZDH34 APR20 GLD US CALL N/A AEI800375 13258 NC USD 36809.83 0.00716325 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares ETF 1 149 USD 2020-04-17 XXXX 4195.15 N N N BRW0ZEBV6 APR20 GLD US CALL N/A AEI800359 -7955 NC USD -5691.75 -0.0011076234 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Written SPDR Gold Shares ETF 1 159 USD 2020-04-17 XXXX -43.7 N N N BRW1510V7 IRS USD R V 03MLIBOR N/A 99S1CZT90 11355000 PA USD -583785.64 -0.1136055915 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2025-01-24 296.39 USD 0 USD 11355000 USD -584082.03 N N N BRW156KB8 USD PUT JPY CALL N/A AEI807701 4787000 NC USD 78506.8 0.0152775451 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4787000 USD 518192750 JPY 2020-04-24 1 USD 108.25 USD 2020-04-22 XXXX 47314.71 N N N BRW16EC11 EUR PUT JPY CALL N/A AEI809269 2662000 NC 53433.71 0.0103982829 N/A DFE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2662000 EUR 319440000 JPY 2020-04-27 1 EUR 120 EUR 2020-04-23 XXXX 26092.24 N N N BRW17Y1U4 TRS USD R E N/A 99S1D2LI0 669504.38 PA USD -44778 -0.0087138683 N/A DE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 N 2021-01-24 0 USD 0 USD 3750 USD -44778 N N N BRW18X5G2 USD PUT JPY CALL N/A AEI812560 4520000 NC USD 51980 0.0101153887 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4520000 USD 482510000 JPY 2020-04-30 1 USD 106.75 USD 2020-04-27 XXXX 22487 N N N BRW1BUW58 TRS USD R E N/A 99S1D6JR4 517749.85 PA USD -44790.34 -0.0087162697 N/A DE US N 2 GOLDMAN SACHS & CO. FOR8UP27PHTHYVLBNG30 N 2021-01-22 0 USD 0 USD 2839 USD -44790.34 N N N BRW1EHYX1 MAY20 GLD US PUT N/A AEI821264 -10663 NC USD -22580.9 -0.0043942782 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Put Written SPDR Gold Shares ETF 1 141 USD 2020-05-15 XXXX -16076.47 N N N BRW1EJ0X4 MAY20 GLD US CALL N/A AEI821272 21326 NC USD 82301.68 0.0160160347 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares ETF 1 151 USD 2020-05-15 XXXX 11499.36 N N N BRW1EJ3Y9 MAY20 GLD US CALL N/A AEI821280 -10663 NC USD -17446.31 -0.003395079 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Written SPDR Gold Shares ETF 1 161 USD 2020-05-15 XXXX -5823.64 N N N BRW1KWRK7 SWAPTION N/A AEI826479 -7673972 NC USD -0.08 -0.0000000156 N/A DIR US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA77 2022-04-08 0 USD 6994.68 USD -7673972 USD 1 USD 1.565 USD 2020-04-06 XXXX 6994.6 N N N BRW1PSJY0 EUR PUT USD CALL N/A AEI831248 17403574 NC 109408.03 0.0212909724 N/A DFE DE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 17403574 EUR 18882877.79 USD 2020-05-12 1 EUR 1.085 EUR 2020-05-08 XXXX 26410.69 N N N BRW1QX7F2 SWAPTION N/A AEI832451 6418516 NC USD 11898 0.0023153693 N/A DIR US N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 2030-08-13 55163.58 USD 0 USD 6418516 USD 1 USD 1.8 USD 2020-08-11 XXXX -43265.58 N N N BRW1QX7G0 SWAPTION N/A AEI832444 -6418516 NC USD -43480.95 -0.0084614603 N/A DIR US N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 2032-02-15 0 USD 124198.28 USD -6418516 USD 1 USD 2 USD 2022-02-11 XXXX 80717.33 N N N BRW1TG4A0 APR20 HES US PUT N/A AEI836643 -10424 NC USD -200311.18 -0.0389808665 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Put Written Hess Corp. Common Stock 1 52.5 USD 2020-04-17 XXXX -189678.7 N N N BRW1TG4U6 APR20 HES US CALL N/A AEI836627 10424 NC USD 49.02 0.0000095394 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Purchased Hess Corp. Common Stock 1 60 USD 2020-04-17 XXXX -37081.27 N N N BRW1TG8Y4 APR20 HES US CALL N/A AEI836635 -10424 NC USD -7.29 -0.0000014186 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Written Hess Corp. Common Stock 1 70 USD 2020-04-17 XXXX 4996.23 N