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Fitbit, Inc. 100 6.000000000000 USD 2020-05-15 XXXX 59.41 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -82 NC USD -51250 -0.0047664471 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -82 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -51250 USD 1000 125.000000000000 USD 2020-04-24 XXXX -23782.45 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -5 NC USD -820.32 -0.0000762929 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -5 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -820.32 USD 1000 126.000000000000 USD 2020-04-24 XXXX 147.6 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -11 NC USD -3695.32 -0.0003436790 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -11 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -3695.32 USD 1000 125.500000000000 USD 2020-04-24 XXXX -1308.1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -54 NC USD -2953.15 -0.0002746543 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -54 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -2953.15 USD 1000 122.500000000000 USD 2020-04-24 XXXX 12773.76 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -35 NC USD -2187.5 -0.0002034459 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -35 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -2187.5 USD 1000 122.750000000000 USD 2020-04-24 XXXX 9103.53 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -127 NC USD -7937.5 -0.0007382180 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -127 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -7937.5 USD 1000 123.000000000000 USD 2020-04-24 XXXX 44725.64 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 120 NC USD 3750 0.0003487644 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 120 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 3750 USD 1000 117.250000000000 USD 2020-04-24 XXXX 1667.4 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -164 NC USD -16656.33 -0.0015491027 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -164 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -16656.33 USD 1000 124.000000000000 USD 2020-04-24 XXXX 91505.29 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 223 NC USD 10453.13 0.0009721813 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 223 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 10453.13 USD 1000 120.750000000000 USD 2020-04-24 XXXX 6582.96 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -67 NC USD -8375 -0.0007789072 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -67 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -8375 USD 1000 124.250000000000 USD 2020-04-24 XXXX 21477.85 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 7 NC USD 164.07 0.0000152591 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 7 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 164.07 USD 1000 114.000000000000 USD 2020-04-24 XXXX -12.11 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -19 NC USD -1632.82 -0.0001518585 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -19 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -1632.82 USD 1000 123.750000000000 USD 2020-04-24 XXXX 5756.18 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 169 NC USD 1320.4 0.0001228023 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 169 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 1320.4 USD 1000 95.000000000000 USD 2020-04-24 XXXX -9534.47 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 6 NC USD 46.88 0.0000043600 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 6 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 46.88 USD 1000 100.000000000000 USD 2020-04-24 XXXX -338.5 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 156 NC USD 1218.83 0.0001133559 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 156 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 1218.83 USD 1000 101.000000000000 USD 2020-04-24 XXXX -6363.55 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 3 NC USD 46.88 0.0000043600 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 3 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 46.88 USD 1000 107.000000000000 USD 2020-04-24 XXXX -52.06 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 44 NC USD 687.5 0.0000639401 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 44 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 687.5 USD 1000 108.000000000000 USD 2020-04-24 XXXX -763.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 113 NC USD 1765.63 0.0001642104 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 113 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 1765.63 USD 1000 109.000000000000 USD 2020-04-24 XXXX -1961.11 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 2 NC USD 31.25 0.0000029064 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 2 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 31.25 USD 1000 110.000000000000 USD 2020-04-24 XXXX -34.71 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 11 NC USD 171.88 0.0000159855 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 11 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 171.88 USD 1000 111.000000000000 USD 2020-04-24 XXXX -190.9 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -23 NC USD -3593.75 -0.0003342326 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -23 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -3593.75 USD 1000 124.500000000000 USD 2020-04-24 XXXX 6171.16 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 90 NC USD 1406.25 0.0001307867 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 90 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 1406.25 USD 1000 105.000000000000 USD 2020-04-24 XXXX -1554.14 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -33 NC USD -8765.63 -0.0008152373 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -33 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-04-24 -8765.63 USD 1000 125.000000000000 USD 2020-04-24 XXXX 8192.91 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1120 NC USD 26250.56 0.0024414030 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 1120 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 26250.56 USD 1000 112.000000000000 USD 2020-04-24 XXXX -10687.04 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 22 NC USD 515.64 0.0000479565 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 22 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 515.64 USD 1000 115.000000000000 USD 2020-04-24 XXXX -209.92 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 13 NC USD 406.25 0.0000377828 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 13 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 406.25 USD 1000 117.000000000000 USD 2020-04-24 XXXX -22.49 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 6 NC USD 187.5 0.0000174382 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A 6 NC USD 0 0.000000000000 DIR CORP US US Long United States 5 Year Note United States 5 Year Note 2020-04-24 187.5 USD 1000 118.000000000000 USD 2020-04-24 XXXX -10.38 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1336 NC USD 4113687.74 0.3825887774 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 5 Year Note United States 5 Year Note 2020-07-06 163366437.3 USD 4113687.74 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -48 NC USD -10500 -0.0009765404 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -48 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-05-22 -10500 USD 1000 124.000000000000 USD 2020-05-22 XXXX 22456.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -22 NC USD -6531.25 -0.0006074314 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -22 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-05-22 -6531.25 USD 1000 124.500000000000 USD 2020-05-22 XXXX 3836.94 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -1 NC USD -351.56 -0.0000326964 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 5 Year Note Future, Jun. 2020 N/A N/A -1 NC USD 0 0.000000000000 DIR CORP US US Short United States 5 Year Note United States 5 Year Note 2020-05-22 -351.56 USD 1000 124.750000000000 USD 2020-05-22 XXXX 334.21 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -102 NC -232544.76 -0.0216275568 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short Long Gilt Long Gilt 2020-06-30 -1170463.94 GBP -232544.76 N N N EUREX EXCHANGE N/A N/A 28 NC 308.46 0.0000286880 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Put Purchased EUREX EXCHANGE N/A Italy Government BTP Bond Future, May 2020 N/A N/A 28 NC 0 0.000000000000 DIR CORP DE DE Long Italy Government BTP Bond Italy Government BTP Bond 2020-04-24 3914.82 EUR 1000 110.000000000000 EUR 2020-04-24 XXXX -3536.89 N N N EUREX EXCHANGE N/A N/A 28 NC -5782.86 -0.0005378282 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Long Italy Government BTP Bond Italy Government BTP Bond 2020-06-10 4354354.22 EUR -5782.86 N N N PHILADELPHIA STOCK EXCHANGE OPTIONS N/A N/A 43 NC USD 111.8 0.0000103978 N/A DE CORP US N 1 PHILADELPHIA STOCK EXCHANGE OPTIONS N/A Call Purchased Infinera Corporation Infinera Corporation 100 9.000000000000 USD 2020-04-17 XXXX -2578.07 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3 NC USD 18.75 0.0000017438 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Jun. 2020 N/A N/A 3 NC USD 0 0.000000000000 DFE CORP US US Long JPY/USD Spot Rate JPY/USD Spot Rate 2020-04-03 18.75 USD 1250 87.000000000000 USD 2020-04-03 XXXX -26.25 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3 NC USD 18.75 0.0000017438 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 JPY/USD Spot Rate Future, Jun. 2020 N/A N/A 3 NC USD 0 0.000000000000 DFE CORP US US Long JPY/USD Spot Rate JPY/USD Spot Rate 2020-04-03 18.75 USD 1250 88.000000000000 USD 2020-04-03 XXXX -26.25 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3 NC USD 10698.75 0.0009950249 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long JPY/USD Spot Rate JPY/USD Spot Rate 2020-06-17 338782.5 USD 10698.75 N N N NYSE AMERICAN N/A N/A -1 NC USD -109.13 -0.0000101495 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Legg Mason, Inc. Legg Mason, Inc. 100 50.000000000000 USD 2020-05-15 XXXX -58.42 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 54091 PA USD 222841.04 0.0207250736 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SK Hynix Inc. SK Hynix Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 3478461.235 USD 261247.6 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 113842 PA USD 206120.98 0.0191700437 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Samsung Electronics Co Ltd Samsung Electronics Co Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 4259279.67 USD 226867.6 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -171236 PA USD -45996.05 -0.0042778095 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Mirae Asset Daewoo Co., Ltd. Mirae Asset Daewoo Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -695297.44 USD -46083.