lfis vision - la française group

LFIS VISIONSociété d'Investissement à Capital Variable

Fonds d'Investissement SpécialiséR.C.S. Luxembourg B 177.538

Audited Annual Report as at November 30, 2020

LFIS VISION

LFIS VISION - Premia Opportunities

LFIS VISION - Credit Opportunities***

LFIS VISION - Credit Carry Opportunities*

LFIS VISION - Global Derivatives Opportunities*

LFIS VISION - Premia Plus

LFIS VISION - Premia OPT*

LFIS VISION - Premia Amplitude*

*Please see Note 1.***Please see Note 3.

No subscription can be received on the basis of financial reports. Subscriptions are only valid if made on the basis of the current Private Placement Memorandumwhich be accompanied by a copy of the latest available annual report. This report is submitted pursuant to an exemption claimed under Regulation 4.7 of theCommodity Futures Trading Commission.

LFIS VISION

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Table of Contents

Organisation of the Company 3

Information to the shareholders 5

Management's Report 6

Audit Report 9

Statistics 12

Combined Statement of Net Assets as at November 30, 2020 14

Combined Statement of Operations and Changes in Net Assets for the year / period ended November 30, 2020 14


Statement of Net Assets as at November 30, 2020 15

Statement of Operations and Changes in Net Assets for the year ended November 30, 2020 15

Statement of Changes in Number of Shares 16

Securities Portfolio as at November 30, 2020 17

Financial derivative instruments as at November 30, 2020 18

Portfolio Breakdowns 53

Top Ten Holdings 53








Top Ten Holdings 57


Statement of Net Assets as at August 31, 2020 58

Statement of Operations and Changes in Net Assets for the period ended August 31, 2020 58



Statement of Net Assets as at July 31, 2020 59

Statement of Operations and Changes in Net Assets for the period ended July 31, 2020 59









Top Ten Holdings 83

*Please see Note 1.***Please see Note 3.

LFIS VISION

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Table of Contents



Statement of Operations and Changes in Net Assets for the period ended November 30, 2020 84




Top Ten Holdings 86



Statement of Operations and Changes in Net Assets for the period ended November 30, 2020 87





Top Ten Holdings 89

Notes to the Financial Statements as at November 30, 2020 90

Unaudited Information 107

*Please see Note 1.

LFIS VISION

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Registered Office

LFIS VISION60, avenue J.F. KennedyL-1855 LuxembourgGrand Duchy of Luxembourg

Board of Directors of the Company

Chairman

Pierre LASSERRE (until July 1, 2020)Chairman of the Supervisory Board of La Française Investment SolutionsSenior Advisor of the Group La Française128, boulevard RaspailF-75006 ParisFrance

Directors

Laurent MARX Independent Director136 Um TrenkerL-6962 SenningenGrand Duchy of Luxembourg

Christophe ARNOULDIndependent Director90, rue du CimetièreL-1338 LuxembourgGrand Duchy of Luxembourg

Sophie MOSNIERIndependent Director41 rue du CimetièreL-3350 LeudelangeGrand Duchy of Luxembourg

Management Company and Alternative Investment Fund Manager ("AIFM")

LFIS Capital (previously named La Française Investment Solutions (until November 30, 2020))128, boulevard RaspailF-75006 ParisFrance

Depositary, Paying Agent and Domiciliary Agent

BNP Paribas Securities Services, succursale de Luxembourg60, avenue J.F. KennedyL-1855 LuxembourgGrand Duchy of Luxembourg

Administrative Agent and Registrar and Transfer Agent

BNP Paribas Securities Services, succursale de Luxembourg60, avenue J.F. KennedyL-1855 LuxembourgGrand Duchy of Luxembourg

Auditor

PricewaterhouseCoopers, Société coopérative2, rue Gerhard Mercator L-2182 LuxembourgGrand Duchy of Luxembourg

Organisation of the Company

LFIS VISION

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Legal Adviser in Luxembourg

Elvinger & Hoss Prussen, société anonyme2, Place Winston ChurchillL-1340 LuxembourgGrand Duchy of Luxembourg

Legal Adviser in United States of America

Dechert LLP1900 K Street NWWashington, DC 20006 United States of America

Organisation of the Company (continued)

LFIS VISION

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Incorporation

LFIS VISION (the "Company") was incorporated in the Grand Duchy of Luxembourg on May 14, 2013. The Company is organized as an umbrellafund incorporated as a public limited company under the laws of Luxembourg, which is registered as an investment company with variable capital,Investment specialized fund ("société d'investissement à capital variable, fonds d'investissement spécialisé") under the 2007 Law as amended andthe 1915 Law. The Articles were published in the Memorial on June 4, 2013 under the register number B 177.538.

Communication and reports to Shareholders

1. Periodic report

The Company's financial year begins on December, 1 and closes on November, 30 of each year.

Audited Financial Statements for the year ended November 30, 2020 and the list of changes made to the composition of the Securities Portfolio areavailable to shareholders free of charge at the offices of the Custodian Bank as well as at the Company's registered office. These reports covereach of the Sub-Funds and the assets of the Company as a whole.

The financial statements of each Sub-Fund are drawn up in the reference currency of the Sub-Funds but the combined accounts are denominatedin EUR.

Audited Financial Statements are available within six months of the financial year-end.

2. Information to Shareholders

a) Net asset value

Valuation day:

LFIS VISION - Premia Opportunities: Every Wednesday of each week. If any such day is not a business day and/or not an exchange business day,the valuation day shall be the following business day which is an exchange day.

LFIS VISION - Credit Opportunities***: The last day of each month. If any such day is not a business day and/or not an exchange business day, thevaluation day shall be the following business day which is an exchange day.

LFIS VISION - Credit Carry opportunities*: The last day of each month. If any such day is not a business day and/or not an exchange business day,the valuation day shall be the following business day which is an exchange day.

LFIS VISION - Global Derivatives Opportunities*: The last day of each month. If any such day is not a business day and/or not an exchangebusiness day, the valuation day shall be the following business day which is an exchange day.

LFIS VISION - Premia Plus: Every Wednesday of each week. If any such day is not a business day and/or not an exchange business day, thevaluation day shall be the following business day which is an exchange day.

LFIS VISION - Premia OPT*: Every Wednesday of each week. If any such day is not a business day and/or not an exchange business day, thevaluation day shall be the following business day, which is an exchange business day.

LFIS VISION - Premia Amplitude*: Every Wednesday of each week. If any such day is not a business day and/or not an exchange business day,the valuation day shall be the following business day, which is an exchange business day.

The Net Asset Value per Share will be determined by the Central Administration on each Valuation Day for each Sub-Fund as well as on any otherday as determined by the Board of Directors of the Company. The Net Asset Value per Share will be expressed in the Class Currency as indicatedin the Supplement for each Sub-Fund.

The Net Asset Values per Share will be available at the registered office of the Company.

b) General Meeting

Annual General Meetings will be held on the third Friday of May each year, at 11:00 am Luxembourg time, in each case at the Company's office orat such other place as is specified in the notice of meeting. If any of such scheduled day is a legal bank holiday in Luxembourg, the Annual GeneralMeeting shall be held on the next following bank business day in Luxembourg.

*Please see Note1.***Please see Note 3.

Information to the shareholders

LFIS VISION Management’s Report

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LFIS VISION - Premia Opportunities The LFIS VISION - Premia Opportunities fund (the "Fund") has a net asset value of 706.19M€ at the end of November 2020 (vs. 1,103.90M€ at the end of November 2019). The Fund has active hedged share classes in EUR, USD, GBP, AUD, JPY and CAD. Over the financial year ending on November 30, 2020, the Fund (IS EUR share class) delivered a performance of -27.73%. Over the same period, the SG Multi Alternative Risk Premia Index delivered -16.29%. The realized volatility of the Fund over the year is above the 7% target due to the COVID-19 crisis. Between the end of November 2019 and November 2020, the Fund implemented the three following families of risk premia in order to capture a large number of different and uncorrelated premia:

- Academic Premia (Value, Carry, Momentum, etc.); - Implied Premia (Volatility, Correlation, Dividend, etc.); - Carry/Liquidity Premia (Eurostoxx Repo, Basis Trades, Arbitrages Strategies, etc.).

Each of three above mentioned risk premia families was allocated roughly the same budget of risk/volatility at the start of the year but have been differentially impacted by the COVID-19 crisis. The contributions to the Fund's performance for the financial year 2020 (gross of fees):

- The Academic Premia family performance returned -6.32%. This is in line with the average industry. The year has been extremely difficult for Equity Academic Premia that explain a big part of the losses, with Value being hardly affected through the year and Momentum crashing in November. - The Implied Premia family delivered a performance of -18.10%. The Equity asset class has been the most impacted by the pandemic, and this is even more the case for the Equity Implied parameters. Historical decorrelation between Geographical areas did occurred, along with unprecedented high realized volatility, leading that family to be the biggest detractor of performance. - The Carry/Liquidity family delivered a performance of -0.90%. That family has been less impacted than the other ones, with less volatility, proving resilience through an historical year.

As to the leverage, the Fund has achieved at the end of the relevant accounting period a leverage of x6.8 calculated on the basis of the commitment method and x14.3 calculated on the basis of the gross method. Percentage of assets subject to special arrangements: None. LFIS VISION - Credit Opportunities*** The LFIS VISION - Credit Opportunities fund (the “Fund”) was launched on June 10, 2013 with initial capital of EUR 50 million. At the end of November 2020, its annualised performance was 3.31% since inception and 2.37% since end-November 2019 for the EUR I share class (with a corresponding net asset value of EUR 88,916,736.47 for the EUR I share class), after posting the following results: +0.02% in December 2020, +0.69% in January 2020, +0.51% in February 2020, -19.23% in March 2020, +3.35% in April 2020, +1.94% in May 2020, +1.63% in June 2020, +1.04% in July 2020, +0.45% in August 2020, +2.59% in September 2020, 2.02% in October 2020 and +5% in November 2020. Between the end of November 2019 and the end of November 2020, the European high yield (BAML HE00) and investment grade (BAML ER00) corporate credit indices respectively posted performances of +3.015% and +2.45%, while the Euro Stoxx 50 index was at -3.13%, with dividends reinvested. At the end of November 2020, the performance of the other unit classes since inception was very close to that of the EUR I share class excluding fees and/or USD/EUR hedging of the USD classes. The Fund’s portfolio is structured around several major convictions identified in the credit markets, translated into a small number of key strategies that remained in effect throughout 2020, which in large part explained the Fund’s performance and volatility.

- Leveraged loans are attractive compared to other high yield credit assets (bonds and CDS in particular) and particularly in tranche format, as the relative value appears more clearly at the top (senior AAA tranches) and at the bottom (equity NR tranches) of the structure; - Highly subordinated financials are attractive compared to other seniority classes in the capital structure of banks.

We have translated these few convictions into a number of trades that we have grouped into two main strategies explained below, which both contributed to the decline in the net asset value in March.

- Long AAA tranches (with external leverage/repos against cash) and CLO equity - Long position on European banks’ AT1 debt

In terms of leverage, the Fund’s level at the end of the financial period was <1x, calculated on the basis of the commitment method. Percentage of assets subject to special provisions: None. ***Please see Note 3.

LFIS VISION Management’s Report (continued)

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LFIS VISION - Premia Plus The LFIS VISION - Premia Plus fund (the “Fund”) has a net asset value of 360.30M AUD at the end of November 2020 (vs. 500.44M AUD at the end of November 2019). Over the financial year ending on November 30, 2020, the Fund delivered a performance of -28.00%. Over the same period, the SG Multi Alternative Risk Premia Index delivered -16.29%. The realized volatility of the Fund over the year is above the 10% target due to the COVID-19 crisis. Between the end of November 2019 and November 2020, the Fund implemented the three following families of risk premia in order to capture a large number of different and uncorrelated premia:

- Academic Premia (Value, Carry, Momentum, etc.); - Implied Premia (Volatility, Correlation, Dividend, etc.); - Carry/Liquidity Premia (Eurostoxx Repo, Basis Trades, Arbitrages Strategies, Credit Premia, etc.).

Each of three above mentioned risk premia families was allocated roughly the same budget of risk/volatility at the start of the year but have been differentially impacted by the COVID-19 crisis. The contributions to the Fund’s performance for the financial year 2020 (gross of fees):

- The Academic Premia family performance returned -10.16%. This is in line with the average industry. The year has been extremely difficult for Equity Academic Premia that explain a big part of the losses, with Value being hardly affected through the year and Momentum crashing in November. - The Implied Premia family delivered a performance of -21.10%. The Equity asset class has been the most impacted by the pandemic, and this is even more the case for the Equity Implied parameters. Historical decorrelation between Geographical areas did occurred, along with unprecedented high realized volatility, leading that family to be the biggest detractor of performance. - The Carry/Liquidity family delivered a performance of +1.77%. That family has been less impacted than the other ones, with less volatility, proving resilience through an historical year. Credit Premia have delivered the most.

As to the leverage, the Fund has achieved at the end of the relevant accounting period a leverage of x7.72 calculated on the basis of the commitment method and x17.99 calculated on the basis of the gross method. Percentage of assets subject to special arrangements: None. LFIS VISION – Premia OPT* The LFIS VISION - Premia OPT* fund (the “Fund”) is a dedicated fund launched in December 2019 and ramped up through Q1 2020. The Asset Under Managements (“AUM”) are 247M CAD at the end of November 2020. The objective is to invest into LFIS VISION Premia Opportunities and LFIS VISION Premia Amplitude funds dedicated share classes. As to the leverage, the Fund has achieved at the end of the relevant accounting period a leverage of x1 calculated on the basis of the commitment method and x1 calculated on the basis of the gross method. Percentage of assets subject to special arrangements: None. *Please see Note 1.

LFIS VISION Management’s Report (continued)

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LFIS VISION - Premia Amplitude* The LFIS VISION - Premia Amplitude* fund (the “Fund”) is an open fund launched in December 2019 with a Net Asset Value of 235M EUR at the end of November 2020. The objective is to invest into LFIS VISION UCITS Premia Access Fund in a master feeder scheme and to deploy on the top Credit Premia Strategies. Over the financial year ending on 30 November 2020, the Fund (EB EUR share class) delivered a performance of -14.17%. Over the same period, the SG Multi Alternative Risk Premia Index delivered -16.29%. The realized volatility of the Fund over the year is above the 7% target due to the COVID-19 crisis. Credit Premia Strategies delivered a gross performance of +2.4% whereas the holding of LFIS VISION UCITS Premia Access Fund delivered a gross performance of -15.82%. As to the leverage, the Fund has achieved at the end of the relevant accounting period a leverage of x4.6 calculated on the basis of the commitment method and x4.6 calculated on the basis of the gross method. Percentage of assets subject to special arrangements: None. The Board of Directors Luxembourg, May 7, 2021

*Please see Note 1.

Note: The information stated in this report are historical and not necessarily indicative of future performance.

PricewaterhouseCoopers, Société coopérative, 2 rue Gerhard Mercator, B.P. 1443, L-1014 LuxembourgT : +352 494848 1, F : +352 494848 2900, www.pwc.lu Cabinet de révision agréé. Expert-comptable (autorisation gouvernementale n°10028256)R.C.S. Luxembourg B 65 477 - TVA LU25482518

Audit report

To the Shareholders ofLFIS VISION

Our opinion

In our opinion, the accompanying financial statements give a true and fair view of the financial position of LFIS VISION (the “Fund”) and of each of its sub-funds as at 30 November 2020, and of the results of their operations and changes in their net assets for the year then ended in accordance with Luxembourg legal and regulatory requirements relating to the preparation and presentation of the financial statements.

What we have audited

The Fund’s financial statements comprise:

the combined statement of net assets for the Fund and the statement of net assets for each of the sub-funds as at 30 November 2020;

the combined statement of operations and changes in net assets for the Fund and the statement of operations and changes in net assets for each of the sub-funds for the year then ended;

the securities portfolio and financial derivative instruments as at 30 November 2020; and the notes to the financial statements, which include a summary of significant accounting policies.

Basis for opinion

We conducted our audit in accordance with the Law of 23 July 2016 on the audit profession (Law of 23 July 2016) and with International Standards on Auditing (ISAs) as adopted for Luxembourg by the “Commission de Surveillance du Secteur Financier” (CSSF). Our responsibilities under the Law of 23 July 2016 and ISAs as adopted for Luxembourg by the CSSF are further described in the “Responsibilities of the “Réviseur d’entreprises agréé” for the audit of the financial statements” section of our report.

We believe that the audit evidence we have obtained is sufficient and appropriate to provide a basis for our opinion.

We are independent of the Fund in accordance with the International Code of Ethics for Professional Accountants, including International Independence Standards, issued by the International Ethics Standards Board for Accountants (IESBA Code) as adopted for Luxembourg by the CSSF together with the ethical requirements that are relevant to our audit of the financial statements. We have fulfilled our other ethical responsibilities under those ethical requirements.

Other information

The Board of Directors of the Fund is responsible for the other information. The other information comprises the information stated in the annual report but does not include the financial statements and our audit report thereon.

Our opinion on the financial statements does not cover the other information and we do not express any form of assurance conclusion thereon.

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In connection with our audit of the financial statements, our responsibility is to read the other information identified above and, in doing so, consider whether the other information is materially inconsistent with the financial statements or our knowledge obtained in the audit, or otherwise appears to be materially misstated. If, based on the work we have performed, we conclude that there is a material misstatement of this other information, we are required to report that fact. We have nothing to report in this regard.

Responsibilities of the Board of Directors of the Fund for the financial statements

The Board of Directors of the Fund is responsible for the preparation and fair presentation of the financial statements in accordance with Luxembourg legal and regulatory requirements relating to the preparation and presentation of the financial statements, and for such internal control as the Board of Directors of the Fund determines is necessary to enable the preparation of financial statements that are free from material misstatement, whether due to fraud or error.

In preparing the financial statements, the Board of Directors of the Fund is responsible for assessing the Fund’s and each of its sub-funds' ability to continue as a going concern, disclosing, as applicable, matters related to going concern and using the going concern basis of accounting unless the Board of Directors of the Fund either intends to liquidate the Fund or close any of its sub-funds or to cease operations, or has no realistic alternative but to do so.

Responsibilities of the “Réviseur d’entreprises agréé” for the audit of the financial statements

The objectives of our audit are to obtain reasonable assurance about whether the financial statements as a whole are free from material misstatement, whether due to fraud or error, and to issue an audit report that includes our opinion. Reasonable assurance is a high level of assurance, but is not a guarantee that an audit conducted in accordance with the Law of 23 July 2016 and with ISAs as adopted for Luxembourg by the CSSF will always detect a material misstatement when it exists. Misstatements can arise from fraud or error and are considered material if, individually or in the aggregate, they could reasonably be expected to influence the economic decisions of users taken on the basis of these financial statements.

As part of an audit in accordance with the Law of 23 July 2016 and with ISAs as adopted for Luxembourg by the CSSF, we exercise professional judgment and maintain professional scepticism throughout the audit. We also:

identify and assess the risks of material misstatement of the financial statements, whether due to fraud or error, design and perform audit procedures responsive to those risks, and obtain audit evidence that is sufficient and appropriate to provide a basis for our opinion. The risk of not detecting a material misstatement resulting from fraud is higher than for one resulting from error, as fraud may involve collusion, forgery, intentional omissions, misrepresentations, or the override of internal control;

obtain an understanding of internal control relevant to the audit in order to design audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the Fund’s internal control;

evaluate the appropriateness of accounting policies used and the reasonableness of accounting estimates and related disclosures made by the Board of Directors of the Fund;

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conclude on the appropriateness of the Board of Directors of the Fund’s use of the going concern basis of accounting and, based on the audit evidence obtained, whether a material uncertainty exists related to events or conditions that may cast significant doubt on the Fund’s or any of its sub-funds' ability to continue as a going concern. If we conclude that a material uncertainty exists, we are required to draw attention in our audit report to the related disclosures in the financial statements or, if such disclosures are inadequate, to modify our opinion. Our conclusions are based on the audit evidence obtained up to the date of our audit report. However, future events or conditions may cause the Fund or any of its sub-funds (except for LFIS VISION - Credit Opportunities where a decision to liquidate exists) to cease to continue as a going concern;

evaluate the overall presentation, structure and content of the financial statements, including the disclosures, and whether the financial statements represent the underlying transactions and events in a manner that achieves fair presentation.

We communicate with those charged with governance regarding, among other matters, the planned scope and timing of the audit and significant audit findings, including any significant deficiencies in internal control that we identify during our audit.

PricewaterhouseCoopers, Société coopérativeRepresented by@esig

@esigFanny Sergent

Luxembourg, 31 May 2021

LFIS VISION

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The accompanying notes are an integral part of these financial statements.

Statistics


Net asset value−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

706,189,383.64 1,103,898,214.23 930,040,335.13EUR

Net asset value per share

Class IS USD 984.99 1,331.22 1,224.38USDClass IS GBP 782.97 1,082.56 1,014.22GBPClass IS EUR 1,076.86 1,490.12 1,409.80EURClass M EUR 799.06 1,105.71 1,046.60EURClass M USD 861.59 1,166.57 1,072.92USDClass R EUR 807.14 1,128.18 1,075.82EURClass RE EUR 1,054.96 1,440.03 1,324.52EURClass AI1 JPY 78,227.00 107,433.00 100,919.00JPYClass AI3 USD 877.62 1,194.44 1,086.98USDClass AI4 USD** - 1,162.17 1,066.80USDClass AI1 CAD** 742.24 - -CADClass AI1 EUR 1,084.18 1,492.70 -EURClass AI1 USD 823.91 1,109.99 1,016.84USDClass AI2 CAD 808.34 1,105.83 1,019.42CADClass AI5 AUD 815.21 1,123.61 1,039.53AUDClass AI5 EUR** 734.28 - -EURClass AI6 EUR 779.62 1,070.68 1,008.87EURClass AI7 EUR 779.31 1,070.26 1,008.49EURClass AI9 EUR 776.12 1,065.88 1,004.35EURClass IS CAD 808.90 1,107.88 1,026.52CADClass IS CHF** - - -CHF−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−


Net asset value−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

101,776,232.93 181,867,944.85 201,600,765.98EUR


Class AI1 EUR 907.79 929.94 915.12EURClass AI1 USD** - 1,048.82 -USDClass I EUR 1,275.93 1,306.97 1,286.14EURClass I USD 1,154.90 1,161.90 1,111.50USDClass RE EUR 1,178.24 1,190.61 1,156.00EUR−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−


Net asset value−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

- 16,146,017.95 -EUR


Class EB EUR - 1,033.81 -EURClass EB USD - 1,034.99 -USDClass IF EUR - 1,076.27 -EUR−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−


Net asset value−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

- 80,400,738.99 -EUR

November 30, 2018November 30, 2020 November 30, 2019

*Please see Note 1. **Please see Note 2. ***Please see Note 3.

LFIS VISION

13


Statistics

*Please see Note 1. **Please see Note 2.


Class EB EUR - 1,018.57 -EURClass EB GBP** - - -GBPClass EB JPY** - - -JPYClass EB USD** - 1,020.06 -USDClass IF EUR - 1,071.98 -EUR−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−


Net asset value−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

360,297,344.83 500,436,377.32 -AUD


Class I AUD 720.59 1,000.87 -AUD−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−


Net asset value−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

246,368,186.20 - -CAD


Class I CAD 793.96 - -CAD−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−


Net asset value−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

235,602,761.25 - -EUR


Class AI1 CAD** 859.62 - -CADClass AI1 USD** 887.77 - -USDClass EB EUR 858.27 - -EURClass EB USD** 870.28 - -USDClass I EUR 856.50 - -EURClass I USD** 868.55 - -USDClass M EUR 856.49 - -EURClass M USD** 868.50 - -USDClass R EUR 852.15 - -EURClass R USD** 864.30 - -USD−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−−

November 30, 2018November 30, 2020 November 30, 2019

14


LFIS VISION

Combined Statement

EUR

AssetsInvestment in securities at cost 1,056,676,849.82Unrealised appreciation / (depreciation) on securities (97,566,416.55)

Investment in securities at market value 3.3 959,110,433.27Net cash at bank 336,859,477.36Receivable for investments sold 5,157,400.00Receivable on withholding tax reclaim 93,542.71Cash collateral 16 309,109,640.46Net unrealised appreciation on forward foreign exchangecontracts

3.4, 19 3,177,718.86

Net unrealised appreciation on futures contracts 3.6 14,680.00Net unrealised appreciation on swaps 3.5 12,259,016.30Dividends and interest receivable 1,972,958.47

Total assets 1,627,754,867.43

LiabilitiesInvestment in options at market value 3.7, 18 29,131,641.59Bank overdraft 102,260,284.39Accrued expenses 17 1,786,904.36Cash collateral 16 5,870,000.00Payable on redemptions 3.8 1,863,243.85Net unrealised depreciation on forward foreign exchangecontracts

3.4, 19 3,159,508.56

Net unrealised depreciation on futures contracts 3.6, 20 18,338,118.69Net unrealised depreciation on swaps 3.5 40,399,154.56Interest payable 505,829.93

Total liabilities 203,314,685.93

Net assets at the end of the year / period 1,424,440,181.50

Notes

Statement of Net Assets as at November 30, 2020

IncomeDividends (net of withholding taxes) 3.9 50,063.37Interest on bonds 3.9 26,183,262.47Bank interest 249,094.41Interest received on swaps 3.5 39,875,394.71Income on reverse repurchase agreements 112,374.77Other income 3,818,303.72

Total income 70,288,493.45

ExpensesManagement fees 8 15,453,592.15Depositary fees 7 133,995.95Administration fees 6 904,783.23Professional fees 10 698,205.13Transaction costs 13 1,626,731.21"Taxe d'abonnement" 5 122,648.90Bank interest and charges 5,421,013.68Interest paid on swaps 3.5 39,860,836.23Printing & Publication fees 2,073.18Other expenses 11 178,782.09Liquidation fees 75,720.38

Total expenses 64,478,382.13

Net investment income / (loss) 5,810,111.32

Net realised gain / (loss) on: Investments 3.3, 15 (96,026,054.43)Foreign currencies transactions (43,381,935.17)Futures contracts 3.6, 15 (32,049,794.48)Forward foreign exchange contracts 3.4, 15 (31,377,382.84)Options and swaps 3.5, 3.7, 15 (184,647,449.05)

Net realised gain / (loss) for the year / period (381,672,504.65)

Net change in unrealised appreciation / (depreciation) on: Investments 3.3, 15 (99,140,941.34)Futures contracts 3.6, 15 (11,990,327.44)Forward foreign exchange contracts 3.4, 15 12,871,493.39Options and swaps 3.5, 3.7, 15 (128,839,612.68)

Increase / (Decrease) in net assets as a result ofoperations

(608,771,892.72)

Proceeds received on subscription of shares 709,773,837.54Net amount paid on redemption of shares (367,139,033.89)Net assets at the beginning of the year / period 1,689,310,265.75Translation difference 1,267,004.82

Net assets at the end of the year / period 1,424,440,181.50

EURNotes

Statement of Operations and Changes in Net Assets forthe year / period November 30, 2020

15


LFIS VISION

LFIS VISION - Premia Opportunities (in EUR)Statement of Operations and Changes in Net Assets for theyear ended November 30, 2020

EUR

AssetsInvestment in securities at cost 389,040,765.19Unrealised appreciation / (depreciation) on securities (8,951,771.72)

Investment in securities at market value 3.3 380,088,993.47Net cash at bank 215,166,517.90Receivable for investments sold 5,157,400.00Receivable on withholding tax reclaim 92,194.52Cash collateral 16 247,081,038.90Dividends and interest receivable 1,218,581.67

Total assets 848,804,726.46

LiabilitiesInvestment in options at market value 3.7, 18 20,292,753.78Bank overdraft 66,130,007.49Accrued expenses 17 1,104,046.33Payable on redemptions 3.8 1,863,243.85Net unrealised depreciation on forward foreign exchangecontracts

3.4, 19 2,494,433.76

Net unrealised depreciation on futures contracts 3.6, 20 13,783,889.76Net unrealised depreciation on swaps 3.5 36,695,550.08Interest payable 251,417.77


Net assets at the end of the year 706,189,383.64

Notes


IncomeDividends (net of withholding taxes) 3.9 50,063.37Interest on bonds 3.9 11,593,631.31Bank interest 129,188.88Interest received on swaps 3.5 14,932,464.17Other income 3,818,303.72


ExpensesManagement fees 8 10,994,897.47Depositary fees 7 52,783.34Administration fees 6 499,260.62Professional fees 10 410,066.19Transaction costs 13 936,831.69"Taxe d'abonnement" 5 83,896.75Bank interest and charges 3,440,093.69Interest paid on swaps 3.5 18,069,240.17Printing & Publication fees 690.00Other expenses 11 82,202.58


Net investment income / (loss) (4,046,311.05)

Net realised gain / (loss) on: Investments 3.3, 15 (82,928,596.26)Foreign currencies transactions (13,326,054.81)Futures contracts 3.6, 15 (34,672,644.35)Forward foreign exchange contracts 3.4, 15 (18,323,542.73)Options and swaps 3.5, 3.7, 15 (44,620,570.84)

Net realised gain / (loss) for the year (197,917,720.04)



(363,514,218.51)

Proceeds received on subscription of shares 222,254,960.49Net amount paid on redemption of shares (256,449,572.57)Net assets at the beginning of the year 1,103,898,214.23


EURNotes

Statement of Operations and Changes in Net Assets forthe year ended November 30, 2020

16


LFIS VISION

LFIS VISION - Premia Opportunities (in EUR)

Number of shares in issue atthe end of the year

Number of shares in issue atthe beginning of the year

Number of sharessubscribed

Number of sharesredeemed

Statement of Changes in Number of Shares

Class IS USD 105,980.93 20,309.81 (86,223.40) 40,067.34

Class IS GBP 24,294.60 6,939.81 (5,757.44) 25,476.97

Class IS EUR 217,844.43 37,510.66 (109,002.61) 146,352.48

Class M EUR 5,487.49 - (185.66) 5,301.83

Class M USD 80.99 - - 80.99

Class R EUR 4,131.55 44.68 (3,761.37) 414.86

Class RE EUR 3,083.23 - (2,341.76) 741.47

Class AI1 JPY 162,327.53 - - 162,327.53

Class AI3 USD 35,000.00 - - 35,000.00

Class AI4 USD** 57,778.04 - (57,778.04) -

Class AI1 CAD** - 150,000.00 (103.23) 149,896.77

Class AI1 EUR 38,530.71 - - 38,530.71

Class AI1 USD 53,728.60 - - 53,728.60

Class AI2 CAD 40,000.00 12,761.03 - 52,761.03

Class AI5 AUD 103,689.01 - - 103,689.01

Class AI5 EUR** - 30,000.00 - 30,000.00

Class AI6 EUR 69,839.78 - - 69,839.78

Class AI7 EUR 44,169.30 - - 44,169.30

Class AI9 EUR 25,000.00 - - 25,000.00

Class IS CAD 1.00 - - 1.00

Class IS CHF** - 765.13 (765.13) -

**Please see Note 2.

LFIS VISION

17



Securities Portfolio as at November 30, 2020

BOURBON SA 6.4% 14-29/10/2049 EUR 132,600.00 0.022,210,000.00

Transferable securities admitted to an official exchange listing

Bonds and other debt instrumentsFrance

FRANCE O.A.T. 3.75% 05-25/04/2021 EUR 25,435,200.00 3.6025,000,000.00FRENCH BTF 0% 20-08/04/2021 EUR 20,048,100.00 2.8420,000,000.00FRENCH BTF 0% 20-10/02/2021 EUR 15,020,325.00 2.1315,000,000.00FRENCH BTF 0% 20-10/03/2021 EUR 30,056,550.00 4.2630,000,000.00LAGARDERE SCA 2.75% 16-13/04/2023 EUR 2,998,992.00 0.423,000,000.00RALLYE SA 1% 13-02/10/2020 CV DFLT(*) EUR 25,411.50 0.00148,605.00RALLYE SA 3.4% 14-31/01/2022 DFLT EUR 217,000.00 0.032,000,000.00SOLOCAL GROUP 0% 17-14/03/2022 CV EUR 4,389.12 0.0018,288.00VALEO SA 0% 16-16/06/2021 USD 1,995,639.53 0.282,400,000.00

95,934,207.15 13.58

ALITALIA-SOIETA 5.25% 15-30/07/2021DFLT

EUR 0.00 0.00200,000.00Italy

COOPERATIVA MR 6%17-15/02/2023 EUR 8,750.00 0.00400,000.00ITALY BTPS 0.05% 18-15/04/2021 EUR 25,050,750.00 3.5525,000,000.00ITALY BTPS 3.75% 13-01/05/2021 EUR 40,708,600.00 5.7640,000,000.00WASTE ITALIA SA 10.5% 14-15/12/2019DFLT(*)