N N BRW1TMWR9 JUN20 GLD US PUT N/A AEI836668 -24161 NC USD -87312.51 -0.0169911499 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Put Written SPDR Gold Shares ETF 1 141 USD 2020-06-19 XXXX -67742.1 N N N BRW1TS1P4 JUN20 GLD US CALL N/A AEI836676 34900 NC USD 194014.82 0.0377555851 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased SPDR Gold Shares ETF 1 151 USD 2020-06-19 XXXX 83381.82 N N N BRW1UXF76 MAY20 A US PUT N/A AEI838540 -5882 NC USD -47932.6 -0.0093277583 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Put Written Agilent Technologies Inc. Common Stock 1 77.5 USD 2020-05-15 XXXX -39403.7 N N N BRW1UXM45 MAY20 A US CALL N/A AEI838557 8822 NC USD 5298.97 0.0010311878 N/A DE US N 2 NOMURA INTERNATIONAL PLC DGQCSV2PHVF7I2743539 Call Purchased Agilent Technologies Inc. Common Stock 1 87.5 USD 2020-05-15 XXXX -24254.73 N N N BRW1Y1Z13 EUR PUT USD CALL N/A AEI841874 2691000 NC 26414.33 0.0051402696 N/A DFE DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA77 2691000 EUR 2865915 USD 2020-08-21 1 EUR 1.065 EUR 2020-08-19 XXXX 10299.37 N N N BRW1Y20Q4 EUR PUT JPY CALL N/A AEI841882 1615000 NC 35623.65 0.0069324176 N/A DFE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Put Purchased HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1615000 EUR 188147500 JPY 2020-08-21 1 EUR 116.5 EUR 2020-08-19 XXXX 19824.75 N N N BRW1YDH74 USD PUT JPY CALL N/A AEI841908 5382000 NC USD 130782.6 0.0254504969 N/A DFE US N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 5382000 USD 581256000 JPY 2020-06-22 1 USD 108 USD 2020-06-18 XXXX 102031.96 N N N BRW1YEA38 MAY20 BABA US CALL N/A AEI841858 3455 NC USD 2806.59 0.0005461668 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Call Purchased Alibaba Group Holding Ltd. Common Stock 1 230 USD 2020-05-15 XXXX -30085.01 N N N BRW1YGXK0 MAY20 BABA US PUT N/A AEI841916 -2918 NC USD -25187.6 -0.004901546 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Put Written Alibaba Group Holding Ltd. Common Stock 1 190 USD 2020-05-15 XXXX -18508.59 N N N BRW20KHC2 JUN20 ROG VX CALL N/A AEI846345 -1002 NC -2304.82 -0.0004485215 N/A DE CH N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Written Roche Holding AG Common Stock 1 360 CHF 2020-06-19 XXXX 2237.67 N N N BRW20L368 JUN20 SAN FP CALL N/A AEI846337 -2465 NC -1156.9 -0.0002251345 N/A DE DE N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 Call Written Banco Santander SA Common Stock 1 96 EUR 2020-06-19 XXXX 2295.6 N N N BRW22K4C4 JUN20 LLY US PUT N/A AEI848713 -4540 NC USD -26507.05 -0.0051583131 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Put Written Eli Lilly & Co. Common Stock 1 126 USD 2020-06-19 XXXX -15202.45 N N N BRW22K4R1 JUN20 LLY US CALL N/A AEI848705 4540 NC USD 33087.52 0.0064388827 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Purchased Eli Lilly & Co. Common Stock 1 142 USD 2020-06-19 XXXX 9751.92 N N N BRW22K4W0 JUN20 LLY US CALL N/A AEI848721 -4540 NC USD -14252.4 -0.0027735392 N/A DE US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 Call Written Eli Lilly & Co. Common Stock 1 153 USD 2020-06-19 XXXX -5297.25 N N N BRW27ANE6 JUN20 ROG VX PUT N/A AEI870394 -1002 NC -10615.72 -0.0020658356 N/A DE CH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written Roche Holding AG Common Stock 1 290 CHF 2020-06-19 XXXX -3468.71 N N N BRW27B5Z7 JUN20 SAN FP PUT N/A AEI870402 -2465 NC -16911.18 -0.0032909419 N/A DE DE N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written Banco Santander SA Common Stock 1 80 EUR 2020-06-19 XXXX -10151.3 N N N BRW2C4UW6 USD PUT JPY CALL N/A AEI873281 -4787000 NC USD -23456.3 -0.0045646324 N/A DFE