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -182184 PA USD 18395.84 0.0017108839 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Samsung Heavy Industries Co., Ltd Samsung Heavy Industries Co., Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -602055.08 USD 18319.75 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -17284 PA USD -7448.66 -0.0006927540 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 S-Oil Corporation S-Oil Corporation Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -803260.18 USD -8368.7 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 8516 PA USD 108547.82 0.0100953646 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Kumho Petrochemical Co., Ltd. Kumho Petrochemical Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 344762.0739 USD 108362.85 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -11748 PA USD -21002.65 -0.0019533272 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Lotte Shopping Co., Ltd. Lotte Shopping Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -702782.62 USD -21091.47 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6316 PA USD -334955.09 -0.0311521113 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Celltrion Inc. Celltrion Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -853169.93 USD -335371.01 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 64014 PA USD 150432.25 0.0139907777 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hana Financial Group Inc. Hana Financial Group Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 1064274.627 USD 149934.62 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6576 PA USD -90665.62 -0.0084322513 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Amorepacific Corporation Amorepacific Corporation Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -819554.12 USD -90769.2 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 416000 PA -12660.63 -0.0011774873 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hang Lung Properties Limited Hang Lung Properties Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 857417.8632 HKD -13397.08 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 181000 PA 31081.94 0.0028907399 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Shenhua Energy Company Limited China Shenhua Energy Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 313584.3352 HKD 30811.95 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -49400 PA 5098.6 0.0004741894 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hang Seng Bank, Limited Hang Seng Bank, Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -849553.9372 HKD -18371 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -61753 PA USD 35143.14 0.0032684471 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Grand Korea Leisure Co.Ltd Grand Korea Leisure Co.Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -719963.04 USD 35052.14 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -151000 PA -32143.62 -0.0029894803 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 BYD Company Limited BYD Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -756836.0824 HKD -33920.31 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 950000 PA 21513.31 0.0020008206 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Agricultural Bank of China Limited Agricultural Bank of China Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 359655.9375 HKD 21204.13 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 57304 PA 9802.71 0.0009116897 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 AIA Group Limited AIA Group Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 508813.9644 HKD 9802.71 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 56000 PA 6428.71 0.0005978947 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Resources Cement Holdings Limited China Resources Cement Holdings Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 60400.07999 HKD 6375.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1315000 PA 32225.66 0.0029971103 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Industrial and Commercial Bank of China Limited Industrial and Commercial Bank of China Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 868627.7636 HKD 31478.73 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -25696 PA USD -55561.54 -0.0051674369 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Dentium Co., Ltd. Dentium Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -665281.62 USD -56546.53 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -83000 PA USD 62170.82 0.0057821253 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Eclat Textile Corporation Ltd. Eclat Textile Corporation Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -722240.6 USD 60840.69 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -72000 PA -56662.56 -0.0052698360 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tsingtao Brewery Co.,Ltd. Tsingtao Brewery Co.,Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -611492.185 HKD -51730.43 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -94200 PA 23090.77 0.0021475304 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 IMAX China Holding, Inc. IMAX China Holding, Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -223605.4831 HKD 22964.69 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2486 PA USD -149782.23 -0.0139303233 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Samsung Biologics Co., Ltd Samsung Biologics Co., Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -834529.59 USD -149887.71 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -779000 PA USD 57163.02 0.0053163807 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Cheng Shin Rubber Ind. Co., Ltd. Cheng Shin Rubber Ind. Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -1051117.57 USD 57850.2 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -23634 PA USD -70060.3 -0.0065158773 N/A DE CORP KR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SillaJen Inc SillaJen Inc Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -187179.2 USD -71249.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -739200 PA 39100.26 0.0036364745 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 MGM China Holdings Limited MGM China Holdings Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -795356.56 HKD 38815.65 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 247558 PA USD 57626.96 0.0053595289 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Taiwan Semiconductor Manufacturing Co Ltd Taiwan Semiconductor Manufacturing Co Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 2185346.805 USD 80181.14 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 952500 PA 25042.12 0.0023290134 N/A DE CORP CN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Sinopec Engineering (Group) Co., Ltd. Sinopec Engineering (Group) Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 375562.9474 HKD 24719.29 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3464000 PA USD -13315.62 -0.0012384039 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Airlines, Ltd. China Airlines, Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -743824.72 USD -13812.54 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 444000 PA -77097.67 -0.0071703798 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Galaxy Entertainment Group Limited Galaxy Entertainment Group Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 2445701.036 HKD -77097.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 740000 PA 50476.4 0.0046944993 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Champion Real Estate Investment Trust Champion Real Estate Investment Trust Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 396321.8193 HKD 50135.6 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 2509500 PA 199923.03 0.0185936105 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 WH Group Limited WH Group Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 2147325.441 HKD 198076.07 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 204000 PA -8156.72 -0.0007586063 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Oilfield Services Limited China Oilfield Services Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 165805.5927 HKD -8299.98 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -208000 PA -57694.66 -0.0053658252 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Resources Beer (Holdings) Company Limited China Resources Beer (Holdings) Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -892254.6977 HKD -57412.34 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -341000 PA 25516.21 0.0023731056 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Cathay Pacific Airways Limited Cathay Pacific Airways Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -390662.0308 HKD 24078.77 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -526402 PA 116882.14 0.0108704884 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 The Hong Kong And China Gas Company Limited The Hong Kong And China Gas Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -984807.226 HKD 117193.75 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 256000 PA USD 68987.03 0.0064160591 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tripod Technology Corporation Tripod Technology Corporation Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 735205.99 USD 68592.31 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 56000 PA -527.73 -0.0000490809 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Jiangxi Copper Company Limited Jiangxi Copper Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 52256.83415 HKD -572.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -27300 PA -40503.66 -0.0037669961 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Meituan Dianping Meituan Dianping Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -289337.0661 HKD -40398.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 909000 PA 7895.21 0.0007342849 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Bank of China Limited Bank of China Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 340405.3644 HKD 7602.51 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -8836000 PA 0 0.0000000000 N/A DE CORP BM N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 GOME Retail Holdings Limited GOME Retail Holdings Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -1044221.359 HKD -5698.39 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6105000 PA 3938.12 0.0003662603 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 FULLSHARE HOLDINGS LIMITED FULLSHARE HOLDINGS LIMITED Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -98453.13276 HKD 3427.24 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 267000 PA USD 56524.47 0.0052569931 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Powertech Technology Inc. Powertech Technology Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 701880.4921 USD 56148.62 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -176500 PA -7969.79 -0.0007412211 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 MTR Corporation Limited MTR Corporation Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -904001.3417 HKD -7683.75 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 92000 PA 5633.54 0.0005239409 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Overseas Land & Investment Limited China Overseas Land & Investment Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 279820.8756 HKD 5633.54 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 98100 PA 389350.73 0.0362111150 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tencent Holdings Limited Tencent Holdings Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 4422531.379 HKD 385547.75 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 59500 PA 10664.36 0.0009918265 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Netdragon