EUR 260.00 0.00100,000.00

65,768,360.00 9.31

AIR BERLIN 6.75% 14-06/01/2022 DFLT EUR 9,712.50 0.00700,000.00United Kingdom

ALGECO SCOTSMAN 6.5% 18-15/02/2023 EUR 13,104,291.20 1.8612,800,000.00ALGECO SCOTSMAN 8% 18-15/02/2023 USD 1,185,967.94 0.171,390,000.00CENTRICA PLC 15-10/04/2076 FRN EUR 1,008,073.00 0.141,000,000.00

15,308,044.64 2.17

COBALT INTL ENER 7.75% 16-01/12/23DFLT

USD 41,824.69 0.012,100,000.00United States

COBALT INTL ENER 7.75% 17-01/12/23DFLT

USD 7,966.61 0.00400,000.00

EVEREST RE HLDGS 07-15/05/2037 SR USD 909,884.96 0.131,200,000.00FREEPORT-MC C&G 3.55% 12-01/03/2022 USD 1,704,940.65 0.242,000,000.00POLYONE CORP 5.25% 13-15/03/2023 USD 1,805,158.00 0.262,000,000.00TEVA PHARMACEUT 0.25% 06-01/02/2026CV

USD 6,731,236.87 0.958,098,000.00

11,201,011.78 1.59

DEUTSCHE BANK AG 15-03/03/2022 FRN EUR 4,982,112.40 0.715,000,000.00Germany

RICKMERS HLD 8.875% 13-11/06/2099DFLT

EUR 13,090.00 0.001,190,000.00

THYSSENKRUPP 1.875% 19-06/03/2023 EUR 4,945,629.50 0.705,000,000.009,940,831.90 1.41

GRUPO ISOLUX 16-30/12/2021 DFLT EUR 457.58 0.0081,280.00Spain

GRUPO ISOLUX 16-30/12/2021 DFLT EUR 271.77 0.0033,971.00INDRA SISTEMAS S 1.25% 16-07/10/2023 EUR 700,035.00 0.10700,000.00SACYR SA 3.75% 19-25/04/2024 CV EUR 2,573,779.00 0.362,600,000.00

3,274,543.35 0.46

CNAC HK FINBRID 1.75% 18-14/06/2022 EUR 1,392,781.25 0.201,400,000.00Hong Kong

1,392,781.25 0.20

NB FINANCE LTD 0% 09-30/07/2042 EUR 230,880.30 0.03700,000.00Cayman Islands

POLARCUS LTD 16-30/12/2022 CV SR USD 4,998.96 0.0017,085.00POLARCUS LTD 2.875% 11-01/07/2022 CV USD 146,779.64 0.02287,990.00

382,658.90 0.05

BANCO ESPIRITO 13-28/11/2023 FRN DFLT EUR 260.00 0.00100,000.00Portugal

NOVO BANCO 0% 14-06/03/2051 EUR 237,200.34 0.031,110,000.00237,460.34 0.03

NameQuantity/Nominal

Market valuein EUR

Currency %NAV

ESPIRITO SA 3.125% 13-31/12/2049 CVDFLT

EUR 2,400.00 0.00300,000.00Luxembourg

ESPIRITO SANTO 5.25% 13-12/06/2015DFLT (*)

EUR 2,000.00 0.00100,000.00

INTRALOT CAPITAL 6.75% 16-15/09/2021 EUR 182,808.00 0.03400,000.00MITSUBISHI UFJ 08-30/12/2099 CV FRN EUR 27,929.84 0.00500,000.00SWISSPORT INVEST 6.75% 15-15/12/2021 EUR 9,375.00 0.00750,000.00

224,512.84 0.03

NYRSTAR 5% 16-11/07/2022 EUR 129,750.00 0.02300,000.00Belgium

129,750.00 0.02

NYRSTAR NETHERLA 8.5% 14-31/12/2021DFLT

EUR 58,575.00 0.01150,000.00Netherlands

58,575.00 0.01

CARILLION FNCE 2.5% 14-19/12/2021 DFLT GBP 40,178.57 0.011,200,000.00Jersey

40,178.57 0.01

TALVIVAARA 4% 10-16/12/2015 CV DFLT(*) EUR 6,000.00 0.00400,000.00Finland

6,000.00 0.00

AFRICAN MINE 8.5% 12-31/12/2049 CVDFLT

USD 863.68 0.00400,000.00Bermuda

CHINA PRECIOUS M 13-30/09/2021 CV SR HKD 1,464.94 0.005,000,000.002,328.62 0.00

203,901,244.34 28.87

LETRAS 0% 20-11/06/2021 EUR 130,402,350.00 18.47130,000,000.00

Money market instrumentsSpain

130,402,350.00 18.47

ITALY BOTS 0% 20-12/03/2021 EUR 45,070,249.50 6.3845,000,000.00Italy

45,070,249.50 6.38

175,472,599.50 24.85

ENQUEST PLC 7% 13-15/10/2023 GBP 405,868.02 0.06565,999.00

Mortgage backed securitiesUnited Kingdom

405,868.02 0.06

YOUNGS PIK 8.25% 14-31/08/2022 EUR 222,300.51 0.031,042,451.00Luxembourg

222,300.51 0.03

ABENGOA ABENEWCO 0.25% 17-31/03/2023

USD 1,607.69 0.00150,000.00Spain

1,607.69 0.00

629,776.22 0.09

FRIGOGLASS SAIC EUR 32,170.36 0.01303,494.00

SharesGreece

32,170.36 0.01

CBO TERRITORIA EUR 15,508.08 0.004,344.00France

CGG SA EUR 4,117.11 0.004,427.00SOLOCAL GROUP EUR 5,597.52 0.002,248.00

25,222.71 0.00

BANCA MONTE DEI PASCHI SIENA EUR 7,388.00 0.006,358.00Italy


Market valuein EUR

Currency %NAV

(*)Defaulted positions.

LFIS VISION

18




IREN SPA EUR 6,137.04 0.002,730.0013,525.04 0.00

POLARCUS LTD NOK 5,936.80 0.00155,683.00Cayman Islands

5,936.80 0.00

ABENGOA SA- B SHARES EUR 2,753.44 0.00444,103.00Spain

ABENGOA SA -CL A EUR 0.00 0.0042,948.002,753.44 0.00

SEADRILL LTD USD 2,349.67 0.0012,718.00Bermuda

2,349.67 0.00

81,958.02 0.01

PREMIER OIL PLC CW 31/05/22 PREMIEROIL

GBP 0.00 0.0019,044.00

Other transferable securities

WarrantsUnited Kingdom

0.00 0.00

0.00 0.00

LFIS VISION - Premia Amplitude - Class EBEUR

EUR 856.22 0.001.00

Funds

Undertakings for collective investmentLuxembourg

LFIS VISION - Premia Amplitude - Class IEUR

EUR 854.48 0.001.00

LFIS VISION - Premia Amplitude - Class MEUR

EUR 854.47 0.001.00

LFIS VISION - Premia Amplitude - Class REUR

EUR 850.22 0.001.00

3,415.39 0.00

3,415.39 0.00

Total Securities Portfolio 380,088,993.47 53.82


Market valuein EUR

Currency %NAV

ES SELDIV30 DVP PR 16/12/2022 EUR 40,041,750.00250.00 (700,000.00)

Futures

ES SELDIV30 DVP PR 17/12/2021 EUR 40,041,750.00250.00 (745,000.00)ES SELDIV30 DVP PR 18/12/2020 EUR 80,083,500.00500.00 (1,850,000.00)EURO STOXX BANKS (SX7E)18/12/2020

EUR 29,285,761.50(7,929.00) (5,083,470.00)

EURO STOXX BANKS (SX7E)19/03/2021

EUR 25,485,150.006,900.00 2,484,000.00

EURO STOXX 50 - FUTURE18/12/2020

EUR 103,763,363.40(2,971.00) (3,755,060.00)


EUR 75,089,610.002,150.00 1,978,000.00

EURO STOXX 50 DVP (SX5ED)15/12/2023

EUR 4,315,968.00(531.00) 1,026,920.00


EUR 5,941,568.00(731.00) 1,848,780.00


EUR 2,032,000.00(250.00) (5,000.00)


EUR 3,153,664.00388.00 (77,600.00)

EURO-BUND FUTURE 08/12/2020 EUR 528,430.00(5.00) (6,600.00)LIFFE 3M STG INT FUTURE16/03/2022

GBP 12,555.80(9.00) (8,789.06)

NIKKEI225 DIV INDEX 31/03/2022 JPY 594,955.90(35.00) (93,439.03)

NameQuantity Commitmentin EUR

Currency Unrealisedappreciation /(depreciation)

in EUR

Financial derivative instruments as at November 30,2020

NIKKEI225 DIV INDEX 31/03/2023 JPY 441,967.24(26.00) (95,258.90)S&P 500 E-MINI FUTURE 18/12/2020 USD 144,936,336.68(1,144.00) (8,465,244.22)3MO EURO EURIBOR LIFFE13/09/2021

EUR 62,500.00(25.00) (35,000.00)

3MO EURO EURIBOR LIFFE13/12/2021

EUR 62,500.00(25.00) (38,912.50)


EUR 62,500.00(25.00) (31,250.00)


EUR 62,500.00(25.00) (6,812.50)

90DAYS EURO $ FUT 13/03/2023 USD 25,079.42(12.00) (29,802.70)90DAYS EURO $ FUT 13/06/2022 USD 8,359.81(4.00) (10,282.56)90DAYS EURO $ FUT 19/09/2022 USD 35,529.18(17.00) (42,269.27)90DAYS EURO $ FUT 19/12/2022 USD 35,529.18(17.00) (41,799.02)

(13,783,889.76)

Total futures (13,783,889.76)



in EUR

66,273,647.22 18/02/2142,703,591.22 22,271.95CADEUR 42,703,591.22Forward foreign exchange contracts

37,583,777.45 18/02/2134,778,237.15 58,659.35CHFEUR 34,778,237.157,400,000.00 10/12/2012,179,933.80 101,825.45EURAUD 7,400,000.00

31,689,916.02 18/02/2151,513,489.54 6,791.79EURAUD 31,689,916.0251,760,809.93 31/12/2083,766,457.00 (181,019.19)EURAUD 51,760,809.9398,373,323.30 31/12/20152,563,364.00 (19,207.29)EURCAD 98,373,323.3022,127,777.07 31/12/2019,773,898.00 (70,904.53)EURGBP 22,127,777.0719,269,126.16 18/02/212,386,215,896.00 (151,126.83)EURJPY 19,269,126.16

101,310,330.98 30/12/2012,582,638,202.00 (449,074.66)EURJPY 101,310,330.984,790,000.00 18/02/2151,381,709.86 52,259.54EURNOK 4,790,000.00

87,881,204.62 18/02/21899,943,389.85 52,487.43EURSEK 87,881,204.6227,000,000.00 02/12/2031,991,166.00 (256,944.66)EURUSD 27,000,000.0060,000,000.00 10/12/2071,020,115.40 (639,577.51)EURUSD 60,000,000.0031,221,198.36 18/02/2137,109,642.72 (244,532.74)EURUSD 31,221,198.3695,230,337.39 31/12/20113,479,630.00 (417,465.60)EURUSD 95,230,337.3935,819,313.04 18/02/213,380,407.76 4,770.37NOKEUR 3,380,407.76

119,260,203.38 18/02/2169,306,591.56 (627,071.16)NZDEUR 69,306,591.5632,285,466.00 02/12/2027,000,000.00 10,924.59USDEUR 27,000,000.0062,000,000.00 26/02/2151,996,969.11 252,499.94USDEUR 51,996,969.11

(2,494,433.76)

Total Forward foreign exchange contracts (2,494,433.76)

SalePurchase Unrealisedappreciation /(depreciation)

in EUR

MaturityDate

Commitmentin EUR

CALL BRL/JPY 10/11/2021 13 BRL74,000.00 0.00

Options

CALL BRL/JPY 21/12/2021 11.58 JPY2,025,000,000.00

0.00

CALL EUR/NZD 16/02/2021 1.79 EUR21,600,000.00

51,559.20

CALL EUR/NZD 16/02/2021 1.79 EUR4,300,000.00 9,434.20CALL EUR/NZD 16/02/2021 1.79 EUR(11,200,000.

00)(25,592.00)

CALL EUR/NZD 16/02/2021 1.79 EUR(14,700,000.00)

(34,765.50)

CALL EURO STOXX BANKS (11/07/2024 90.87

EUR12,000,000.00

(824,508.00)

CALL EURO STOXX BANKS (S20/12/2024 93.3

EUR17,500,000.00

0.00


EUR17,500,000.00

0.00


8,999,998.00 897,254.80


8,999,975.00

EUR

EUR 456,136.73

CALL EURO STOXX BANKS (SX7E)19/03/2021

(345,000.00) (2,321,239.01)

CALL EURO STOXX 50 - OPTIO18/12/20 4500

2,640.00

EUR

EUR 2,640.00

NameQuantity Market valuein EUR

Currency

LFIS VISION

EUR 1,470,830,400.00 (2,045,548.37)

EUR 1,402,945,920.00 (2,338,759.31)

EUR 4,054,212,000.00 (1,649,731.74)

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

EUR

JPY USD 1,344,480,137.02 (1,961,918.40)

19



CALL EURO STOXX 50 - OPTION18/12/2020 3

(7,800.00)


(7,440.00)


(21,500.00)

CALL EURO STOXX 50 - 08/01/20273772.56

28,750,000.00

0.00

CALL EURO STOXX 50 - 17/12/20273606.89

36,000,000.00

(2,115,900.00)

CALL EURO STOXX 50 - 18/12/203200

400.00 1,259,200.00

CALL EURO STOXX 50 - 18/12/203250

400.00 1,070,400.00

CALL EURO STOXX 50 - 18/12/203600

800.00 156,800.00

CALL EURO STOXX 50 - 18/12/20204500

(10,000.00) 0.00

CALL EURO STOXX 50 - 20/01/20273799.03

35,000,000.00

0.00

CALL EURO STOXX 50 - 21/12/20293432.76

40,000,000.00

0.00

CALL EURO STOXX 50 - 22/10/20293600.08

8,750,000.00 (388,088.75)

CALL EURO STOXX 50 - 22/10/20293600.08

8,750,000.00 (683,130.00)

CALL EURO STOXX 50 DVP (17/12/2021 18.5

8,750.00 567,721.95

CALL EURO STOXX 50 DVP (SX517/12/21 124

(339.00) (339.00)


(400.00) (400.00)


(680.00) (680.00)


(400.00) (400.00)

CALL FVA CALL SX5E DEC118/12/2020 16.1

(4,000.00) 0.00

CALL FVA CALL SX5E DEC19/18/12/2020 16

(4,000.00) (132.89)

CALL ISHARES EURO STOXX518/12/2020 15.6

(8,400.00)

USD 4,100,187,651.90 (1,235,475.10)

0.00

CALL NIKKEI 225 09/12/2022 16.4151,700.00 1,443,421.22CALL S&P 500 INDEX - SPX18/12/2020 3300

(7,050.00)

CALL S&P 500 INDEX - SPX18/12/2020 3600

(21,500.00)

CALL USD / BRL 19/07/2022 18.5 USD20,000,000.00

(443,755.22)

CALL USD / RUB 15/07/2022 15 USD20,000,000.00

(263,601.40)

CALL USD / ZAR 19/05/2022 18 USD4,000,000.00 72,817.25CALL USD/ JPY 01/02/2025 6.7 USD15,200,000.0

0(69,887.98)

CALL USD/ JPY 16/11/2023 6.95 USD10,000,000.00

(48,436.72)

CALL USD/ JPY 20/10/2023 6.975 USD10,000,000.00

(50,326.03)

CALL USD/ JPY 21/10/2023 6.98 USD20,000,000.00

(97,592.38)

CALL USD/ JPY 22/05/2023 7.25 USD18,000,000.00

(89,322.86)

CALL USD/ JPY 23/02/2023 8.45 USD18,600,000.00

(243,205.65)

CALL USD/ JPY 27/03/2023 7.6 USD15,000,000.00

(105,885.30)

CALL USD/MXN 19/01/2022 7.95 USD15,600,000.00

170,019.39

CALL USD/MXN 21/12/2021 8.83 USD18,000,000.00

320,274.20

CALL USD/TRY 05/08/2022 21.95 USD1,775,000.00 (77,426.63)CALL USD/TRY 15/07/2022 19 USD2,500,000.00 (68,000.75)CALL USD/TRY 15/07/2022 19.5 USD2,500,000.00 (57,268.85)CALL USD/TRY 15/07/2022 20.5 USD5,500,000.00 (199,286.49)CALL USD/TRY 19/05/2022 23.75 USD4,000,000.00 (244,059.52)CALL USD/TRY 27/05/2022 20.1 USD2,000,000.00 327,762.92CALL USD/TRY 27/05/2022 20.25 USD2,000,000.00 (58,729.31)CALL USD/TRY 27/05/2022 20.25 USD2,000,000.00 (66,340.08)CALL USD/TRY 27/05/2022 23.8 USD2,000,000.00 (111,917.74)CALL USD/TRY 30/05/2022 20.1 USD2,000,000.00 321,539.88CALL USD/TRY 30/05/2022 23.8 USD2,000,000.00 (120,974.75)PUT EURO STOXX BANKS (S11/07/2024 90.87

EUR(12,000,000.00)

0.00

PUT EURO STOXX BANKS (SX21/06/2024 79.1

EUR(8,999,998.00)

(831,878.82)

EUR 57,158,841,225.00 (1,056,552.07)



(8,999,975.00)

PUT EURO STOXX BANKS (SX7E)19/03/2021 6

345,000.00 EUR

EUR 3,771,360,000.00 2,563,582.00

EUR 3,017,088,000.00 2,050,865.01

EUR 2,828,520,000.00 1,922,686.01

EUR 13,077,190,799.99 (8,904,540.00)

0.00

PUT EURO STOXX 50 - O 08/01/20273772.56

EUR(28,750,000.00)

(2,049,645.00)

PUT EURO STOXX 50 - O 20/01/20273799.03

EUR(35,000,000.00)

(2,908,675.00)

PUT EURO STOXX 50 - OPTION16/12/2022 25

20,000.00


16,000.00


15,000.00


(6,935.00)


(2,640.00) EUR (23,760.00)

3,507.61

4,042.09

101,019.14

68,880.98

0.00

1,489,901.60

392,831.38

2,609,863.09

2,414,692.75 1,103,234.29

1,308,738.98

891,645.71

702,682.43

(1,006,499.36) (792,680.46)

(974,279.64)

(4,244.13)

1,977,665.04

1,724,830.84

936,692.41

(577,501.95)

0.00

(313,169.99)

38,800.00 50,000.00 (5,870.95)

2,652.76

(450,760.00)

0.00

0.00

334,552.02

12,095.64

3,251,200.00 (1,283,200.00)

5,527,040.00 (1,816,280.00)

3,251,200.00 (1,268,400.00)


24,919.28


24,116.48


7,800.00

EUR

EUR

EUR


7,440.00


21,500.00

EUR

EUR

PUT EURO STOXX 50 - 15/12/20232500

25,000.00

PUT EURO STOXX 50 - 16/12/202214.5

4,000.00

EUR

EUR

PUT EURO STOXX 50 - 16/12/202215.96

31,200.00 EUR

PUT EURO STOXX 50 - 16/12/2022 1628,875.00 EUR PUT EURO STOXX 50 - 16/12/202216.5

14,000.00 EUR

PUT EURO STOXX 50 - 16/12/202216.9

16,000.00

PUT EURO STOXX 50 - 16/12/202217.15

11,550.00

PUT EURO STOXX 50 - 16/12/202217.55

10,000.00

EUR

EUR

EUR

PUT EURO STOXX 50 - 16/12/2022 20(20,000.00) EUR PUT EURO STOXX 50 - 16/12/202220.05

(18,350.00) EUR

PUT EURO STOXX 50 - 16/12/202220.1

(20,000.00)

PUT EURO STOXX 50 - 16/12/202220.5

(19,000.00)

EUR

EUR

PUT EURO STOXX 50 - 16/12/20222500

20,000.00 EUR

PUT EURO STOXX 50 - 16/12/20222500

20,000.00

PUT EURO STOXX 50 - 16/12/20222500

12,000.00

EUR

EUR

PUT EURO STOXX 50 - 17/12/202120.2

(8,750.00) EUR

PUT EURO STOXX 50 - 17/12/20273606.89

EUR(36,000,000.00)

PUT EURO STOXX 50 - 18/06/202121.25

(10,500.00) EUR

PUT EURO STOXX 50 - 18/12/20 3200400.00PUT EURO STOXX 50 - 18/12/20 3250400.00PUT EURO STOXX 50 - 18/12/202022.25

(17,500.00)

EUR EUR EUR

PUT EURO STOXX 50 - 18/12/20202500

10,000.00 EUR

PUT EURO STOXX 50 - 21/12/20293432.76

EUR(40,000,000.00)

PUT EURO STOXX 50 - 22/10/20293600.08

EUR(8,750,000.00)

PUT EURO STOXX 50 - 22/10/20293600.08

EUR(8,750,000.00)

PUT EURO STOXX 50 DVP (18/06/2021 20.05

EUR10,500.00

PUT EURO STOXX 50 DVP (S18/12/2020 20.4

EUR15,750.00

PUT EURO STOXX 50 DVP (SX5E17/12/21 115

EUR(400.00)


EUR(680.00)


EUR(400.00)

PUT EURO STOXX 50 DVP(18/12/2020 19.95

EUR17,500.00 4,642.33


Currency NameQuantity Market valuein EUR

Currency

LFIS VISION

20


PUT FV PUT SX5E DEC20 D16/12/2022 18.56

(15,000.00) EUR (951,302.69)

PUT FVA PUT SX5E DEC19/18/12/2020 22.5

4,000.00 EUR 1,061.10

PUT FVA PUT SX5E DEC19/D18/12/2020 22.4

4,000.00 EUR

EUR 3,771,360,000.00 (1,337,515.64)

EUR 2,592,810,000.00 (892,858.04)

EUR

EUR 3,017,088,000.00 (1,138,072.50)

EUR 3,771,360,000.00 (1,383,373.76)

EUR 3,771,360,000.00 (1,237,669.56)

EUR 4,714,200,000.00 (1,112,309.30)

EUR 3,771,360,000.00 (1,330,248.88)

1,341.93

PUT FVA PUT SX5E DEC20 D16/12/2022 17.6

(20,000.00)


(13,750.00)


(15,750.00) (12,568.59)

PUT FVA PUT SX5E DEC2016/12/2022 17.67

(16,000.00)


(20,000.00)


(20,000.00)


(25,000.00)

PUT FVA SX5E DEC20 DEC216/12/2022 17.64

(20,000.00)


(12,000.00) (728,056.14)

PUT FVA SX5E DEC20/DEC2216/12/2022 15.6

8,000.00

EUR

EUR 706,153.99

PUT FVA SX5EDEC20/DEC2216/12/2022 15.09

12,000.00 1,127,350.40

PUT FVA SX5EDEC20/DEC2216/12/2022 15.25

10,000.00

EUR

EUR 944,644.21


20,000.00 EUR 1,115,618.90


(20,000.00) EUR (977,581.20)

PUT ISHARES EURO STOXX50 U18/12/2020 22

8,400.00 EUR 2,228.31

PUT S&P 500 INDEX 20/12/2024 93.3 EUR(17,500,000.00)

(2,001,860.00)

PUT S&P 500 INDEX 20/12/2024 93.3 EUR(17,500,000.00)

(2,310,840.00)

PUT S&P 500 INDEX - SPX 16/12/202224

65,000.00 USD (3,336,751.75)

PUT S&P 500 INDEX - SPX 16/12/202224.1

(65,000.00) 3,342,185.62

PUT S&P 500 INDEX - SPX 18/12/20203300

7,050.00 40,676.89

PUT S&P 500 INDEX - SPX 18/12/20203600

21,500.00

USD

USD

USD 883,974.49

PUT USD / BRL 15/03/2021 4.5 USD15,800,000.00

11,795.18

PUT USD / BRL 19/07/2022 19 USD(20,000,000.00)

546,865.07

PUT USD / RUB 18/07/2022 15.5 USD(20,000,000.00)

351,713.76

PUT USD / ZAR 15/03/2021 15.8 USD12,900,000.00

405,990.89

PUT USD / ZAR 19/05/2022 17 USD(4,000,000.00)

(751,115.20)

PUT USD/CAD 03/02/2025 7 USD(15,200,000.00)

(191,925.10)

PUT USD/INR 16/03/2021 75 USD29,600,000.00

391,936.47

PUT USD/MXN 16/03/2021 21 USD16,400,000.00

657,891.99

PUT USD/TRY 05/08/2022 23.1 USD(1,775,000.00)

84,725.76

PUT USD/TRY 15/07/2022 23.75 USD(10,500,000.00)

659,800.62

PUT USD/TRY 19/05/2022 19.75 USD(4,000,000.00)

137,896.67

PUT USD/TRY 27/05/2022 20.75 USD(6,000,000.00)

219,023.57

PUT USD/TRY 30/05/2022 20.75 USD(6,000,000.00)

241,896.00

(20,292,753.78)

Total options (20,292,753.78)


1.820 18/03/30 48,900,000.00 (1,775,926.59)CADFloatingInterest rate swaps

18/03/301.572 35,800,000.00 2,007,025.66USDFloating18/03/301.565 35,800,000.00 1,988,491.65USDFloating

1.810 18/03/30 48,900,000.00 (1,748,402.29)CADFloating18/03/30 123,400,000.00 (808,467.80)CHFFloating Floating18/03/30 23,100,000.00 451,839.57EURFloating Floating

1.411 18/03/30 14,800,000.00 (653,491.78)USDFloating1.758 18/03/30 1,799,700,000.00 (9,583,265.44)NOKFloating1.139 18/03/30 116,700,000.00 (1,885,116.67)AUDFloating1.105 18/03/30 4,600,000.00 (61,259.10)NZDFloating0.757 18/03/30 168,500,000.00 710,060.96USDFloating

18/03/301.000 7,100,000.00 (69,847.99)CADFloating18/03/301.220 77,000,000.00 74,227.66NOKFloating

1.225 18/03/30 12,400,000.00 (258,223.83)AUDFloating18/03/301.254 90,000,000.00 111,198.64NOKFloating

Floating 18/03/30 14,500,000.00 (392,523.31)AUDFloating18/03/30Floating 103,600,000.00 183,846.18NOKFloating

1.478 18/03/30 16,800,000.00 (580,250.18)AUDFloating0.123 18/03/30 34,610,000.00 (1,287,036.33)EURFloating

18/03/30 42,500,000.00 710,091.88CHFFloating Floating0.103 18/03/30 40,125,000.00 (1,419,723.95)EURFloating

18/03/30 35,870,000.00 662,198.54CHFFloating Floating0.573 18/03/30 109,400,000.00 (240,396.62)SEKFloating

18/03/301.045 216,500,000.00 (98,404.00)NOKFloating18/03/300.974 333,500,000.00 (344,868.25)NOKFloating

0.396 18/03/30 319,100,000.00 (208,122.51)SEKFloating0.408 18/03/30 319,100,000.00 (240,248.95)SEKFloating

18/03/300.963 333,500,000.00 (374,604.43)NOKFloating18/03/30 37,300,000.00 (771,009.53)EURFloating Floating18/03/30 39,100,000.00 228,650.59CHFFloating Floating18/03/301.073 23,400,000.00 (134,712.50)CADFloating18/03/30 37,300,000.00 (853,841.04)EURFloating Floating18/03/30 39,100,000.00 312,239.95CHFFloating Floating18/03/30 14,200,000.00 (272,498.58)EURFloating Floating

0.446 18/03/30 243,000,000.00 (264,857.56)SEKFloating18/03/300.953 255,200,000.00 (307,339.86)NOKFloating

0.922 18/03/30 14,500,000.00 (56,130.91)NZDFloating18/03/300.708 8,700,000.00 (1,171,006.19)USDFloating18/03/301.056 47,100,000.00 (314,895.47)CADFloating

1.056 18/03/30 52,500,000.00 (611,388.43)AUDFloating18/03/30 38,000,000.00 (799,543.21)EURFloating Floating18/03/301.069 62,200,000.00 (370,335.62)CADFloating18/03/30 29,800,000.00 (673,885.14)EURFloating Floating18/03/30 31,300,000.00 172,331.15CHFFloating Floating18/03/301.021 74,100,000.00 315,933.79CADFloating18/03/30 45,500,000.00 (805,786.11)EURFloating Floating18/03/300.925 477,900,000.00 (297,004.42)NOKFloating

0.375 18/03/30 328,600,000.00 (153,906.36)SEKFloating18/03/30 11,000,000.00 (192,769.81)EURFloating Floating18/03/300.755 235,500,000.00 (660,626.53)NOKFloating

0.782 18/03/30 39,200,000.00 131,532.64NZDFloating18/03/300.604 17,400,000.00 (270,216.13)USDFloating

0.673 18/03/30 29,500,000.00 264,962.76NZDFloating18/03/30 20,300,000.00 (200,785.81)EURFloating Floating

0.005 18/03/30 148,000,000.00 (389,155.12)AUDFloating0.970 18/03/30 35,000,000.00 37,186.03NOKFloating0.004 18/03/30 203,500,000.00 (166,575.99)SEKFloating

18/03/300.329 538,000,000.00 18,213.22SEKFloating18/03/30 211,400,000.00 (1,513,906.37)EURFloating Floating18/03/30 47,600,000.00 34,130.95CHFFloating Floating18/03/300.838 358,700,000.00 (69,904.80)AUDFloating

0.990 18/03/30 117,600,000.00 1,223,112.26CADFloating0.603 18/03/30 5,800,000.00 90,501.00USDFloating

18/03/300.811 162,600,000.00 (358,353.75)AUDFloating18/03/300.690 185,000,000.00 (1,499,292.21)NZDFloating18/03/30 156,200,000.00 1,967,478.46EURFloating Floating18/03/300.977 153,000,000.00 (1,703,248.67)CADFloating

0.580 18/03/30 85,500,000.00 1,479,549.01USDFloating0.925 18/03/30 269,800,000.00 0.00NOKFloating

To pay (%)

To receive (%)

NotionalMaturityDate

Unrealisedappreciation /(depreciation)

in EUR

Currency




Currency

LFIS VISION

21



0.329 18/03/30 260,600,000.00 0.00SEKFloating1.021 18/03/30 110,600,000.00 0.00CADFloating

18/03/300.811 53,100,000.00 0.00AUDFloating0.668 18/03/30 44,800,000.00 415,102.81NZDFloating

18/03/300.013 118,400,000.00 201,472.37NOKFloating0.000 18/03/30 70,000,000.00 (1,809,646.49)EURFloating

18/03/300.002 73,600,000.00 705,754.29CHFFloating18/03/300.708 140,000,000.00 0.00USDFloating18/03/30 312,200,000.00 0.00EURFloating Floating18/03/30 358,900,000.00 939,595.22CHFFloating Floating

0.830 18/03/30 26,300,000.00 (30,191.87)USDFloating18/03/30 22,200,000.00 (18,252.94)CHFFloating Floating25/11/21 1,000,000.00 (3,578.56)EURFloating Floating

(23,338,098.76)

To pay (%)

To receive (%)



in EUR

Currency

Total interest rate swaps (23,338,098.76)


20/06/21AIR FRANCE-KLM3.875% 14-18/06/2021

1,400,000.00 (5,244.27)EURSell 5.000Credit default swaps

20/06/21AIR FRANCE-KLM3.875% 14-18/06/2021

2,000,000.00 (7,491.81)EURSell 5.000

20/03/23ALGECO GLOBAL6.5% 18-20/03/2023

1,300,000.00 (121,978.52)EURSell 5.000

20/03/23ALGECO GLOBAL6.5% 18-20/03/2023

1,500,000.00 (140,744.45)EURSell 5.000

20/03/23ALGECO GLOBAL6.5% 18-20/03/2023

1,500,000.00 (140,744.45)EURSell 5.000

20/03/23ALGECO GLOBAL6.5% 18-20/03/2023

1,500,000.00 (140,744.45)EURSell 5.000

20/03/23ALGECO GLOBAL6.5% 18-20/03/2023

1,500,000.00 (140,744.45)EURSell 5.000

20/03/23ALGECO GLOBAL6.5% 18-20/03/2023

1,500,000.00 (140,744.45)EURSell 5.000

20/03/23ALGECO GLOBAL6.5% 18-20/03/2023

1,500,000.00 (140,744.45)EURSell 5.000

20/06/23ATLANTIA SPA1.625% 17-03/02/2025

2,000,000.00 38,337.48EURSell 1.000

20/06/23ATLANTIA SPA1.625% 17-03/02/2025

2,000,000.00 (38,337.48)EURBuy 1.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