US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 4787000 USD 497848000 JPY 2020-04-24 1 USD 104 USD 2020-04-22 XXXX 1843 N N N BRW2EA037 USD PUT JPY CALL N/A AEI875294 -5382000 NC USD -49514.4 -0.0096355791 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5382000 USD 548964000 JPY 2020-06-22 1 USD 102 USD 2020-06-18 XXXX -19913.4 N N N BRW2K8E30 APR20 HCA US PUT N/A AEI884908 -1084 NC USD -9146.99 -0.0017800184 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Put Written HCA Healthcare Inc. Common Stock 1 95 USD 2020-04-17 XXXX -6816.39 N N N BRW2K8G95 APR20 HCA US CALL N/A AEI884874 1084 NC USD 130.62 0.0000254189 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Purchased HCA Healthcare Inc. Common Stock 1 135 USD 2020-04-17 XXXX -6156.58 N N N BRW2K8UM0 JUN20 HCA US PUT N/A AEI884882 -1084 NC USD -17803.66 -0.0034646199 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Put Written HCA Healthcare Inc. Common Stock 1 100 USD 2020-06-19 XXXX -13137.04 N N N BRW2K8WR7 JUN20 HCA US CALL N/A AEI884916 1084 NC USD 737.06 0.000143433 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Purchased HCA Healthcare Inc. Common Stock 1 135 USD 2020-06-19 XXXX -7826.54 N N N BRW2KA4G7 JUN20 HCA US CALL N/A AEI884866 -1084 NC USD -340.24 -0.0000662112 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Written HCA Healthcare Inc. Common Stock 1 150 USD 2020-06-19 XXXX 2478.16 N N N BRW2KA725 APR20 HCA US CALL N/A AEI884890 -1084 NC USD -61.56 -0.0000119797 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Written HCA Healthcare Inc. Common Stock 1 150 USD 2020-04-17 XXXX 1130.84 N N N BRW2KCLG4 JUN21 SPY US CALL N/A AEI884858 15000 NC USD 22968.59 0.0044697233 N/A DE US N 2 MORGAN STANLEY AND CO INC 9R7GPTSO7KV3UQJZQ078 Call Purchased SPDR S&P 500 Trust ETF 1 360 USD 2021-06-18 XXXX -39281.41 N N N BRW2KS5P7 0.50 2Y 10Y CMS INTEREST RATE CAP N/A AEI890004 61992000 NC USD 1363.82 0.0002654015 N/A DIR US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased 2Y-10Y Constant Maturity Swap Index 2Y-10Y CMS 0 0.5 USD 2020-05-06 XXXX -26532.58 N N N BRW2PP9W9 USD PUT JPY CALL N/A AEI889550 4584000 NC USD 56383.2 0.0109722582 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4584000 USD 472152000 JPY 2020-07-13 1 USD 103 USD 2020-07-09 XXXX -63447.14 N N N BRW2PPNL7 USD PUT JPY CALL N/A AEI889584 -4584000 NC USD -24753.6 -0.004817089 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4584000 USD 444648000 JPY 2020-07-13 1 USD 97 USD 2020-07-09 XXXX 35558.09 N N N BRW2PX431 SWAPTION N/A AEI889568 -526252 NC USD -13073.84 -0.0025441896 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 2030-09-14 0 USD 13550.99 USD -526252 USD 1 USD 0.675 USD 2020-09-10 XXXX 477.15 N N N BRW2PX449 SWAPTION N/A AEI889576 -526252 NC USD -10077.67 -0.0019611302 N/A DIR US N 2 MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES INC I7331LVCZKQKX5T7XV54 2030-09-14 0 USD 13550.99 USD -526252 USD 1 USD 0.675 USD 2020-09-10 XXXX 3473.32 N N N BRW2QCVQ5 USD PUT JPY CALL N/A AEI889543 -4520000 NC USD -51980 -0.0101153887 N/A DFE US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. 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OIL FUND LP N/A 91232N108 41900 NS USD 176399 0.0343275192 Long EC RF US N 1 N N N State Street Navigator Securities Lending Trust 5493005HD34MZLK62085 638995910 764342.25 NS USD 764342.25 0.148742188 Long STIV RF US N 1 N N NEXTERA ENERGY INC N/A ADI1KC1D3 -22 NC USD -33220 -0.0064646636 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written NextEra Energy Inc. Common Stock 100 250 USD 2020-04-17 XXXX -29859.33 N N N MERCK + CO INC N/A ADI1KC200 -75 NC USD -11250 -0.0021892675 