Websoft Holdings Limited Netdragon Websoft Holdings Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 132882.0833 HKD 10550.48 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 683000 PA 14409.82 0.0013401687 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Fortune Real Estate Investment Trust Fortune Real Estate Investment Trust Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 618262.7494 HKD 13878.1 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1714000 PA 15478.99 0.0014396056 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Value Partners Group Limited Value Partners Group Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -749625.5394 HKD 15516.49 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -851000 PA 52699.28 0.0049012357 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SJM Holdings Limited SJM Holdings Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -771824.826 HKD 52943.5 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 21500 PA 11245.21 0.0010458478 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Anhui Conch Cement Company Limited Anhui Conch Cement Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 138122.9469 HKD 11127.24 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 189000 PA 3740.88 0.0003479162 N/A DE CORP HK N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 China Construction Bank Corporation China Construction Bank Corporation Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD 150850.368 HKD 3611.3 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -80971 PA USD -42294.8 -0.0039335790 N/A DE CORP SA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Alinma Bank Alinma Bank Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -405987.54 USD -42547.83 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -57900 PA USD -62914.31 -0.0058512727 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Aliansce Sonae Shopping Centers SA Aliansce Sonae Shopping Centers SA Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -229700.13 USD -62948.77 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -37306 PA USD -10156.79 -0.0009446205 N/A DE CORP SA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Saudi Arabian Oil Company Saudi Arabian Oil Company Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -810920.34 USD -13304.22 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 229342 PA USD -171318.02 -0.0159332346 N/A DE CORP CA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Yamana Gold Inc. Yamana Gold Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 802008.52 USD -165917.87 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -147900 PA USD 9906.79 0.0009213696 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Banco Bradesco S.A. Banco Bradesco S.A. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -604227.85 USD 9826.23 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 7865 PA USD 76795.82 0.0071423065 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Baidu, Inc. Baidu, Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 715917.5312 USD 76498.2 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 24946 PA USD -1017.9 -0.0000946686 N/A DE CORP EG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Commercial International Bank (Egypt) S.A.E. Commercial International Bank (Egypt) S.A.E. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 94161.246 USD -1073.46 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 373000 PA USD 47793.28 0.0044449588 N/A DE CORP RU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Public Joint Stock Company Children's World Public Joint Stock Company Children's World Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 384476.4156 USD 47558.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 22138 PA -29114.09 -0.0027077223 N/A DE CORP AT N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Erste Group Bank AG Erste Group Bank AG Y TOTAL RETURN 2020-09-15 0.000000000000 EUR 0.000000000000 EUR 440911.153 EUR -29098.28 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -18626 PA -102801.89 -0.0095609711 N/A DE CORP FR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 EDENRED EDENRED Y TOTAL RETURN 2020-09-15 0.000000000000 EUR 0.000000000000 EUR -678779.768 EUR -103007.55 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -91500 PA 38764.9 0.0036052848 N/A DE CORP AU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Fortescue Metals Group Ltd Fortescue Metals Group Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 AUD 0.000000000000 AUD -843891.2876 AUD -51071.34 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 6891 PA 81308.51 0.0075620041 N/A DE CORP FR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Total SA Total SA Y TOTAL RETURN 2020-09-15 0.000000000000 EUR 0.000000000000 EUR 187353.7146 EUR 86757.6 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1358400 PA -66897.43 -0.0062217182 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Genting Singapore Limited Genting Singapore Limited Y TOTAL RETURN 2020-09-15 0.000000000000 SGD 0.000000000000 SGD -592520.0507 SGD -67025.64 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6440000 PA 58899.68 0.0054778967 N/A DE CORP MU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Golden Agri-Resources Ltd. Golden Agri-Resources Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 SGD 0.000000000000 SGD -697734.6278 SGD 58623.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 225113 PA -37959.45 -0.0035303748 N/A DE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Glencore PLC Glencore PLC Y TOTAL RETURN 2020-09-15 0.000000000000 GBP 0.000000000000 GBP 384608.0691 GBP -38059.78 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -107300 PA USD 91391.97 0.0084998046 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Notre Dame Intermedica Participacoes S.A. Notre Dame Intermedica Participacoes S.A. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -1013625.6 USD 91661.18 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 35108 PA 21160.63 0.0019680200 N/A DE CORP IL N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Gazit Globe Ltd Gazit Globe Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 ILS 0.000000000000 ILS 247851.0282 ILS 21076.52 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -114900 PA USD -78319.11 -0.0072839784 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hapvida Participacoes E Investimentos Ltda Hapvida Participacoes E Investimentos Ltda Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -860808.92 USD -78463.54 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -370620 PA USD -41202.03 -0.0038319472 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Himax Technologies, Inc. Himax Technologies, Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -974296.77 USD -41202.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 46269 PA -8850.01 -0.0008230850 N/A DE CORP GR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Hellenic Telecommunications Organization S.A. Hellenic Telecommunications Organization S.A. Y TOTAL RETURN 2020-09-15 0.000000000000 EUR 0.000000000000 EUR 568525.44 EUR -8850.01 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 32955 PA 20016.21 0.0018615845 N/A DE CORP PT N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Jeronimo Martins, SGPS, S.A. Jeronimo Martins, SGPS, S.A. Y TOTAL RETURN 2020-09-15 0.000000000000 EUR 0.000000000000 EUR 576836.1482 EUR 20036.84 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -446512 PA USD -17040.24 -0.0015848078 N/A DE CORP SA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Saudi Kayan Petrochemical Company Saudi Kayan Petrochemical Company Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -844607.81 USD -17662.63 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -207100 PA -14570.14 -0.0013550790 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Keppel Corporation Limited Keppel Corporation Limited Y TOTAL RETURN 2020-09-15 0.000000000000 SGD 0.000000000000 SGD -756190.3757 SGD -14733.77 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -198900 PA USD 92421.72 0.0085955753 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Multiplan Empreendimentos Imobiliarios S/A Multiplan Empreendimentos Imobiliarios S/A Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -833114.78 USD 92421.72 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -87969 PA USD 113480.01 0.0105540773 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Puxin Limited Puxin Limited Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -489987.33 USD 102958.63 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 625670 PA USD 87794.06 0.0081651852 N/A DE CORP RU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Public Joint Stock Society Novolipetsk Iron And Steel Works Public Joint Stock Society Novolipetsk Iron And Steel Works Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 900021.8683 USD 87245.63 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 25561 PA USD 96375.55 0.0089632967 N/A DE CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Naspers Naspers Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 630579.29 USD 95999.92 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -26965 PA USD -71187.6 -0.0066207205 N/A DE CORP KY N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Pinduoduo Inc. Pinduoduo Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -900361.35 USD -71220.11 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -181823 PA USD -34394.54 -0.0031988245 N/A DE CORP SA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Rabigh Refining and Petrochemical Company Rabigh Refining and Petrochemical Company Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -483440.45 USD -34804.79 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -197100 PA USD -50293.42 -0.0046774814 N/A DE CORP TH N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 PTT Exploration And Production Public Company Limited PTT Exploration And Production Public Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -355107.58 USD -50338.3 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -319700 PA 13495.14 0.0012550999 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SATS Ltd. SATS Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 SGD 0.000000000000 SGD -724239.4822 SGD 13269.38 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 55005 PA USD -17901.12 -0.0016648730 N/A DE CORP RU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Public Joint Stock Society Sberbank of Russia Public Joint Stock Society Sberbank of Russia Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 542098.7681 USD -18231.62 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -163500 PA 101224.15 0.0094142352 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Singapore Airlines Limited Singapore Airlines Limited Y TOTAL RETURN 2020-09-15 0.000000000000 SGD 0.000000000000 SGD -761481.6378 SGD 101059.38 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -542700 PA 19090.33 0.0017754741 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 SembCorp Marine Ltd SembCorp Marine Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 SGD 0.000000000000 SGD -278718.8687 SGD 17743.04 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -681500 PA -9589.14 -0.0008918269 N/A DE CORP SG N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Singapore Press Holdings Ltd. Singapore Press Holdings Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 SGD 0.000000000000 SGD -867816.941 SGD -10256.97 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -73201 PA -80144.83 -0.0074537774 N/A DE CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Tiger Brands Limited Tiger Brands Limited Y TOTAL RETURN 2020-09-15 0.000000000000 ZAR 0.000000000000 ZAR -943895.095 ZAR -81315.23 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 32290 PA USD -16627.53 -0.0015464242 N/A DE CORP TW N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Taiwan Semiconductor Manufacturing Co Ltd Taiwan Semiconductor Manufacturing Co Ltd Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD 1559766.63 USD -3091.48 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -104260 PA USD 29379.78 0.0027324325 N/A DE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Grupo Televisa S.A.B. Grupo Televisa S.A.B. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -634087.78 USD 29348.88 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -96400 PA USD -4512.97 -0.0004197236 N/A DE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Vale S.A. Vale S.A. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -796949.69 USD -4685.64 N N N NYSE AMERICAN N/A N/A -47 NC USD -2350 -0.0002185590 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written Mellanox Technologies Ltd Mellanox Technologies Ltd 100 125.000000000000 USD 2020-06-19 XXXX 11120.7 N N N MACQUARIE GROUP LIMITED N/A N/A -18797 PA USD -389053.08 -0.0361834324 N/A DE CORP KR N 2 MACQUARIE GROUP LIMITED N/A Celltrion Healthcare Co. Ltd. Celltrion Healthcare Co. Ltd. Y TOTAL RETURN 2020-09-18 0.000000000000 USD 0.000000000000 USD -995997.15 USD -388945.81 N N N MACQUARIE GROUP LIMITED N/A N/A -752800 PA USD 13117.54 0.0012199817 N/A DE CORP MY N 2 MACQUARIE GROUP LIMITED N/A Genting Malaysia Berhad Genting Malaysia Berhad Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -363378.82 USD -2678.47 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -34413 PA USD -44733.39 -0.0041603773 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Korea Electric Power Corp Korea Electric Power Corp Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -499440.65 USD -44659.44 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -32306 PA USD -17801.35 -0.0016555940 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Samsung Securities Co., Ltd. Samsung Securities Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -761088.14 USD -17688.67 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -67142 PA USD -7035.14 -0.0006542951 N/A DE CORP KR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Paradise Co., Ltd. Paradise Co., Ltd. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -707212.12 USD -6930.43 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -662500 PA -29060.2 -0.0027027103 N/A DE CORP KY N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Lifestyle International Holdings Limited Lifestyle International Holdings Limited Y TOTAL RETURN 2020-09-15 0.000000000000 HKD 0.000000000000 HKD -412731.6592 HKD -22566.82 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -241800 PA USD -3658.68 -0.0003402713 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Airports of Thailand Public Company Limited Airports of Thailand Public Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -370268.34 USD -3568.43 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -56339 PA USD -7152.69 -0.0006652277 N/A DE CORP TR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Aselsan Inc. Aselsan Inc. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -193898.27 USD -7124.89 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -20979 PA USD 18509.98 0.0017214993 N/A DE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Grupo Aeroportuario del Sureste, S.A.B. de C.V. Grupo Aeroportuario del Sureste, S.A.B. de C.V. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -216259.54 USD 18526.25 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -156100 PA USD -27013.42 -0.0025123519 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Bumrungrad Hospital Public Company Limited Bumrungrad Hospital Public Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -515239.89 USD -26760.31 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -284800 PA USD -55012.63 -0.0051163861 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Banco Inter S.A. Banco Inter S.A. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -503504.66 USD -54983.14 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -719300 PA USD 70084.44 0.0065181224 N/A DE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Becle, S.A. de C.V. Becle, S.A. de C.V. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -944251.17 USD 70169.68 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -442500 PA USD 188231.49 0.0175062523 N/A DE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Movida Participacoes S.A. Movida Participacoes S.A. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -869511.57 USD 188374.54 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -219900 PA USD -40230.93 -0.0037416312 N/A DE CORP MY N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 PPB Group Berhad PPB Group Berhad Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -795592.7 USD -40113.14 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -182200 PA USD -80055.76 -0.0074454935 N/A DE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Regional, S.A.B. De C.V. Regional, S.A.B. De C.V. Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -399205.67 USD -80043.01 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -790100 PA USD -77453.51 -0.0072034742 N/A DE CORP MY N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Telekom Malaysia Berhad Telekom Malaysia Berhad Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -608397.54 USD -77356.5 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -10219400 PA USD -200106.07 -0.0186106339 N/A DE CORP TH N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 True Corporation Public Company Limited True Corporation Public Company Limited Y TOTAL RETURN 2020-09-15 0.000000000000 USD 0.000000000000 USD -777696.34 USD -199916.51 N N N NYSE AMERICAN N/A N/A 82 NC USD 1230 0.0001143947 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Purchased Nuance Communications, Inc. Nuance Communications, Inc. 100 20.000000000000 USD 2020-04-17 XXXX -3161.51 N N N EUREX EXCHANGE N/A N/A 46 NC -23113.63 -0.0021496565 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Long Euro OAT Euro OAT 2020-06-10 8492760.72 EUR -23113.63 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 26 NC USD -46020 -0.0042800370 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long MXN/USD Spot Rate MXN/USD Spot Rate 2020-06-17 590850 USD -46020 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 40 NC USD 200 0.0000186008 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased Pluralsight, Inc. Pluralsight, Inc. 100 22.500000000000 USD 2020-04-17 XXXX -1606.36 N N N NYSE AMERICAN N/A N/A 6 NC USD 30 0.0000027901 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased RA Pharmaceuticals, Inc. RA Pharmaceuticals, Inc. 100 40.000000000000 USD 2020-04-17 XXXX -626.23 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1 NC USD -1377.5 -0.0001281128 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long RUB/USD Spot Rate RUB/USD Spot Rate 2020-06-15 32915 USD -1377.5 N N N EUREX EXCHANGE N/A N/A 78 NC 5155.72 0.0004795018 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Purchased EUREX EXCHANGE N/A Euro Bund Future, May 2020 N/A N/A 78 NC 0 0.000000000000 DIR CORP DE DE Long Euro Bund Euro Bund 2020-04-24 2680.98 EUR 1000 182.000000000000 EUR 2020-04-24 XXXX 4042.1 N N N EUREX EXCHANGE N/A N/A 44 NC 969.45 0.0000901626 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Purchased EUREX EXCHANGE N/A Euro Bund Future, May 2020 N/A N/A 44 NC 0 0.000000000000 DIR CORP DE DE Long Euro Bund Euro Bund 2020-04-24 1512.35 EUR 1000 188.000000000000 EUR 2020-04-24 XXXX -319.82 N N N EUREX EXCHANGE N/A N/A -5 NC -9143.7 -0.0008503993 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, May 2020 N/A N/A -5 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2020-04-24 -6603.29 EUR 1000 172.000000000000 EUR 2020-04-24 XXXX -2637.1 N N N EUREX EXCHANGE N/A N/A -17 NC -50003.91 -0.0046505559 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Written EUREX EXCHANGE N/A Euro Bund Future, May 2020 N/A N/A -17 NC 0 0.000000000000 DIR CORP DE DE Short Euro Bund Euro Bund 2020-04-24 -24885.84 EUR 1000 170.500000000000 EUR 2020-04-24 XXXX -25335.82 N N N EUREX EXCHANGE N/A N/A 16 NC 176.26 0.0000163929 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Call Purchased EUREX EXCHANGE N/A Euro Bund Future, May 2020 N/A N/A 16 NC 0 0.000000000000 DIR CORP DE DE Long Euro Bund Euro Bund 2020-04-24 373.68 EUR 1000 193.000000000000 EUR 2020-04-24 XXXX -197.42 N N N EUREX EXCHANGE N/A N/A -116 NC -15168.43 -0.0014107223 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Short Euro Bund Euro Bund 2020-06-10 -20704663.41 EUR -15168.43 N N N NYSE AMERICAN N/A N/A -69 NC USD -14662.5 -0.0013636689 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100 125.000000000000 USD 2020-04-17 XXXX 14487.59 N N N NYSE AMERICAN N/A N/A 231 NC USD 76923 0.0071541348 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100 110.000000000000 USD 2020-04-17 XXXX -32613.25 N N N NYSE AMERICAN N/A N/A -231 NC USD -31185 -0.0029003249 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written VanEck Vectors Semiconductor ETF VanEck Vectors Semiconductor ETF 100 100.000000000000 USD 2020-04-17 XXXX 17525.61 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -53 NC USD -22812.26 -0.0021216279 N/A DE CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written Taubman Centers, Inc. Taubman Centers, Inc. 100 55.000000000000 USD 2020-06-19 XXXX -22353.54 N N N NYSE AMERICAN N/A N/A -136 NC USD -39440 -0.0036680717 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written T-Mobile USA, Inc. T-Mobile USA, Inc. 100 85.000000000000 USD 2020-04-17 XXXX 90065.54 N N N NYSE AMERICAN N/A N/A -171 NC USD -72162 -0.0067113435 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written T-Mobile USA, Inc. T-Mobile USA, Inc. 100 87.500000000000 USD 2020-05-15 XXXX 90248.04 N N N NYSE AMERICAN N/A N/A -81 NC USD -43942.5 -0.0040868215 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written T-Mobile USA, Inc. T-Mobile USA, Inc. 100 80.000000000000 USD 2020-04-17 XXXX 42538.19 N N N NYSE AMERICAN N/A N/A -29 NC USD -18270 -0.0016991803 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written T-Mobile USA, Inc. T-Mobile USA, Inc. 100 82.500000000000 USD 2020-05-15 XXXX -5357.83 N N N NYSE AMERICAN N/A N/A 36 NC USD 7956 0.0007399386 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased T-Mobile USA, Inc. T-Mobile USA, Inc. 100 72.500000000000 USD 2020-05-15 XXXX -9504.56 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 61 NC USD 953.19 0.0000886503 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Jun. 2020 N/A N/A 61 NC USD 0 0.000000000000 DIR CORP US US Long United States 2 Year Note United States 2 Year Note 2020-04-24 953.19 USD 2000 108.500000000000 USD 2020-04-24 XXXX -1058.59 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 43 NC USD 43 0.0000039992 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Jun. 2020 N/A N/A 43 NC USD 0 0.000000000000 DIR CORP US US Long United States 2 Year Note United States 2 Year Note 2020-04-24 43 USD 2000 95.000000000000 USD 2020-04-24 XXXX -2718.89 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 1 NC USD 1 0.0000000930 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Jun. 2020 N/A N/A 1 NC USD 0 0.000000000000 DIR CORP US US Long United States 2 Year Note United States 2 Year Note 2020-04-24 1 USD 2000 102.000000000000 USD 2020-04-24 XXXX -63.23 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 19 NC USD 19 0.0000017671 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Jun. 2020 N/A N/A 19 NC USD 0 0.000000000000 DIR CORP US US Long United States 2 Year Note United States 2 Year Note 2020-04-24 19 USD 2000 103.000000000000 USD 2020-04-24 XXXX -904.51 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 7 NC USD 7 0.0000006510 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Jun. 2020 N/A N/A 7 NC USD 0 0.000000000000 DIR CORP US US Long United States 2 Year Note United States 2 Year Note 2020-04-24 7 USD 2000 106.000000000000 USD 2020-04-24 XXXX -223.86 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 461 NC USD 461 0.0000428748 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Jun. 2020 N/A N/A 461 NC USD 0 0.000000000000 DIR CORP US US Long United States 2 Year Note United States 2 Year Note 2020-04-24 461 USD 2000 107.500000000000 USD 2020-04-24 XXXX -29149.