6,000,000.00 99,727.45EURBuy 5.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

4,100,000.00 68,147.09EURBuy 5.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

3,100,000.00 51,525.85EURBuy 5.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

3,850,000.00 50,219.65EURSell 1.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

2,500,000.00 41,553.10EURBuy 5.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

3,100,000.00 40,436.60EURSell 1.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

2,500,000.00 32,610.16EURSell 1.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

300,000.00 3,913.22EURSell 1.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

6,000,000.00 (99,727.45)EURSell 5.000

20/06/23CDX IG CDSI S305Y V1 20/06/2023

110,000,000.00 1,446,406.89USDBuy 1.000

20/06/23CDX IG CDSI S305Y V1 20/06/2023

110,000,000.00 (1,446,406.89)USDSell 1.000

Sell /Buy

Underlying NotionalMaturityDate


in EUR

CurrencyInterestrate

(%)

20/06/25CDX IG CDSI S345Y CORP20/06/2025

250,000,000.00 3,813,493.91USDBuy 1.000


100,000,000.00 1,525,397.56USDBuy 1.000


100,000,000.00 1,525,397.56USDBuy 1.000


50,000,000.00 762,698.78USDBuy 1.000


25,000,000.00 381,349.39USDBuy 1.000

20/03/22DEUTSCHE BANKAG 5% 10-24/06/2020

5,000,000.00 (57,185.69)EURSell 1.000

20/03/22FREEPORT-MCC&G 3.55% 12-01/03/2022

2,000,000.00 (17,974.82)USDSell 1.000

20/09/22HEMA BONDCO I17-15/07/2022 FRN

1,500,000.00 0.00EURSell 5.000

20/09/22HEMA BONDCO I17-15/07/2022 FRN

1,500,000.00 0.00EURSell 5.000

20/09/22HEMA BONDCO I17-15/07/2022 FRN

8,000,000.00 0.00EURBuy 5.000

20/09/22HEMA BONDCO I17-15/07/2022 FRN

1,500,000.00 0.00EURSell 5.000

20/09/22HEMA BONDCO I17-15/07/2022 FRN

1,000,000.00 0.00EURSell 5.000

20/09/22HEMA BONDCO I17-15/07/2022 FRN

1,000,000.00 0.00EURSell 5.000

20/09/22HEMA BONDCO I17-15/07/2022 FRN

1,500,000.00 0.00EURSell 5.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

125,000,000.00 4,550,555.45EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,820,222.18EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,820,222.18EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,820,222.18EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,820,222.18EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,820,222.18EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

45,000,000.00 1,638,199.96EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

25,000,000.00 910,111.09EURBuy 1.000

20/06/25ITRX EUR CDSIS33 5Y CORP20/06/2025

22,500,000.00 (565,556.46)EURSell 1.000


47,000,000.00 (1,181,384.61)EURSell 1.000


90,000,000.00 (2,262,225.85)EURSell 1.000


90,000,000.00 (2,262,225.85)EURSell 1.000


220,500,000.00 (5,542,453.33)EURSell 1.000


50,000,000.00 (678,391.04)EURSell 1.000


100,000,000.00 (1,356,782.08)EURSell 1.000


185,000,000.00 5,176,890.39EURBuy 1.000


92,000,000.00 2,574,453.60EURBuy 1.000

20/12/20ITRX XOVER CDSIS24 5Y 20/12/2020

1,500,000.00 0.00EURBuy 5.000


1,100,000.00 (11,507.19)EURSell 5.000


3,000,000.00 (31,383.24)EURSell 5.000

Sell /Buy



in EUR


(%)

LFIS VISION

22



20/12/21ITRX XOVER CDSIS26 5Y V120/12/2021

4,000,000.00 (179,590.79)EURSell 5.000


15,000,000.00 (519,583.49)EURSell 5.000


20,000,000.00 (692,777.98)EURSell 5.000


8,000,000.00 (359,181.58)EURSell 5.000

20/06/22ITRX XOVER CDSIS27 5Y CORP20/06/2022

5,000,000.00 (296,283.45)EURSell 5.000


3,000,000.00 (207,622.89)EURSell 5.000


10,000,000.00 (490,695.33)EURBuy 5.000


15,000,000.00 (736,042.99)EURBuy 5.000

20/06/23LAGARDERE SCA2.75% 16-13/04/2023

3,000,000.00 80,510.30EURSell 1.000

20/12/20NATL GRID GAS6.375% 08-03/03/2020

3,000,000.00 (7,359.50)EURSell 1.000

20/12/20NORBORDDELAWARE 07-15/02/2017

10,000,000.00 (104,040.26)USDSell 5.000

20/03/23POLYONE CORP5.25% 13-15/03/2023

2,000,000.00 (194,273.18)USDSell 5.000

20/12/20SUPERVALU 6.75%13-01/06/2021

2,000,000.00 (20,341.71)USDSell 5.000

20/09/22SYNLAB UNSECBON 8.25% 15-01/07/2023

2,000,000.00 (189,636.21)EURSell 5.000

20/03/22TELECOM ITALIA3.625% 16-19/01/2024

17,500,000.00 54,145.12EURBuy 1.000

20/03/22TELECOM ITALIA3.625% 16-19/01/2024

2,000,000.00 (6,188.01)EURSell 1.000

20/03/22TELECOM ITALIA3.625% 16-19/01/2024

7,500,000.00 (23,205.05)EURSell 1.000

20/03/22TELECOM ITALIA5.375% 04-29/01/2019

3,500,000.00 (10,829.02)EURSell 1.000

20/03/22TELECOM ITALIA5.375% 04-29/01/2019

4,500,000.00 (13,923.03)EURSell 1.000

20/03/21TEVA PHARM FIN3.65% 11-10/11/2021

500,000.00 (504.86)USDSell 1.000

20/03/21TEVA PHARM FIN3.65% 11-10/11/2021

1,500,000.00 (1,514.58)USDSell 1.000

20/03/21TEVA PHARM FIN3.65% 11-10/11/2021

3,750,000.00 (3,786.44)USDSell 1.000

20/03/23THYSSENKRUPPAG 4% 13-20/12/2022

5,000,000.00 101,246.37EURSell 1.000

20/06/21VALEO 3.75% 05-24/06/2013

2,500,000.00 (11,874.94)EURSell 1.000

13,468,459.30

Sell /Buy



in EUR


(%)

Total credit default swaps 13,468,459.30


TOTAL RETURN EQUITYSWAP 10432

USD 1,775,386.08390,000,000.0029/01/21

Total return swaps

Name Currency Unrealisedappreciation /(depreciation)

in EUR



USD (3,061,225.38)240,000.0017/05/22


in EUR



USD 526,984.76500,000.0017/12/21


USD 1,295,983.08750,000.0017/12/21


USD (10,599.23)388,150.0017/12/21


USD 360,115.7228,666,667.0023/01/22


USD 255,946.7530,857,143.0028/01/22


USD 235,318.1521,633,333.0003/02/22


USD 153,725.22213,600.0021/01/22


USD 253,302.43267,750.0017/12/21


USD 125,406.9611,184,109.0007/02/22


USD 217,187.3719,642,857.0031/01/22


EUR 36,100.00190,000.0017/12/21


USD 115,079.147,257,602.0014/02/22


USD (1,630,728.02)6,218,599.1618/12/20


GBP (276,216.10)2,250.0021/12/29


USD (1,678,689.58)4,623,089.9917/12/21


USD (1,137,164.33)3,840,812.1415/12/23


USD (924,281.00)2,753,122.7716/12/22


EUR 502,034.2030,000,000.0022/02/21


EUR 581,826.4635,000,000.0024/02/21


EUR 533,661.2732,000,000.0022/02/21


USD (2,447,690.94)128,142.0016/12/22


USD 400,992.3023,333,330.0021/01/22


EUR (387,600.00)285,000.0017/12/21


EUR 360,000.0040,000.0019/12/25


USD 197,485.016,750.0015/01/21


USD 533,992.6920,250.0015/01/21


USD 155,054.8513,500.0015/01/21


USD 21,412.626,750.0015/01/21


USD 270,815.4613,500.0015/01/21


USD 149,275.1320,250.0015/01/21


USD 161,566.836,750.0015/01/21


USD 146,007.046,750.0015/01/21


USD 171,457.656,750.0015/01/21


USD 86,617.156,750.0015/01/21


USD 96,097.286,750.0015/01/21


USD 149,864.296,750.0015/01/21


USD 166,192.7020,250.0015/01/21


USD 104,754.236,750.0015/01/21


USD 232,152.9920,250.0015/01/21


USD 119,714.546,750.0015/01/21


USD 246,456.5813,500.0015/01/21


USD 152,299.4113,500.0015/01/21

LFIS VISION

23




USD 82,675.156,750.0015/01/21


in EUR



USD 70,984.797,000.0015/01/21


USD 121,352.876,750.0015/01/21


USD 185,412.936,750.0015/01/21


USD 84,012.426,750.0015/01/21


USD (4,105.83)6,750.0015/01/21


USD 36,879.256,750.0015/01/21


EUR (1,795,126.44)200,000.0018/12/20


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD (3,154,131.80)250,000.0015/01/21


USD 950,133.75270,000.0017/12/21


EUR (70,394.07)75,000.0018/12/20


EUR (476,766.16)150,000.0018/12/20


USD (305,152.99)500,000.0018/06/21


EUR 358,000.00200,000.0018/12/20


EUR 157,850.00205,000.0018/12/20


USD 72,506.06300,000.0017/01/21


EUR 13,500.0075,000.0018/06/21


USD (1,520,506.80)292,000,000.0009/04/21


USD 382,170.85124,982.0015/01/21


EUR 54,861.18350,000.0018/12/20


EUR 10,330,713.00202,563.0016/12/22


USD (3,820,638.31)45,850,000.0017/09/21


USD 3,976,367.8845,850,000.0017/09/21


EUR 6,491,268.7554,375,000.0017/09/21



EUR (4,906,028.82)54,375,000.0017/09/21


in EUR



EUR (1,173,401.89)2,880,920.6817/12/21


USD 137,507.1335,000,000.0029/10/21


USD 141,495.3735,000,000.0029/10/21


USD 105,640.2635,000,000.0029/10/21


USD 102,449.3835,000,000.0029/10/21


USD 45,175.6157,000,000.0009/11/21


USD (3,412.75)29,000,000.0009/11/21


USD (2,999.09)29,000,000.0009/11/21


DKK 19,458.681.0031/10/25


EUR (529,652.77)575,000.0017/12/21


EUR 3,123.6266,000.0025/02/21


EUR 7,721.7074,953.0025/02/21


EUR 423.728,953.0025/02/21


EUR 191,794.0687,500.0018/12/20


EUR 411,429.81175,000.0018/12/20


EUR 214,879.84100,000.0018/12/20


EUR 206,352.2690,000.0018/12/20


USD (4,056,594.01)447,912.0018/12/20


USD (591,395.75)86,758.0018/12/20


EUR 420,352.27200,000.0018/12/20


USD (2,523,640.95)366,162.6231/08/21


USD 0.0083,333.3318/12/20


USD (3,933,969.07)488,605.5004/10/21


EUR 0.001.0017/10/25


JPY 0.001.0031/10/25


EUR (973,284.09)1.0030/09/21


CAD 0.001.0031/10/25


EUR 160,052.25100,000.0018/12/20


USD (215,351.34)190,000.0018/12/20


EUR 237,500.00190,000.0018/12/20


USD (2,002,739.68)215,200.0015/01/21


EUR 4,821,553.318,300.0028/12/20


EUR 2,497,500.0067,500.0019/12/25


EUR 2,052,000.0057,000.0019/12/25


EUR 2,320,000.0080,000.0020/12/24


EUR 1,015,000.0035,000.0020/12/24


EUR 6,000.00150,000.0018/12/20


EUR 469,162.67250,000.0018/12/20


USD 66,569.87112,500.0018/12/20


USD 104,720.93325,000.0018/12/20


EUR 697,500.0022,500.0020/12/24


EUR 720,000.0022,500.0020/12/24

LFIS VISION

24




EUR 378,000.00200,000.0018/12/20


in EUR



EUR 2,100,000.0060,000.0019/12/25


EUR (1,506,459.15)3,016,831.9118/12/20


EUR (1,240,963.82)2,790,677.3117/12/21


EUR (727,766.72)2,203,551.6916/12/22


EUR (334,994.28)865,159.0815/12/23


USD (4,102,686.50)492,360.0525/01/22


EUR 1,800,000.0045,000.0019/12/25


EUR 197,257.50200,000.0018/12/20


EUR 92,641.11257,510.0018/12/20


EUR 546,000.0014,000.0019/12/25


EUR (162,954.71)400,000.0018/12/20


EUR 1,036,000.0028,000.0019/12/25


EUR 40,800.00120,000.0018/12/20


EUR 44,008.94120,000.0018/12/20


EUR 720,000.0030,000.0019/12/25


EUR 336,000.00300,000.0018/06/21


USD (1.29)1.0031/10/72


EUR (29,606.35)75,000.0018/06/21


EUR 176,514.38200,000.0018/12/20


USD 639,472.61106,565.0018/12/20


USD (267,345.33)320,000.0018/12/20


EUR (359,705.35)200,000.0018/06/21


EUR 45,676.49125,000.0018/06/21


EUR 99,195.19100,000.0018/06/21


EUR (715,919.07)1,563,635.3817/12/21


EUR (364,056.78)1,011,012.5415/12/23


EUR (437,944.42)1,360,974.4316/12/22


EUR (2,075,853.55)4,999,888.2418/12/20


GBP 0.001.0030/09/21


USD (1,947,744.16)1.0030/09/21


CHF 0.001.0030/09/21


SEK 0.001.0030/09/21


CZK 0.001.0030/09/21


CHF 0.001.0031/10/25


USD 0.001.0031/10/25


HKD 0.001.0031/10/25


GBP 0.001.0031/10/25


SEK 0.001.0031/10/25


JPY (899,836.42)1.0030/09/21


EUR (17,798.45)1.0031/10/25


GBP 114,178.071.0031/10/25


CHF (97,805.75)1.0031/10/25



NOK 10,669.541.0031/10/25


in EUR



SEK 56,653.821.0031/10/25


CAD 0.001.0031/10/25


JPY (17,027.88)1.0031/10/25


AUD (659,069.21)1.0030/04/30


EUR (344,380.00)134,000.0018/06/21


EUR (171,520.00)134,000.0018/06/21


EUR (170,180.00)134,000.0018/06/21


EUR (339,216.03)844,371.3917/12/21


EUR (555,691.24)2,367,756.0316/12/22


EUR (428,629.35)2,039,528.2115/12/23


EUR (813,262.18)500,000.0018/06/21


EUR (605,778.19)2,043,234.4820/12/24


EUR (120,226.89)300,000.0018/12/20


EUR 1,575,000.0075,000.0019/12/25


GBP (17,412.19)8,000.0015/12/23


EUR (326,700.00)270,000.0018/06/21


GBP (74,661.09)4,725.0020/12/24


EUR 466,660.9611,916.0018/12/20


EUR 770,906.3121,816.0017/12/21


EUR 449,519.1719,692.0016/12/22


EUR 248,002.5614,220.0015/12/23


EUR 50,947.92180,000.0017/12/21


EUR 234,548.43200,000.0017/12/21


USD 0.009,000.0015/01/21


USD 0.0021,600.0015/01/21


USD 0.0018,000.0015/01/21


USD 0.0036,000.0015/01/21


USD 0.0036,000.0015/01/21


USD 0.009,000.0015/01/21


USD 0.007,200.0015/01/21


USD 0.0036,000.0015/01/21


USD 0.0036,000.0015/01/21


USD 0.009,000.0015/01/21


USD 0.0018,000.0015/01/21


USD 0.0036,000.0015/01/21


USD 0.0010,800.0015/01/21


USD 0.0036,000.0015/01/21


USD 0.0018,000.0015/01/21


USD 0.0027,000.0015/01/21


EUR (1,873,887.18)4,867,862.0018/12/20


USD (1,857,518.89)146,100.0005/09/22


EUR 315,028.81754,000.0018/12/20

LFIS VISION

25




EUR 545,303.27250,000.0018/12/20


in EUR



EUR (832,691.04)1,737,122.3118/12/20


USD 1,058,504.88275,000.0017/01/21


USD 440,540.56240,000.0015/01/21


USD 5,482.23175,000.0017/12/21


GBP (656,642.06)23,000.0015/12/23


GBP (44,600.41)6,000.0015/12/23


EUR (289,051.56)1.0031/10/25


JPY 242.331.0030/09/21


GBP 4,838.781.0030/09/21


USD 17,779.341.0030/09/21


CAD 0.001.0031/10/25


CHF 0.001.0030/09/21


SEK (9,917.76)1.0030/09/21


SGD 0.001.0031/10/25


EUR 44,125.29185,000.0017/12/21


EUR 49,480.25111,000.0017/12/21


EUR (179,100.23)92,500.0018/12/20


USD 0.001.0031/10/25


EUR (3,447,174.34)185,000.0018/12/20


GBP (124,669.85)12,000.0016/12/22


AUD 0.001.0028/06/21


EUR 363,370.86301,750.0018/12/20

(6,354,269.30)

Total total return swaps (6,354,269.30)


CORRELATION SWAP 10828 USD (6,064.83)08/02/21 38,000.00

Variance swaps

Name MaturityDate


in EUR

Notional

CORRELATION SWAP 11249 USD (2,019,084.70)16/12/22 111,500.00CORRELATION SWAP 11273 USD 31,324.3024/02/21 38,000.00VARIANCE SWAP 10000 USD 0.0018/12/20 17,450.70VARIANCE SWAP 10001 USD 0.0018/12/20 3,966.10VARIANCE SWAP 10002 EUR 0.0018/12/20 12,780.00VARIANCE SWAP 10003 USD 0.0018/12/20 7,138.90VARIANCE SWAP 10004 USD 0.0018/12/20 8,725.30VARIANCE SWAP 10005 USD 0.0018/12/20 5,949.10VARIANCE SWAP 10006 EUR 0.0018/12/20 11,005.00VARIANCE SWAP 10007 USD 0.0018/12/20 17,847.30VARIANCE SWAP 10008 EUR 0.0018/12/20 6,390.00VARIANCE SWAP 10009 USD 0.0018/12/20 3,966.10VARIANCE SWAP 10010 EUR 0.0018/12/20 13,490.00VARIANCE SWAP 10011 EUR 0.0018/12/20 13,490.00VARIANCE SWAP 10012 EUR 0.0018/12/20 5,325.00VARIANCE SWAP 10013 USD 0.0018/12/20 19,830.30VARIANCE SWAP 10014 CHF 0.0018/12/20 10,399.70VARIANCE SWAP 10017 USD 20,792.3015/01/21 1,758.00VARIANCE SWAP 10018 USD 52,919.8915/01/21 3,352.00VARIANCE SWAP 10019 USD 27,710.3915/01/21 1,850.00VARIANCE SWAP 10020 USD 3,154.6915/01/21 1,388.00VARIANCE SWAP 10021 USD 75,732.0615/01/21 11,100.00

VARIANCE SWAP 10022 USD 119,830.0615/01/21 5,273.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10023 USD 910.2715/01/21 1,388.00VARIANCE SWAP 10024 USD 204,278.0215/01/21 11,100.00VARIANCE SWAP 10025 USD 279,078.2715/01/21 11,100.00VARIANCE SWAP 10026 USD 26,712.8415/01/21 1,388.00VARIANCE SWAP 10027 USD 14,970.4815/01/21 1,587.00VARIANCE SWAP 10028 USD 54,788.6315/01/21 11,100.00VARIANCE SWAP 10029 USD (2,631.31)15/01/21 11,100.00VARIANCE SWAP 10030 USD 26,302.9215/01/21 2,527.00VARIANCE SWAP 10031 USD 3,619.5015/01/21 1,388.00VARIANCE SWAP 10032 USD 130,070.3615/01/21 7,400.00VARIANCE SWAP 10033 USD 28,601.1415/01/21 3,238.00VARIANCE SWAP 10034 USD 15,712.0215/01/21 1,388.00VARIANCE SWAP 10035 USD 29,871.6915/01/21 7,400.00VARIANCE SWAP 10036 USD 60,053.8915/01/21 2,775.00VARIANCE SWAP 10037 USD 64,657.1315/01/21 5,550.00VARIANCE SWAP 10038 USD (3,435,491.52)15/01/21 157,250.00VARIANCE SWAP 10039 USD 211,944.7817/12/21 40,262.00VARIANCE SWAP 10040 USD 203,830.5917/12/21 19,311.00VARIANCE SWAP 10041 USD 295,181.3417/12/21 40,262.00VARIANCE SWAP 10042 USD 316,921.3217/12/21 28,987.00VARIANCE SWAP 10043 USD 276,630.3917/12/21 40,262.00VARIANCE SWAP 10044 EUR 325,849.9317/12/21 36,630.00VARIANCE SWAP 10045 USD 137,845.3817/12/21 19,311.00VARIANCE SWAP 10046 USD 69,215.3517/12/21 9,676.00VARIANCE SWAP 10047 USD 8,682.6617/12/21 4,838.00VARIANCE SWAP 10048 EUR 28,288.7817/12/21 3,663.00VARIANCE SWAP 10049 EUR 116,731.1417/12/21 21,978.00VARIANCE SWAP 10050 USD 75,270.1117/12/21 19,311.00VARIANCE SWAP 10051 USD 199,830.2317/12/21 24,149.00VARIANCE SWAP 10052 USD 70,868.5417/12/21 9,676.00VARIANCE SWAP 10053 EUR (1,050,755.19)17/12/21 105,861.00VARIANCE SWAP 10054 USD 77,812.0317/12/21 9,676.00VARIANCE SWAP 10055 USD 55,522.1817/12/21 4,838.00VARIANCE SWAP 10056 USD 2,052.9915/01/21 1,388.00VARIANCE SWAP 10057 EUR 89,906.9117/12/21 7,326.00VARIANCE SWAP 10058 EUR 76,281.4317/12/21 7,326.00VARIANCE SWAP 10059 EUR 25,323.6417/12/21 7,326.00VARIANCE SWAP 10060 USD 150,329.2515/01/21 11,100.00VARIANCE SWAP 10061 EUR 3,254.9817/12/21 3,663.00VARIANCE SWAP 10062 USD (3,237,538.61)17/12/21 230,010.00VARIANCE SWAP 10063 USD 41,270.0015/01/21 6,223.00VARIANCE SWAP 10064 EUR 214,666.3717/12/21 14,652.00VARIANCE SWAP 10065 USD 171,160.0315/01/21 11,100.00VARIANCE SWAP 10066 EUR 31,715.2517/12/21 7,326.00VARIANCE SWAP 10067 USD 25,489.9915/01/21 1,388.00VARIANCE SWAP 10068 EUR 52,981.5217/12/21 14,652.00VARIANCE SWAP 10069 USD 73,915.2815/01/21 11,100.00VARIANCE SWAP 10070 USD 46,845.3815/01/21 3,541.00VARIANCE SWAP 10071 USD 249,331.8015/01/21 7,400.00VARIANCE SWAP 10072 USD 96,881.8515/01/21 11,100.00VARIANCE SWAP 10073 USD 38,663.2815/01/21 7,400.00VARIANCE SWAP 10074 USD 1,270.5715/01/21 2,956.00VARIANCE SWAP 10075 USD 63,234.9715/01/21 2,383.00VARIANCE SWAP 10076 USD 29,375.2215/01/21 2,775.00VARIANCE SWAP 10081 USD (1,028,539.88)15/01/21 157,250.00VARIANCE SWAP 10082 USD 0.0015/01/21 5,550.03VARIANCE SWAP 10083 USD 0.0015/01/21 7,400.04VARIANCE SWAP 10084 USD 0.0015/01/21 1,387.51VARIANCE SWAP 10085 USD 0.0015/01/21 3,237.52VARIANCE SWAP 10086 USD 0.0015/01/21 1,758.43VARIANCE SWAP 10087 USD 0.0015/01/21 3,351.29VARIANCE SWAP 10088 USD 0.0015/01/21 1,850.01VARIANCE SWAP 10089 USD 0.0015/01/21 2,526.19VARIANCE SWAP 10090 USD 0.0015/01/21 1,387.51VARIANCE SWAP 10091 USD 0.0015/01/21 2,382.81VARIANCE SWAP 10092 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10093 USD 0.0015/01/21 5,272.53VARIANCE SWAP 10094 USD 0.0015/01/21 1,387.51VARIANCE SWAP 10095 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10096 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10097 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10098 USD 0.0015/01/21 11,100.06

LFIS VISION

26




VARIANCE SWAP 10099 USD 0.0015/01/21 1,387.51

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10100 USD 0.0015/01/21 1,586.38VARIANCE SWAP 10101 USD 0.0017/12/21 212,736.50VARIANCE SWAP 10102 EUR (2,437,273.68)17/12/21 33,750.00VARIANCE SWAP 10103 GBP 0.0017/12/21 25,464.50VARIANCE SWAP 10105 EUR 0.0017/12/21 37,170.00VARIANCE SWAP 10106 USD 0.0017/12/21 50,055.65VARIANCE SWAP 10107 EUR 0.0017/12/21 30,015.00VARIANCE SWAP 10108 USD 0.0017/12/21 50,055.65VARIANCE SWAP 10109 USD 0.0017/12/21 33,487.22VARIANCE SWAP 10110 CHF 0.0017/12/21 32,480.25VARIANCE SWAP 10111 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10112 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10113 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10114 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10115 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10116 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10117 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10118 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10119 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10120 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10121 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10122 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10123 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10124 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10125 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10126 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10127 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10128 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10129 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10130 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10131 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10132 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10133 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10134 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10137 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10138 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10139 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10140 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10142 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10143 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10144 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10145 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10146 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10147 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10148 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10149 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10150 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10151 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10152 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10153 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10154 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10155 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10156 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10157 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10158 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10159 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10160 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10161 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10162 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10163 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10164 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10165 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10166 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10167 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10168 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10169 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10170 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10171 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10172 USD (292,511.23)15/01/21 6,212.12VARIANCE SWAP 10173 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10174 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10175 USD 0.0015/01/21 6,212.12


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10178 USD 0.0015/01/21 2,775.01VARIANCE SWAP 10179 USD 0.0015/01/21 2,775.01VARIANCE SWAP 10180 USD 0.0015/01/21 2,955.39VARIANCE SWAP 10181 USD (1,381,615.49)17/12/21 270,000.00VARIANCE SWAP 10182 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10183 USD (762,813.77)17/12/21 270,000.00VARIANCE SWAP 10184 USD 0.0021/01/22 250,000.00VARIANCE SWAP 10185 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10186 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10187 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10188 USD 0.0015/01/21 6,212.12VARIANCE SWAP 10189 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10192 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10193 USD 0.0015/01/21 6,224.36VARIANCE SWAP 10194 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10195 USD 0.0015/01/21 1,387.51VARIANCE SWAP 10196 EUR 0.0017/12/21 157,500.00VARIANCE SWAP 10197 USD 0.0017/12/21 19,421.59VARIANCE SWAP 10198 USD 0.0017/12/21 33,787.56VARIANCE SWAP 10200 USD 0.0017/12/21 10,261.41VARIANCE SWAP 10201 CAD 0.0017/12/21 12,782.60VARIANCE SWAP 10202 EUR 0.0017/12/21 41,805.00VARIANCE SWAP 10203 USD 0.0017/12/21 31,685.22VARIANCE SWAP 10205 USD 0.0017/12/21 11,662.97VARIANCE SWAP 10206 USD 1,084,390.6021/01/22 13,888.89VARIANCE SWAP 10207 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10208 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10209 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10210 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10211 USD 0.0015/01/21 7,400.04VARIANCE SWAP 10212 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10213 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10214 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10215 USD 0.0015/01/21 3,541.84VARIANCE SWAP 10216 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10218 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10219 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10220 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10221 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10222 USD 0.0015/01/21 1,387.51VARIANCE SWAP 10223 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10224 USD 0.0021/01/22 13,888.89VARIANCE SWAP 10225 USD 0.0015/01/21 7,400.04VARIANCE SWAP 10226 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10227 USD 0.0015/01/21 11,100.06VARIANCE SWAP 10232 EUR (63,349.42)17/12/21 7,928.57VARIANCE SWAP 10233 EUR 0.0017/12/21 3,964.29VARIANCE SWAP 10234 EUR 0.0017/12/21 7,928.57VARIANCE SWAP 10235 USD (571,386.06)17/12/21 124,523.13VARIANCE SWAP 10236 USD (954,454.73)17/12/21 63,750.00VARIANCE SWAP 10237 EUR 77,636.7917/12/21 9,006.00VARIANCE SWAP 10238 EUR 27,252.9517/12/21 13,509.00VARIANCE SWAP 10239 GBP 3,184.9617/12/21 3,827.00VARIANCE SWAP 10240 CHF 49,198.1917/12/21 9,728.00VARIANCE SWAP 10241 EUR 1,647.9717/12/21 4,503.00VARIANCE SWAP 10242 EUR (990,951.95)17/12/21 95,686.00VARIANCE SWAP 10243 CHF 58,572.7217/12/21 4,864.00VARIANCE SWAP 10244 CHF 32,933.1817/12/21 4,864.00VARIANCE SWAP 10245 EUR 21,749.0717/12/21 13,509.00VARIANCE SWAP 10246 USD 124,342.3817/12/21 15,000.00VARIANCE SWAP 10247 EUR 53,810.7317/12/21 4,503.00VARIANCE SWAP 10248 USD 40,487.1517/12/21 5,000.00VARIANCE SWAP 10249 USD 29,744.0517/12/21 5,000.00VARIANCE SWAP 10250 EUR 0.0017/12/21 1,982.14VARIANCE SWAP 10251 USD 27,416.4117/12/21 5,000.00VARIANCE SWAP 10252 USD 95,726.0417/12/21 15,000.00VARIANCE SWAP 10253 EUR 0.0017/12/21 3,964.29VARIANCE SWAP 10254 EUR 0.0017/12/21 3,964.29VARIANCE SWAP 10255 EUR 0.0017/12/21 3,964.29VARIANCE SWAP 10256 EUR 58,568.9617/12/21 13,509.00VARIANCE SWAP 10257 USD 0.0017/12/21 21,800.40VARIANCE SWAP 10258 USD 0.0017/12/21 10,456.20