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Merck & Co. Inc. Common Stock 100 75 USD 2020-04-17 XXXX -5325.67 N N N SPDR S+P 500 ETF TRUST N/A ADI1KDVW6 166 NC USD 664 0.0001292154 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 320 USD 2020-04-17 XXXX -72463.63 N N N UNITEDHEALTH GROUP INC N/A ADI1KHY87 49 NC USD 39200 0.0076283808 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased UnitedHealth Group Inc. Common Stock 100 260 USD 2020-04-17 XXXX -25589.7 N N N UNITEDHEALTH GROUP INC N/A ADI1KHXT2 -49 NC USD -23275 -0.0045293511 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written UnitedHealth Group Inc. Common Stock 100 220 USD 2020-04-17 XXXX 13364.48 N N N INVESCO QQQ TRUST SERIES 1 N/A ADI1KHSJ0 -33 NC USD -15642 -0.0030439575 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written PowerShares QQQ Trust Common Stock 100 180 USD 2020-04-17 XXXX -1823.07 N N N INVESCO QQQ TRUST SERIES 1 N/A ADI1KHR93 82 NC USD 1148 0.0002234026 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased PowerShares QQQ Trust Common Stock 100 220 USD 2020-04-17 XXXX -20272.95 N N N MICROSOFT CORP N/A ADI1KJ0C1 26 NC USD 13390 0.0026057148 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Microsoft Corp. Common Stock 100 170 USD 2020-05-15 XXXX -5549.53 N N N SPDR S+P 500 ETF TRUST N/A ADI153918 117 NC USD 138528 0.0269577638 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 290 USD 2020-12-18 XXXX -4176.17 N N N VMWARE INC N/A ADI1KHYV6 48 NC USD 33648 0.006547953 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased VMware Inc. Common Stock 100 140 USD 2020-07-17 XXXX 3071.31 N N N FACEBOOK INC N/A ADI1KHZQ6 -30 NC USD -44400 -0.0086403089 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Facebook Inc. Common Stock 100 170 USD 2020-06-19 XXXX -21398.46 N N N MARATHON PETROLEUM CORP N/A ADI1H7KQ8 174 NC USD 522 0.000101582 N/A DE US N 2 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Marathon Petroleum Corp. Common Stock 100 62.5 USD 2020-04-17 XXXX -45734.01 N N N SALESFORCE.COM INC N/A ADI1KJ064 36 NC USD 3888 0.0007566108 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased salesforce.com inc. Common Stock 100 185 USD 2020-06-19 XXXX -22679.39 N N N SALESFORCE.COM INC N/A ADI1KJ221 -36 NC USD -32760 -0.0063751468 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written salesforce.com inc. Common Stock 100 135 USD 2020-06-19 XXXX -18627.42 N N N ISHARES IBOXX HIGH YIELD CORPO N/A ADI1JC0X2 139 NC USD 153595 0.0298898254 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx $ High Yield Corporate Bond ETF ETF 100 88 USD 2020-04-17 XXXX 133841.11 N N N SERVICENOW INC N/A ADI1KJ9N8 18 NC USD 6840 0.0013310746 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased ServiceNow Inc. Common Stock 100 350 USD 2020-05-15 XXXX -18321.1 N N N SERVICENOW INC N/A ADI1JVL09 -18 NC USD -27000 -0.0052542419 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written ServiceNow Inc. Common Stock 100 260 USD 2020-05-15 XXXX -12769.86 N N N GILEAD SCIENCES INC N/A ADI1JZMD1 -45 NC USD -12600 -0.0024519796 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written Gilead Sciences Inc. Common Stock 100 80 USD 2020-04-17 XXXX -4213.69 N N N MICROSOFT CORP N/A ADI1KHZP8 -26 NC USD -13650 -0.0026563112 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Common Stock 100 140 USD 2020-05-15 XXXX -748.4 N N N MARATHON PETROLEUM CORP N/A ADI1K2G98 -76 NC USD -228 -0.0000443692 N/A DE US N 2 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written Marathon Petroleum Corp. Common Stock 100 67.5 USD 2020-04-17 XXXX 2945.78 N N N FACEBOOK INC N/A ADI1KHYQ7 30 NC USD 4500 0.000875707 