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 740 NC USD 1813801.14 0.1686904803 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 2 Year Note United States 2 Year Note 2020-07-06 161269479.7 USD 1813801.14 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 9 NC USD 140.63 0.0000130791 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 2 Year Note Future, Jun. 2020 N/A N/A 9 NC USD 0 0.000000000000 DIR CORP US US Long United States 2 Year Note United States 2 Year Note 2020-05-22 140.63 USD 2000 108.250000000000 USD 2020-05-22 XXXX -296.82 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 106 NC USD 664156.25 0.0617690850 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A 106 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2020-04-24 664156.25 USD 1000 132.500000000000 USD 2020-04-24 XXXX 624222.87 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 368 NC USD 69000 0.0064172653 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A 368 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2020-04-24 69000 USD 1000 141.500000000000 USD 2020-04-24 XXXX 56863.36 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -26 NC USD -87343.75 -0.0081233046 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -26 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -87343.75 USD 1000 135.500000000000 USD 2020-04-24 XXXX -66123.1 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -31 NC USD -76046.88 -0.0070726522 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -31 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -76046.88 USD 1000 136.500000000000 USD 2020-04-24 XXXX -44616.13 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 69 NC USD 2156.25 0.0002005395 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A 69 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2020-04-24 2156.25 USD 1000 151.000000000000 USD 2020-04-24 XXXX -2275.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -16 NC USD -12000 -0.0011160461 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -16 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -12000 USD 1000 139.000000000000 USD 2020-04-24 XXXX 12034.82 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -146 NC USD -191625 -0.0178218618 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -146 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -191625 USD 1000 138.000000000000 USD 2020-04-24 XXXX -38908.82 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -59 NC USD -120765.63 -0.0112316679 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -59 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -120765.63 USD 1000 137.000000000000 USD 2020-04-24 XXXX -57852.07 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -13 NC USD -37781.25 -0.0035138015 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -13 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -37781.25 USD 1000 136.000000000000 USD 2020-04-24 XXXX -22381.86 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -15 NC USD -937.5 -0.0000871911 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -15 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -937.5 USD 1000 132.000000000000 USD 2020-04-24 XXXX 2786.56 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -38 NC USD -4156.25 -0.0003865472 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -38 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -4156.25 USD 1000 134.000000000000 USD 2020-04-24 XXXX 12481.15 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -95 NC USD -13359.38 -0.0012424737 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -95 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -13359.38 USD 1000 135.000000000000 USD 2020-04-24 XXXX 41882.53 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -82 NC USD -17937.5 -0.0016682565 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -82 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -17937.5 USD 1000 136.000000000000 USD 2020-04-24 XXXX 52608.14 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -16 NC USD -5750 -0.0005347721 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -16 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -5750 USD 1000 137.000000000000 USD 2020-04-24 XXXX 17222.32 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -8 NC USD -1375 -0.0001278803 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -8 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -1375 USD 1000 135.500000000000 USD 2020-04-24 XXXX 2736.16 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -17 NC USD -4515.63 -0.0004199710 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -17 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -4515.63 USD 1000 136.500000000000 USD 2020-04-24 XXXX 5314.34 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -25 NC USD -11718.75 -0.0010898888 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -25 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-04-24 -11718.75 USD 1000 137.500000000000 USD 2020-04-24 XXXX 2722.38 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -515 NC USD -2826751.32 -0.2628987420 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Note United States 10 Year Note 2020-06-30 -70817408.5 USD -2826751.32 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 11 NC USD 6505.15 0.0006050040 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 10 Year Note United States 10 Year Note 2020-06-30 1519057.35 USD 6505.15 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 21 NC USD 1312.5 0.0001220675 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A 21 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2020-05-22 1312.5 USD 1000 125.500000000000 USD 2020-05-22 XXXX 619.92 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -95 NC USD -19296.88 -0.0017946840 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -95 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-05-22 -19296.88 USD 1000 132.500000000000 USD 2020-05-22 XXXX 48820.02 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -95 NC USD -20781.25 -0.0019327362 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A -95 NC USD 0 0.000000000000 DIR CORP US US Short United States 10 Year Note United States 10 Year Note 2020-05-22 -20781.25 USD 1000 133.000000000000 USD 2020-05-22 XXXX 65148.15 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 114 NC USD 32062.5 0.0029819358 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States 10 Year Note Future, Jun. 2020 N/A N/A 114 NC USD 0 0.000000000000 DIR CORP US US Long United States 10 Year Note United States 10 Year Note 2020-05-22 32062.5 USD 1000 134.000000000000 USD 2020-05-22 XXXX -121744.1 N N N EUREX EXCHANGE N/A N/A -58 NC 541083.45 0.0503228414 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Short Euro Buxl 30 Year Bond Euro Buxl 30 Year Bond 2020-06-10 -13982092.02 EUR 541083.45 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3 NC USD 1125 0.0001046293 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A 3 NC USD 0 0.000000000000 DFE CORP US US Long EUR/USD Spot Rate EUR/USD Spot Rate 2020-04-03 1125 USD 125000 1.110000000000 USD 2020-04-03 XXXX -1057.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 25 NC USD 25000 0.0023250961 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A 25 NC USD 0 0.000000000000 DFE CORP US US Long EUR/USD Spot Rate EUR/USD Spot Rate 2020-04-03 25000 USD 125000 1.100000000000 USD 2020-04-03 XXXX 4562.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 6 NC USD 8775 0.0008161087 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A 6 NC USD 0 0.000000000000 DFE CORP US US Long EUR/USD Spot Rate EUR/USD Spot Rate 2020-04-03 8775 USD 125000 1.095000000000 USD 2020-04-03 XXXX 3585 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -11 NC USD -687.5 -0.0000639401 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A -11 NC USD 0 0.000000000000 DFE CORP US US Short EUR/USD Spot Rate EUR/USD Spot Rate 2020-04-03 -687.5 USD 125000 1.125000000000 USD 2020-04-03 XXXX 11535 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -8 NC USD -30300 -0.0028180165 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A -8 NC USD 0 0.000000000000 DFE CORP US US Short EUR/USD Spot Rate EUR/USD Spot Rate 2020-04-03 -30300 USD 125000 1.075000000000 USD 2020-04-03 XXXX -17120 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2 NC USD 25 0.0000023251 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Put Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A 2 NC USD 0 0.000000000000 DFE CORP US US Long EUR/USD Spot Rate EUR/USD Spot Rate 2020-04-03 25 USD 125000 1.045000000000 USD 2020-04-03 XXXX -5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -17 NC USD -14662.5 -0.0013636689 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A -17 NC USD 0 0.000000000000 DFE CORP US US Short EUR/USD Spot Rate EUR/USD Spot Rate 2020-05-08 -14662.5 USD 125000 1.120000000000 USD 2020-05-08 XXXX 5295 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -11 NC USD -5225 -0.0004859451 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A -11 NC USD 0 0.000000000000 DFE CORP US US Short EUR/USD Spot Rate EUR/USD Spot Rate 2020-05-08 -5225 USD 125000 1.135000000000 USD 2020-05-08 XXXX 16622.