LFIS VISION

27





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10261 USD 0.0017/12/21 5,239.20VARIANCE SWAP 10262 EUR 0.0017/12/21 57,283.93VARIANCE SWAP 10263 USD 0.0017/12/21 5,239.20VARIANCE SWAP 10264 USD 38,110.2817/12/21 5,000.00VARIANCE SWAP 10265 CHF 94,697.1617/12/21 9,728.00VARIANCE SWAP 10266 USD 77,910.6717/12/21 10,000.00VARIANCE SWAP 10267 USD 52,616.8717/12/21 5,000.00VARIANCE SWAP 10268 USD 28,191.2317/12/21 5,000.00VARIANCE SWAP 10269 EUR 67,897.5117/12/21 13,509.00VARIANCE SWAP 10270 EUR 16,407.4917/12/21 4,503.00VARIANCE SWAP 10271 USD 2,477.0717/12/21 5,000.00VARIANCE SWAP 10272 CHF 75,474.3917/12/21 4,864.00VARIANCE SWAP 10273 USD 0.0017/12/21 13,075.80VARIANCE SWAP 10274 USD 0.0017/12/21 10,456.20VARIANCE SWAP 10275 USD 0.0017/12/21 10,456.20VARIANCE SWAP 10276 EUR 0.0017/12/21 11,892.86VARIANCE SWAP 10277 EUR 0.0017/12/21 1,982.14VARIANCE SWAP 10278 USD 0.0017/12/21 2,619.60VARIANCE SWAP 10279 USD 0.0017/12/21 5,239.20VARIANCE SWAP 10280 EUR 0.0017/12/21 19,821.43VARIANCE SWAP 10281 USD 0.0017/12/21 21,800.40VARIANCE SWAP 10282 USD 0.0017/12/21 15,695.40VARIANCE SWAP 10287 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10288 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10289 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10290 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10292 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10293 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10294 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10295 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10296 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10297 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10298 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10299 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10300 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10301 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10302 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10303 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10304 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10306 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10307 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10308 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10309 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10310 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10311 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10312 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10313 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10314 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10315 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10316 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10317 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10318 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10320 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10321 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10322 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10323 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10324 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10325 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10326 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10327 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10328 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10329 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10330 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10331 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10332 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10333 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10334 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10335 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10336 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10337 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10338 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10339 USD 0.0015/01/21 8,077.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10341 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10342 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10343 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10344 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10345 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10346 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10347 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10348 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10349 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10350 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10351 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10352 USD 0.0015/01/21 8,077.00VARIANCE SWAP 10362 CHF 0.0018/06/21 10,800.00VARIANCE SWAP 10363 GBP 0.0018/06/21 8,600.00VARIANCE SWAP 10364 GBP 0.0018/06/21 8,600.00VARIANCE SWAP 10365 GBP 0.0018/06/21 8,600.00VARIANCE SWAP 10366 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10367 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10368 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10369 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10370 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10371 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10372 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10373 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10374 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10375 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10376 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10377 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10379 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10381 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10382 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10383 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10384 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10385 GBP 0.0018/06/21 8,600.00VARIANCE SWAP 10386 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10387 USD 0.0018/06/21 11,150.00VARIANCE SWAP 10388 GBP 0.0018/06/21 8,600.00VARIANCE SWAP 10389 GBP (123,588.25)18/06/21 8,600.00VARIANCE SWAP 10390 USD (176,400.00)18/06/21 11,150.00VARIANCE SWAP 10391 CHF 60,111.1718/06/21 10,800.00VARIANCE SWAP 10392 EUR 378,104.0017/12/21 10,020.00VARIANCE SWAP 10393 EUR 0.0017/12/21 4,160.00VARIANCE SWAP 10394 GBP 242,565.0817/12/21 43,301.60VARIANCE SWAP 10395 EUR 0.0017/12/21 4,400.00VARIANCE SWAP 10397 EUR 0.0017/12/21 10,020.00VARIANCE SWAP 10398 EUR 0.0017/12/21 10,020.00VARIANCE SWAP 10399 EUR 0.0017/12/21 1,260.00VARIANCE SWAP 10400 EUR 0.0017/12/21 3,160.00VARIANCE SWAP 10401 EUR 0.0017/12/21 10,020.00VARIANCE SWAP 10402 EUR 0.0017/12/21 10,020.00VARIANCE SWAP 10403 GBP 0.0017/12/21 6,476.40VARIANCE SWAP 10404 GBP 0.0017/12/21 8,494.00VARIANCE SWAP 10405 GBP 0.0017/12/21 8,036.40VARIANCE SWAP 10407 GBP 0.0017/12/21 3,390.80VARIANCE SWAP 10408 EUR 0.0017/12/21 1,160.00VARIANCE SWAP 10409 CHF 93,311.2817/12/21 10,800.00VARIANCE SWAP 10410 CHF 0.0017/12/21 10,843.20VARIANCE SWAP 10411 EUR 0.0017/12/21 2,140.00VARIANCE SWAP 10413 CHF 0.0017/12/21 4,350.40VARIANCE SWAP 10414 GBP 0.0017/12/21 8,494.00VARIANCE SWAP 10415 CHF 0.0017/12/21 4,350.40VARIANCE SWAP 10416 EUR 0.0017/12/21 4,020.00VARIANCE SWAP 10417 EUR 0.0017/12/21 10,020.00VARIANCE SWAP 10418 CHF 0.0017/12/21 30,256.80VARIANCE SWAP 10419 GBP 0.0017/12/21 8,494.00VARIANCE SWAP 10420 EUR 0.0017/12/21 6,300.00VARIANCE SWAP 10421 EUR 0.0017/12/21 10,020.00VARIANCE SWAP 10422 EUR 0.0017/12/21 4,020.00VARIANCE SWAP 10423 EUR 0.0017/12/21 1,040.00VARIANCE SWAP 10424 EUR 0.0017/12/21 10,020.00VARIANCE SWAP 10425 EUR 0.0017/12/21 8,980.00VARIANCE SWAP 10440 USD 0.0015/01/21 11,895.00

LFIS VISION

28




VARIANCE SWAP 10441 USD (1,527,627.70)15/01/21 127,500.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10442 USD 0.0015/01/21 4,785.00VARIANCE SWAP 10443 USD 0.0015/01/21 7,920.00VARIANCE SWAP 10444 USD 0.0015/01/21 6,300.00VARIANCE SWAP 10445 USD 0.0015/01/21 3,750.00VARIANCE SWAP 10446 USD 0.0015/01/21 5,460.00VARIANCE SWAP 10447 USD 0.0015/01/21 11,895.00VARIANCE SWAP 10448 USD 0.0015/01/21 11,310.00VARIANCE SWAP 10449 USD 0.0015/01/21 11,895.00VARIANCE SWAP 10450 USD 0.0015/01/21 11,895.00VARIANCE SWAP 10451 USD 0.0015/01/21 11,895.00VARIANCE SWAP 10452 USD 0.0015/01/21 4,665.00VARIANCE SWAP 10453 USD 0.0015/01/21 2,760.00VARIANCE SWAP 10454 USD 0.0015/01/21 11,895.00VARIANCE SWAP 10455 USD 0.0015/01/21 7,920.00VARIANCE SWAP 10456 USD 0.0015/01/21 11,895.00VARIANCE SWAP 10457 USD 0.0015/01/21 11,895.00VARIANCE SWAP 10458 EUR 0.0017/12/21 16,864.87VARIANCE SWAP 10459 EUR 0.0017/12/21 5,405.41VARIANCE SWAP 10460 EUR 0.0017/12/21 3,729.73VARIANCE SWAP 10461 CHF 0.0017/12/21 10,847.11VARIANCE SWAP 10462 EUR 0.0017/12/21 15,540.54VARIANCE SWAP 10463 EUR 0.0017/12/21 4,054.06VARIANCE SWAP 10464 CHF 0.0017/12/21 5,423.55VARIANCE SWAP 10465 USD 504,127.8317/12/21 600,000.00VARIANCE SWAP 10466 EUR 0.0017/12/21 3,729.73VARIANCE SWAP 10469 EUR 0.0017/12/21 5,756.75VARIANCE SWAP 10471 USD 0.0017/12/21 16,140.00VARIANCE SWAP 10472 USD 0.0017/12/21 14,610.00VARIANCE SWAP 10473 USD 0.0017/12/21 7,890.00VARIANCE SWAP 10474 USD 0.0017/12/21 9,000.00VARIANCE SWAP 10475 EUR 0.0017/12/21 16,864.87VARIANCE SWAP 10476 USD 0.0017/12/21 17,970.00VARIANCE SWAP 10477 CHF 0.0017/12/21 10,475.21VARIANCE SWAP 10478 USD 0.0017/12/21 12,750.00VARIANCE SWAP 10479 USD 0.0017/12/21 12,750.00VARIANCE SWAP 10480 USD 0.0017/12/21 15,000.00VARIANCE SWAP 10481 USD 0.0017/12/21 17,220.00VARIANCE SWAP 10482 USD 0.0017/12/21 3,390.00VARIANCE SWAP 10483 USD 0.0017/12/21 7,890.00VARIANCE SWAP 10484 EUR 0.0017/12/21 15,189.19VARIANCE SWAP 10485 CHF 0.0017/12/21 4,648.77VARIANCE SWAP 10486 EUR 0.0017/12/21 8,108.10VARIANCE SWAP 10487 USD 0.0017/12/21 4,140.00VARIANCE SWAP 10488 USD 0.0017/12/21 3,750.00VARIANCE SWAP 10489 USD 0.0017/12/21 3,750.00VARIANCE SWAP 10490 USD 0.0017/12/21 3,750.00VARIANCE SWAP 10493 GBP 105,480.1517/12/21 3,735.00VARIANCE SWAP 10494 GBP (71,206.98)17/12/21 5,416.00VARIANCE SWAP 10495 EUR 106,498.2017/12/21 4,389.00VARIANCE SWAP 10496 EUR 68,283.5917/12/21 4,389.00VARIANCE SWAP 10497 EUR 29,963.7917/12/21 3,032.00VARIANCE SWAP 10498 EUR 8,646.4217/12/21 1,026.00VARIANCE SWAP 10499 EUR (400,477.56)17/12/21 32,288.00VARIANCE SWAP 10500 EUR 94,846.3417/12/21 3,514.00VARIANCE SWAP 10501 EUR 26,024.5017/12/21 888.00VARIANCE SWAP 10502 EUR 47,586.9417/12/21 3,264.00VARIANCE SWAP 10503 EUR 39,641.8917/12/21 4,389.00VARIANCE SWAP 10504 EUR 41,804.8417/12/21 2,270.00VARIANCE SWAP 10505 EUR 62,898.3117/12/21 4,033.00VARIANCE SWAP 10506 EUR (204,381.76)17/12/21 15,519.00VARIANCE SWAP 10507 EUR 136,625.9617/12/21 4,389.00VARIANCE SWAP 10508 CHF 50,071.0517/12/21 4,719.00VARIANCE SWAP 10509 EUR 2,772.6217/12/21 468.00VARIANCE SWAP 10511 EUR 80,502.9717/12/21 4,389.00VARIANCE SWAP 10512 CHF (61,906.21)17/12/21 8,954.00VARIANCE SWAP 10513 CHF 65,183.8517/12/21 4,232.00VARIANCE SWAP 10514 GBP 25,109.1217/12/21 1,681.00VARIANCE SWAP 10515 EUR 29,449.8817/12/21 2,976.00VARIANCE SWAP 10516 EUR 21,627.0317/12/21 4,389.00VARIANCE SWAP 10517 EUR (119,718.13)17/12/21 4,245.50VARIANCE SWAP 10518 GBP (2,996.90)17/12/21 5,223.25VARIANCE SWAP 10519 EUR 0.0017/12/21 6,145.00

VARIANCE SWAP 10521 EUR 0.0017/12/21 6,145.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10522 EUR 0.0017/12/21 4,166.75VARIANCE SWAP 10523 CHF 34,859.1817/12/21 5,917.25VARIANCE SWAP 10524 GBP 0.0017/12/21 2,351.25VARIANCE SWAP 10525 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10526 EUR 0.0017/12/21 1,243.00VARIANCE SWAP 10527 EUR 0.0017/12/21 4,919.50VARIANCE SWAP 10528 EUR 0.0017/12/21 1,435.50VARIANCE SWAP 10529 EUR 0.0017/12/21 4,569.25VARIANCE SWAP 10531 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10532 EUR 0.0017/12/21 656.50VARIANCE SWAP 10533 EUR 0.0017/12/21 3,177.50VARIANCE SWAP 10534 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10535 EUR 0.0017/12/21 5,646.00VARIANCE SWAP 10536 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10537 CHF 0.0017/12/21 6,593.50VARIANCE SWAP 10540 GBP 0.0017/12/21 2,351.25VARIANCE SWAP 10541 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10542 CHF 0.0017/12/21 5,917.25VARIANCE SWAP 10543 EUR 0.0017/12/21 3,177.50VARIANCE SWAP 10544 EUR 0.0017/12/21 4,166.75VARIANCE SWAP 10545 CHF 0.0017/12/21 6,593.50VARIANCE SWAP 10546 EUR 0.0017/12/21 656.50VARIANCE SWAP 10547 EUR 0.0017/12/21 1,243.00VARIANCE SWAP 10548 EUR 0.0017/12/21 1,435.50VARIANCE SWAP 10549 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10550 EUR 0.0017/12/21 4,919.50VARIANCE SWAP 10551 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10552 EUR 0.0017/12/21 4,245.50VARIANCE SWAP 10553 EUR 0.0017/12/21 4,569.25VARIANCE SWAP 10554 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10555 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10556 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10557 EUR 0.0017/12/21 5,646.00VARIANCE SWAP 10559 EUR 179,778.5418/06/21 8,896.00VARIANCE SWAP 10560 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10561 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10562 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10563 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10564 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10565 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10566 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10567 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 10568 EUR (4,183.91)16/12/22 350,000.00VARIANCE SWAP 10569 EUR 243,146.1916/12/22 900,000.00VARIANCE SWAP 10570 USD (170,933.15)15/01/21 7,142.86VARIANCE SWAP 10571 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10572 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10573 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10615 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10616 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10618 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10619 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10620 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10621 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10622 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10623 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10624 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10625 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10626 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10627 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10628 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10629 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10630 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10631 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10632 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10633 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10634 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10635 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10636 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10637 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10638 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10639 USD 0.0015/01/21 7,142.86

LFIS VISION

29





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10641 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10642 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10643 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10644 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10645 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10646 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10647 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10648 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10649 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10650 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10651 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10652 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10653 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10654 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10655 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10656 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10657 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10658 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10659 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10661 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10662 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10663 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10664 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10665 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10666 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10667 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10668 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10669 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10670 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10671 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10672 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10673 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10674 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10675 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10676 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10677 USD 0.0015/01/21 5,400.00VARIANCE SWAP 10678 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10679 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10680 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10681 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10682 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10683 USD 0.0015/01/21 7,142.86VARIANCE SWAP 10684 USD 0.0015/01/21 10,200.00VARIANCE SWAP 10685 USD 0.0015/01/21 7,600.00VARIANCE SWAP 10686 USD 0.0015/01/21 18,850.00VARIANCE SWAP 10687 USD 0.0015/01/21 4,500.00VARIANCE SWAP 10688 USD 0.0015/01/21 10,050.00VARIANCE SWAP 10689 USD 0.0015/01/21 7,550.00VARIANCE SWAP 10690 USD 0.0015/01/21 6,200.00VARIANCE SWAP 10691 USD 652,319.8515/01/21 500,000.00VARIANCE SWAP 10692 USD 0.0015/01/21 4,500.00VARIANCE SWAP 10693 USD 0.0015/01/21 5,750.00VARIANCE SWAP 10694 USD 0.0015/01/21 27,800.00VARIANCE SWAP 10695 USD 0.0015/01/21 5,850.00VARIANCE SWAP 10696 USD 0.0015/01/21 13,800.00VARIANCE SWAP 10697 USD 0.0015/01/21 5,000.00VARIANCE SWAP 10698 USD 0.0015/01/21 7,850.00VARIANCE SWAP 10699 USD 0.0015/01/21 15,900.00VARIANCE SWAP 10700 USD 0.0015/01/21 4,850.00VARIANCE SWAP 10701 USD 0.0015/01/21 10,100.00VARIANCE SWAP 10702 USD 0.0015/01/21 6,000.00VARIANCE SWAP 10703 USD 0.0015/01/21 4,700.00VARIANCE SWAP 10704 USD 0.0015/01/21 8,850.00VARIANCE SWAP 10705 USD 0.0015/01/21 4,500.00VARIANCE SWAP 10706 USD 0.0015/01/21 4,900.00VARIANCE SWAP 10707 USD 0.0015/01/21 5,650.00VARIANCE SWAP 10708 USD 0.0015/01/21 7,100.00VARIANCE SWAP 10709 USD 0.0015/01/21 5,850.00VARIANCE SWAP 10710 USD 0.0015/01/21 5,050.00VARIANCE SWAP 10711 USD 0.0015/01/21 5,750.00VARIANCE SWAP 10712 USD 0.0015/01/21 12,600.00VARIANCE SWAP 10713 USD 0.0015/01/21 15,150.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10715 USD 0.0015/01/21 4,600.00VARIANCE SWAP 10716 USD 0.0015/01/21 10,100.00VARIANCE SWAP 10717 USD 0.0015/01/21 15,700.00VARIANCE SWAP 10718 USD 0.0015/01/21 6,600.00VARIANCE SWAP 10719 USD 0.0015/01/21 15,750.00VARIANCE SWAP 10720 USD 0.0015/01/21 5,600.00VARIANCE SWAP 10722 EUR (121,790.69)17/12/21 16,299.00VARIANCE SWAP 10723 EUR (518,463.52)17/12/21 32,598.00VARIANCE SWAP 10724 EUR (170,059.96)17/12/21 32,598.00VARIANCE SWAP 10725 EUR (54,021.25)17/12/21 16,299.00VARIANCE SWAP 10726 CHF (450,645.24)17/12/21 34,908.00VARIANCE SWAP 10727 EUR (110,473.08)17/12/21 16,299.00VARIANCE SWAP 10728 USD (22,972.81)17/12/21 18,000.00VARIANCE SWAP 10729 EUR (87,021.88)17/12/21 32,598.00VARIANCE SWAP 10730 CHF (296,062.09)17/12/21 17,453.00VARIANCE SWAP 10731 EUR (26,097.59)17/12/21 16,299.00VARIANCE SWAP 10732 EUR (62,246.72)17/12/21 16,299.00VARIANCE SWAP 10733 EUR (60,073.56)17/12/21 32,598.00VARIANCE SWAP 10734 EUR (124,888.68)17/12/21 16,299.00VARIANCE SWAP 10735 USD 297,358.0917/12/21 18,000.00VARIANCE SWAP 10736 USD 177,594.4417/12/21 36,000.00VARIANCE SWAP 10737 USD 31,704.4017/12/21 18,000.00VARIANCE SWAP 10738 USD 186,340.4717/12/21 18,000.00VARIANCE SWAP 10739 USD (122,407.29)17/12/21 18,000.00VARIANCE SWAP 10740 USD 90,751.6017/12/21 18,000.00VARIANCE SWAP 10741 USD (252,024.95)17/12/21 18,000.00VARIANCE SWAP 10742 USD 172,183.6217/12/21 18,000.00VARIANCE SWAP 10743 USD (169,107.18)17/12/21 18,000.00VARIANCE SWAP 10744 USD (217,802.06)17/12/21 18,000.00VARIANCE SWAP 10745 CHF 131,410.4017/12/21 17,453.00VARIANCE SWAP 10746 USD (41,442.33)17/12/21 36,000.00VARIANCE SWAP 10747 USD (41,667.54)17/12/21 18,000.00VARIANCE SWAP 10748 USD 54,906.1617/12/21 18,000.00VARIANCE SWAP 10749 EUR 113,137.6317/12/21 16,299.00VARIANCE SWAP 10750 EUR 319,873.3317/12/21 16,299.00VARIANCE SWAP 10751 EUR 68,840.1917/12/21 16,299.00VARIANCE SWAP 10752 EUR 131,753.9417/12/21 32,598.00VARIANCE SWAP 10753 EUR 67,694.3217/12/21 16,299.00VARIANCE SWAP 10754 CHF 370,664.4717/12/21 34,908.00VARIANCE SWAP 10755 EUR 82,110.1717/12/21 32,598.00VARIANCE SWAP 10756 EUR 285,295.4917/12/21 32,598.00VARIANCE SWAP 10760 EUR 25,563.3917/12/21 16,299.00VARIANCE SWAP 10763 EUR 188,686.9617/12/21 16,299.00VARIANCE SWAP 10764 EUR 409,991.2617/12/21 32,598.00VARIANCE SWAP 10766 USD 0.0015/01/21 9,850.00VARIANCE SWAP 10767 USD 0.0015/01/21 9,200.00VARIANCE SWAP 10769 USD 0.0015/01/21 8,100.00VARIANCE SWAP 10790 EUR 70,849.8917/12/21 12,368.05VARIANCE SWAP 10791 EUR 123,702.7917/12/21 12,368.05VARIANCE SWAP 10792 EUR 344,244.9717/12/21 12,368.05VARIANCE SWAP 10793 SEK 132,691.9417/12/21 131,109.32VARIANCE SWAP 10794 GBP 90,334.5517/12/21 10,481.94VARIANCE SWAP 10795 EUR 45,626.2317/12/21 12,368.05VARIANCE SWAP 10796 SEK 101,318.8517/12/21 131,109.32VARIANCE SWAP 10797 GBP (143,048.79)17/12/21 10,481.94VARIANCE SWAP 10798 EUR 177,183.7417/12/21 12,368.05VARIANCE SWAP 10799 EUR 303,603.6117/12/21 12,368.05VARIANCE SWAP 10800 EUR 204,306.1817/12/21 12,368.05VARIANCE SWAP 10801 EUR (336,403.67)17/12/21 24,736.10VARIANCE SWAP 10802 EUR 129,996.7717/12/21 12,368.05VARIANCE SWAP 10803 EUR 314,934.3917/12/21 12,368.05VARIANCE SWAP 10804 CHF 153,116.5917/12/21 13,240.84VARIANCE SWAP 10805 CHF 97,171.9417/12/21 13,240.84VARIANCE SWAP 10806 CHF 118,906.6917/12/21 13,240.84VARIANCE SWAP 10807 CHF 114,316.5417/12/21 13,240.84VARIANCE SWAP 10808 CHF 178,377.9017/12/21 13,240.84VARIANCE SWAP 10809 EUR 81,552.7517/12/21 12,368.05VARIANCE SWAP 10810 CHF (490,845.76)17/12/21 66,205.61VARIANCE SWAP 10811 EUR (1,741,423.09)17/12/21 136,053.25VARIANCE SWAP 10813 EUR 192,329.7417/12/21 12,368.05VARIANCE SWAP 10868 USD 0.0018/06/21 2,754.00VARIANCE SWAP 10869 USD 0.0018/06/21 2,718.00

LFIS VISION

30





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10871 USD 0.0018/06/21 3,510.00VARIANCE SWAP 10872 USD 0.0018/06/21 17,856.00VARIANCE SWAP 10873 USD 0.0018/06/21 5,418.00VARIANCE SWAP 10874 USD 0.0018/06/21 6,408.00VARIANCE SWAP 10875 USD 0.0018/06/21 3,708.00VARIANCE SWAP 10876 USD 0.0018/06/21 7,650.00VARIANCE SWAP 10877 USD 0.0018/06/21 3,798.00VARIANCE SWAP 10878 USD 0.0018/06/21 7,398.00VARIANCE SWAP 10879 USD 0.0018/06/21 3,654.00VARIANCE SWAP 10880 USD 0.0018/06/21 6,210.00VARIANCE SWAP 10881 USD 0.0018/06/21 2,124.00VARIANCE SWAP 10882 USD 0.0018/06/21 12,384.00VARIANCE SWAP 10883 USD 0.0018/06/21 7,542.00VARIANCE SWAP 10884 USD 328,210.5811/02/22 25,282,559.00VARIANCE SWAP 10885 USD 0.0018/06/21 3,402.00VARIANCE SWAP 10886 HKD 2,184,316.9117/12/21 50,868.00VARIANCE SWAP 10887 USD 0.0018/06/21 21,618.00VARIANCE SWAP 10888 USD 0.0018/06/21 3,060.00VARIANCE SWAP 10890 USD 0.0018/06/21 3,510.00VARIANCE SWAP 10891 HKD 0.0017/12/21 25,434.00VARIANCE SWAP 10892 USD 0.0018/06/21 7,398.00VARIANCE SWAP 10893 USD 0.0018/06/21 3,708.00VARIANCE SWAP 10894 USD 0.0018/06/21 3,456.00VARIANCE SWAP 10896 USD 0.0018/06/21 3,510.00VARIANCE SWAP 10897 USD 0.0018/06/21 1,728.00VARIANCE SWAP 10898 USD 0.0018/06/21 2,862.00VARIANCE SWAP 10899 USD 0.0018/06/21 7,686.00VARIANCE SWAP 10900 HKD 0.0017/12/21 50,868.00VARIANCE SWAP 10901 JPY 0.0017/12/21 1,440,000.00VARIANCE SWAP 10902 USD 0.0018/06/21 17,856.00VARIANCE SWAP 10903 HKD 0.0017/12/21 50,868.00VARIANCE SWAP 10904 USD 0.0017/12/21 25,552.80VARIANCE SWAP 10905 USD 0.0018/06/21 5,418.00VARIANCE SWAP 10906 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10907 USD 0.0018/06/21 5,580.00VARIANCE SWAP 10908 EUR 0.0017/12/21 24,000.00VARIANCE SWAP 10909 USD 0.0018/06/21 2,754.00VARIANCE SWAP 10910 EUR 0.0017/12/21 24,000.00VARIANCE SWAP 10911 JPY 0.0017/12/21 1,440,000.00VARIANCE SWAP 10912 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10913 JPY 0.0017/12/21 1,440,000.00VARIANCE SWAP 10914 JPY 0.0017/12/21 1,440,000.00VARIANCE SWAP 10915 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10916 HKD 0.0017/12/21 35,607.60VARIANCE SWAP 10917 HKD 0.0017/12/21 76,302.00VARIANCE SWAP 10918 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10920 CHF 0.0017/12/21 18,885.90VARIANCE SWAP 10922 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10924 USD 0.0018/06/21 6,408.00VARIANCE SWAP 10925 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10926 USD 0.0018/06/21 3,798.00VARIANCE SWAP 10928 USD 0.0018/06/21 6,750.00VARIANCE SWAP 10930 USD 0.0018/06/21 7,650.00VARIANCE SWAP 10931 JPY 0.0017/12/21 5,760,000.00VARIANCE SWAP 10932 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10933 USD 0.0018/06/21 9,072.00VARIANCE SWAP 10935 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10936 HKD 0.0017/12/21 50,868.00VARIANCE SWAP 10937 USD 0.0018/06/21 7,542.00VARIANCE SWAP 10938 USD 0.0017/12/21 26,208.00VARIANCE SWAP 10939 EUR 0.0017/12/21 23,700.00VARIANCE SWAP 10940 USD 0.0018/06/21 3,402.00VARIANCE SWAP 10941 CHF 0.0017/12/21 19,206.00VARIANCE SWAP 10942 EUR 0.0017/12/21 23,700.00VARIANCE SWAP 10943 USD 0.0018/06/21 2,376.00VARIANCE SWAP 10944 HKD 0.0017/12/21 25,434.00VARIANCE SWAP 10945 USD 0.0018/06/21 21,618.00VARIANCE SWAP 10946 HKD 0.0017/12/21 30,520.80VARIANCE SWAP 10947 USD 0.0018/06/21 3,060.00VARIANCE SWAP 10948 HKD 0.0017/12/21 127,170.00VARIANCE SWAP 10949 HKD 0.0017/12/21 25,434.00VARIANCE SWAP 10950 HKD 0.0017/12/21 25,434.00

VARIANCE SWAP 10952 USD (1,027,285.39)16/12/22 100,000.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 10955 USD 0.0017/12/21 287,632.80VARIANCE SWAP 10957 USD 0.0018/06/21 6,750.00VARIANCE SWAP 10958 USD 0.0018/06/21 3,798.00VARIANCE SWAP 10959 USD 0.0018/06/21 3,456.00VARIANCE SWAP 10960 CHF 0.0017/12/21 66,580.80VARIANCE SWAP 10961 USD 0.0018/06/21 1,728.00VARIANCE SWAP 10962 USD 0.0018/06/21 2,754.00VARIANCE SWAP 10963 USD 0.0018/06/21 5,580.00VARIANCE SWAP 10964 USD 0.0018/06/21 3,798.00VARIANCE SWAP 10965 USD 0.0018/06/21 9,072.00VARIANCE SWAP 10966 USD 0.0018/06/21 7,686.00VARIANCE SWAP 10967 USD 0.0018/06/21 2,376.00VARIANCE SWAP 10968 USD 0.0018/06/21 2,124.00VARIANCE SWAP 10969 USD 0.0018/06/21 2,718.00VARIANCE SWAP 10970 USD 0.0018/06/21 12,384.00VARIANCE SWAP 10971 USD 0.0018/06/21 2,754.00VARIANCE SWAP 10972 USD 0.0018/06/21 3,510.00VARIANCE SWAP 10973 USD 0.0018/06/21 9,216.00VARIANCE SWAP 10974 USD 0.0018/06/21 2,862.00VARIANCE SWAP 10975 EUR 0.0017/12/21 24,000.00VARIANCE SWAP 10976 USD 0.0018/06/21 6,210.00VARIANCE SWAP 10977 EUR 0.0017/12/21 155,400.00VARIANCE SWAP 10978 GBP 0.0017/12/21 5,223.25VARIANCE SWAP 10980 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10981 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10982 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10983 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10984 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10985 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10986 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10987 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10988 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10989 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10990 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10991 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10992 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10993 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10994 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10995 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10996 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10997 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10998 USD 0.0018/06/21 2,097.00VARIANCE SWAP 10999 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11000 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11001 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11002 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11003 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11004 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11005 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11006 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11007 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11008 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11009 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11010 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11011 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11012 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11013 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11014 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11015 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11016 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11017 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11018 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11019 USD (157,812.44)18/06/21 2,097.00VARIANCE SWAP 11020 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11021 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11022 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11024 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11025 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11026 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11027 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11028 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11029 USD 0.0018/06/21 2,097.00

LFIS VISION

31





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11031 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11032 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11033 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11034 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11035 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11036 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11037 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11038 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11039 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11040 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11041 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11042 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11043 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11044 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11045 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11046 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11047 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11048 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11049 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11050 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11051 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11052 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11053 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11054 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11055 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11056 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11057 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11058 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11059 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11060 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11061 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11062 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11063 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11064 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11065 USD 0.0018/06/21 2,097.00VARIANCE SWAP 11066 HKD 0.0017/12/21 30,583.96VARIANCE SWAP 11067 HKD 0.0017/12/21 15,291.98VARIANCE SWAP 11068 HKD 0.0017/12/21 76,459.90VARIANCE SWAP 11069 HKD 0.0017/12/21 18,350.38VARIANCE SWAP 11070 HKD 0.0017/12/21 15,291.98VARIANCE SWAP 11071 HKD 0.0017/12/21 15,291.98VARIANCE SWAP 11072 HKD 0.0017/12/21 15,291.98VARIANCE SWAP 11073 HKD 0.0017/12/21 45,875.94VARIANCE SWAP 11074 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11075 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11076 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11077 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11078 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11079 HKD 0.0017/12/21 15,291.98VARIANCE SWAP 11080 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11081 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11082 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11083 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11084 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11085 USD 0.0017/12/21 15,749.44VARIANCE SWAP 11086 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11087 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11088 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11089 EUR 0.0017/12/21 14,240.00VARIANCE SWAP 11090 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11091 HKD 0.0017/12/21 15,291.98VARIANCE SWAP 11092 HKD 0.0017/12/21 15,291.98VARIANCE SWAP 11093 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11094 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11095 JPY 0.0017/12/21 834,289.53VARIANCE SWAP 11096 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11097 JPY 0.0017/12/21 855,681.80VARIANCE SWAP 11098 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11099 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11100 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11101 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11102 EUR 0.0017/12/21 8,900.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11104 HKD 0.0017/12/21 406,766.67VARIANCE SWAP 11105 HKD 0.0017/12/21 30,583.96VARIANCE SWAP 11106 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11107 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11108 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11109 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11110 JPY 0.0017/12/21 855,681.80VARIANCE SWAP 11112 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11113 USD 0.0017/12/21 15,749.44VARIANCE SWAP 11114 HKD 0.0017/12/21 30,583.96VARIANCE SWAP 11115 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11116 JPY 0.0017/12/21 834,289.53VARIANCE SWAP 11117 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11118 EUR 0.0017/12/21 13,884.00VARIANCE SWAP 11120 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11121 EUR 0.0017/12/21 13,884.00VARIANCE SWAP 11123 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11124 HKD 1,053,064.0417/12/21 21,408.77VARIANCE SWAP 11126 CHF 0.0017/12/21 14,842.00VARIANCE SWAP 11127 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11128 CHF 0.0017/12/21 9,514.10VARIANCE SWAP 11129 EUR 0.0017/12/21 13,884.00VARIANCE SWAP 11130 HKD 0.0017/12/21 45,875.94VARIANCE SWAP 11131 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11132 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11133 USD 0.0017/12/21 15,552.57VARIANCE SWAP 11134 USD 0.0017/12/21 15,749.44VARIANCE SWAP 11135 USD 0.0017/12/21 15,158.84VARIANCE SWAP 11137 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11138 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11139 JPY 0.0017/12/21 3,379,942.66VARIANCE SWAP 11140 EUR 0.0017/12/21 14,240.00VARIANCE SWAP 11141 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11144 EUR 0.0017/12/21 14,240.00VARIANCE SWAP 11145 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11146 USD 0.0017/12/21 15,749.44VARIANCE SWAP 11147 EUR 0.0017/12/21 14,240.00VARIANCE SWAP 11150 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11151 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11152 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11153 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11154 USD 0.0017/12/21 15,749.44VARIANCE SWAP 11155 USD 0.0017/12/21 15,749.44VARIANCE SWAP 11156 GBP 0.0017/12/21 7,269.24VARIANCE SWAP 11157 EUR 0.0017/12/21 14,240.00VARIANCE SWAP 11158 CHF 0.0017/12/21 24,356.10VARIANCE SWAP 11159 USD 0.0017/12/21 140,957.49VARIANCE SWAP 11160 EUR 0.0017/12/21 121,752.00VARIANCE SWAP 11161 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11162 GBP 0.0017/12/21 7,269.24VARIANCE SWAP 11163 USD 0.0017/12/21 15,749.44VARIANCE SWAP 11164 EUR (5,892.11)16/12/22 90,000.00VARIANCE SWAP 11165 EUR 0.0016/12/22 90,000.00VARIANCE SWAP 11166 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11167 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11170 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11171 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11172 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11173 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11174 USD (276,703.97)18/06/21 4,186.05VARIANCE SWAP 11178 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11179 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11180 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11181 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11182 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11183 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11188 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11189 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11190 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11191 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11192 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11193 USD 0.0018/06/21 4,186.05