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Facebook Inc. Common Stock 100 205 USD 2020-06-19 XXXX -20814.67 N N N MARATHON PETROLEUM CORP N/A ADI1K2F65 -76 NC USD -216600 -0.0421506961 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Marathon Petroleum Corp. Common Stock 100 52.5 USD 2020-04-17 XXXX -208106.33 N N N VMWARE INC N/A ADI1KJ452 -48 NC USD -24960 -0.0048572547 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written VMware Inc. Common Stock 100 100 USD 2020-07-17 XXXX -6860.9 N N N EXXON MOBIL CORP N/A ADI1K2GR8 -100 NC USD -175200 -0.0340941919 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Exxon Mobil Corp. Common Stock 100 55 USD 2020-06-19 XXXX -164924.1 N N N HCA HEALTHCARE INC N/A ADI1K6MH4 -20 NC USD -100 -0.0000194602 N/A DE US N 2 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written HCA Healthcare Inc. Common Stock 100 157.5 USD 2020-04-03 XXXX 2561.57 N N N WALT DISNEY CO/THE N/A ADI1KJH41 -50 NC USD -43500 -0.0084651675 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written The Walt Disney Co. Common Stock 100 90 USD 2020-07-17 XXXX -33762.16 N N N MICROSOFT CORP N/A ADI1KC1S0 -53 NC USD -56975 -0.0110874234 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Microsoft Corp. Common Stock 100 165 USD 2020-04-17 XXXX -34039.17 N N N PPG INDUSTRIES INC N/A ADI1KC1L5 -53 NC USD -102290 -0.0199057927 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written PPG Industries Inc. Common Stock 100 105 USD 2020-04-17 XXXX -95577.14 N N N INVESCO QQQ TRUST SERIES 1 N/A ADI1KR4Q8 22 NC USD 176 0.0000342499 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased PowerShares QQQ Trust Common Stock 100 225 USD 2020-04-17 XXXX -7943.62 N N N INVESCO QQQ TRUST SERIES 1 N/A ADI1KRBQ0 47 NC USD 1504 0.0002926807 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased PowerShares QQQ Trust Common Stock 100 230 USD 2020-05-15 XXXX -15874.18 N N N MASTERCARD INC N/A ADI1KC697 -20 NC USD -80 -0.0000155681 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written Mastercard Inc. Common Stock 100 345 USD 2020-04-17 XXXX 4676.51 N N N RAYTHEON CO N/A ADI1KRC48 -10 NC USD -38450 -0.0074824297 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Raytheon Co. Common Stock 100 170 USD 2020-05-15 XXXX -34572.48 N N N RAYTHEON CO N/A ADI1KRCF3 -10 NC USD -27310 -0.0053145684 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Raytheon Co. Common Stock 100 160 USD 2020-04-17 XXXX -25432.44 N N N TARGET CORP N/A ADI1KC739 -27 NC USD -19710 -0.0038355966 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Target Corp. Common Stock 100 100 USD 2020-04-17 XXXX -16089.59 N N N ISHARES IBOXX HIGH YIELD CORPO N/A ADI1KRC63 -56 NC USD -32760 -0.0063751468 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written iShares iBoxx $ High Yield Corporate Bond ETF ETF 100 83 USD 2020-04-17 XXXX -27957.48 N N N MASTERCARD INC N/A ADI1KC689 -20 NC USD -79740 -0.0155175277 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Mastercard Inc. Common Stock 100 280 USD 2020-04-17 XXXX -72052.96 N N N VMWARE INC N/A ADI1KF1C8 -41 NC USD -73800 -0.0143615945 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written VMware Inc. Common Stock 100 140 USD 2020-04-17 XXXX -53574.16 N N N EURO STOXX 50 JUN20 N/A ADI14K5F4 80 NC 0 0 N/A DE DE N 1 EUREX Exchange N/A Long EuroStoxx 50 Index SX5E 2020-06-19 2423731.75 EUR 207375.14 N N N SPDR S+P 500 ETF TRUST N/A ADI1KXBR5 -62 NC USD -22878 -0.0044520943 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 220 USD 2020-04-24 XXXX -542.84 N N N SPDR S+P 500 ETF TRUST N/A ADI1KG771 100 NC USD 500 0.0000973008 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 