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A -3 NC USD -1162.5 -0.0001081170 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EUR/USD Spot Rate Future, Jun. 2020 N/A N/A -3 NC USD 0 0.000000000000 DFE CORP US US Short EUR/USD Spot Rate EUR/USD Spot Rate 2020-05-08 -1162.5 USD 125000 1.140000000000 USD 2020-05-08 XXXX 4305 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 1600000 NC USD 1781.01 0.0001656408 N/A DFE CORP AU N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/AUD Spot Rate USD/AUD Spot Rate 0.01 0.680000000000 USD 2020-05-27 XXXX -4180.59 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1600000 NC USD -119769.89 -0.0111390603 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Call Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.858000000000 USD 2020-06-09 XXXX -87737.89 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1590000 NC USD -149254.94 -0.0138812833 N/A DFE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.738600000000 USD 2020-06-10 XXXX -97214.24 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 4600000 NC USD 0.09 0.0000000084 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.073000000000 USD 2020-04-13 XXXX -54937.71 N N N BNP PARIBAS N/A N/A 1730000 NC USD 1.45 0.0000001349 N/A DFE CORP BR N 2 BNP PARIBAS N/A Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.137500000000 USD 2020-04-20 XXXX -19244.29 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 580000 NC USD 0.63 0.0000000586 N/A DFE CORP BR N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.131000000000 USD 2020-04-22 XXXX -6541.77 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1598000 NC USD 4.55 0.0000004232 N/A DFE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.177500000000 USD 2020-04-27 XXXX -21928 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3196000 NC USD -3.29 -0.0000003060 N/A DFE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.062000000000 USD 2020-04-27 XXXX 16807.67 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 2390000 NC USD 42.14 0.0000039192 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.256000000000 USD 2020-05-13 XXXX -30045.57 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 2450000 NC USD 46.35 0.0000043107 N/A DFE CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.273000000000 USD 2020-05-14 XXXX -29684.4 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 2120000 NC USD 73.03 0.0000067921 N/A DFE CORP BR N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.336500000000 USD 2020-06-01 XXXX -19059.97 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 2120000 NC USD 335.81 0.0000312316 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.456000000000 USD 2020-06-04 XXXX -28324.47 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1590000 NC USD -568.52 -0.0000528745 N/A DFE CORP BR N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.516500000000 USD 2020-06-08 XXXX 23074.78 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 1600000 NC USD 926 0.0000861216 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.561000000000 USD 2020-06-09 XXXX -25859.6 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1450000 NC USD -7725.48 -0.0007184993 N/A DFE CORP BR N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Written USD/BRL Spot Rate USD/BRL Spot Rate 0.01 4.957000000000 USD 2020-04-23 XXXX 17888.77 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 2460000 NC USD 10952.49 0.0010186237 N/A DFE CORP DE N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Call Purchased USD/EUR Spot Rate USD/EUR Spot Rate 0.01 1.084600000000 USD 2020-04-24 XXXX -8801.31 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2120000 NC USD -58002.67 -0.0053944713 N/A DFE CORP IN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written USD/INR Spot Rate USD/INR Spot Rate 0.01 77.000000000000 USD 2020-09-02 XXXX -35021.87 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 7000000 NC USD 183.33 0.0000170504 N/A DFE CORP IN N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Purchased USD/INR Spot Rate USD/INR Spot Rate 0.01 62.500000000000 USD 2020-05-13 XXXX -24386.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 2120000 NC USD 8749.05 0.0008136953 N/A DFE CORP IN N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Purchased USD/INR Spot Rate USD/INR Spot Rate 0.01 73.000000000000 USD 2020-09-02 XXXX -17242.15 N N N BNP PARIBAS N/A N/A 1600000 NC USD 40878.99 0.0038019033 N/A DFE CORP JP N 2 BNP PARIBAS N/A Put Purchased USD/JPY Spot Rate USD/JPY Spot Rate 0.01 109.830000000000 USD 2020-04-23 XXXX 34686.99 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -32 NC USD -246000 -0.0228789459 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A -32 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2020-04-24 -246000 USD 1000 172.000000000000 USD 2020-04-24 XXXX -178555.36 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -59 NC USD -185296.88 -0.0172333223 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A -59 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2020-04-24 -185296.88 USD 1000 178.000000000000 USD 2020-04-24 XXXX 69288.55 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -26 NC USD -55656.25 -0.0051762453 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Call Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A -26 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2020-04-24 -55656.25 USD 1000 180.000000000000 USD 2020-04-24 XXXX 42736.27 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 325 NC USD 20312.5 0.0018891406 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A 325 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2020-04-24 20312.5 USD 1000 146.000000000000 USD 2020-04-24 XXXX 9594 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -3 NC USD -1875 -0.0001743822 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A -3 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2020-04-24 -1875 USD 1000 172.000000000000 USD 2020-04-24 XXXX 2244.81 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -31 NC USD -33906.25 -0.0031534116 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A -31 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2020-04-24 -33906.25 USD 1000 175.000000000000 USD 2020-04-24 XXXX 13352.62 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -11 NC USD -22859.38 -0.0021260102 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A -11 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2020-04-24 -22859.38 USD 1000 178.000000000000 USD 2020-04-24 XXXX 746.59 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 398 NC USD 4794970.61 0.4459507040 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Long Bond United States Long Bond 2020-06-30 51872764.26 USD 4794970.61 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 281 NC USD 35125 0.0032667601 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Purchased CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A 281 NC USD 0 0.000000000000 DIR CORP US US Long United States Long Bond United States Long Bond 2020-05-22 35125 USD 1000 144.000000000000 USD 2020-05-22 XXXX 21466.99 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -5 NC USD -7187.5 -0.0006684651 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Put Written CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 United States Long Bond Future, Jun. 2020 N/A N/A -5 NC USD 0 0.000000000000 DIR CORP US US Short United States Long Bond United States Long Bond 2020-05-22 -7187.5 USD 1000 172.000000000000 USD 2020-05-22 XXXX 1553.85 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1720000 NC USD -216347.64 -0.0201211624 N/A DFE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Call Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 20.940000000000 USD 2020-06-02 XXXX -197152.44 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1600000 NC USD -145574.4 -0.0135389790 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 22.000000000000 USD 2020-06-10 XXXX -103334.4 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -1590000 NC USD -166388.33 -0.0154747545 N/A DFE CORP MX N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Call Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 21.581500000000 USD 2020-06-11 XXXX -105928.58 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1598000 NC USD 368.96 0.0000343147 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Purchased USD/MXN Spot Rate USD/MXN Spot Rate 0.01 18.990000000000 USD 2020-04-27 XXXX -14144.08 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3196000 NC USD -479.05 -0.0000445535 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 18.625000000000 USD 2020-04-27 XXXX 9879.19 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 4580000 NC USD 2184.43 0.0002031604 N/A DFE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/MXN Spot Rate USD/MXN Spot Rate 0.01 18.948000000000 USD 2020-05-21 XXXX -40203.47 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 1720000 NC USD 1695.73 0.0001577094 N/A DFE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/MXN Spot Rate USD/MXN Spot Rate 0.01 19.320000000000 USD 2020-06-02 XXXX -17499.47 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A 1480000 NC USD 3553.48 0.0003304873 N/A DFE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Purchased USD/MXN Spot Rate USD/MXN Spot Rate 0.01 20.137000000000 USD 2020-06-08 XXXX -25815.64 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -2960000 NC USD -4431.15 -0.0004121140 N/A DFE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 19.636000000000 USD 2020-06-08 XXXX 24502.85 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 1600000 NC USD 5285.54 0.0004915755 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Purchased USD/MXN Spot Rate USD/MXN Spot Rate 0.01 20.457500000000 USD 2020-06-10 XXXX -24826.46 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1540000 NC USD -25774.92 -0.0023971667 N/A DFE CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 22.650000000000 USD 2020-04-22 XXXX -7495.12 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1450000 NC USD -61143.95 -0.0056866225 N/A DFE CORP MX N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 23.896000000000 USD 2020-04-23 XXXX -27193.65 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1450000 NC USD -47453.89 -0.0044133942 N/A DFE CORP MX N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written USD/MXN Spot Rate USD/MXN Spot Rate 0.01 23.510000000000 USD 2020-04-23 XXXX -21020.39 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1520000 NC USD -250896.34 -0.0233343243 N/A DFE CORP RU N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Call Written USD/RUB Spot Rate USD/RUB Spot Rate 0.01 65.190000000000 USD 2020-04-08 XXXX -241893.99 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -1600000 NC USD -96267.52 -0.0089532495 N/A DFE CORP RU N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Call Written USD/RUB Spot Rate USD/RUB Spot Rate 0.01 75.451900000000 USD 2020-06-10 XXXX -56246.72 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1590000 NC USD -120603.84 -0.0112166209 N/A DFE CORP RU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written USD/RUB Spot Rate USD/RUB Spot Rate 0.01 73.730000000000 USD 2020-06-11 XXXX -60644.94 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 1520000 NC USD 7.8 0.0000007254 N/A DFE CORP RU N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Purchased USD/RUB Spot Rate USD/RUB Spot Rate 0.01 61.000000000000 USD 2020-04-08 XXXX -9309.5 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 2400000 NC USD 770.45 0.0000716548 N/A DFE CORP RU N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Purchased USD/RUB Spot Rate USD/RUB Spot Rate 0.01 63.670000000000 USD 2020-05-13 XXXX -26560.75 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 4580000 NC USD 1748.32 0.0001626005 N/A DFE CORP RU N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Purchased USD/RUB Spot Rate USD/RUB Spot Rate 0.01 63.964500000000 USD 2020-05-26 XXXX -49639.28 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 1490000 NC USD 2529.72 0.0002352737 N/A DFE CORP RU N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Purchased USD/RUB Spot Rate USD/RUB Spot Rate 