LFIS VISION

32





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11195 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11196 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11197 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11198 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11199 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11200 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11201 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11202 EUR 4,500.0016/12/22 90,000.00VARIANCE SWAP 11203 EUR 0.0016/12/22 90,000.00VARIANCE SWAP 11204 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11205 HKD 0.0030/12/20 28,180.80VARIANCE SWAP 11206 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11207 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11208 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11209 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11210 HKD 0.0030/12/20 98,632.79VARIANCE SWAP 11212 HKD 0.0030/12/20 28,180.80VARIANCE SWAP 11213 HKD 0.0030/12/20 42,271.21VARIANCE SWAP 11214 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11215 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11216 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11217 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11218 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11219 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11220 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11221 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11222 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11223 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11224 HKD 0.0030/12/20 28,180.82VARIANCE SWAP 11227 HKD 0.0030/12/20 70,452.00VARIANCE SWAP 11228 HKD 0.0030/12/20 98,632.79VARIANCE SWAP 11229 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11230 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11231 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11232 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11233 HKD 0.0030/12/20 211,355.99VARIANCE SWAP 11234 HKD 0.0030/12/20 42,271.18VARIANCE SWAP 11235 HKD 0.0030/12/20 126,813.62VARIANCE SWAP 11236 HKD 0.0030/12/20 42,271.20VARIANCE SWAP 11237 HKD 0.0030/12/20 28,180.82VARIANCE SWAP 11238 HKD 0.0030/12/20 126,813.62VARIANCE SWAP 11239 HKD 0.0030/12/20 42,271.20VARIANCE SWAP 11240 HKD 0.0030/12/20 211,355.99VARIANCE SWAP 11241 HKD 0.0030/12/20 42,271.18VARIANCE SWAP 11242 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11243 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11244 HKD 0.0030/12/20 28,180.81VARIANCE SWAP 11245 HKD 48,785.3530/12/20 42,271.21VARIANCE SWAP 11246 HKD 0.0030/12/20 70,452.00VARIANCE SWAP 11247 EUR (624,533.97)18/12/20 250,000.00VARIANCE SWAP 11248 EUR 1,187,827.7418/12/20 250,000.00VARIANCE SWAP 11251 HKD 0.0017/12/21 600,242.40VARIANCE SWAP 11252 CHF 0.0017/12/21 9,603.00VARIANCE SWAP 11253 SEK 0.0017/12/21 126,180.00VARIANCE SWAP 11254 EUR 0.0017/12/21 24,000.00VARIANCE SWAP 11255 USD 0.0017/12/21 26,208.00VARIANCE SWAP 11256 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11259 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 11266 USD (330,621.26)18/06/21 3,654.00VARIANCE SWAP 11271 USD (4,084,920.11)17/12/21 360,000.00VARIANCE SWAP 11272 EUR (267,380.00)24/02/23 150,000.00VARIANCE SWAP 11274 AUD 796,503.5717/12/20 180,000.00VARIANCE SWAP 11275 AUD 198,853.6916/12/21 90,000.00VARIANCE SWAP 11276 AUD (2,139,360.44)17/12/20 143,920.48VARIANCE SWAP 11278 USD 856,076.2618/06/21 800,000.00VARIANCE SWAP 11279 EUR 0.0016/12/22 90,000.00VARIANCE SWAP 11280 EUR 25,855.7716/12/22 90,000.00VARIANCE SWAP 11282 AUD (1,281,921.83)17/12/20 90,000.00VARIANCE SWAP 11283 AUD 373,919.9117/12/20 90,000.00VARIANCE SWAP 11285 CHF 0.0017/12/21 18,885.90VARIANCE SWAP 11286 USD 0.0018/06/21 4,186.05VARIANCE SWAP 11290 USD 0.0021/01/22 13,888.89

VARIANCE SWAP 11291 EUR (128,236.87)18/06/21 10,000.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11292 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 11293 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 11294 EUR 0.0018/06/21 10,000.00VARIANCE SWAP 11295 CHF 0.0017/12/21 14,349.18VARIANCE SWAP 11300 USD 300,988.5018/06/21 216,000.00VARIANCE SWAP 11308 AUD (335,567.18)17/12/20 30,673.41VARIANCE SWAP 11309 AUD 168,968.5016/12/21 126,000.00VARIANCE SWAP 11310 AUD 164,762.6716/12/21 126,000.00VARIANCE SWAP 11311 AUD 343,677.6417/12/20 108,000.00VARIANCE SWAP 11312 EUR (769,872.39)02/03/22 100,000.00VARIANCE SWAP 11313 EUR (254,162.88)02/03/23 92,500.00VARIANCE SWAP 11314 USD (321,272.59)17/12/21 28,800.00VARIANCE SWAP 11315 USD (191,408.86)17/12/21 14,400.00VARIANCE SWAP 11316 CHF (161,786.64)17/12/21 13,991.00VARIANCE SWAP 11317 EUR (274,763.53)17/12/21 26,227.00VARIANCE SWAP 11318 EUR (165,792.53)17/12/21 13,113.00VARIANCE SWAP 11319 USD 96,072.2317/12/21 28,800.00VARIANCE SWAP 11320 USD 112,137.1617/12/21 14,400.00VARIANCE SWAP 11321 CHF 60,800.6017/12/21 13,991.00VARIANCE SWAP 11322 EUR 106,059.0117/12/21 13,113.00VARIANCE SWAP 11323 EUR 598,674.9417/12/21 26,227.00VARIANCE SWAP 11325 EUR 189,698.3817/12/21 13,113.00VARIANCE SWAP 11326 EUR 167,345.9417/12/21 13,113.00VARIANCE SWAP 11327 EUR (159,063.88)17/12/21 13,113.00VARIANCE SWAP 11328 EUR 358,989.9517/12/21 13,113.00VARIANCE SWAP 11329 EUR 636,832.1317/12/21 26,227.00VARIANCE SWAP 11330 EUR 58,421.6717/12/21 13,113.00VARIANCE SWAP 11331 EUR 944,792.9017/12/21 26,227.00VARIANCE SWAP 11332 CHF 54,725.4517/12/21 13,991.00VARIANCE SWAP 11333 USD 130,823.9317/12/21 14,400.00VARIANCE SWAP 11334 EUR 102,023.0717/12/21 13,113.00VARIANCE SWAP 11335 USD 99,974.6217/12/21 14,400.00VARIANCE SWAP 11336 EUR 52,690.1117/12/21 13,113.00VARIANCE SWAP 11337 USD 216,282.8517/12/21 14,400.00VARIANCE SWAP 11338 USD 304,075.8717/12/21 14,400.00VARIANCE SWAP 11339 USD 70,823.7817/12/21 14,400.00VARIANCE SWAP 11340 EUR 132,460.7717/12/21 13,113.00VARIANCE SWAP 11341 USD 109,210.4417/12/21 14,400.00VARIANCE SWAP 11342 USD 74,819.0917/12/21 14,400.00VARIANCE SWAP 11343 USD 20,002.1617/12/21 14,400.00VARIANCE SWAP 11344 USD 71,441.9017/12/21 14,400.00VARIANCE SWAP 11345 USD 124,081.6917/12/21 14,400.00VARIANCE SWAP 11346 EUR 124,553.8417/12/21 13,113.00VARIANCE SWAP 11347 USD (189,570.28)17/12/21 14,400.00VARIANCE SWAP 11348 EUR (167,659.15)17/12/21 13,113.00VARIANCE SWAP 11349 EUR (137,007.50)17/12/21 13,113.00VARIANCE SWAP 11350 EUR (152,720.79)17/12/21 13,113.00VARIANCE SWAP 11351 EUR (75,913.94)17/12/21 13,113.00VARIANCE SWAP 11352 CHF (117,133.42)17/12/21 13,991.00VARIANCE SWAP 11353 USD (194,685.63)17/12/21 14,400.00VARIANCE SWAP 11354 EUR (148,858.02)17/12/21 13,113.00VARIANCE SWAP 11355 EUR (215,103.83)17/12/21 26,227.00VARIANCE SWAP 11356 USD (169,752.04)17/12/21 14,400.00VARIANCE SWAP 11357 USD (176,329.47)17/12/21 14,400.00VARIANCE SWAP 11358 USD (35,428.74)17/12/21 14,400.00VARIANCE SWAP 11359 USD (180,856.63)17/12/21 14,400.00VARIANCE SWAP 11360 EUR (154,263.16)17/12/21 13,113.00VARIANCE SWAP 11361 USD (178,946.07)17/12/21 14,400.00VARIANCE SWAP 11362 USD (178,799.73)17/12/21 14,400.00VARIANCE SWAP 11363 EUR (88,989.06)17/12/21 13,113.00VARIANCE SWAP 11364 USD (195,223.73)17/12/21 14,400.00VARIANCE SWAP 11365 USD (192,741.90)17/12/21 14,400.00VARIANCE SWAP 11366 EUR (163,390.39)17/12/21 26,227.00VARIANCE SWAP 11384 USD (237,598.60)17/12/21 88,281.72VARIANCE SWAP 11386 EUR (109,286.11)17/12/21 370,000.00VARIANCE SWAP 11401 EUR 0.0017/12/21 45,904.00VARIANCE SWAP 11402 EUR 0.0017/12/21 16,912.00VARIANCE SWAP 11403 EUR 0.0017/12/21 57,984.00VARIANCE SWAP 11456 EUR (63,637.06)18/12/20 35,710.00VARIANCE SWAP 11457 EUR 223,863.1018/12/20 17,850.00VARIANCE SWAP 11458 SEK 172,216.8518/12/20 192,260.00VARIANCE SWAP 11459 USD 231,184.3018/12/20 40,000.00

LFIS VISION

33




VARIANCE SWAP 11460 USD 116,370.3318/12/20 20,000.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11461 CHF 68,729.9918/12/20 40,280.00VARIANCE SWAP 11462 EUR (152,360.59)18/12/20 35,710.00VARIANCE SWAP 11463 USD 7,105.1618/12/20 20,000.00VARIANCE SWAP 11464 EUR (206,728.28)18/12/20 17,850.00VARIANCE SWAP 11466 USD (496,804.67)18/12/20 40,000.00VARIANCE SWAP 11467 CHF (237,014.30)18/12/20 40,280.00VARIANCE SWAP 11468 EUR 194,968.3318/12/20 5,720.00VARIANCE SWAP 11469 GBP 32,307.7018/12/20 5,070.00VARIANCE SWAP 11470 CHF 61,692.1518/12/20 6,395.00VARIANCE SWAP 11471 CHF 78,160.8618/12/20 6,170.00VARIANCE SWAP 11473 EUR 98,003.1518/12/20 5,720.00VARIANCE SWAP 11474 EUR 77,314.5418/12/20 5,720.00VARIANCE SWAP 11475 CHF 26,625.9618/12/20 6,395.00VARIANCE SWAP 11476 EUR 40,166.0718/12/20 5,720.00VARIANCE SWAP 11477 GBP 42,720.3618/12/20 5,070.00VARIANCE SWAP 11478 EUR 41,293.1718/12/20 5,720.00VARIANCE SWAP 11479 EUR 32,709.9318/12/20 5,720.00VARIANCE SWAP 11480 EUR 52,367.5218/12/20 5,720.00VARIANCE SWAP 11481 EUR 92,167.0318/12/20 5,720.00VARIANCE SWAP 11482 CHF 39,360.0118/12/20 6,395.00VARIANCE SWAP 11483 CHF 92,636.5118/12/20 6,395.00VARIANCE SWAP 11484 CHF 107,569.2718/12/20 6,395.00VARIANCE SWAP 11485 EUR 128,230.4618/12/20 5,720.00VARIANCE SWAP 11486 CHF 74,506.2918/12/20 6,395.00VARIANCE SWAP 11487 CHF 42,397.9718/12/20 6,395.00VARIANCE SWAP 11488 CHF 17,228.5118/12/20 6,395.00VARIANCE SWAP 11489 EUR 39,137.1718/12/20 5,720.00VARIANCE SWAP 11490 USD 67,568.9018/12/20 20,000.00VARIANCE SWAP 11491 USD (13,578.18)18/12/20 20,000.00VARIANCE SWAP 11492 EUR (37,788.29)18/12/20 17,850.00VARIANCE SWAP 11493 CHF (535,087.67)18/12/20 40,280.00VARIANCE SWAP 11494 USD 1,067.2718/12/20 20,000.00VARIANCE SWAP 11495 USD (33,973.26)18/12/20 20,000.00VARIANCE SWAP 11496 CHF 783,413.4118/12/20 40,280.00VARIANCE SWAP 11497 EUR 16,116.2918/12/20 5,720.00VARIANCE SWAP 11498 EUR 78,897.8918/12/20 5,720.00VARIANCE SWAP 11499 EUR 40,312.2418/12/20 5,720.00VARIANCE SWAP 11500 EUR 121,035.2818/12/20 5,720.00VARIANCE SWAP 11501 EUR 100,543.6118/12/20 5,720.00VARIANCE SWAP 11502 EUR 123,729.4918/12/20 5,720.00VARIANCE SWAP 11503 EUR 37,802.3718/12/20 5,720.00VARIANCE SWAP 11504 EUR 66,700.0818/12/20 5,720.00VARIANCE SWAP 11505 EUR 88,195.0318/12/20 5,720.00VARIANCE SWAP 11506 EUR 44,157.9318/12/20 5,720.00VARIANCE SWAP 11507 CHF 12,501.5818/12/20 6,395.00VARIANCE SWAP 11508 EUR 179,040.2418/12/20 17,850.00VARIANCE SWAP 11509 EUR 103,037.9218/12/20 17,850.00VARIANCE SWAP 11510 USD (3,777.95)18/12/20 20,000.00VARIANCE SWAP 11511 USD 4,747.4118/12/20 20,000.00VARIANCE SWAP 11512 EUR (172,417.11)18/12/20 17,850.00VARIANCE SWAP 11513 USD 33,463.1118/12/20 20,000.00VARIANCE SWAP 11514 USD 4,374.4318/12/20 20,000.00VARIANCE SWAP 11515 USD (268,704.26)18/12/20 20,000.00VARIANCE SWAP 11516 USD (2,928.01)18/12/20 20,000.00VARIANCE SWAP 11517 GBP 83,875.4918/12/20 5,070.00VARIANCE SWAP 11518 CHF 45,860.7718/12/20 6,395.00VARIANCE SWAP 11519 CHF 31,930.6818/12/20 6,395.00VARIANCE SWAP 11549 SEK (221,574.87)18/12/20 192,260.00VARIANCE SWAP 11561 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11562 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11563 EUR 0.0018/12/20 21,428.57VARIANCE SWAP 11564 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11566 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11567 EUR 0.0018/12/20 14,285.71VARIANCE SWAP 11568 EUR 0.0018/12/20 21,428.57VARIANCE SWAP 11569 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11570 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11571 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11575 EUR 53,028.1718/12/20 17,850.00VARIANCE SWAP 11576 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11580 EUR (30,366.37)18/12/20 17,850.00VARIANCE SWAP 11583 EUR (183,582.61)18/12/20 17,850.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11606 EUR (167,362.48)17/12/21 20,000.00VARIANCE SWAP 11612 EUR 0.0018/12/20 25,000.00VARIANCE SWAP 11613 EUR (66,397.98)18/12/20 14,285.71VARIANCE SWAP 11614 EUR 0.0018/12/20 10,714.29VARIANCE SWAP 11615 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11616 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11617 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11618 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11619 EUR 0.0018/12/20 21,428.57VARIANCE SWAP 11620 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11621 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11622 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11623 EUR 0.0018/12/20 21,428.57VARIANCE SWAP 11624 EUR 0.0018/12/20 14,285.71VARIANCE SWAP 11625 EUR 0.0018/12/20 17,857.14VARIANCE SWAP 11626 EUR 0.0018/12/20 14,285.71VARIANCE SWAP 11634 EUR 0.0018/12/20 25,000.00VARIANCE SWAP 11640 USD (383,059.63)15/01/21 8,077.00VARIANCE SWAP 11641 USD 0.0015/01/21 8,077.00VARIANCE SWAP 11645 USD 0.0017/12/21 10,989.00VARIANCE SWAP 11649 AUD 0.0016/12/22 18,842.70VARIANCE SWAP 11650 AUD 0.0017/12/21 11,719.00VARIANCE SWAP 11651 JPY 0.0017/12/21 1,731,367.00VARIANCE SWAP 11652 JPY 0.0016/12/22 2,052,429.00VARIANCE SWAP 11653 AUD 0.0017/12/21 12,057.00VARIANCE SWAP 11654 AUD 0.0016/12/22 32,598.30VARIANCE SWAP 11660 HKD 0.0018/12/20 166,400.00VARIANCE SWAP 11662 USD 0.0017/12/21 10,989.00VARIANCE SWAP 11668 USD 0.0017/12/21 7,326.00VARIANCE SWAP 11673 AUD 0.0016/12/22 11,477.30VARIANCE SWAP 11675 AUD 0.0017/12/21 20,209.70VARIANCE SWAP 11676 AUD 0.0016/12/22 53,480.30VARIANCE SWAP 11679 JPY 0.0016/12/22 654,210.00VARIANCE SWAP 11681 JPY 0.0018/12/20 395,905.00VARIANCE SWAP 11684 JPY 0.0016/12/22 968,602.30VARIANCE SWAP 11686 AUD (689,417.27)17/12/20 80,000.00VARIANCE SWAP 11688 JPY 0.0017/12/21 208,196.00VARIANCE SWAP 11692 HKD 0.0018/12/20 71,552.70VARIANCE SWAP 11694 JPY 0.0017/12/21 1,828,706.30VARIANCE SWAP 11705 JPY (968,409.36)16/12/22 791,810.30VARIANCE SWAP 11706 JPY 0.0018/12/20 234,791.00VARIANCE SWAP 11707 USD (1,992,675.27)18/12/20 231,000.00VARIANCE SWAP 11708 USD (1,187,382.99)18/12/20 150,000.00VARIANCE SWAP 11712 EUR (2,950,934.29)18/12/20 100,000.00VARIANCE SWAP 11714 HKD 0.0018/12/20 38,349.00VARIANCE SWAP 11717 HKD 0.0018/12/20 85,863.30VARIANCE SWAP 11719 USD 0.0017/12/21 64,209.30VARIANCE SWAP 11721 USD 0.0017/12/21 16,932.30VARIANCE SWAP 11724 USD 0.0017/12/21 10,989.00VARIANCE SWAP 11726 USD 0.0017/12/21 18,315.00VARIANCE SWAP 11727 JPY 0.0018/12/20 536,092.00VARIANCE SWAP 11728 CHF 12,344.1018/06/21 1,497.54VARIANCE SWAP 11729 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11730 EUR 270,544.2118/12/20 144,000.00VARIANCE SWAP 11731 EUR 234,902.1918/12/20 200,000.00VARIANCE SWAP 11732 EUR 3,105.2817/12/21 275.00VARIANCE SWAP 11733 EUR 1,179.3417/12/21 122.00VARIANCE SWAP 11734 EUR 1,225.3717/12/21 97.00VARIANCE SWAP 11735 EUR 3,277.4617/12/21 518.00VARIANCE SWAP 11736 GBP 2,826.8917/12/21 625.00VARIANCE SWAP 11737 GBP 19,455.7917/12/21 751.00VARIANCE SWAP 11738 EUR 11,754.0417/12/21 765.00VARIANCE SWAP 11739 CHF 9,649.9617/12/21 824.00VARIANCE SWAP 11740 GBP 19,123.4917/12/21 1,051.00VARIANCE SWAP 11741 GBP 16,211.0917/12/21 1,355.00VARIANCE SWAP 11742 GBP (33,928.76)17/12/21 3,519.00VARIANCE SWAP 11743 EUR (39,970.23)17/12/21 3,591.00VARIANCE SWAP 11744 CHF (27,251.96)17/12/21 4,547.00VARIANCE SWAP 11746 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11747 EUR 6,998.3517/12/21 387.00VARIANCE SWAP 11748 EUR 4,309.4217/12/21 387.00VARIANCE SWAP 11749 EUR 13,113.1917/12/21 1,355.00

LFIS VISION

34




VARIANCE SWAP 11750 CHF 8,237.4917/12/21 1,355.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11751 CHF 11,192.0417/12/21 1,355.00VARIANCE SWAP 11752 CHF 7,186.0617/12/21 1,355.00VARIANCE SWAP 11753 EUR 13,680.4017/12/21 1,355.00VARIANCE SWAP 11754 EUR 19,657.3317/12/21 1,355.00VARIANCE SWAP 11755 EUR 8,490.8117/12/21 677.00VARIANCE SWAP 11756 EUR 10,134.0417/12/21 677.00VARIANCE SWAP 11757 EUR 9,278.5917/12/21 1,355.00VARIANCE SWAP 11758 USD 0.0018/06/21 3,018.24VARIANCE SWAP 11759 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11760 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11761 USD 0.0018/06/21 3,018.24VARIANCE SWAP 11762 USD 0.0018/06/21 3,018.24VARIANCE SWAP 11763 USD 0.0018/06/21 3,018.24VARIANCE SWAP 11764 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11765 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11766 USD 0.0018/06/21 3,018.24VARIANCE SWAP 11767 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11768 USD 0.0018/06/21 3,018.24VARIANCE SWAP 11769 USD 0.0018/06/21 3,018.24VARIANCE SWAP 11770 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11771 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11772 USD 0.0018/06/21 1,509.12VARIANCE SWAP 11773 EUR (70,840.84)18/06/21 12,748.50VARIANCE SWAP 11775 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11776 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11777 USD (21,717.65)18/06/21 28,220.10VARIANCE SWAP 11778 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11779 EUR 0.0018/06/21 2,727.00VARIANCE SWAP 11780 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11781 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11782 EUR 0.0018/06/21 1,363.50VARIANCE SWAP 11783 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11784 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11785 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11786 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11787 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11788 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11789 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11790 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11791 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11792 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11793 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11794 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11795 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11796 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11797 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11798 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11799 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11800 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11801 USD 0.0015/01/21 18,000.00VARIANCE SWAP 11804 USD (128,653.40)15/01/21 18,000.00VARIANCE SWAP 11806 USD 0.0015/01/21 4,800.00VARIANCE SWAP 11807 USD 0.0015/01/21 4,500.00VARIANCE SWAP 11808 USD 0.0015/01/21 5,750.00VARIANCE SWAP 11809 USD 0.0015/01/21 7,350.00VARIANCE SWAP 11810 USD 0.0015/01/21 7,850.00VARIANCE SWAP 11813 EUR 335,194.6517/12/21 50,000.00VARIANCE SWAP 11814 EUR (230,852.70)17/12/21 50,000.00VARIANCE SWAP 11815 USD (410,726.03)17/12/21 55,000.00VARIANCE SWAP 11816 USD 383,972.1717/12/21 55,000.00VARIANCE SWAP 11829 HKD 0.0018/12/20 21,948.75VARIANCE SWAP 11830 HKD 0.0018/12/20 131,692.50VARIANCE SWAP 11831 HKD 0.0018/12/20 43,897.50VARIANCE SWAP 11832 HKD 0.0018/12/20 65,846.25VARIANCE SWAP 11833 HKD 0.0018/12/20 131,692.50VARIANCE SWAP 11834 HKD 0.0018/12/20 43,897.50VARIANCE SWAP 11835 HKD 0.0018/12/20 65,846.25VARIANCE SWAP 11836 HKD 0.0018/12/20 65,846.25VARIANCE SWAP 11837 HKD 644,542.3818/12/20 43,897.50VARIANCE SWAP 11838 JPY 0.0018/12/20 1,228,700.00VARIANCE SWAP 11839 JPY 0.0018/12/20 1,173,408.50VARIANCE SWAP 11840 JPY 0.0018/12/20 1,843,050.00

VARIANCE SWAP 11841 JPY 0.0018/12/20 1,818,476.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11842 JPY 0.0018/12/20 3,421,929.50VARIANCE SWAP 11843 HKD 0.0018/12/20 65,846.25VARIANCE SWAP 11844 USD 0.0018/12/20 33,555.00VARIANCE SWAP 11848 USD 0.0018/12/20 11,185.00VARIANCE SWAP 11849 USD 0.0018/12/20 22,817.40VARIANCE SWAP 11850 EUR 0.0018/12/20 11,250.00VARIANCE SWAP 11851 EUR 0.0018/12/20 12,500.00VARIANCE SWAP 11853 USD 0.0018/12/20 2,796.25VARIANCE SWAP 11854 USD 0.0018/12/20 33,555.00VARIANCE SWAP 11855 EUR 0.0018/12/20 11,250.00VARIANCE SWAP 11856 EUR 0.0018/12/20 12,500.00VARIANCE SWAP 11857 USD 0.0018/12/20 2,796.25VARIANCE SWAP 11858 USD 0.0018/12/20 23,376.65VARIANCE SWAP 11859 EUR 0.0018/12/20 7,050.00VARIANCE SWAP 11860 JPY 0.0018/12/20 9,485,564.00VARIANCE SWAP 11861 USD 0.0018/12/20 25,166.25VARIANCE SWAP 11863 USD 0.0018/12/20 5,592.50VARIANCE SWAP 11864 HKD 0.0018/12/20 680,411.25VARIANCE SWAP 11867 USD 0.0018/12/20 270,117.75VARIANCE SWAP 11868 EUR 0.0018/12/20 92,050.00VARIANCE SWAP 11869 USD 0.0018/12/20 14,540.50VARIANCE SWAP 11871 USD 0.0018/12/20 2,796.25VARIANCE SWAP 11872 USD 0.0018/12/20 2,796.25VARIANCE SWAP 11873 USD 0.0018/12/20 2,796.25VARIANCE SWAP 11874 EUR 0.0018/12/20 12,500.00VARIANCE SWAP 11875 EUR 0.0018/12/20 12,500.00VARIANCE SWAP 11876 USD 0.0018/12/20 9,451.33VARIANCE SWAP 11877 USD 0.0018/12/20 9,898.73VARIANCE SWAP 11878 USD 0.0018/12/20 30,479.13VARIANCE SWAP 11882 USD 0.0018/12/20 10,681.68VARIANCE SWAP 11883 CHF 0.0018/12/20 13,271.63VARIANCE SWAP 11884 CHF 0.0018/12/20 13,271.63VARIANCE SWAP 11889 USD 0.0018/12/20 11,017.23VARIANCE SWAP 11891 EUR 0.0018/12/20 12,500.00VARIANCE SWAP 11895 EUR 0.0018/12/20 10,714.29VARIANCE SWAP 11897 GBP 17,986.5017/12/21 3,548.97VARIANCE SWAP 11899 EUR 12,272.7717/12/21 789.60VARIANCE SWAP 11900 EUR 3,050.2717/12/21 1,581.30VARIANCE SWAP 11901 EUR 1,146.1317/12/21 7,400.40VARIANCE SWAP 11902 CHF (32,275.24)17/12/21 5,835.06VARIANCE SWAP 11903 EUR 21,609.3917/12/21 113.40VARIANCE SWAP 11904 EUR 12,045.4117/12/21 604.80VARIANCE SWAP 11905 CHF 8,488.7717/12/21 1,739.43VARIANCE SWAP 11906 GBP 13,120.6817/12/21 756.60VARIANCE SWAP 11907 GBP 9,885.6117/12/21 1,065.05VARIANCE SWAP 11908 EUR 7,967.7617/12/21 1,581.30VARIANCE SWAP 11909 EUR 6,056.9917/12/21 142.80VARIANCE SWAP 11910 EUR 17,397.5517/12/21 1,581.30VARIANCE SWAP 11911 EUR (46,592.05)17/12/21 451.50VARIANCE SWAP 11912 EUR 9,095.9417/12/21 321.30VARIANCE SWAP 11913 EUR (72,920.91)17/12/21 789.60VARIANCE SWAP 11914 EUR 3,391.6717/12/21 892.50VARIANCE SWAP 11915 EUR 1,268.5217/12/21 4,189.50VARIANCE SWAP 11916 GBP 1,892.4217/12/21 629.60VARIANCE SWAP 11917 CHF 11,346.1017/12/21 1,057.98VARIANCE SWAP 11918 EUR 14,467.2317/12/21 451.50VARIANCE SWAP 11919 CHF 9,569.5217/12/21 1,739.43VARIANCE SWAP 11921 GBP (40,687.38)17/12/21 1,366.24VARIANCE SWAP 11935 EUR 4,819.7017/12/21 573.00VARIANCE SWAP 11936 EUR 15,804.4317/12/21 747.00VARIANCE SWAP 11938 EUR 2,803.5017/12/21 768.00VARIANCE SWAP 11939 SEK 7,220.2017/12/21 8,074.84VARIANCE SWAP 11940 EUR 13,755.9217/12/21 813.00VARIANCE SWAP 11941 CHF 2,933.2117/12/21 1,026.23VARIANCE SWAP 11942 EUR 14,194.1717/12/21 1,047.00VARIANCE SWAP 11943 EUR 22,758.0817/12/21 1,128.00VARIANCE SWAP 11944 CHF 7,667.6817/12/21 1,542.63VARIANCE SWAP 11945 EUR 13,793.2417/12/21 1,599.00VARIANCE SWAP 11946 EUR 12,847.1817/12/21 1,674.00VARIANCE SWAP 11947 CHF 25,561.3417/12/21 1,848.53VARIANCE SWAP 11949 EUR 21,369.9117/12/21 3,201.00VARIANCE SWAP 11950 EUR 25,452.2017/12/21 3,201.00