315 USD 2020-04-17 XXXX -59451.34 N N N NASDAQ 100 E-MINI JUN20 N/A ADI19X140 -2 NC USD 0 0 N/A DE US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Short NASDAQ 100 Index NDX 2020-06-19 -311450 USD -23363.1 N N N SPDR S+P 500 ETF TRUST N/A ADI1KXB79 62 NC USD 868 0.0001689141 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 310 USD 2020-04-24 XXXX -14996.25 N N N S+P500 EMINI FUT JUN20 N/A ADI19X157 -93 NC USD 0 0 N/A DE US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Short S&P 500 Index SPX 2020-06-19 -11949105 USD -391155.28 N N N SPDR S+P 500 ETF TRUST N/A ADI1KGYM8 49 NC USD 1078 0.0002097805 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 328 USD 2020-06-19 XXXX -17644.7 N N N SPDR S+P 500 ETF TRUST N/A ADI1KYG49 60 NC USD 2040 0.0003969872 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 290 USD 2020-04-17 XXXX -20451.98 N N N MSCI EMGMKT JUN20 N/A ADI1D4L96 15 NC USD 0 0 N/A DE US N 1 InterContinental Exchange 5493000F4ZO33MV32P92 Long MSCI Emerging Markets Index MXEF 2020-06-19 632175 USD -22624.05 N N N SPDR S+P 500 ETF TRUST N/A ADI1L1JF2 -26 NC USD -20020 -0.0038959231 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 190 USD 2020-09-30 XXXX 16773.63 N N N FTSE 100 IDX FUT JUN20 N/A ADI1D89B6 6 NC 0 0 N/A DE GB N 1 London Stock Exchange Group 213800D1EI4B9WTWWD28 Long FTSE 100 Index UKX 2020-06-19 419991.35 GBP 43954 N N N YEN DENOM NIKKEI JUN20 N/A ADI1K18C2 -4 NC 0 0 N/A DE US N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Short Yen Denom Nikkei Index NKY 2020-06-11 -346803.07 JPY 14140.04 N N N HOME DEPOT INC/THE N/A ADI1L1VV3 65 NC USD 165100 0.0321287162 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased The Home Depot Inc. Common Stock 100 185 USD 2020-08-21 XXXX 32681.97 N N N INVESCO QQQ TRUST SERIES 1 N/A ADI1KRCM8 51 NC USD 8160 0.0015879487 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased PowerShares QQQ Trust Common Stock 100 228 USD 2020-07-17 XXXX -25521.76 N N N HOME DEPOT INC/THE N/A ADI1L1VZ4 -65 NC USD -52000 -0.0101192807 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written The Home Depot Inc. Common Stock 100 220 USD 2020-08-21 XXXX -449.24 N N N INVESCO QQQ TRUST SERIES 1 N/A ADI1KRCN6 -25 NC USD -17300 -0.0033666068 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written PowerShares QQQ Trust Common Stock 100 160 USD 2020-07-17 XXXX -10538.03 N N N SPDR S+P 500 ETF TRUST N/A ADI1L6R21 -10 NC USD -550 -0.0001070309 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written SPDR S&P 500 Trust ETF 100 286 USD 2020-04-17 XXXX 70.09 N N N SPDR S+P 500 ETF TRUST N/A ADI1L7PD7 48 NC USD 41712 0.0081172199 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 260 USD 2020-04-17 XXXX 34695.3 N N N SPDR S+P 500 ETF TRUST N/A ADI1LCGV6 -27 NC USD -61587 -0.0119849258 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 253 USD 2020-09-30 XXXX 7684.11 N N N SPDR S+P 500 ETF TRUST N/A ADI1LDRL4 -117 NC USD -119574 -0.023269286 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 205 USD 2020-09-30 XXXX -2424.78 N N N UNITEDHEALTH GROUP INC N/A ADI1KPV74 -20 NC USD -14000 -0.0027244217 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written UnitedHealth Group Inc. Common Stock 100 230 USD 2020-04-17 XXXX -9349.97 N N N PPG INDUSTRIES INC N/A ADI1LFZX4 30 NC USD 13350 0.0025979307 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased PPG Industries Inc. Common Stock 100 95 USD 2020-08-21 XXXX 861.88 N N N UNITEDHEALTH GROUP INC N/A ADI1KPVW9 -20 NC USD -80 -0.0000155681 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written UnitedHealth Group Inc. Common Stock 100 320 USD 