0.01 67.705500000000 USD 2020-06-09 XXXX -26540.18 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -2980000 NC USD -3061.03 -0.0002846876 N/A DFE CORP RU N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Written USD/RUB Spot Rate USD/RUB Spot Rate 0.01 65.952200000000 USD 2020-06-09 XXXX 25666.17 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 1600000 NC USD 5549.86 0.0005161583 N/A DFE CORP RU N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Purchased USD/RUB Spot Rate USD/RUB Spot Rate 0.01 70.050600000000 USD 2020-06-10 XXXX -27118.94 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1540000 NC USD -20122.81 -0.0018714987 N/A DFE CORP RU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written USD/RUB Spot Rate USD/RUB Spot Rate 0.01 75.900000000000 USD 2020-04-22 XXXX -2536.01 N N N MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 N/A -1450000 NC USD -36703.86 -0.0034136001 N/A DFE CORP RU N 2 MORGAN STANLEY 9R7GPTSO7KV3UQJZQ078 Put Written USD/RUB Spot Rate USD/RUB Spot Rate 0.01 77.929000000000 USD 2020-04-23 XXXX -14656.61 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -1 NC USD -8189.27 -0.0007616336 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 10 Year Ultra Bond United States 10 Year Ultra Bond 2020-06-30 -147841.98 USD -8189.27 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 22643 PA USD 86043.38 0.0080023652 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Bristol-Myers Squibb Company Bristol-Myers Squibb Company Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 0.0226 USD 86043.38 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -3210 PA USD 8075.24 0.0007510284 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 WESCO International, Inc. WESCO International, Inc. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -81423.74 USD 8083.93 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -69057 PA USD 114386.46 0.0106383806 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 AbbVie Inc. AbbVie Inc. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -5375839.29 USD 115620.22 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 5321 PA USD -107426.77 -0.0099911027 N/A DE CORP FR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Faurecia Faurecia Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 267637.75 USD -107547.32 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 35963 PA USD 11983.55 0.0011145162 N/A DE CORP FR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Altran Technologies Altran Technologies Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 579004.3 USD 11698.2 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 14257 PA USD 12023.46 0.0011182280 N/A DE CORP JP N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Hitachi Chemical Co., Ltd. Hitachi Chemical Co., Ltd. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 596575.75 USD 11999.49 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -73812 PA USD 782399.61 0.0727661722 N/A DE CORP FR N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Peugeot SA Peugeot SA Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -1772719.42 USD 782741.45 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 4704 PA USD -3512.04 -0.0003266332 N/A DE CORP DE N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 OSRAM Licht AG OSRAM Licht AG Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 212849.64 USD -3602.75 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 75023 PA USD -1344515.06 -0.1250450704 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Allergan Public Limited Company Allergan Public Limited Company Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 14631088.36 USD -1352701.15 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 129929 PA USD -979813.42 -0.0911264156 N/A DE CORP IT N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Fiat Chrysler Automobiles N.V. Fiat Chrysler Automobiles N.V. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 1921572.98 USD -980678.91 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -1 NC USD 647.68 0.0000602367 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Ultra Bond United States Ultra Bond 2020-06-30 -222522.68 USD 647.68 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -22 NC USD 87086.94 0.0080994203 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Ultra Bond United States Ultra Bond 2020-06-30 -222522.68 USD 87086.94 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -67854 PA USD 6960.42 0.0006473458 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 First Horizon National Corporation First Horizon National Corporation Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -553863.66 USD 6895.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -39546 PA USD 1609805.21 0.1497180744 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Eldorado Resorts, Inc. Eldorado Resorts, Inc. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -2179267.61 USD 1609536.43 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -5541 PA USD -54357.21 -0.0050554295 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Raytheon Company Raytheon Company Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -672344.94 USD -54435.65 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -9179 PA USD 34088.03 0.0031703179 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -262461.55 USD 34077.09 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -140129 PA USD 1126521.18 0.1047708014 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Morgan Stanley Morgan Stanley Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -5890907.18 USD 1126146.21 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -181033 PA USD 1963217.3 0.1825867577 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 The Charles Schwab Corporation The Charles Schwab Corporation Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -8049546.76 USD 1962764.64 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7440 PA USD 33545.92 0.0031198995 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 BorgWarner Inc. BorgWarner Inc. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -214858.7171 USD 33535.18 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 223770 PA USD -29255.23 -0.0027208489 N/A DE CORP SE N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Swedol AB (publ) Swedol AB (publ) Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 1081087.68 USD -29713.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -21687 PA USD -227585.01 -0.0211662810 N/A DE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Aon PLC Aon PLC Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -3351637.47 USD -227808.45 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 22411 PA USD -17534.87 -0.0016308103 N/A DE CORP DE N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 OSRAM Licht AG OSRAM Licht AG Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 1014870.09 USD -17965.47 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 81768 PA USD -233421.2 -0.0217090691 N/A DE CORP NL N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 GrandVision GrandVision Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 2607386.25 USD -233719.7 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -35798 PA USD 495962.89 0.0461264558 N/A DE CORP GB N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Flutter Entertainment Public Limited Company Flutter Entertainment Public Limited Company Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -3736542.51 USD 495713.79 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1490 PA USD -31766.8 -0.0029544345 N/A DE CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Digital Realty Trust, Inc. Digital Realty Trust, Inc. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -175209.1 USD -33422.61 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 21514 PA USD 12936.74 0.0012031666 N/A DE CORP JP N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Nissin Kogyo Co.,Ltd. Nissin Kogyo Co.,Ltd. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 428047.74 USD 12708.69 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 70712 PA USD 27386.02 0.0025470052 N/A DE CORP JP N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Hitachi Chemical Co., Ltd. Hitachi Chemical Co., Ltd. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 2991149.95 USD 25585.55 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -34000 PA USD -3465.42 -0.0003222974 N/A DE CORP HK N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 The Wharf (Holdings) Limited The Wharf (Holdings) Limited Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -56791.9 USD -3504.06 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 18382 PA USD 10670.15 0.0009923650 N/A DE CORP JP N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Keihin Corporation Keihin Corporation Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 420992.72 USD 10468.73 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 820931 PA USD -1759719.88 -0.1636607152 N/A DE CORP NZ N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Metlifecare Limited Metlifecare Limited Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 3621152.19 USD -1761608.79 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 21008 PA USD 9494.7 0.0008830436 N/A DE CORP JP N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 SHOWA Corporation SHOWA Corporation Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 430496.16 USD 9278.19 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 34000 PA USD 4767.51 0.0004433968 N/A DE CORP HK N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Wheelock And Company Limited Wheelock And Company Limited Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 227227.58 USD 4643.14 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 53807 PA USD -2503.06 -0.0002327942 N/A DE CORP DE N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 RIB Software SE RIB Software SE Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 1697361.25 USD -3148.34 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 6727 PA USD 64745.7 0.0060215991 N/A DE CORP JP N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 UNIZO Holdings Company,Limited UNIZO Holdings Company,Limited Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 308750.6139 USD 64559.85 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 28021 PA USD -4730.88 -0.0004399900 N/A DE CORP DE N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 innogy SE innogy SE Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 1337018.633 USD -5535.67 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -34000 PA USD -2293.1 -0.0002132671 N/A DE CORP HK N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Wharf Real Estate Investment Company Limited Wharf Real Estate Investment Company Limited Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -137605.65 USD -2368.06 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 161695 PA USD 85176.83 0.0079217727 N/A DE CORP DE N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 OSRAM Licht AG OSRAM Licht AG Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 7110580.53 USD 80896.75 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -27098 PA USD 223508.82 0.0207871797 N/A DE CORP GB N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Flutter Entertainment Public Limited Company Flutter Entertainment Public Limited Company Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD -2676529.28 USD 223714.81 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 191321 PA USD -118612.79 -0.0110314456 N/A DE CORP DE N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Qiagen N.V. Qiagen N.V. Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 7843617.54 USD -123141.05 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 18494 PA USD 17306.74 0.0016095934 N/A DE CORP JP N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Line Corporation Line Corporation Y TOTAL RETURN 2500-12-31 0.000000000000 USD 0.000000000000 USD 878798.72 USD 16777.76 N N N NYSE AMERICAN N/A N/A -8 NC USD -1808 -0.0001681510 N/A DE CORP US N 1 NYSE AMERICAN N/A Call Written The Select Sector SPDR Trust The Select Sector SPDR Trust 100 60.000000000000 USD 2020-04-17 XXXX -299.1 N N N NYSE AMERICAN N/A N/A -37 NC USD -2627 -0.0002443211 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written The Select Sector SPDR Trust The Select Sector SPDR Trust 100 50.000000000000 USD 2020-04-17 XXXX 805.09 N N N NYSE AMERICAN N/A N/A -11 NC USD -297 -0.0000276221 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written The Select Sector SPDR Trust The Select Sector SPDR Trust 100 45.000000000000 USD 2020-04-17 XXXX 458.26 N N N NYSE AMERICAN N/A N/A 16 NC USD 1712 0.0001592226 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased The Select Sector SPDR Trust The Select Sector SPDR Trust 100 53.000000000000 USD 2020-04-17 XXXX -2015.42 N N N NYSE AMERICAN N/A N/A 37 NC USD 7400 0.0006882285 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased The Select Sector SPDR Trust The Select Sector SPDR Trust 100 57.000000000000 USD 2020-04-17 XXXX -1616.15 N N N NYSE AMERICAN N/A N/A -60 NC USD -5340 -0.0004966405 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Written The Select Sector SPDR Trust The Select Sector SPDR Trust 100 45.000000000000 USD 2020-05-15 XXXX 1842.69 N N N NYSE AMERICAN N/A N/A 60 NC USD 23100 0.0021483888 N/A DE CORP US N 1 NYSE AMERICAN N/A Put Purchased The Select Sector SPDR Trust The Select Sector SPDR Trust 100 58.000000000000 USD 2020-05-15 XXXX -3803.81 N N N AUSTRALIAN SECURITIES EXCHANGE N/A N/A -76 NC -6784.53 -0.0006309874 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE N/A Short Australia 10 Year Bond Australia 10 Year Bond 2020-06-15 -7021496.15 AUD -6784.53 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 351000.00 PA -24250.89 -0.0022554260 N/A DFE CORP AU N 2 J.P. Morgan ZBUT11V806EZRVTWT807 239782.49 USD 351000.00 AUD 2020-04-17 -24250.89 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1067000.00 PA -58162.01 -0.0054092906 N/A DFE CORP AU N 2 J.P. Morgan ZBUT11V806EZRVTWT807 713353.52 USD 1067000.00 AUD 2020-04-17 -58162.01 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 1260000.00 PA -55074.08 -0.0051221012 N/A DFE CORP AU N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 828777.27 USD 1260000.00 AUD 2020-04-17 -55074.08 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 89000.00 PA 1384.40 0.0001287545 N/A DFE CORP AU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 53266.06 USD 89000.00 AUD 2020-04-17 1384.40 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 18560000.00 PA -966216.15 -0.0898618172 N/A DFE CORP BR N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 4539007.09 USD 18560000.00 BRL 2020-04-17 -966216.15 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 20936080.41 PA -1076798.62 -0.1001464121 N/A DFE CORP BR N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 5106983.88 USD 20936080.41 BRL 2020-04-17 -1076798.62 N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N/A 5180000.00 PA -265648.09 -0.0247062938 N/A DFE CORP BR N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 1262795.56 USD 5180000.00 BRL 2020-04-17 -265648.09 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 234000.00 PA -10638.90 -0.0009894586 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 55683.79 USD 234000.00 BRL 2020-04-17 -10638.90 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 6760000.00 PA -283846.10 -0.0263987787 N/A DFE CORP BR N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1585142.80 USD 6760000.00 BRL 2020-04-17 -283846.10 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 50000.00 PA -2063.82 -0.0001919432 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 11688.80 USD 50000.00 BRL 2020-04-17 -2063.82 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 3590000.00 PA -103585.93 -0.0096338898 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 794659.18 USD 3590000.00 BRL 2020-04-17 -103585.93 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 2802600.00 PA -66543.91 -0.0061888395 N/A DFE CORP BR N 2 J.P. Morgan ZBUT11V806EZRVTWT807 604203.95 USD 2802600.00 BRL 2020-06-10 -66543.91 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 3008459.00 PA -9117.53 -0.0008479653 N/A DFE CORP BR N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 587807.78 USD 3008459.00 BRL 2020-04-27 -9117.53 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 1000000.00 PA -5596.97 -0.0005205397 N/A DFE CORP CA N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 715632.64 USD 1000000.00 CAD 2020-04-17 -5596.97 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 245000.00 PA 824.31 0.0000766640 N/A DFE CORP CA N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 173134.43 USD 245000.00 CAD 2020-04-17 824.31 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 5283162907.00 PA -307044.43 -0.0285563126 N/A DFE CORP CO N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1606264.00 USD 5283162907.00 COP 2020-04-17 -307044.43 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 161332000.00 PA -8035.91 -0.0007473705 N/A DFE CORP CO N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 47710.19 USD 161332000.00 COP 2020-04-17 -8035.91 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N/A 276000.00 PA 5171.41 0.0004809610 N/A DFE CORP XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 299402.32 USD 276000.00 EUR 2020-05-14 5171.41 N N N STANDARD INVESTMENT CHARTERED INC. N/A N/A 268000.00 PA 1292.30 0.0001201889 N/A DFE CORP XX N 2 STANDARD INVESTMENT CHARTERED INC. N/A 294453.21 USD 268000.00 EUR 2020-05-14 1292.30 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 371000.00 PA -16161.71 -0.0015031012 N/A DFE CORP XX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 425570.61 USD 371000.00 EUR 2020-05-14 -16161.71 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 468000.00 PA -14145.57 -0.0013155924 N/A DFE CORP XX N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 530596.68 USD 468000.00 EUR 2020-05-14 -14145.57 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N/A 223000.00 PA -5236.03 -0.0004869709 N/A DFE CORP XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 251322.78 USD 223000.00 EUR 2020-05-14 -5236.03 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N/A 552000.00 PA -5534.89 -0.0005147661 N/A DFE CORP XX N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 614682.36 USD 552000.00 EUR 2020-05-14 -5534.89 N N N Credit Suisse Securities, LLC 1V8Y6QCX6YMJ2OELII46 N/A 180000.00 PA -2829.78 -0.0002631804 N/A DFE CORP XX N 2 Credit Suisse Securities, LLC 1V8Y6QCX6YMJ2OELII46 201464.82 USD 180000.00 EUR 2020-05-14 -2829.78 N N N UBS Securities, LLC T6FIZBDPKLYJKFCRVK44 N/A 630000.00 PA 1396.72 0.0001299003 N/A DFE CORP XX N 2 UBS Securities, LLC T6FIZBDPKLYJKFCRVK44 693825.93 USD 630000.00 EUR 2020-05-14 1396.72 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 310000.00 PA 4590.27 0.0004269128 N/A DFE CORP XX N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 337503.42 USD 310000.00 EUR 2020-05-14 4590.27 N N N UBS Securities, LLC T6FIZBDPKLYJKFCRVK44 N/A 287000.00 PA 6162.47 0.0005731334 N/A DFE CORP XX N 2 UBS Securities, LLC T6FIZBDPKLYJKFCRVK44 310550.07 USD 287000.00 EUR 2020-05-14 6162.47 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 1500000.00 PA 41898.78 0.0038967476 N/A DFE CORP XX N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 1613393.25 USD 1500000.00 EUR 2020-05-14 41898.78 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 190000.00 PA 2871.28 0.0002670401 N/A DFE CORP XX N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 206799.04 USD 190000.00 EUR 2020-05-14 2871.28 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 1042549.00 PA -2894.78 -0.0002692257 N/A DFE CORP XX N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1152371.11 USD 1042549.00 EUR 2020-04-22 -2894.78 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 11524.00 PA 326.51 0.0000303667 N/A DFE CORP XX N 2 J.P. Morgan ZBUT11V806EZRVTWT807 12514.03 USD 11524.00 EUR 2021-03-17 326.51 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 540000.00 PA -7173.14 -0.0006671296 N/A DFE CORP XX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 602434.10 USD 540000.00 EUR 2020-04-17 -7173.14 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1162000.00 PA -7277.31 -0.0006768178 N/A DFE CORP XX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1288774.20 USD 1162000.00 EUR 2020-04-28 -7277.31 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 205000.00 PA -1267.70 -0.0001179010 N/A DFE CORP XX N 2 J.P. Morgan ZBUT11V806EZRVTWT807 227246.40 USD 205000.00 EUR 2020-04-17 -1267.70 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 220000.00 PA 4330.95 0.0004027950 N/A DFE CORP XX N 2 J.P. Morgan ZBUT11V806EZRVTWT807 238182.78 USD 220000.00 EUR 2020-04-17 4330.95 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 4500000.00 PA -80863.68 -0.0075206332 N/A DFE CORP XX N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 5053050.00 USD 4500000.00 EUR 2020-06-17 -80863.68 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 3750000.00 PA -33130.82 -0.0030812937 N/A DFE CORP XX N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 4166887.50 USD 3750000.00 EUR 2020-04-17 -33130.82 N N N BNP Paribas Securities 2J5703FH5U5M97R1I237 N/A 250000.00 PA -2911.22 -0.0002707547 N/A DFE CORP XX N 2 BNP Paribas Securities 2J5703FH5U5M97R1I237 278495.00 USD 250000.00 EUR 2020-04-17 -2911.22 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 90000.00 PA -1096.64 -0.0001019917 N/A DFE CORP XX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 100306.80 USD 90000.00 EUR 2020-04-17 -1096.64 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 80000.00 PA 2460.41 0.0002288276 N/A DFE CORP XX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 85726.40 USD 80000.00 EUR 2020-04-17 2460.41 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1790000.00 PA -5020.74 -0.0004669481 N/A DFE CORP XX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1978200.60 USD 1790000.00 EUR 2020-04-17 -5020.74 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N/A 178000.00 PA 2929.47 0.0002724520 N/A DFE CORP GB N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 218670.51 USD 178000.00 GBP 2020-05-14 2929.47 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 243000.00 PA -16322.07 -0.0015180153 N/A DFE CORP GB N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 318683.32 USD 243000.00 GBP 2020-04-17 -16322.07 N N N Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 N/A 1125000.00 PA -8639.64 -0.0008035197 N/A DFE CORP GB N 2 Morgan Stanley & Co., Inc. 9R7GPTSO7KV3UQJZQ078 1409850.00 USD 1125000.00 GBP 2020-06-17 -8639.64 N N N Goldman Sachs & Co. 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