LFIS VISION

35




VARIANCE SWAP 11951 EUR 6,075.8917/12/21 3,201.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 11952 EUR 42,626.1517/12/21 3,201.00VARIANCE SWAP 11953 EUR (288,703.28)17/12/21 30,000.00VARIANCE SWAP 11954 EUR 2,284.7617/12/21 348.00VARIANCE SWAP 11955 EUR 4,368.2517/12/21 303.00VARIANCE SWAP 11956 EUR 3,009.4017/12/21 267.00VARIANCE SWAP 11957 EUR 3,745.8117/12/21 471.00VARIANCE SWAP 11958 CHF 916.2717/12/21 144.72VARIANCE SWAP 11959 EUR 6,345.9817/12/21 525.00VARIANCE SWAP 11960 USD 1,605,632.3718/12/20 250,000.00VARIANCE SWAP 11961 USD (1,969,166.57)18/12/20 250,000.00VARIANCE SWAP 11962 USD 1,518,964.7518/12/20 200,000.00VARIANCE SWAP 11963 USD (1,720,947.08)18/12/20 200,000.00VARIANCE SWAP 11964 HKD 927,113.2130/12/20 1,962,050.00VARIANCE SWAP 11965 HKD (250,946.24)30/12/20 1,962,050.00VARIANCE SWAP 11966 HKD 831,884.7630/12/20 1,570,000.00VARIANCE SWAP 11967 HKD (298,210.82)30/12/20 1,570,000.00VARIANCE SWAP 11975 USD 0.0018/12/20 14,820.13VARIANCE SWAP 11976 USD 0.0015/01/21 8,077.00VARIANCE SWAP 11977 USD 0.0015/01/21 1,387.51VARIANCE SWAP 11978 USD 0.0015/01/21 9,650.00VARIANCE SWAP 11979 USD 0.0015/01/21 11,150.00VARIANCE SWAP 11980 USD 0.0015/01/21 9,000.00VARIANCE SWAP 11981 USD 0.0015/01/21 46,950.00VARIANCE SWAP 11982 USD 0.0015/01/21 44,750.00VARIANCE SWAP 11983 EUR 20,436.7517/12/21 1,581.30VARIANCE SWAP 11984 USD (84,795.21)17/12/21 20,000.00VARIANCE SWAP 11988 CHF 7,778.7817/12/21 2,213.63VARIANCE SWAP 12005 USD 18,154.0817/12/21 20,000.00VARIANCE SWAP 12006 USD 0.0017/12/21 20,000.00VARIANCE SWAP 12007 USD 19,587.6417/12/21 20,000.00VARIANCE SWAP 12008 USD 0.0017/12/21 20,000.00VARIANCE SWAP 12012 EUR (37,784.22)17/12/21 115,000.00VARIANCE SWAP 12013 EUR 0.0017/12/21 115,000.00VARIANCE SWAP 12014 USD 51,433.1817/12/21 125,000.00VARIANCE SWAP 12015 USD 0.0017/12/21 125,000.00VARIANCE SWAP 12016 USD (888,277.17)18/12/20 115,000.00VARIANCE SWAP 12017 USD 853,885.6417/12/21 225,000.00VARIANCE SWAP 12018 USD (512,393.45)17/12/21 75,000.00VARIANCE SWAP 12019 EUR (1,075,568.26)17/12/21 150,000.00VARIANCE SWAP 12020 USD 0.0017/12/21 115,000.00VARIANCE SWAP 12021 USD 28,839.1917/12/21 115,000.00VARIANCE SWAP 12022 USD (155,188.31)17/12/21 62,500.00VARIANCE SWAP 12023 USD (449,391.41)18/12/20 62,500.00VARIANCE SWAP 12024 USD 61,607.4117/12/21 115,000.00VARIANCE SWAP 12025 USD 0.0017/12/21 115,000.00VARIANCE SWAP 12026 EUR (38,782.20)17/12/21 100,000.00VARIANCE SWAP 12027 EUR (133,605.75)17/12/21 150,000.00VARIANCE SWAP 12029 EUR (992,000.00)17/12/21 200,000.00VARIANCE SWAP 12058 EUR 3,064,775.8318/12/20 100,000.00VARIANCE SWAP 12059 EUR (64,852.28)17/12/21 6,343.00VARIANCE SWAP 12066 HKD 0.0018/12/20 98,707.00VARIANCE SWAP 12067 HKD 0.0018/12/20 154,229.80VARIANCE SWAP 12068 HKD 0.0018/12/20 43,184.30VARIANCE SWAP 12069 HKD 0.0018/12/20 37,015.10VARIANCE SWAP 12070 HKD 0.0018/12/20 30,846.00VARIANCE SWAP 12071 HKD 0.0018/12/20 37,015.10VARIANCE SWAP 12072 JPY 0.0018/12/20 513,756.00VARIANCE SWAP 12073 HKD 0.0018/12/20 89,453.30VARIANCE SWAP 12074 JPY 0.0018/12/20 556,569.00VARIANCE SWAP 12075 JPY 0.0018/12/20 685,008.00VARIANCE SWAP 12086 EUR 12,485.4117/12/21 100,000.00VARIANCE SWAP 12087 EUR 0.0017/12/21 100,000.00VARIANCE SWAP 12088 USD 0.0017/12/21 125,000.00VARIANCE SWAP 12089 USD 136,683.9017/12/21 125,000.00VARIANCE SWAP 12091 EUR 53,361.1518/12/20 3,860.00VARIANCE SWAP 12092 SEK 0.0018/12/20 58,763.64VARIANCE SWAP 12096 USD 0.0018/06/21 2,097.00VARIANCE SWAP 12142 EUR 902,631.6316/12/22 500,000.00VARIANCE SWAP 12153 EUR (806,411.47)16/12/22 2,435,170.49VARIANCE SWAP 12154 EUR (733,422.87)15/12/23 1,786,510.07VARIANCE SWAP 12155 EUR (1,137,309.22)17/12/21 3,252,421.90VARIANCE SWAP 12156 EUR (682,828.09)16/12/22 2,298,640.28

VARIANCE SWAP 12157 EUR (356,914.38)15/12/23 1,466,494.76

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 12189 USD 104,008.6930/11/21 32,000,000.00VARIANCE SWAP 12190 USD 9,000.7521/11/22 36,000,000.00VARIANCE SWAP 12191 EUR 0.0017/12/21 22,275.00VARIANCE SWAP 12192 USD 0.0017/12/21 21,800.40VARIANCE SWAP 12195 HKD 0.0017/12/21 25,434.00VARIANCE SWAP 12196 CHF 11,411.2617/12/21 1,739.43VARIANCE SWAP 2528 JPY 3,297,046.3922/02/21 50,000,000.00VARIANCE SWAP 2529 JPY (2,388,810.57)22/02/21 50,000,000.00VARIANCE SWAP 2881 JPY (834,334.53)04/06/21 22,000,000.00VARIANCE SWAP 2886 JPY 1,353,427.9604/06/21 22,000,000.00VARIANCE SWAP 2969 JPY (648,800.51)21/06/21 11,200,000.00VARIANCE SWAP 2970 JPY 975,615.6721/06/21 13,440,000.00VARIANCE SWAP 3138 TRY (122,405.73)22/07/21 440,000.00VARIANCE SWAP 3139 JPY 691,089.6022/07/21 14,000,000.00VARIANCE SWAP 3622 EUR 960,882.2118/12/20 20,000.00VARIANCE SWAP 3912 JPY (326,366.89)20/01/22 11,000,000.00VARIANCE SWAP 3921 JPY 432,597.0924/01/22 11,000,000.00VARIANCE SWAP 4185 USD (215,021.74)29/01/21 20,000.00VARIANCE SWAP 4508 USD 0.0018/12/20 90,000.00VARIANCE SWAP 4509 USD 0.0018/12/20 75,000.00VARIANCE SWAP 4510 USD 0.0018/12/20 90,000.00VARIANCE SWAP 4511 USD 0.0018/12/20 75,000.00VARIANCE SWAP 4512 USD 0.0018/12/20 75,000.00VARIANCE SWAP 4515 USD 0.0018/12/20 75,000.00VARIANCE SWAP 4520 USD (30,002.51)18/12/20 180,000.00VARIANCE SWAP 4526 USD (44,337.04)18/12/20 140,000.00VARIANCE SWAP 4537 USD 0.0018/12/20 70,000.00VARIANCE SWAP 4548 USD 0.0018/12/20 70,000.00VARIANCE SWAP 4550 USD 22,501.8818/12/20 150,000.00VARIANCE SWAP 4554 JPY (443,830.27)23/05/22 11,000,000.00VARIANCE SWAP 4563 JPY 735,066.9020/05/22 12,200,000.00VARIANCE SWAP 4565 JPY (435,849.28)20/05/22 11,092,000.00VARIANCE SWAP 4577 USD (234,968.38)18/12/20 235,600.00VARIANCE SWAP 4582 USD 0.0018/12/20 235,600.00VARIANCE SWAP 4583 EUR 0.0018/12/20 200,000.00VARIANCE SWAP 4584 EUR 500,931.5518/12/20 200,000.00VARIANCE SWAP 4605 EUR 0.0018/12/20 200,000.00VARIANCE SWAP 4606 EUR 469,670.8318/12/20 200,000.00VARIANCE SWAP 4607 USD 0.0018/12/20 236,000.00VARIANCE SWAP 4608 USD (194,888.41)18/12/20 236,000.00VARIANCE SWAP 4617 EUR 252,297.8518/12/20 100,000.00VARIANCE SWAP 4618 USD 0.0018/12/20 118,000.00VARIANCE SWAP 4619 USD (116,043.32)18/12/20 118,000.00VARIANCE SWAP 4620 EUR 0.0018/12/20 100,000.00VARIANCE SWAP 4642 JPY (139,552.65)16/06/22 11,000,000.00VARIANCE SWAP 4655 USD (958,567.64)11/12/20 180,000.00VARIANCE SWAP 4656 USD 326,168.3811/12/20 180,000.00VARIANCE SWAP 4657 EUR (91,777.90)10/12/20 50,000.00VARIANCE SWAP 4658 USD (210,434.26)18/12/20 250,000.00VARIANCE SWAP 4659 USD (527,443.79)30/12/20 85,000.00VARIANCE SWAP 4660 USD (62,876.93)30/12/20 85,000.00VARIANCE SWAP 4671 USD (291,389.27)11/12/20 85,000.00VARIANCE SWAP 4672 USD 0.0011/12/20 85,000.00VARIANCE SWAP 4678 USD (1,549,195.03)18/12/20 290,000.00VARIANCE SWAP 4679 EUR (342,206.45)18/12/20 125,000.00VARIANCE SWAP 4680 EUR (684,412.90)18/12/20 250,000.00VARIANCE SWAP 4681 USD (780,450.49)18/12/20 145,000.00VARIANCE SWAP 4682 EUR 1,236,272.2918/12/20 250,000.00VARIANCE SWAP 4683 EUR 645,814.5118/12/20 125,000.00VARIANCE SWAP 4684 USD 694,243.8618/12/20 145,000.00VARIANCE SWAP 4685 USD 1,388,487.7118/12/20 290,000.00VARIANCE SWAP 4688 USD 218,442.4511/12/20 85,000.00VARIANCE SWAP 4689 USD (527,866.98)11/12/20 85,000.00VARIANCE SWAP 4690 USD 0.0018/12/20 85,000.00VARIANCE SWAP 4691 USD (268,893.75)18/12/20 85,000.00VARIANCE SWAP 4694 USD 0.0018/12/20 85,000.00VARIANCE SWAP 4695 USD (546,633.97)18/12/20 85,000.00VARIANCE SWAP 4696 USD (467,058.15)30/12/20 85,000.00VARIANCE SWAP 4697 USD (82,462.89)30/12/20 85,000.00VARIANCE SWAP 4761 USD 1,023,233.9318/12/20 197,200.00VARIANCE SWAP 4762 USD (1,140,517.02)18/12/20 197,200.00VARIANCE SWAP 4763 EUR (494,026.70)18/12/20 170,000.00

LFIS VISION

36





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 4772 USD (1,662,140.89)30/12/20 250,000.00VARIANCE SWAP 4773 USD 0.0030/12/20 250,000.00VARIANCE SWAP 4776 USD 1,546,849.3818/12/20 290,000.00VARIANCE SWAP 4779 USD (1,788,880.92)18/12/20 290,000.00VARIANCE SWAP 4803 USD 0.0018/12/20 85,000.00VARIANCE SWAP 4804 USD (180,884.37)18/12/20 85,000.00VARIANCE SWAP 4805 USD (1,831,432.17)30/12/20 250,000.00VARIANCE SWAP 4806 USD 0.0030/12/20 250,000.00VARIANCE SWAP 4807 USD (176,674.39)18/12/20 292,500.00VARIANCE SWAP 4808 USD 0.0018/12/20 292,500.00VARIANCE SWAP 4811 USD (1,111,357.14)18/12/20 170,000.00VARIANCE SWAP 4812 HKD (209,475.68)30/12/20 1,334,194.00VARIANCE SWAP 4813 USD 982,487.5618/12/20 170,000.00VARIANCE SWAP 4815 HKD 569,631.2030/12/20 1,334,194.00VARIANCE SWAP 4823 USD (2,131,704.79)18/12/20 292,500.00VARIANCE SWAP 4824 EUR (1,400,953.94)18/12/20 250,000.00VARIANCE SWAP 4825 EUR 2,091,078.3718/12/20 250,000.00VARIANCE SWAP 4826 USD 1,896,920.4418/12/20 292,500.00VARIANCE SWAP 4833 USD (1,092,934.00)18/12/20 170,000.00VARIANCE SWAP 4839 HKD 927,113.2130/12/20 1,962,050.00VARIANCE SWAP 4842 USD (1,820,278.24)18/12/20 250,000.00VARIANCE SWAP 4843 USD 1,669,972.1918/12/20 250,000.00VARIANCE SWAP 4850 USD 0.0010/12/20 170,000.00VARIANCE SWAP 4851 USD (606,270.68)10/12/20 170,000.00VARIANCE SWAP 4852 USD 0.0018/12/20 87,500.00VARIANCE SWAP 4853 USD (139,282.48)18/12/20 87,500.00VARIANCE SWAP 4858 USD (658,778.08)10/12/20 85,000.00VARIANCE SWAP 4859 USD 451,740.8810/12/20 85,000.00VARIANCE SWAP 4866 USD (1,168,731.18)20/12/20 170,000.00VARIANCE SWAP 4867 USD (1,693,562.33)18/12/20 255,000.00VARIANCE SWAP 4868 EUR 1,042,311.3618/12/20 175,000.00VARIANCE SWAP 4869 EUR (611,644.16)18/12/20 175,000.00VARIANCE SWAP 4870 EUR 518,875.0018/12/20 87,500.00VARIANCE SWAP 4871 EUR (318,987.93)18/12/20 87,500.00VARIANCE SWAP 4872 USD (1,335,488.11)18/12/20 204,890.00VARIANCE SWAP 4873 USD 1,136,593.6918/12/20 204,890.00VARIANCE SWAP 4874 USD 1,182,060.2018/12/20 204,750.00VARIANCE SWAP 4875 USD (1,414,023.81)18/12/20 204,750.00VARIANCE SWAP 4876 EUR (530,337.41)18/12/20 175,000.00VARIANCE SWAP 4877 EUR 1,041,448.9918/12/20 175,000.00VARIANCE SWAP 4886 USD 1,497,218.8518/12/20 240,000.00VARIANCE SWAP 4887 USD (1,675,149.39)18/12/20 240,000.00VARIANCE SWAP 4892 HKD (281,962.06)18/12/20 1,834,000.00VARIANCE SWAP 4893 HKD 833,272.6018/12/20 1,834,000.00VARIANCE SWAP 4908 USD 0.0018/12/20 150,000.00VARIANCE SWAP 4909 USD 0.0018/12/20 150,000.00VARIANCE SWAP 4948 USD 1,405,414.0518/12/20 228,000.00VARIANCE SWAP 4949 USD (1,522,508.31)18/12/20 228,000.00VARIANCE SWAP 4950 EUR (861,686.07)18/12/20 200,000.00VARIANCE SWAP 4951 EUR 1,218,222.3018/12/20 200,000.00VARIANCE SWAP 4953 HKD (377,149.66)30/12/20 1,569,900.00VARIANCE SWAP 4954 HKD (513,185.72)30/12/20 1,569,900.00VARIANCE SWAP 4956 USD (1,455,673.83)18/12/20 200,000.00VARIANCE SWAP 4957 USD (1,385,416.76)18/12/20 200,000.00VARIANCE SWAP 4958 USD (3,853,295.24)18/12/20 504,000.00VARIANCE SWAP 4992 HKD 909,098.4830/12/20 1,569,900.00VARIANCE SWAP 4993 USD 1,291,158.2018/12/20 200,000.00VARIANCE SWAP 5011 USD (1,528,451.47)18/12/20 200,000.00VARIANCE SWAP 5013 USD 1,291,158.2018/12/20 200,000.00VARIANCE SWAP 5014 EUR (3,012,800.40)18/12/20 200,000.00VARIANCE SWAP 5015 EUR 3,580,000.0018/12/20 200,000.00VARIANCE SWAP 5050 HKD 909,098.4830/12/20 1,569,900.00VARIANCE SWAP 5087 USD (3,185,350.19)18/12/20 400,000.00VARIANCE SWAP 5089 USD (992,540.54)18/12/20 115,600.00VARIANCE SWAP 5090 USD 888,714.0218/12/20 115,600.00VARIANCE SWAP 5091 EUR 787,000.0018/12/20 100,000.00VARIANCE SWAP 5092 EUR (542,570.80)18/12/20 100,000.00VARIANCE SWAP 5094 USD (1,867,912.72)18/12/20 230,000.00VARIANCE SWAP 5095 USD 1,609,212.5418/12/20 230,000.00VARIANCE SWAP 5096 EUR 1,388,235.8518/12/20 200,000.00VARIANCE SWAP 5097 EUR (1,043,710.07)18/12/20 200,000.00VARIANCE SWAP 5102 USD 1,042,644.5418/12/20 175,000.00

VARIANCE SWAP 5107 USD (847,262.00)18/12/20 192,500.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 5108 USD 278,759.5818/12/20 160,000.00VARIANCE SWAP 5109 USD 0.0018/12/20 53,333.33VARIANCE SWAP 5110 USD 0.0018/12/20 53,333.33VARIANCE SWAP 5111 USD 0.0018/12/20 53,333.33VARIANCE SWAP 5112 USD 0.0018/12/20 192,500.00VARIANCE SWAP 5113 USD 0.0018/12/20 192,500.00VARIANCE SWAP 5114 USD 0.0018/12/20 192,500.00VARIANCE SWAP 5115 USD 996,270.7818/12/20 577,500.00VARIANCE SWAP 5117 USD (1,085,719.41)18/12/20 192,500.00VARIANCE SWAP 5118 USD (1,655,126.72)18/12/20 192,500.00VARIANCE SWAP 5127 JPY 1,719,226.7229/08/22 24,420,000.00VARIANCE SWAP 5128 JPY (1,142,704.40)29/08/22 22,200,000.00VARIANCE SWAP 5129 EUR 1,375,163.0718/12/20 197,500.00VARIANCE SWAP 5130 EUR (896,097.00)18/12/20 197,500.00VARIANCE SWAP 5131 USD (1,970,175.13)18/12/20 230,285.00VARIANCE SWAP 5132 USD 1,736,818.6618/12/20 230,285.00VARIANCE SWAP 5133 JPY (1,232,031.43)31/08/22 22,200,000.00VARIANCE SWAP 5134 JPY 1,788,716.7731/08/22 24,420,000.00VARIANCE SWAP 5136 USD 2,882,533.9118/12/20 395,000.00VARIANCE SWAP 5137 USD (3,191,848.60)18/12/20 395,000.00VARIANCE SWAP 5138 HKD 1,739,852.0118/12/20 3,100,394.50VARIANCE SWAP 5139 HKD (773,545.56)18/12/20 3,100,394.50VARIANCE SWAP 5140 USD (1,090,281.47)18/12/20 175,000.00VARIANCE SWAP 5145 USD 134,199.8618/12/20 300,000.00VARIANCE SWAP 5146 USD 0.0018/12/20 100,000.00VARIANCE SWAP 5147 USD 0.0018/12/20 100,000.00VARIANCE SWAP 5148 USD 0.0018/12/20 100,000.00VARIANCE SWAP 5149 GBP 0.0018/12/20 10,720.00VARIANCE SWAP 5150 GBP 0.0018/12/20 10,720.00VARIANCE SWAP 5151 GBP 0.0018/12/20 32,159.00VARIANCE SWAP 5152 GBP (698,815.22)18/12/20 53,598.00VARIANCE SWAP 5153 CHF 0.0018/12/20 13,418.00VARIANCE SWAP 5154 CHF 0.0018/12/20 13,418.00VARIANCE SWAP 5155 CHF 0.0018/12/20 26,837.00VARIANCE SWAP 5156 EUR (657,412.23)18/12/20 100,000.00VARIANCE SWAP 5157 CHF (257,710.07)18/12/20 85,931.00VARIANCE SWAP 5159 EUR 240,971.8718/12/20 14,286.00VARIANCE SWAP 5160 CHF 108,595.4718/12/20 16,110.00VARIANCE SWAP 5161 CHF 114,906.4218/12/20 16,110.00VARIANCE SWAP 5162 EUR 237,023.8818/12/20 14,286.00VARIANCE SWAP 5163 EUR 209,370.0818/12/20 14,286.00VARIANCE SWAP 5164 GBP 287,944.5818/12/20 12,870.00VARIANCE SWAP 5165 CHF 15,046.7118/12/20 10,740.00VARIANCE SWAP 5166 CHF 96,569.8118/12/20 10,740.00VARIANCE SWAP 5167 EUR 30,613.7818/12/20 9,524.00VARIANCE SWAP 5168 CHF 74,636.9418/12/20 10,740.00VARIANCE SWAP 5169 CHF 27,407.2918/12/20 10,740.00VARIANCE SWAP 5170 SEK 56,939.0218/12/20 50,194.00VARIANCE SWAP 5171 CHF 49,571.7418/12/20 5,370.00VARIANCE SWAP 5172 GBP 84,066.4618/12/20 4,290.00VARIANCE SWAP 5173 EUR 148,370.7618/12/20 4,762.00VARIANCE SWAP 5174 EUR 41,426.9518/12/20 4,762.00VARIANCE SWAP 5175 EUR 52,343.5318/12/20 4,762.00VARIANCE SWAP 5176 EUR 59,450.0318/12/20 4,762.00VARIANCE SWAP 5177 EUR 57,111.2318/12/20 4,762.00VARIANCE SWAP 5178 EUR 56,023.4618/12/20 4,762.00VARIANCE SWAP 5179 EUR 129,469.2518/12/20 4,762.00VARIANCE SWAP 5180 CHF 20,370.3018/12/20 5,370.00VARIANCE SWAP 5181 GBP 39,974.2318/12/20 4,290.00VARIANCE SWAP 5182 EUR 76,398.9918/12/20 4,762.00VARIANCE SWAP 5183 EUR 11,482.3618/12/20 4,762.00VARIANCE SWAP 5184 EUR (1,492,231.94)18/12/20 250,000.00VARIANCE SWAP 5185 EUR 570,217.9018/12/20 35,700.00VARIANCE SWAP 5186 EUR 616,247.3718/12/20 35,700.00VARIANCE SWAP 5187 EUR 544,008.0418/12/20 35,700.00VARIANCE SWAP 5188 EUR 72,532.9718/12/20 23,800.00VARIANCE SWAP 5189 SEK 111,492.1218/12/20 125,411.00VARIANCE SWAP 5190 EUR 381,020.9618/12/20 11,900.00VARIANCE SWAP 5191 EUR 92,317.2218/12/20 11,900.00VARIANCE SWAP 5192 EUR 118,854.9518/12/20 11,900.00VARIANCE SWAP 5193 EUR 146,684.0118/12/20 11,900.00VARIANCE SWAP 5194 EUR 132,881.5318/12/20 11,900.00

LFIS VISION

37





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 5196 EUR 315,059.4718/12/20 11,900.00VARIANCE SWAP 5197 EUR 179,664.6018/12/20 11,900.00VARIANCE SWAP 5199 CHF (508,881.83)18/12/20 214,808.00VARIANCE SWAP 5201 CHF 249,627.8118/12/20 40,255.00VARIANCE SWAP 5202 CHF 45,798.4318/12/20 26,837.00VARIANCE SWAP 5203 CHF 221,830.5818/12/20 26,837.00VARIANCE SWAP 5204 CHF 163,349.6818/12/20 26,837.00VARIANCE SWAP 5205 CHF 49,325.8618/12/20 26,837.00VARIANCE SWAP 5206 CHF 119,130.4218/12/20 13,418.00VARIANCE SWAP 5207 CHF 41,817.1418/12/20 13,418.00VARIANCE SWAP 5208 GBP (359,892.03)18/12/20 53,598.00VARIANCE SWAP 5209 GBP 740,176.3518/12/20 32,159.00VARIANCE SWAP 5210 GBP 212,148.9818/12/20 10,720.00VARIANCE SWAP 5211 GBP 108,313.4018/12/20 10,720.00VARIANCE SWAP 5212 EUR (1,643,616.01)18/12/20 250,000.00VARIANCE SWAP 5213 EUR 0.0018/12/20 35,700.00VARIANCE SWAP 5214 EUR 0.0018/12/20 35,700.00VARIANCE SWAP 5215 EUR 0.0018/12/20 35,700.00VARIANCE SWAP 5216 EUR 0.0018/12/20 23,800.00VARIANCE SWAP 5217 SEK (121,272.97)18/12/20 125,411.00VARIANCE SWAP 5218 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5219 CHF 0.0018/12/20 26,837.00VARIANCE SWAP 5220 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5221 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5222 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5223 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5224 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5226 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5227 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5228 CHF (605,784.03)18/12/20 214,808.00VARIANCE SWAP 5229 CHF 0.0018/12/20 40,255.00VARIANCE SWAP 5230 CHF 0.0018/12/20 40,255.00VARIANCE SWAP 5231 CHF 0.0018/12/20 26,837.00VARIANCE SWAP 5232 CHF 0.0018/12/20 26,837.00VARIANCE SWAP 5237 USD 0.0018/12/20 128,333.33VARIANCE SWAP 5238 USD 0.0018/12/20 128,333.33VARIANCE SWAP 5239 USD 0.0018/12/20 128,333.33VARIANCE SWAP 5240 EUR 0.0018/12/20 11,900.00VARIANCE SWAP 5241 CHF 252,892.0618/12/20 40,255.00VARIANCE SWAP 5242 EUR 20,038.9418/12/20 11,900.00VARIANCE SWAP 5243 GBP (142,032.40)18/12/20 21,442.00VARIANCE SWAP 5276 USD 1,523,868.6418/12/20 232,000.00VARIANCE SWAP 5277 USD (1,730,670.12)18/12/20 232,000.00VARIANCE SWAP 5278 EUR (979,465.30)18/12/20 200,000.00VARIANCE SWAP 5279 EUR 1,429,881.3118/12/20 200,000.00VARIANCE SWAP 5281 USD 699,475.1418/12/20 385,000.00VARIANCE SWAP 5287 USD (926,385.29)18/12/20 211,750.00VARIANCE SWAP 5427 USD (575,544.56)18/12/20 200,000.00VARIANCE SWAP 5428 USD 0.0018/12/20 200,000.00VARIANCE SWAP 5457 JPY 1,014,420.6728/09/22 14,831,250.00VARIANCE SWAP 5458 JPY (758,563.79)28/09/22 14,125,000.00VARIANCE SWAP 5469 USD (565,287.62)18/12/20 200,000.00VARIANCE SWAP 5479 USD 130,010.8718/12/20 200,000.00VARIANCE SWAP 5481 USD (1,800,268.72)30/12/20 200,000.00VARIANCE SWAP 5482 USD 0.0030/12/20 200,000.00VARIANCE SWAP 5483 USD 0.0018/12/20 100,000.00VARIANCE SWAP 5484 EUR 790,164.8018/12/20 25,000.00VARIANCE SWAP 5762 USD (396,753.38)18/12/20 287,500.00VARIANCE SWAP 5763 USD 0.0018/12/20 83,333.33VARIANCE SWAP 5764 USD 0.0018/12/20 83,333.33VARIANCE SWAP 5765 USD 0.0018/12/20 200,000.00VARIANCE SWAP 5767 USD (485,512.16)18/12/20 200,000.00VARIANCE SWAP 5768 USD 0.0018/12/20 200,000.00VARIANCE SWAP 5776 USD (749,332.18)18/12/20 250,000.00VARIANCE SWAP 5777 USD 0.0018/12/20 250,000.00VARIANCE SWAP 5779 EUR (972,738.79)18/12/20 200,000.00VARIANCE SWAP 5780 EUR 1,543,967.6918/12/20 200,000.00VARIANCE SWAP 5782 USD 2,529,151.2418/12/20 345,000.00VARIANCE SWAP 5783 USD (2,899,040.01)18/12/20 345,000.00VARIANCE SWAP 5784 EUR (1,534,381.10)18/12/20 300,000.00VARIANCE SWAP 5785 EUR 2,270,290.6118/12/20 300,000.00VARIANCE SWAP 5786 JPY (57,712.28)11/12/20 3,415,050.00

VARIANCE SWAP 5787 JPY (36,180.80)11/12/20 3,415,050.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 5788 JPY (40,712.83)11/12/20 3,415,050.00VARIANCE SWAP 5789 JPY 46,318.6211/12/20 3,415,050.00VARIANCE SWAP 5790 JPY 327,349.9011/12/20 3,415,050.00VARIANCE SWAP 5791 AUD 58,034.8711/12/20 21,241.50VARIANCE SWAP 5792 AUD (8,620.06)11/12/20 21,241.50VARIANCE SWAP 5793 AUD (66,352.59)11/12/20 10,620.90VARIANCE SWAP 5794 AUD (131,969.81)11/12/20 21,241.50VARIANCE SWAP 5795 AUD (60,899.57)11/12/20 21,241.50VARIANCE SWAP 5796 AUD (8,931.90)11/12/20 10,620.90VARIANCE SWAP 5798 AUD 38,375.8111/12/20 10,620.90VARIANCE SWAP 5799 AUD 184,583.7211/12/20 21,241.50VARIANCE SWAP 5800 AUD 49,295.3511/12/20 21,241.50VARIANCE SWAP 5801 JPY 11,784.6411/12/20 3,415,050.00VARIANCE SWAP 5802 JPY (12,999.58)11/12/20 3,415,050.00VARIANCE SWAP 5803 JPY 29,950.3811/12/20 3,415,050.00VARIANCE SWAP 5804 JPY 30,404.1311/12/20 3,415,050.00VARIANCE SWAP 5805 JPY 77,275.8811/12/20 6,830,100.00VARIANCE SWAP 5806 JPY (82,778.97)11/12/20 3,415,050.00VARIANCE SWAP 5807 AUD 19,277.2611/12/20 10,620.90VARIANCE SWAP 5808 AUD 34,703.1311/12/20 21,241.50VARIANCE SWAP 5809 JPY (168,113.74)11/12/20 6,830,100.00VARIANCE SWAP 5810 USD 0.0018/12/20 100,000.00VARIANCE SWAP 5811 AUD (6,871.94)11/12/20 21,241.50VARIANCE SWAP 5865 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5866 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5867 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5868 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5869 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5870 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5871 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5872 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5873 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5874 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5875 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5876 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5877 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5878 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5879 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5880 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5881 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5882 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5883 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5884 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5885 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5886 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5887 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5888 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5889 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5890 USD 537,544.9418/12/20 390,000.00VARIANCE SWAP 5894 USD (430,523.82)18/12/20 287,500.00VARIANCE SWAP 5895 USD 0.0018/12/20 83,333.33VARIANCE SWAP 5896 USD 0.0018/12/20 83,333.33VARIANCE SWAP 5897 USD 0.0018/12/20 83,333.33VARIANCE SWAP 5898 USD (289,569.69)18/12/20 200,000.00VARIANCE SWAP 5899 USD 0.0018/12/20 200,000.00VARIANCE SWAP 5907 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5908 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5909 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5910 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5911 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5912 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5913 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5914 USD 402,533.6518/12/20 390,000.00VARIANCE SWAP 5915 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5916 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5917 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5918 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5919 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5920 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5921 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5922 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5923 USD 0.0018/12/20 9,990.00