2020-04-17 XXXX 3083.39 N N N NETFLIX INC N/A ADI1L00B3 -9 NC USD -3060 -0.0005954807 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Netflix Inc. Common Stock 100 240 USD 2020-06-19 XXXX 11122.05 N N N FORTIVE CORP N/A ADI1LG4Y4 -28 NC USD -5208 -0.0010134849 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Fortive Corp. Common Stock 100 45 USD 2020-06-19 XXXX 668.84 N N N HOME DEPOT INC/THE N/A ADI1L1W67 -57 NC USD -35625 -0.0069326803 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written The Home Depot Inc. Common Stock 100 135 USD 2020-08-21 XXXX 47762.51 N N N FORTIVE CORP N/A ADI1LG416 28 NC USD 10920 0.0021250489 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Fortive Corp. Common Stock 100 60 USD 2020-06-19 XXXX 937.4 N N N SPDR S+P 500 ETF TRUST N/A ADI1L2YS5 7 NC USD 497 0.000096717 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 270 USD 2020-04-03 XXXX -3579.92 N N N L3HARRIS TECHNOLOGIES INC N/A ADI1LG374 14 NC USD 20020 0.0038959231 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased L3Harris Technologies, Inc. Common Stock 100 200 USD 2020-08-21 XXXX 418.03 N N N SPDR S+P 500 ETF TRUST N/A ADI1L7NT4 -144 NC USD -655344 -0.1275309594 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written SPDR S&P 500 Trust ETF 100 230 USD 2020-09-30 XXXX -337095.9 N N N L3HARRIS TECHNOLOGIES INC N/A ADI1LG3K5 -14 NC USD -12320 -0.0023974911 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written L3Harris Technologies, Inc. Common Stock 100 145 USD 2020-08-21 XXXX 89.72 N N N SPDR S+P 500 ETF TRUST N/A ADI1L1J39 26 NC USD 15626 0.0030408438 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 294 USD 2020-09-30 XXXX -10729.26 N N N SPDR S+P 500 ETF TRUST N/A ADI1L7PM7 -144 NC USD -235296 -0.0457889668 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 230 USD 2020-09-30 XXXX 147616.98 N N N SPDR S+P 500 ETF TRUST N/A ADI1KCW98 -132 NC USD -528 -0.0001027496 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written SPDR S&P 500 Trust ETF 100 333 USD 2020-04-17 XXXX 22076.67 N N N LENNAR CORP N/A ADI1L9PW1 -27 NC USD -4860 -0.0009457635 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written Lennar Corp. Common Stock 100 50 USD 2020-08-21 XXXX 5584.72 N N N SPDR S+P 500 ETF TRUST N/A ADI1KCVN8 132 NC USD 528 0.0001027496 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 323 USD 2020-04-17 XXXX -70049.83 N N N SPDR S+P 500 ETF TRUST N/A ADI13KT69 -49 NC USD -85015 -0.0165440509 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 250 USD 2020-06-19 XXXX -69362.01 N N N SPDR S+P 500 ETF TRUST N/A ADI1LBWV0 207 NC USD 184437 0.0358917264 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 270 USD 2020-05-15 XXXX -56772.82 N N N SPDR S+P 500 ETF TRUST N/A ADI1LBZP0 -207 NC USD -133515 -0.0259822262 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 220 USD 2020-05-15 XXXX 37620.76 N N N SPDR S+P 500 ETF TRUST N/A ADI1LCGQ7 -27 NC USD -75222 -0.0146383179 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written SPDR S&P 500 Trust ETF 100 253 USD 2020-09-30 XXXX -4881.24 N N N ISHARES IBOXX HIGH YIELD CORPO N/A ADI1JDCT6 35 NC USD 35000 0.0068110543 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Purchased iShares iBoxx $ High Yield Corporate Bond ETF ETF 100 87 USD 2020-04-17 XXXX 30056.64 N N N SPDR S+P 500 ETF TRUST N/A ADI1LFQP1 88 NC USD 61600 0.0119874556 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 285 USD 2020-07-17 XXXX -14606.38 N N N US ULTRA BOND CBT JUN20 N/A ADI1FRH98 58 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond 2020-06-19 12868750 USD 345957 N N N WALMART INC N/A ADI1JXQP5 -52 NC USD -2340 -0.0004553676 