LFIS VISION

38





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 5925 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5927 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5928 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5929 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5930 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5932 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5934 USD 0.0018/12/20 20,010.00VARIANCE SWAP 5935 USD 0.0018/12/20 9,990.00VARIANCE SWAP 5948 JPY 137,457.7811/12/20 1,348,800.00VARIANCE SWAP 5949 JPY 26,663.0711/12/20 5,395,200.00VARIANCE SWAP 5950 JPY 24,162.9211/12/20 1,348,800.00VARIANCE SWAP 5951 AUD (7,816.13)11/12/20 8,472.00VARIANCE SWAP 5952 AUD 15,458.4711/12/20 8,472.00VARIANCE SWAP 5953 AUD 21,365.0111/12/20 16,944.00VARIANCE SWAP 5954 JPY 18,523.3711/12/20 1,348,800.00VARIANCE SWAP 5955 JPY 18,826.0811/12/20 5,395,200.00VARIANCE SWAP 5956 JPY 25,236.4911/12/20 2,697,600.00VARIANCE SWAP 5957 JPY (35,028.47)11/12/20 1,348,800.00VARIANCE SWAP 5958 JPY 247.0211/12/20 1,348,800.00VARIANCE SWAP 5959 JPY 10,387.1811/12/20 1,348,800.00VARIANCE SWAP 5960 JPY (32,746.07)11/12/20 1,348,800.00VARIANCE SWAP 5961 JPY 91,723.7011/12/20 1,348,800.00VARIANCE SWAP 5962 JPY 3,826.7211/12/20 8,092,800.00VARIANCE SWAP 5963 JPY 63,987.7911/12/20 1,348,800.00VARIANCE SWAP 5964 JPY 59,581.8611/12/20 1,348,800.00VARIANCE SWAP 5965 AUD 50,152.0511/12/20 16,944.00VARIANCE SWAP 5966 AUD 42,735.5211/12/20 8,472.00VARIANCE SWAP 5967 AUD (43,336.40)11/12/20 16,944.00VARIANCE SWAP 5968 AUD (39,327.51)11/12/20 16,944.00VARIANCE SWAP 5969 AUD 27,796.7411/12/20 8,472.00VARIANCE SWAP 5970 AUD (26,830.56)11/12/20 8,472.00VARIANCE SWAP 5971 AUD (9,612.05)11/12/20 8,472.00VARIANCE SWAP 5972 AUD 7,022.1811/12/20 16,944.00VARIANCE SWAP 5973 JPY (150,792.00)11/12/20 5,395,200.00VARIANCE SWAP 5974 AUD 50,222.3411/12/20 16,944.00VARIANCE SWAP 5975 JPY 240,343.5811/12/20 5,395,200.00VARIANCE SWAP 5976 JPY (38,853.62)11/12/20 1,348,800.00VARIANCE SWAP 5977 JPY 27,903.0211/12/20 1,348,800.00VARIANCE SWAP 5978 JPY (9,052.48)11/12/20 2,697,600.00VARIANCE SWAP 5979 JPY (258,649.30)11/12/20 8,092,800.00VARIANCE SWAP 5980 EUR 103,684.7110/12/20 40,000.00VARIANCE SWAP 6001 SGD 0.0030/09/21 1.00VARIANCE SWAP 6002 HKD 0.0031/10/25 1.00VARIANCE SWAP 6004 SGD 0.0030/09/21 1.00VARIANCE SWAP 6008 EUR 83,821.2610/12/20 18,750.00VARIANCE SWAP 6010 EUR (1,588,000.00)17/12/21 200,000.00VARIANCE SWAP 6011 USD 419,144.6730/12/20 37,500.00VARIANCE SWAP 6012 EUR 2,153,015.6817/12/21 200,000.00VARIANCE SWAP 6013 EUR 48,947.1410/12/20 18,750.00VARIANCE SWAP 6032 USD 0.0018/12/20 95,000.00VARIANCE SWAP 6033 USD 0.0018/12/20 95,000.00VARIANCE SWAP 6039 USD 0.0018/12/20 125,000.00VARIANCE SWAP 6040 USD 0.0018/12/20 125,000.00VARIANCE SWAP 6149 EUR 1,871,925.1117/12/21 300,000.00VARIANCE SWAP 6150 EUR (1,049,592.00)17/12/21 259,800.00VARIANCE SWAP 6154 USD 0.0018/12/20 150,000.00VARIANCE SWAP 6155 USD 0.0018/12/20 150,000.00VARIANCE SWAP 6156 USD 557,546.6118/12/20 300,000.00VARIANCE SWAP 6166 USD 0.0019/12/20 200,000.00VARIANCE SWAP 6167 USD (143,908.77)19/12/20 100,000.00VARIANCE SWAP 6168 USD 0.0019/12/20 100,000.00VARIANCE SWAP 6169 USD (161,680.18)18/12/20 200,000.00VARIANCE SWAP 6170 USD 0.0018/12/20 100,000.00VARIANCE SWAP 6171 USD 0.0018/12/20 100,000.00VARIANCE SWAP 6174 JPY 498,132.2511/12/20 1,152,000.00VARIANCE SWAP 6175 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6176 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6177 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6178 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6179 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6180 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6181 JPY 0.0011/12/20 3,072,000.00

VARIANCE SWAP 6182 JPY 0.0011/12/20 1,152,000.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 6183 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6184 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6185 JPY 0.0011/12/20 2,304,000.00VARIANCE SWAP 6186 JPY 0.0011/12/20 2,304,000.00VARIANCE SWAP 6187 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6188 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6189 JPY 0.0011/12/20 5,760,000.00VARIANCE SWAP 6190 JPY 0.0011/12/20 5,760,000.00VARIANCE SWAP 6191 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6192 JPY 0.0011/12/20 5,760,000.00VARIANCE SWAP 6193 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6194 JPY 0.0011/12/20 2,304,000.00VARIANCE SWAP 6195 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6196 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6197 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6198 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6199 JPY 0.0011/12/20 3,072,000.00VARIANCE SWAP 6200 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6201 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6202 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6203 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6204 JPY 0.0011/12/20 5,760,000.00VARIANCE SWAP 6205 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6206 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6207 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6208 JPY 0.0011/12/20 1,152,000.00VARIANCE SWAP 6209 JPY 0.0011/12/20 2,304,000.00VARIANCE SWAP 6210 JPY 0.0011/12/20 5,760,000.00VARIANCE SWAP 6211 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6212 JPY 0.0011/12/20 768,000.00VARIANCE SWAP 6213 JPY 0.0011/12/20 5,760,000.00VARIANCE SWAP 6222 USD (1,758,578.59)18/12/20 250,000.00VARIANCE SWAP 6231 HKD 629,242.4030/12/20 1,373,750.00VARIANCE SWAP 6232 HKD (382,805.02)30/12/20 1,373,750.00VARIANCE SWAP 6237 EUR 2,281,500.0017/12/21 225,000.00VARIANCE SWAP 6238 EUR (1,414,693.11)17/12/21 250,000.00VARIANCE SWAP 6239 USD 2,500.2118/12/20 106,000.00VARIANCE SWAP 6241 USD 219,177.0418/12/20 75,000.00VARIANCE SWAP 6242 USD (1,291,508.56)18/12/20 162,450.00VARIANCE SWAP 6243 USD 0.0018/12/20 50,000.00VARIANCE SWAP 6244 USD 0.0018/12/20 50,000.00VARIANCE SWAP 6245 USD 825,465.7318/12/20 75,000.00VARIANCE SWAP 6267 CHF 97,852.4318/12/20 18,737.00VARIANCE SWAP 6268 CHF 146,012.2718/12/20 18,737.00VARIANCE SWAP 6269 EUR 43,122.3218/12/20 16,667.00VARIANCE SWAP 6270 EUR (335,210.28)18/12/20 50,000.00VARIANCE SWAP 6271 CHF 89,542.9218/12/20 18,737.00VARIANCE SWAP 6272 EUR 145,272.8818/12/20 16,667.00VARIANCE SWAP 6273 EUR (308,240.15)18/12/20 50,000.00VARIANCE SWAP 6274 GBP 146,825.0018/12/20 14,983.00VARIANCE SWAP 6275 EUR 36,346.5818/12/20 16,667.00VARIANCE SWAP 6276 EUR (24,235.73)18/12/20 16,667.00VARIANCE SWAP 6277 GBP 286,706.9318/12/20 14,983.00VARIANCE SWAP 6278 CHF (462.33)18/12/20 18,737.00VARIANCE SWAP 6279 CHF 17,153.6018/12/20 18,737.00VARIANCE SWAP 6280 GBP 208,048.5418/12/20 14,983.00VARIANCE SWAP 6281 EUR 202,766.1618/12/20 16,667.00VARIANCE SWAP 6282 EUR 174,046.8818/12/20 16,667.00VARIANCE SWAP 6283 CHF 126,276.2518/12/20 18,737.00VARIANCE SWAP 6284 CHF (78,753.21)18/12/20 112,423.00VARIANCE SWAP 6285 GBP (266,743.39)18/12/20 44,948.00VARIANCE SWAP 6306 EUR 26,259.7418/12/20 9,509.00VARIANCE SWAP 6307 USD (1,706,962.43)18/12/20 180,000.00VARIANCE SWAP 6308 USD (49,512.60)18/12/20 14,400.00VARIANCE SWAP 6309 EUR 118,322.7918/12/20 12,678.00VARIANCE SWAP 6310 EUR 143,674.9918/12/20 9,509.00VARIANCE SWAP 6311 USD (27,336.00)18/12/20 10,800.00VARIANCE SWAP 6312 USD (7,047.70)18/12/20 10,800.00VARIANCE SWAP 6313 EUR (41,745.34)18/12/20 15,848.00VARIANCE SWAP 6314 USD 84,568.4818/12/20 18,000.00VARIANCE SWAP 6315 EUR 102,619.3918/12/20 12,678.00VARIANCE SWAP 6316 EUR 163,164.1618/12/20 15,848.00

LFIS VISION

39




VARIANCE SWAP 6317 CAD 83,202.6318/12/20 14,308.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 6318 USD 12,659.8918/12/20 14,400.00VARIANCE SWAP 6319 USD 21,896.0518/12/20 14,400.00VARIANCE SWAP 6320 USD 438,165.3930/12/20 100,000.00VARIANCE SWAP 6321 EUR 27,033.2118/12/20 6,956.80VARIANCE SWAP 6322 EUR 177,457.2618/12/20 6,956.80VARIANCE SWAP 6323 EUR 81,620.4718/12/20 6,956.80VARIANCE SWAP 6324 EUR 80,582.0718/12/20 6,956.80VARIANCE SWAP 6325 EUR (350,018.74)18/12/20 48,697.60VARIANCE SWAP 6326 EUR 75,615.8918/12/20 6,956.80VARIANCE SWAP 6327 EUR (416,873.25)18/12/20 62,611.20VARIANCE SWAP 6328 EUR 114,521.4318/12/20 6,956.80VARIANCE SWAP 6329 EUR 23,222.9418/12/20 6,956.80VARIANCE SWAP 6330 EUR 54,792.7518/12/20 6,956.80VARIANCE SWAP 6331 EUR 126,236.3618/12/20 6,956.80VARIANCE SWAP 6332 EUR (3,981.38)18/12/20 6,956.80VARIANCE SWAP 6333 EUR 46,437.5618/12/20 6,956.80VARIANCE SWAP 6334 EUR 79,362.7418/12/20 6,956.80VARIANCE SWAP 6335 EUR 101,678.3118/12/20 6,956.80VARIANCE SWAP 6336 EUR 98,055.7118/12/20 6,956.80VARIANCE SWAP 6337 EUR 28,187.3918/12/20 6,956.80VARIANCE SWAP 6338 EUR 194,827.0218/12/20 6,956.80VARIANCE SWAP 6339 EUR 16,991.9218/12/20 6,956.80VARIANCE SWAP 6340 EUR 54,278.2018/12/20 6,956.80VARIANCE SWAP 6341 EUR 85,845.1418/12/20 6,956.80VARIANCE SWAP 6342 EUR 20,158.1418/12/20 6,956.80VARIANCE SWAP 6347 EUR 118,398.3118/12/20 6,956.80VARIANCE SWAP 6348 EUR 78,536.3318/12/20 6,956.80VARIANCE SWAP 6349 EUR (350,254.95)18/12/20 48,697.60VARIANCE SWAP 6350 EUR 82,853.6518/12/20 6,956.80VARIANCE SWAP 6352 JPY 303,182.5011/06/21 447,200.00VARIANCE SWAP 6353 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6354 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6355 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6356 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6357 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6358 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6359 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6360 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6361 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6362 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6363 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6364 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6365 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6366 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6367 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6368 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6369 JPY 0.0011/06/21 3,130,400.00VARIANCE SWAP 6370 JPY 0.0011/06/21 2,683,200.00VARIANCE SWAP 6371 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6372 JPY 0.0011/06/21 2,236,000.00VARIANCE SWAP 6373 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6374 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6375 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6376 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6377 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6378 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6379 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6380 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6381 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6382 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6383 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6384 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6385 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6386 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6387 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6388 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6389 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6390 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6391 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6392 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6393 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6394 JPY 0.0011/06/21 447,200.00

VARIANCE SWAP 6395 JPY 0.0011/06/21 447,200.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 6396 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6397 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6398 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6399 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6400 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6401 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6402 JPY 0.0011/06/21 3,130,400.00VARIANCE SWAP 6403 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6404 JPY 0.0011/06/21 2,683,200.00VARIANCE SWAP 6405 JPY 0.0011/06/21 2,236,000.00VARIANCE SWAP 6406 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6407 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6408 JPY 0.0011/06/21 670,800.00VARIANCE SWAP 6409 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6410 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6411 JPY 0.0011/06/21 447,200.00VARIANCE SWAP 6413 EUR 215,948.0118/12/20 50,000.00VARIANCE SWAP 6414 EUR (1,662,582.27)18/12/20 300,000.00VARIANCE SWAP 6415 EUR 2,361,000.0018/12/20 300,000.00VARIANCE SWAP 6416 USD 150,349.7418/12/20 350,000.00VARIANCE SWAP 6417 USD 0.0018/12/20 116,666.67VARIANCE SWAP 6418 USD 0.0018/12/20 116,666.67VARIANCE SWAP 6419 USD 0.0018/12/20 116,666.67VARIANCE SWAP 6473 JPY 0.0011/12/20 1,226,250.00VARIANCE SWAP 6474 JPY 287,503.7611/12/20 1,226,250.00VARIANCE SWAP 6475 JPY 0.0011/12/20 3,678,750.00VARIANCE SWAP 6476 JPY 0.0011/12/20 3,678,750.00VARIANCE SWAP 6477 JPY 0.0011/12/20 3,678,750.00VARIANCE SWAP 6478 JPY 0.0011/12/20 2,452,500.00VARIANCE SWAP 6479 JPY 0.0011/12/20 3,678,750.00VARIANCE SWAP 6480 JPY 0.0011/12/20 1,226,250.00VARIANCE SWAP 6481 JPY 0.0011/12/20 2,452,500.00VARIANCE SWAP 6482 JPY 0.0011/12/20 2,452,500.00VARIANCE SWAP 6483 JPY 0.0011/12/20 1,226,250.00VARIANCE SWAP 6484 JPY 0.0011/12/20 2,452,500.00VARIANCE SWAP 6524 USD 2,250,489.8618/12/20 125,000.00VARIANCE SWAP 6535 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6536 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6537 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6538 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6539 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6541 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6542 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6543 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6544 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6545 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6546 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6547 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6548 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6549 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6550 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6551 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6552 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6554 EUR (144,620.76)18/12/20 18,000.00VARIANCE SWAP 6555 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6556 EUR 0.0018/12/20 18,000.00VARIANCE SWAP 6558 USD 134,077.8515/01/21 12,510.00VARIANCE SWAP 6559 USD 157,966.2515/01/21 12,510.00VARIANCE SWAP 6560 USD 200,426.3315/01/21 12,510.00VARIANCE SWAP 6561 USD 264,358.0715/01/21 12,510.00VARIANCE SWAP 6562 USD 139,990.2715/01/21 12,510.00VARIANCE SWAP 6563 USD 73,889.6515/01/21 12,510.00VARIANCE SWAP 6564 USD 312,646.5215/01/21 12,510.00VARIANCE SWAP 6565 USD (2,454,635.46)15/01/21 300,000.00VARIANCE SWAP 6566 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6567 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6568 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6570 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6571 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6572 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6573 USD 25,393.9215/01/21 12,510.00VARIANCE SWAP 6574 USD 80,586.5315/01/21 12,510.00

LFIS VISION

40





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 6576 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6577 USD 113,103.6515/01/21 12,510.00VARIANCE SWAP 6578 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6579 USD 59,532.2415/01/21 12,510.00VARIANCE SWAP 6580 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6581 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6582 USD 104,718.4515/01/21 12,510.00VARIANCE SWAP 6583 USD 144,456.7415/01/21 12,510.00VARIANCE SWAP 6584 USD 43,560.8715/01/21 12,510.00VARIANCE SWAP 6585 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6586 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6587 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6588 EUR (100,675.68)18/12/20 26,700.00VARIANCE SWAP 6589 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6590 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6591 EUR 0.0018/12/20 33,300.00VARIANCE SWAP 6592 USD 140,965.9915/01/21 12,510.00VARIANCE SWAP 6593 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6594 EUR 0.0018/12/20 26,700.00VARIANCE SWAP 6595 USD 3,644.1515/01/21 12,510.00VARIANCE SWAP 6596 USD 355,541.4015/01/21 12,510.00VARIANCE SWAP 6597 USD 67,943.1815/01/21 12,510.00VARIANCE SWAP 6598 USD (15,113.81)15/01/21 12,510.00VARIANCE SWAP 6599 USD 174,050.5515/01/21 12,510.00VARIANCE SWAP 6600 USD 420,924.3915/01/21 12,510.00VARIANCE SWAP 6601 USD 313,072.3115/01/21 12,510.00VARIANCE SWAP 6602 USD 322,021.2315/01/21 12,510.00VARIANCE SWAP 6603 USD 175,393.4115/01/21 12,510.00VARIANCE SWAP 6604 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 6606 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6607 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6609 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6610 USD 439,809.6822/01/21 100,000.00VARIANCE SWAP 6611 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6612 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6613 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6614 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6615 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6616 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6617 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6618 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6619 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6620 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6621 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6623 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6624 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6626 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6630 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6632 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6633 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6634 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6635 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6636 USD 0.0022/01/21 4,166.67VARIANCE SWAP 6638 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6639 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6640 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6641 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6642 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6643 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6644 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6645 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6646 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6649 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6650 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6651 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6652 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6653 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6654 USD 1,257,064.0215/01/21 8,333.33VARIANCE SWAP 6655 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6656 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6657 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6658 USD 0.0015/01/21 8,333.33


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 6660 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6661 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6662 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6663 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6664 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6665 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6666 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6667 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6668 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6669 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6670 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6671 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6672 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6673 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6674 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6675 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6676 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6677 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6678 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6679 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6680 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6681 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6682 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6685 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6686 USD 0.0015/01/21 400,000.00VARIANCE SWAP 6687 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6688 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6689 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6690 USD 0.0015/01/21 8,333.33VARIANCE SWAP 6697 JPY (695,138.47)23/02/23 22,000,000.00VARIANCE SWAP 6698 EUR (396,942.41)07/02/22 250,000.00VARIANCE SWAP 6699 JPY 1,241,624.9423/02/23 24,200,000.00VARIANCE SWAP 6700 JPY 1,372,721.1223/02/23 40,000,000.00VARIANCE SWAP 6728 JPY (1,041,938.64)23/02/23 40,000,000.00VARIANCE SWAP 6750 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6751 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6752 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6754 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6757 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6758 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6759 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6760 EUR (23,067.94)18/12/20 50,000.00VARIANCE SWAP 6761 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6762 EUR 0.0018/12/20 50,000.00VARIANCE SWAP 6781 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6782 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6783 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6784 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6785 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6786 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6787 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6788 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6789 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6790 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6792 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6793 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6794 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6795 EUR 0.0017/12/21 20,000.00VARIANCE SWAP 6796 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6797 EUR 0.0017/12/21 30,000.00VARIANCE SWAP 6798 EUR (2,051,929.25)17/12/21 400,000.00VARIANCE SWAP 6901 USD (204,600.44)15/01/21 25,000.00VARIANCE SWAP 6905 USD 0.0015/01/21 25,000.00VARIANCE SWAP 6907 EUR 856,000.0017/12/21 400,000.00VARIANCE SWAP 6908 EUR 2,581,154.0717/12/21 400,000.00VARIANCE SWAP 6920 EUR (2,449.91)18/12/20 6,537.00VARIANCE SWAP 6921 HKD (17,775.64)18/12/20 58,148.00VARIANCE SWAP 6922 USD 3,245.6918/12/20 7,407.00VARIANCE SWAP 6923 EUR 79,034.3518/12/20 6,537.00VARIANCE SWAP 6924 EUR 76,336.0318/12/20 6,537.00VARIANCE SWAP 6925 USD 40,418.2518/12/20 7,407.00VARIANCE SWAP 6926 USD (5,336.13)18/12/20 7,407.00

LFIS VISION

41





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 6928 EUR 75,207.1018/12/20 6,537.00VARIANCE SWAP 6929 USD (3,525.36)18/12/20 7,407.00VARIANCE SWAP 6930 USD 56,007.6318/12/20 7,407.00VARIANCE SWAP 6931 EUR (12,499.25)18/12/20 6,537.00VARIANCE SWAP 6932 USD 189,187.5918/12/20 7,407.00VARIANCE SWAP 6933 EUR 207,778.0518/12/20 6,537.00VARIANCE SWAP 6934 EUR 9,256.2918/12/20 6,537.00VARIANCE SWAP 6935 USD (3,105.66)18/12/20 7,407.00VARIANCE SWAP 6936 EUR 29,289.8718/12/20 6,537.00VARIANCE SWAP 6937 CHF 26,016.2418/12/20 7,407.00VARIANCE SWAP 6938 EUR 91,453.9918/12/20 6,537.00VARIANCE SWAP 6939 EUR (29,259.14)18/12/20 6,537.00VARIANCE SWAP 6940 HKD (97,221.21)18/12/20 58,148.00VARIANCE SWAP 6941 USD 2,864.9618/12/20 7,407.00VARIANCE SWAP 6942 EUR (108,997.88)18/12/20 6,537.00VARIANCE SWAP 6943 EUR (12,822.88)18/12/20 6,537.00VARIANCE SWAP 6944 USD (103,298.78)18/12/20 7,407.00VARIANCE SWAP 6945 USD 4,453.6418/12/20 7,407.00VARIANCE SWAP 6946 EUR (104,620.00)18/12/20 6,537.00VARIANCE SWAP 6947 EUR (107,182.01)18/12/20 6,537.00VARIANCE SWAP 6948 USD (84,216.19)18/12/20 7,407.00VARIANCE SWAP 6949 USD 3,042.0818/12/20 7,407.00VARIANCE SWAP 6950 EUR (104,612.51)18/12/20 6,537.00VARIANCE SWAP 6951 USD (64,859.71)18/12/20 7,407.00VARIANCE SWAP 6952 EUR (111,102.27)18/12/20 6,537.00VARIANCE SWAP 6953 EUR (18,951.68)18/12/20 6,537.00VARIANCE SWAP 6954 USD 2,959.1318/12/20 7,407.00VARIANCE SWAP 6955 EUR (100,713.64)18/12/20 6,537.00VARIANCE SWAP 6956 CHF (54,012.56)18/12/20 7,407.00VARIANCE SWAP 6957 EUR (13,894.52)18/12/20 6,537.00VARIANCE SWAP 6958 USD (10,453.17)18/12/20 7,407.00VARIANCE SWAP 6959 USD 2,780.4518/12/20 7,407.00VARIANCE SWAP 6960 CHF (113,170.72)18/12/20 7,407.00VARIANCE SWAP 6961 USD 8,098.2518/12/20 7,407.00VARIANCE SWAP 6962 EUR (5,022.16)18/12/20 6,537.00VARIANCE SWAP 6963 USD (102,098.42)18/12/20 7,407.00VARIANCE SWAP 6964 USD 258.5218/12/20 7,407.00VARIANCE SWAP 6965 CHF (71,886.71)18/12/20 7,407.00VARIANCE SWAP 6966 USD 120,722.8518/12/20 7,407.00VARIANCE SWAP 6967 USD (1,121.62)18/12/20 7,407.00VARIANCE SWAP 6968 CHF 76,421.9418/12/20 7,407.00VARIANCE SWAP 6969 USD (6,497.24)18/12/20 7,407.00VARIANCE SWAP 6970 EUR 117,961.3018/12/20 6,537.00VARIANCE SWAP 6971 USD (6,401.69)18/12/20 7,407.00VARIANCE SWAP 6972 USD 17,567.9018/12/20 7,407.00VARIANCE SWAP 6973 CHF 135,908.2518/12/20 7,407.00VARIANCE SWAP 7012 EUR (2,345,245.64)17/12/21 350,000.00VARIANCE SWAP 7013 EUR 132,191.4417/12/21 26,250.00VARIANCE SWAP 7014 EUR 272,290.8017/12/21 26,250.00VARIANCE SWAP 7015 EUR 196,044.1217/12/21 26,250.00VARIANCE SWAP 7016 EUR 142,286.0417/12/21 26,250.00VARIANCE SWAP 7017 EUR 335,677.0317/12/21 17,500.00VARIANCE SWAP 7018 EUR 23,450.4117/12/21 17,500.00VARIANCE SWAP 7019 EUR 137,010.2317/12/21 17,500.00VARIANCE SWAP 7020 EUR 182,890.0017/12/21 17,500.00VARIANCE SWAP 7021 EUR 268,130.9917/12/21 17,500.00VARIANCE SWAP 7022 EUR 213,422.0417/12/21 17,500.00VARIANCE SWAP 7023 EUR 208,823.2117/12/21 17,500.00VARIANCE SWAP 7024 EUR 186,446.9117/12/21 17,500.00VARIANCE SWAP 7025 EUR 106,192.2117/12/21 17,500.00VARIANCE SWAP 7026 EUR 60,417.7217/12/21 17,500.00VARIANCE SWAP 7027 EUR 326,281.6117/12/21 17,500.00VARIANCE SWAP 7028 EUR 466,282.4617/12/21 17,500.00VARIANCE SWAP 7029 EUR 306,187.7917/12/21 17,500.00VARIANCE SWAP 7030 EUR 173,045.5917/12/21 17,500.00VARIANCE SWAP 7035 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7036 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7037 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7038 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7039 EUR 0.0018/12/20 8,000.00VARIANCE SWAP 7040 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7041 EUR 0.0018/12/20 12,000.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 7043 EUR 0.0018/12/20 8,000.00VARIANCE SWAP 7044 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7045 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7046 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7047 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7048 EUR 0.0018/12/20 6,000.00VARIANCE SWAP 7049 EUR 0.0018/12/20 8,000.00VARIANCE SWAP 7050 EUR 0.0018/12/20 6,000.00VARIANCE SWAP 7051 EUR 0.0018/12/20 6,000.00VARIANCE SWAP 7052 EUR 0.0018/12/20 6,000.00VARIANCE SWAP 7053 EUR 0.0018/12/20 12,000.00VARIANCE SWAP 7054 EUR 220,853.4818/12/20 200,000.00VARIANCE SWAP 7055 EUR 0.0018/12/20 8,000.00VARIANCE SWAP 7079 EUR 0.0017/12/21 375,000.00VARIANCE SWAP 7080 EUR 583,240.9217/12/21 375,000.00VARIANCE SWAP 7081 USD (1,786,572.96)17/12/21 420,000.00VARIANCE SWAP 7082 USD 1,911,816.7417/12/21 420,000.00VARIANCE SWAP 7144 EUR (900,375.26)18/12/20 100,000.00VARIANCE SWAP 7145 EUR 952,624.1318/12/20 100,000.00VARIANCE SWAP 7207 EUR (10,393.03)18/12/20 11,600.00VARIANCE SWAP 7210 CHF 43,006.0618/12/20 6,680.00VARIANCE SWAP 7211 USD (641.06)18/12/20 13,200.00VARIANCE SWAP 7212 USD 3,313.7418/12/20 6,680.00VARIANCE SWAP 7216 USD 46,915.4418/12/20 6,680.00VARIANCE SWAP 7218 USD (26,252.45)18/12/20 13,200.00VARIANCE SWAP 7220 USD 68,008.4418/12/20 6,680.00VARIANCE SWAP 7222 USD 42,326.4018/12/20 6,680.00VARIANCE SWAP 7223 GBP (36,332.94)18/12/20 5,080.00VARIANCE SWAP 7226 EUR 96,618.8818/12/20 5,880.00VARIANCE SWAP 7228 EUR (27,780.28)18/12/20 11,600.00VARIANCE SWAP 7229 SEK 96,579.4618/12/20 61,800.00VARIANCE SWAP 7231 EUR (3,635.58)18/12/20 11,600.00VARIANCE SWAP 7233 USD 5,186.8218/12/20 6,680.00VARIANCE SWAP 7234 EUR (18,662.26)18/12/20 11,600.00VARIANCE SWAP 7235 USD (97,797.52)18/12/20 6,680.00VARIANCE SWAP 7237 EUR (52,861.86)18/12/20 5,880.00VARIANCE SWAP 7238 EUR (77,277.11)18/12/20 5,880.00VARIANCE SWAP 7239 USD 3,614.5518/12/20 13,200.00VARIANCE SWAP 7240 CHF (95,674.11)18/12/20 6,680.00VARIANCE SWAP 7241 USD 2,274.7418/12/20 6,680.00VARIANCE SWAP 7242 USD (97,680.16)18/12/20 6,680.00VARIANCE SWAP 7244 GBP 111,642.9618/12/20 5,080.00VARIANCE SWAP 7245 CHF (100,369.25)18/12/20 13,200.00VARIANCE SWAP 7248 EUR (14,446.48)18/12/20 5,880.00VARIANCE SWAP 7249 USD 47.8318/12/20 13,200.00VARIANCE SWAP 7250 SEK (109,615.87)18/12/20 61,800.00VARIANCE SWAP 7251 EUR (62,767.70)18/12/20 5,880.00VARIANCE SWAP 7253 EUR (41,707.65)18/12/20 11,600.00VARIANCE SWAP 7255 EUR 46,317.4418/12/20 11,600.00VARIANCE SWAP 7256 CHF 143,173.4318/12/20 13,200.00VARIANCE SWAP 7258 USD 1,546,237.6717/12/21 125,000.00VARIANCE SWAP 7259 USD (8,160.46)18/12/20 13,200.00VARIANCE SWAP 7260 EUR 88,128.5118/12/20 5,880.00VARIANCE SWAP 7261 USD (1,089,376.19)17/12/21 125,000.00VARIANCE SWAP 7262 EUR (28,980.66)18/12/20 5,880.00VARIANCE SWAP 7263 EUR (7,747.53)18/12/20 5,880.00VARIANCE SWAP 7264 EUR 90,519.2918/12/20 5,880.00VARIANCE SWAP 7265 EUR 10,244.6518/12/20 5,880.00VARIANCE SWAP 7266 EUR 61,573.6418/12/20 5,880.00VARIANCE SWAP 7267 USD (7,638.81)18/12/20 6,680.00VARIANCE SWAP 7268 USD 16,870.4618/12/20 13,200.00VARIANCE SWAP 7269 USD (18,885.78)18/12/20 6,680.00VARIANCE SWAP 7270 EUR (28,502.60)18/12/20 11,600.00VARIANCE SWAP 7271 EUR (69,035.44)18/12/20 11,600.00VARIANCE SWAP 7272 EUR (23,197.98)18/12/20 5,880.00VARIANCE SWAP 7275 HKD 2,665,113.9818/12/20 43,577.33VARIANCE SWAP 7276 HKD 0.0018/12/20 237,694.50VARIANCE SWAP 7277 HKD 0.0018/12/20 39,615.75VARIANCE SWAP 7278 HKD 0.0018/12/20 116,866.46VARIANCE SWAP 7279 HKD 0.0018/12/20 41,200.38VARIANCE SWAP 7281 USD 0.0018/12/20 2,876.90VARIANCE SWAP 7282 GBP 0.0018/12/20 5,011.70