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Written Wal-Mart Stores Inc. Common Stock 100 125 USD 2020-04-17 XXXX 1445.44 N N N SPDR S+P 500 ETF TRUST N/A ADI1LFQM8 -88 NC USD -62040 -0.0120730803 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written SPDR S&P 500 Trust ETF 100 210 USD 2020-06-19 XXXX -7133.08 N N N US 10YR NOTE (CBT)JUN20 N/A ADI1FRQ80 116 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury 10 Year Note 2020-06-19 16087750 USD 171403.61 N N N NXP SEMICONDUCTORS NV N/A ADI1LFW09 -30 NC USD -12450 -0.0024227893 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written NXP Semiconductors NV Common Stock 100 70 USD 2020-06-19 XXXX -354.89 N N N EURO-BUND FUTURE JUN20 N/A ADI1FRQT4 -12 NC 0 0 N/A DIR DE N 1 EUREX Exchange N/A Short German Government 10 Year Bond 2020-06-08 -2283134.13 EUR 33341.75 N N N SPDR S+P 500 ETF TRUST N/A ADI1K17Y5 1128 NC USD 2256 0.0004390211 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased SPDR S&P 500 Trust ETF 100 346 USD 2020-04-17 XXXX -259534.76 N N N NXP SEMICONDUCTORS NV N/A ADI1LFVP5 30 NC USD 14550 0.0028314526 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased NXP Semiconductors NV Common Stock 100 95 USD 2020-06-19 XXXX -726.06 N N N US 5YR NOTE (CBT) JUN20 N/A ADI1G00H6 -74 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury 5 Year Note 2020-06-30 -9276593.75 USD -7718.71 N N N EXXON MOBIL CORP N/A ADI1K2G56 100 NC USD 600 0.0001167609 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Exxon Mobil Corp. Common Stock 100 62.5 USD 2020-06-19 XXXX -23323.88 N N N US 2YR NOTE (CBT) JUN20 N/A ADI1G04T6 -189 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury 2 Year Note 2020-06-30 -41652351.47 USD -12948.59 N N N PPG INDUSTRIES INC N/A ADI1LFZV8 -30 NC USD -12300 -0.0023935991 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written PPG Industries Inc. 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SNZ2OJLFK8MNNCLQOF39 N 2029-11-08 34.76 USD 0 USD 1975000 USD 190758.46 N N N ISHARES CHINA LARGE-CAP ETF N/A ADI1K7CP5 313 NC USD 1878 0.0003654617 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased iShares China Large-Cap ETF ETF 100 45 USD 2020-04-17 XXXX -8787.19 N N N SRW23NTU0 IRS USD R F 1.29000 N/A 99S1DRQ09 1059878 PA USD 58475.66 0.0113794542 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2030-03-27 19.08 USD 0 USD 1059878 USD 58456.58 N N N SRW23NTY2 IRS USD R F 1.21000 N/A 99S1DRQ90 5896835 PA USD 87995.28 0.017124018 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2022-03-27 46.44 USD 0 USD 5896835 USD 87948.84 N N N SRW23RL96 IRS USD R F 1.21000 N/A 99S1DRQ66 5896835 PA USD 88868.84 0.0172940142 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2022-03-27 46.44 USD 0 USD 5896835 USD 88822.4 N N N SRW23RMZ7 IRS USD R F 1.29000 N/A 99S1DRQ33 1059878 PA USD 57413.91 0.011172836 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2030-03-27 19.08 USD 0 USD 1059878 USD 57394.83 N N N INTUITIVE SURGICAL INC N/A ADI1KPS78 -1 NC USD -5260 -0.0010236042 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Put Written Intuitive Surgical Inc. Common Stock 100 500 USD 2020-06-19 XXXX -3661.62 N N N INTUITIVE SURGICAL INC N/A ADI1KPRP9 1 NC USD 260 0.0000505964 N/A DE US N 1 Options Clearing Corporation 549300CII6SLYGKNHA04 Call Purchased Intuitive Surgical Inc. Common Stock 100 630 USD 2020-06-19 XXXX -1314.22 N N N Repurchase Agreement 549300H47WTHXPU08X20 85748R009 2092856.63 PA USD 2092856.63 0.4072731481 Long RA CORP US N 1 Repurchase N 0 2020-04-01 2060000 USD 2138755.86 USD UST N N N 2020-05-20 MASSMUTUAL SELECT FUNDS /s/ Renee Hitchcock Renee Hitchcock Treasurer and CFO