LFIS VISION

42




VARIANCE SWAP 7283 HKD 0.0018/12/20 198,078.75

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 7284 EUR 0.0018/12/20 6,975.00VARIANCE SWAP 7285 HKD 0.0018/12/20 118,847.25VARIANCE SWAP 7286 USD 0.0018/12/20 18,422.28VARIANCE SWAP 7287 HKD 0.0018/12/20 78,439.19VARIANCE SWAP 7288 EUR 0.0018/12/20 10,890.00VARIANCE SWAP 7289 USD 0.0018/12/20 6,208.06VARIANCE SWAP 7290 CHF 0.0018/12/20 29,364.23VARIANCE SWAP 7291 CHF 0.0018/12/20 51,715.35VARIANCE SWAP 7292 EUR 0.0018/12/20 9,855.00VARIANCE SWAP 7293 USD 0.0018/12/20 106,142.62VARIANCE SWAP 7294 EUR 0.0018/12/20 158,490.00VARIANCE SWAP 7295 EUR 0.0018/12/20 11,520.00VARIANCE SWAP 7296 EUR 0.0018/12/20 17,280.00VARIANCE SWAP 7297 EUR 0.0018/12/20 13,770.00VARIANCE SWAP 7299 USD 0.0018/12/20 9,286.85VARIANCE SWAP 7300 CHF 0.0018/12/20 22,351.12VARIANCE SWAP 7301 USD 0.0018/12/20 19,633.61VARIANCE SWAP 7302 EUR 0.0018/12/20 5,220.00VARIANCE SWAP 7303 USD 0.0018/12/20 2,876.90VARIANCE SWAP 7304 USD 0.0018/12/20 2,876.90VARIANCE SWAP 7305 EUR 0.0018/12/20 27,000.00VARIANCE SWAP 7306 EUR 0.0018/12/20 25,290.00VARIANCE SWAP 7307 EUR 0.0018/12/20 6,930.00VARIANCE SWAP 7308 USD 0.0018/12/20 5,753.81VARIANCE SWAP 7309 USD 0.0018/12/20 14,485.46VARIANCE SWAP 7310 EUR 0.0018/12/20 21,735.00VARIANCE SWAP 7311 USD 0.0018/12/20 11,507.62VARIANCE SWAP 7312 EUR 0.0018/12/20 10,980.00VARIANCE SWAP 7313 USD 0.0018/12/20 12,214.22VARIANCE SWAP 7314 EUR 0.0018/12/20 8,955.00VARIANCE SWAP 7315 EUR 0.0018/12/20 19,395.00VARIANCE SWAP 7316 EUR 0.0018/12/20 45,585.00VARIANCE SWAP 7317 GBP 0.0018/12/20 5,011.70VARIANCE SWAP 7318 EUR 0.0018/12/20 8,280.00VARIANCE SWAP 7319 HKD 0.0018/12/20 874,319.60VARIANCE SWAP 7374 EUR 16,106.6218/06/21 8,340.00VARIANCE SWAP 7375 EUR 80,496.8718/06/21 8,340.00VARIANCE SWAP 7376 EUR 203,059.3018/06/21 8,340.00VARIANCE SWAP 7377 EUR 108,743.7918/06/21 8,340.00VARIANCE SWAP 7379 EUR 127,818.5718/06/21 8,340.00VARIANCE SWAP 7380 EUR 255,178.1818/06/21 8,340.00VARIANCE SWAP 7381 EUR 61,206.4318/06/21 8,340.00VARIANCE SWAP 7382 EUR 39,869.0918/06/21 8,340.00VARIANCE SWAP 7383 EUR 162,496.7418/06/21 8,340.00VARIANCE SWAP 7385 EUR 164,994.8518/06/21 8,340.00VARIANCE SWAP 7386 EUR 97,911.9418/06/21 8,340.00VARIANCE SWAP 7387 EUR 141,959.9618/06/21 8,340.00VARIANCE SWAP 7388 EUR 182,044.9018/06/21 8,340.00VARIANCE SWAP 7389 EUR 73,143.2318/06/21 8,340.00VARIANCE SWAP 7390 EUR 184,685.7318/06/21 8,340.00VARIANCE SWAP 7391 EUR 187,801.5418/06/21 8,340.00VARIANCE SWAP 7393 EUR 122,164.3218/06/21 8,340.00VARIANCE SWAP 7394 EUR 170,386.2018/06/21 8,340.00VARIANCE SWAP 7396 EUR (1,335,205.09)18/06/21 150,000.00VARIANCE SWAP 7517 DKK 0.0030/09/21 1.00VARIANCE SWAP 7527 HKD (131,008.78)18/12/20 102,310.00VARIANCE SWAP 7528 USD (64,780.85)18/12/20 13,043.50VARIANCE SWAP 7529 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7530 EUR 130,245.1018/12/20 11,667.00VARIANCE SWAP 7531 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7532 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7533 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7534 EUR (1,693,984.68)18/12/20 125,000.00VARIANCE SWAP 7535 EUR 98,810.0518/12/20 4,988.00VARIANCE SWAP 7536 EUR 91,154.7218/12/20 5,038.00VARIANCE SWAP 7537 EUR 53,191.4618/12/20 6,325.00VARIANCE SWAP 7538 EUR 91,140.2418/12/20 10,613.00VARIANCE SWAP 7539 EUR 194,909.7418/12/20 7,625.00VARIANCE SWAP 7540 EUR 94,693.6518/12/20 6,475.00VARIANCE SWAP 7541 EUR 83,416.0818/12/20 5,300.00VARIANCE SWAP 7542 EUR 37,879.1218/12/20 5,463.00VARIANCE SWAP 7543 EUR 23,120.5318/12/20 4,400.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 7545 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7546 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7547 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7548 EUR 281,209.3918/12/20 8,138.00VARIANCE SWAP 7549 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7550 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7551 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7552 EUR 0.0018/12/20 23,333.50VARIANCE SWAP 7553 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7555 CHF 3,959.9918/12/20 13,309.50VARIANCE SWAP 7556 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7557 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7558 EUR 162,778.5318/12/20 7,538.00VARIANCE SWAP 7559 EUR 61,037.1818/12/20 4,638.00VARIANCE SWAP 7560 EUR 134,601.5118/12/20 6,600.00VARIANCE SWAP 7561 EUR 152,987.2618/12/20 7,438.00VARIANCE SWAP 7562 EUR 73,736.7018/12/20 5,463.00VARIANCE SWAP 7563 EUR 202,468.1318/12/20 6,250.00VARIANCE SWAP 7564 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7565 EUR (686.55)18/12/20 3,600.00VARIANCE SWAP 7566 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7567 EUR 72,396.8518/12/20 3,413.00VARIANCE SWAP 7568 EUR 69,015.8318/12/20 6,813.00VARIANCE SWAP 7569 EUR 220,958.2018/12/20 8,888.00VARIANCE SWAP 7570 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7571 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7572 HKD 0.0018/12/20 102,310.00VARIANCE SWAP 7573 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7574 CHF 0.0003/05/21 15,273.75VARIANCE SWAP 7575 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7576 EUR 0.0003/05/21 4,466.32VARIANCE SWAP 7577 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7578 SEK 0.0003/05/21 95,387.19VARIANCE SWAP 7579 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7580 NOK 0.0003/05/21 43,384.93VARIANCE SWAP 7581 EUR 0.0003/05/21 22,331.60VARIANCE SWAP 7582 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7584 EUR 0.0003/05/21 125,056.95VARIANCE SWAP 7585 EUR 0.0003/05/21 169,720.14VARIANCE SWAP 7587 DKK (17,452.91)18/12/20 87,072.50VARIANCE SWAP 7588 EUR 0.0003/05/21 178,652.78VARIANCE SWAP 7589 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7590 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7591 CAD 0.0003/05/21 60,531.30VARIANCE SWAP 7592 HKD (3,505,470.53)03/05/21 78,454.50VARIANCE SWAP 7595 JPY 0.0003/05/21 558,048.50VARIANCE SWAP 7596 USD 0.0003/05/21 20,000.00VARIANCE SWAP 7597 JPY 0.0003/05/21 1,674,145.50VARIANCE SWAP 7600 EUR 0.0003/05/21 35,730.56VARIANCE SWAP 7603 DKK 0.0018/12/20 87,072.50VARIANCE SWAP 7609 USD 0.0003/05/21 20,000.00VARIANCE SWAP 7610 CHF 0.0018/12/20 13,309.50VARIANCE SWAP 7613 CHF 0.0003/05/21 10,182.50VARIANCE SWAP 7614 CHF 0.0003/05/21 20,365.00VARIANCE SWAP 7615 USD 0.0018/12/20 13,043.50VARIANCE SWAP 7616 EUR 0.0003/05/21 4,466.32VARIANCE SWAP 7617 NOK 0.0003/05/21 216,924.67VARIANCE SWAP 7618 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7619 CHF 0.0003/05/21 10,182.50VARIANCE SWAP 7620 EUR 0.0003/05/21 17,865.28VARIANCE SWAP 7621 EUR 0.0018/12/20 23,333.50VARIANCE SWAP 7622 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7623 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7624 CHF 0.0018/12/20 26,619.50VARIANCE SWAP 7625 CHF 0.0018/12/20 26,619.50VARIANCE SWAP 7626 EUR 0.0003/05/21 17,865.28VARIANCE SWAP 7627 SEK 0.0003/05/21 95,387.19VARIANCE SWAP 7628 USD 0.0003/05/21 470,000.00VARIANCE SWAP 7629 USD 0.0003/05/21 15,000.00VARIANCE SWAP 7630 EUR 0.0003/05/21 35,730.56VARIANCE SWAP 7631 EUR 0.0003/05/21 13,398.96VARIANCE SWAP 7632 USD 0.0003/05/21 30,000.00

LFIS VISION

43





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 7641 EUR 0.0003/05/21 4,466.32VARIANCE SWAP 7642 EUR 0.0003/05/21 8,932.64VARIANCE SWAP 7643 USD 0.0003/05/21 5,000.00VARIANCE SWAP 7644 USD 0.0003/05/21 20,000.00VARIANCE SWAP 7645 EUR 0.0003/05/21 8,932.64VARIANCE SWAP 7687 EUR (888,000.00)06/05/21 200,000.00VARIANCE SWAP 7695 USD (1,561,181.46)17/12/21 200,000.00VARIANCE SWAP 7696 USD 2,429,051.0917/12/21 200,000.00VARIANCE SWAP 7800 EUR 0.0018/12/20 11,667.00VARIANCE SWAP 7821 USD 0.0015/01/21 7,215.41VARIANCE SWAP 7823 USD 0.0015/01/21 18,127.49VARIANCE SWAP 7825 USD 0.0015/01/21 25,586.89VARIANCE SWAP 7828 USD 0.0015/01/21 23,526.39VARIANCE SWAP 7833 USD 0.0015/01/21 4,835.96VARIANCE SWAP 7837 USD 0.0015/01/21 24,559.32VARIANCE SWAP 7840 USD 0.0015/01/21 9,354.49VARIANCE SWAP 7845 USD 0.0015/01/21 7,884.52VARIANCE SWAP 7855 HKD 0.0018/12/20 274,444.48VARIANCE SWAP 7856 EUR 0.0016/12/22 20,014.81VARIANCE SWAP 7857 CAD 0.0016/12/22 3,597.70VARIANCE SWAP 7859 USD 0.0016/12/22 3,802.97VARIANCE SWAP 7861 AUD (5,116,215.45)16/12/22 81,657.72VARIANCE SWAP 7862 USD 0.0015/01/21 9,173.59VARIANCE SWAP 7864 USD 0.0015/01/21 4,068.49VARIANCE SWAP 7865 HKD 0.0018/12/20 233,277.81VARIANCE SWAP 7867 USD 0.0015/01/21 4,425.12VARIANCE SWAP 7869 USD 0.0015/01/21 18,961.57VARIANCE SWAP 7871 USD 0.0015/01/21 3,781.05VARIANCE SWAP 7872 KRW 0.0017/12/21 70,940,773.52VARIANCE SWAP 7873 USD 0.0015/01/21 4,065.64VARIANCE SWAP 7874 HKD 0.0017/12/21 219,243.78VARIANCE SWAP 7875 USD 0.0015/01/21 45,000.00VARIANCE SWAP 7876 KRW 0.0017/12/21 26,956,216.52VARIANCE SWAP 7878 USD 0.0015/01/21 8,392.54VARIANCE SWAP 7880 USD 0.0015/01/21 45,000.00VARIANCE SWAP 7881 HKD 0.0017/12/21 149,633.59VARIANCE SWAP 7882 USD 0.0015/01/21 4,429.37VARIANCE SWAP 7883 HKD 0.0017/12/21 51,615.52VARIANCE SWAP 7884 USD 0.0017/12/21 7,785.19VARIANCE SWAP 7885 USD 0.0015/01/21 3,807.76VARIANCE SWAP 7886 USD 0.0017/12/21 6,629.73VARIANCE SWAP 7887 USD 0.0015/01/21 9,000.00VARIANCE SWAP 7889 USD 0.0015/01/21 4,777.38VARIANCE SWAP 7890 USD 0.0017/12/21 6,821.42VARIANCE SWAP 7891 USD 0.0015/01/21 4,091.07VARIANCE SWAP 7892 USD 0.0015/01/21 45,000.00VARIANCE SWAP 7894 USD 0.0015/01/21 9,978.85VARIANCE SWAP 7895 USD 0.0017/12/21 19,505.59VARIANCE SWAP 7897 USD 0.0015/01/21 18,249.26VARIANCE SWAP 7898 KRW 0.0017/12/21 83,212,441.32VARIANCE SWAP 7900 USD 0.0015/01/21 18,171.70VARIANCE SWAP 7902 USD 0.0015/01/21 12,980.93VARIANCE SWAP 7903 CHF 0.0017/12/21 25,747.21VARIANCE SWAP 7905 USD 0.0017/12/21 19,872.60VARIANCE SWAP 7906 USD 0.0015/01/21 10,583.83VARIANCE SWAP 7908 CAD 0.0017/12/21 13,863.78VARIANCE SWAP 7909 CAD 0.0017/12/21 6,552.05VARIANCE SWAP 7910 KRW 0.0016/12/22 7,247,233.85VARIANCE SWAP 7911 AUD 0.0017/12/21 25,161.44VARIANCE SWAP 7913 AUD 0.0017/12/21 68,095.43VARIANCE SWAP 7914 USD 0.0017/12/21 3,692.75VARIANCE SWAP 7915 USD 0.0017/12/21 6,187.25VARIANCE SWAP 7916 USD 0.0017/12/21 5,664.54VARIANCE SWAP 7918 AUD 0.0017/12/21 4,435.72VARIANCE SWAP 7921 KRW 0.0016/12/22 3,606,435.83VARIANCE SWAP 7923 EUR 0.0017/12/21 47,095.93VARIANCE SWAP 7924 USD 0.0017/12/21 15,341.70VARIANCE SWAP 7925 USD 0.0017/12/21 165,935.76VARIANCE SWAP 7926 USD 0.0017/12/21 37,596.03VARIANCE SWAP 7927 USD 0.0017/12/21 6,131.70VARIANCE SWAP 7929 USD 0.0015/01/21 4,960.04VARIANCE SWAP 7930 NOK 0.0017/12/21 42,692.87


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 7932 EUR 0.0017/12/21 34,082.65VARIANCE SWAP 7933 HKD 0.0017/12/21 56,684.73VARIANCE SWAP 7934 USD 0.0016/12/22 6,114.95VARIANCE SWAP 7935 USD 0.0017/12/21 3,852.65VARIANCE SWAP 7936 USD 0.0015/01/21 232,269.11VARIANCE SWAP 7938 USD 0.0017/12/21 3,284.32VARIANCE SWAP 7939 KRW 0.0016/12/22 9,225,618.98VARIANCE SWAP 7940 CHF 0.0017/12/21 3,387.43VARIANCE SWAP 7942 USD 0.0015/01/21 9,369.26VARIANCE SWAP 7943 USD 0.0017/12/21 2,923.52VARIANCE SWAP 7944 USD 0.0015/01/21 10,459.28VARIANCE SWAP 7945 AUD 0.0016/12/22 26,997.54VARIANCE SWAP 7946 USD 0.0015/01/21 7,038.66VARIANCE SWAP 7947 USD 0.0017/12/21 3,687.81VARIANCE SWAP 7948 USD 0.0017/12/21 3,975.02VARIANCE SWAP 7949 USD 0.0016/12/22 2,887.13VARIANCE SWAP 7950 AUD 0.0016/12/22 189,044.30VARIANCE SWAP 7951 USD 0.0016/12/22 2,708.97VARIANCE SWAP 7952 AUD 0.0017/12/21 50,515.12VARIANCE SWAP 7953 EUR 0.0017/12/21 114,977.78VARIANCE SWAP 7954 EUR 0.0016/12/22 10,598.00VARIANCE SWAP 7955 AUD 0.0016/12/22 113,749.80VARIANCE SWAP 7956 USD 0.0016/12/22 15,461.58VARIANCE SWAP 7957 CAD 0.0017/12/21 9,540.76VARIANCE SWAP 7958 EUR 0.0016/12/22 12,948.84VARIANCE SWAP 7960 SEK 0.0017/12/21 257,445.76VARIANCE SWAP 8047 JPY (80,080.79)17/12/21 1,168,820.27VARIANCE SWAP 8048 JPY 0.0017/12/21 584,512.28VARIANCE SWAP 8049 JPY 0.0017/12/21 1,753,471.96VARIANCE SWAP 8050 JPY 0.0017/12/21 584,490.52VARIANCE SWAP 8051 JPY 0.0017/12/21 584,523.31VARIANCE SWAP 8052 JPY 0.0017/12/21 584,562.59VARIANCE SWAP 8054 JPY 0.0017/12/21 584,496.41VARIANCE SWAP 8055 JPY 0.0017/12/21 1,753,613.54VARIANCE SWAP 8056 JPY 0.0017/12/21 584,605.76VARIANCE SWAP 8057 JPY 0.0017/12/21 1,168,967.91VARIANCE SWAP 8058 JPY 0.0017/12/21 584,557.86VARIANCE SWAP 8059 JPY 0.0017/12/21 584,468.02VARIANCE SWAP 8060 JPY 0.0017/12/21 2,922,282.85VARIANCE SWAP 8061 USD 0.0017/12/21 5,399.83VARIANCE SWAP 8062 CAD 0.0017/12/21 28,819.98VARIANCE SWAP 8063 EUR 0.0017/12/21 19,190.81VARIANCE SWAP 8064 EUR 0.0017/12/21 4,798.17VARIANCE SWAP 8065 EUR 0.0017/12/21 4,798.39VARIANCE SWAP 8066 EUR 0.0017/12/21 4,797.21VARIANCE SWAP 8067 EUR 0.0017/12/21 14,394.16VARIANCE SWAP 8068 CHF 0.0017/12/21 5,377.74VARIANCE SWAP 8069 EUR 0.0017/12/21 14,395.72VARIANCE SWAP 8070 USD 0.0017/12/21 5,400.01VARIANCE SWAP 8071 EUR 0.0017/12/21 9,593.80VARIANCE SWAP 8072 EUR 0.0017/12/21 9,595.30VARIANCE SWAP 8073 USD 0.0017/12/21 10,799.33VARIANCE SWAP 8074 USD 0.0017/12/21 5,399.34VARIANCE SWAP 8075 USD 0.0017/12/21 16,200.05VARIANCE SWAP 8076 EUR 0.0017/12/21 9,595.50VARIANCE SWAP 8077 EUR 0.0017/12/21 14,393.84VARIANCE SWAP 8078 NOK 0.0017/12/21 46,917.67VARIANCE SWAP 8079 USD 0.0017/12/21 5,400.33VARIANCE SWAP 8080 GBP 0.0017/12/21 4,273.46VARIANCE SWAP 8081 EUR 0.0017/12/21 4,798.45VARIANCE SWAP 8082 GBP 0.0017/12/21 8,547.68VARIANCE SWAP 8083 USD 0.0017/12/21 5,399.14VARIANCE SWAP 8084 EUR 0.0017/12/21 4,797.39VARIANCE SWAP 8085 EUR 0.0017/12/21 4,797.56VARIANCE SWAP 8086 EUR 0.0017/12/21 4,797.65VARIANCE SWAP 8087 NOK 0.0017/12/21 46,923.59VARIANCE SWAP 8088 CHF 0.0017/12/21 5,376.95VARIANCE SWAP 8090 USD 0.0017/12/21 5,400.59VARIANCE SWAP 8091 EUR 0.0017/12/21 9,596.39VARIANCE SWAP 8092 EUR 0.0017/12/21 4,796.97VARIANCE SWAP 8093 NOK 0.0017/12/21 46,917.80VARIANCE SWAP 8094 EUR 0.0017/12/21 14,392.98

LFIS VISION

44





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 8096 USD 0.0017/12/21 32,401.69VARIANCE SWAP 8098 EUR 0.0017/12/21 191,871.69VARIANCE SWAP 8099 EUR 0.0017/12/21 4,798.35VARIANCE SWAP 8100 JPY 0.0017/12/21 14,612,982.37VARIANCE SWAP 8101 USD 0.0017/12/21 10,799.67VARIANCE SWAP 8102 EUR 0.0017/12/21 4,797.98VARIANCE SWAP 8103 SEK 0.0017/12/21 51,074.75VARIANCE SWAP 8104 EUR 0.0017/12/21 14,395.12VARIANCE SWAP 8105 USD 0.0017/12/21 5,400.07VARIANCE SWAP 8106 CAD 0.0017/12/21 7,204.62VARIANCE SWAP 8107 GBP 0.0017/12/21 4,274.93VARIANCE SWAP 8109 JPY 0.0017/12/21 1,169,179.07VARIANCE SWAP 8117 USD (3,511,008.26)16/12/22 1,115,000.00VARIANCE SWAP 8118 EUR (1,194,969.57)16/12/22 500,000.00VARIANCE SWAP 8125 USD 4,660,574.1416/12/22 1,115,000.00VARIANCE SWAP 8127 EUR 133,620.2918/12/20 300,000.00VARIANCE SWAP 8157 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8159 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8160 EUR 0.0017/12/21 9,000.00VARIANCE SWAP 8163 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8165 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8168 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8171 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8173 EUR 0.0017/12/21 36,000.00VARIANCE SWAP 8174 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8177 EUR 0.0017/12/21 54,000.00VARIANCE SWAP 8179 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8180 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8182 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8183 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8184 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8185 EUR 0.0017/12/21 54,000.00VARIANCE SWAP 8186 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8187 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8188 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8189 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8190 EUR 0.0017/12/21 54,000.00VARIANCE SWAP 8191 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8192 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8193 EUR 0.0017/12/21 54,000.00VARIANCE SWAP 8194 EUR 0.0017/12/21 36,000.00VARIANCE SWAP 8195 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8196 EUR 0.0017/12/21 54,000.00VARIANCE SWAP 8197 EUR 0.0017/12/21 9,000.00VARIANCE SWAP 8198 EUR 0.0017/12/21 25,200.00VARIANCE SWAP 8199 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8200 EUR 0.0017/12/21 9,000.00VARIANCE SWAP 8201 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8202 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8203 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8204 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8205 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8206 EUR 0.0017/12/21 25,200.00VARIANCE SWAP 8228 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8230 EUR 968,183.8317/12/21 54,000.00VARIANCE SWAP 8231 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8232 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8233 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8234 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8235 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8236 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8237 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8238 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8239 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8240 EUR 0.0017/12/21 9,000.00VARIANCE SWAP 8244 EUR 0.0017/12/21 18,000.00VARIANCE SWAP 8249 EUR 86,614.3318/12/20 7,380.00VARIANCE SWAP 8250 EUR (11,096.23)18/12/20 7,380.00VARIANCE SWAP 8251 USD 15,384.6518/12/20 16,800.00VARIANCE SWAP 8252 EUR 96,774.2118/12/20 7,380.00VARIANCE SWAP 8253 USD 158,049.3618/12/20 8,400.00VARIANCE SWAP 8254 EUR 131,837.1618/12/20 14,750.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 8256 EUR 55,083.4818/12/20 14,750.00VARIANCE SWAP 8257 EUR (13,232.45)18/12/20 7,380.00VARIANCE SWAP 8258 HKD 455,810.5417/12/21 19,187.28VARIANCE SWAP 8259 GBP 0.0017/12/21 4,843.80VARIANCE SWAP 8260 HKD 0.0017/12/21 19,187.28VARIANCE SWAP 8261 USD 0.0017/12/21 2,046.06VARIANCE SWAP 8262 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8263 HKD 0.0017/12/21 19,187.28VARIANCE SWAP 8264 HKD 0.0017/12/21 19,187.28VARIANCE SWAP 8265 HKD 0.0017/12/21 12,791.52VARIANCE SWAP 8266 SGD 0.0017/12/21 3,322.94VARIANCE SWAP 8267 HKD 0.0017/12/21 25,583.04VARIANCE SWAP 8268 JPY 0.0017/12/21 440,784.00VARIANCE SWAP 8269 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8270 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8271 USD 0.0017/12/21 3,682.91VARIANCE SWAP 8272 USD 0.0017/12/21 8,593.45VARIANCE SWAP 8273 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8274 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8275 EUR 0.0017/12/21 21,600.00VARIANCE SWAP 8276 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8277 CHF 0.0017/12/21 7,993.44VARIANCE SWAP 8278 EUR 0.0017/12/21 4,320.00VARIANCE SWAP 8279 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8280 USD 0.0017/12/21 2,455.27VARIANCE SWAP 8281 GBP 0.0017/12/21 4,843.80VARIANCE SWAP 8282 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8284 USD 0.0017/12/21 5,319.76VARIANCE SWAP 8285 USD 137,382.1218/12/20 16,800.00VARIANCE SWAP 8286 HKD 0.0017/12/21 185,477.04VARIANCE SWAP 8287 USD 150,964.0218/12/20 8,400.00VARIANCE SWAP 8288 JPY 0.0017/12/21 1,146,038.40VARIANCE SWAP 8290 USD 93,847.2518/12/20 8,400.00VARIANCE SWAP 8291 USD (1,669.69)18/12/20 16,800.00VARIANCE SWAP 8292 USD 39,947.4018/12/20 8,400.00VARIANCE SWAP 8293 USD 108,047.4618/12/20 8,400.00VARIANCE SWAP 8294 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8295 USD (7,703.87)18/12/20 16,800.00VARIANCE SWAP 8297 USD (1,560,577.50)18/12/20 107,100.00VARIANCE SWAP 8298 EUR (911,030.67)18/12/20 62,700.00VARIANCE SWAP 8301 USD (23,033.86)18/12/20 16,800.00VARIANCE SWAP 8302 USD 0.0017/12/21 6,956.60VARIANCE SWAP 8304 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8307 GBP 0.0017/12/21 4,843.80VARIANCE SWAP 8311 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8315 USD 0.0017/12/21 48,696.23VARIANCE SWAP 8317 EUR 0.0017/12/21 214,920.00VARIANCE SWAP 8318 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8319 EUR 0.0017/12/21 5,400.00VARIANCE SWAP 8320 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8321 USD 0.0017/12/21 9,821.09VARIANCE SWAP 8322 USD 0.0017/12/21 9,821.09VARIANCE SWAP 8324 HKD 0.0017/12/21 25,583.04VARIANCE SWAP 8325 CHF 0.0017/12/21 7,993.44VARIANCE SWAP 8326 GBP 0.0017/12/21 18,083.52VARIANCE SWAP 8327 JPY 0.0017/12/21 264,470.40VARIANCE SWAP 8328 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8329 GBP 0.0017/12/21 3,552.12VARIANCE SWAP 8330 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8331 JPY 0.0017/12/21 440,784.00VARIANCE SWAP 8332 HKD 0.0017/12/21 25,583.04VARIANCE SWAP 8333 SGD 0.0017/12/21 3,322.94VARIANCE SWAP 8335 CHF 0.0017/12/21 7,993.44VARIANCE SWAP 8336 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8337 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8338 SGD 0.0017/12/21 3,322.94VARIANCE SWAP 8339 SGD 0.0017/12/21 3,322.94VARIANCE SWAP 8349 EUR 0.0017/12/21 14,400.00VARIANCE SWAP 8352 SGD 0.0017/12/21 13,291.78VARIANCE SWAP 8354 CHF 0.0017/12/21 23,980.32VARIANCE SWAP 8355 EUR 0.0017/12/21 7,200.00VARIANCE SWAP 8356 EUR 0.0017/12/21 7,200.00

LFIS VISION

45





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 8358 GBP 81,227.0118/06/21 5,132.00VARIANCE SWAP 8359 GBP 75,594.9318/06/21 5,132.00VARIANCE SWAP 8360 GBP 146,248.3018/06/21 5,132.00VARIANCE SWAP 8361 GBP 116,889.2018/06/21 5,132.00VARIANCE SWAP 8362 GBP 1,255.0018/06/21 5,132.00VARIANCE SWAP 8363 GBP 139,962.7518/06/21 5,132.00VARIANCE SWAP 8364 GBP 82,996.6918/06/21 5,132.00VARIANCE SWAP 8365 GBP 139,172.6818/06/21 5,132.00VARIANCE SWAP 8366 GBP 39,488.8318/06/21 5,132.00VARIANCE SWAP 8367 GBP 65,556.6718/06/21 5,132.00VARIANCE SWAP 8369 EUR (123,136.64)18/06/21 11,480.00VARIANCE SWAP 8370 EUR (199,860.06)18/06/21 17,220.00VARIANCE SWAP 8371 CHF (213,186.16)18/06/21 38,466.00VARIANCE SWAP 8372 EUR (260,865.00)18/06/21 22,960.00VARIANCE SWAP 8373 GBP (591,767.51)18/06/21 51,312.00VARIANCE SWAP 8374 EUR 29,945.0618/06/21 5,740.00VARIANCE SWAP 8375 EUR 50,936.2018/06/21 5,740.00VARIANCE SWAP 8376 EUR 36,968.8918/06/21 5,740.00VARIANCE SWAP 8377 EUR 76,999.0818/06/21 5,740.00VARIANCE SWAP 8378 EUR 38,338.3418/06/21 5,740.00VARIANCE SWAP 8379 CHF 76,553.7818/06/21 6,411.00VARIANCE SWAP 8380 CHF 28,490.9618/06/21 6,411.00VARIANCE SWAP 8381 CHF 35,151.0418/06/21 6,411.00VARIANCE SWAP 8382 CHF 25,129.1318/06/21 6,411.00VARIANCE SWAP 8383 CHF 21,642.9418/06/21 6,411.00VARIANCE SWAP 8384 CHF 50,745.2518/06/21 6,411.00VARIANCE SWAP 8385 EUR 78,755.8218/06/21 5,740.00VARIANCE SWAP 8386 EUR 46,583.5418/06/21 5,740.00VARIANCE SWAP 8387 EUR 22,089.0118/06/21 5,740.00VARIANCE SWAP 8388 EUR 38,164.9618/06/21 5,740.00VARIANCE SWAP 8389 GBP (360,602.39)18/06/21 33,249.98VARIANCE SWAP 8390 CHF 43,061.5518/06/21 4,135.63VARIANCE SWAP 8391 CHF 14,680.9018/06/21 4,135.63VARIANCE SWAP 8392 CHF 20,345.7218/06/21 4,135.63VARIANCE SWAP 8393 CHF 13,180.5918/06/21 4,135.63VARIANCE SWAP 8394 CHF 11,408.4718/06/21 4,135.63VARIANCE SWAP 8395 CHF 30,040.5918/06/21 4,135.63VARIANCE SWAP 8396 EUR 50,931.1118/06/21 3,720.00VARIANCE SWAP 8397 EUR 30,196.3618/06/21 3,720.00VARIANCE SWAP 8398 EUR 16,040.7418/06/21 3,720.00VARIANCE SWAP 8399 EUR 50,787.9918/06/21 3,720.00VARIANCE SWAP 8400 EUR 26,300.2118/06/21 3,720.00VARIANCE SWAP 8401 CHF (118,537.28)18/06/21 24,813.79VARIANCE SWAP 8402 GBP 42,164.4418/06/21 3,325.06VARIANCE SWAP 8403 EUR (154,483.96)18/06/21 14,880.00VARIANCE SWAP 8404 GBP 46,165.8918/06/21 3,325.06VARIANCE SWAP 8405 GBP 95,307.9418/06/21 3,325.06VARIANCE SWAP 8406 GBP 72,572.0318/06/21 3,325.06VARIANCE SWAP 8407 EUR (118,093.83)18/06/21 11,160.00VARIANCE SWAP 8408 GBP 1,514.5418/06/21 3,325.06VARIANCE SWAP 8409 GBP 93,067.2918/06/21 3,325.06VARIANCE SWAP 8410 GBP 55,525.4918/06/21 3,325.06VARIANCE SWAP 8411 GBP 88,951.7718/06/21 3,325.06VARIANCE SWAP 8412 GBP 32,425.2218/06/21 3,325.06VARIANCE SWAP 8413 GBP 39,599.2318/06/21 3,325.06VARIANCE SWAP 8414 EUR 203,034.0818/12/20 6,950.00VARIANCE SWAP 8415 EUR 123,553.4818/12/20 6,950.00VARIANCE SWAP 8416 EUR 244,644.0818/12/20 6,950.00VARIANCE SWAP 8417 EUR (74,414.87)18/06/21 7,440.00VARIANCE SWAP 8418 EUR 58,681.8018/12/20 6,950.00VARIANCE SWAP 8419 EUR 20,698.1518/06/21 3,720.00VARIANCE SWAP 8420 EUR 33,582.7918/06/21 3,720.00VARIANCE SWAP 8421 EUR 113,949.9018/12/20 6,950.00VARIANCE SWAP 8422 EUR 25,157.5518/06/21 3,720.00VARIANCE SWAP 8423 EUR 23,508.3618/06/21 3,720.00VARIANCE SWAP 8424 CHF 52,170.7118/12/20 7,731.00VARIANCE SWAP 8425 CHF 28,577.8718/12/20 7,731.00VARIANCE SWAP 8426 GBP 83,945.5418/12/20 6,241.00VARIANCE SWAP 8427 EUR 166,353.6418/12/20 6,950.00VARIANCE SWAP 8428 EUR 43,415.5118/12/20 6,950.00VARIANCE SWAP 8429 EUR 126,674.8418/12/20 6,950.00VARIANCE SWAP 8430 EUR 63,853.5018/12/20 6,950.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 8432 EUR 50,998.7518/12/20 6,950.00VARIANCE SWAP 8433 GBP 43,148.7618/12/20 6,241.00VARIANCE SWAP 8434 CHF 35,773.2618/12/20 7,731.00VARIANCE SWAP 8435 GBP 50,904.3418/12/20 6,241.00VARIANCE SWAP 8436 GBP (313,988.60)18/12/20 24,942.00VARIANCE SWAP 8437 GBP 109,380.9218/12/20 6,241.00VARIANCE SWAP 8438 CHF (203,218.86)18/12/20 30,897.00VARIANCE SWAP 8439 EUR (173,275.36)18/12/20 13,888.00VARIANCE SWAP 8440 EUR (681,882.83)18/12/20 55,550.00VARIANCE SWAP 8443 JPY 0.0016/12/22 468,610.30VARIANCE SWAP 8445 JPY 0.0016/12/22 6,344,791.61VARIANCE SWAP 8448 JPY 0.0016/12/22 7,575,137.40VARIANCE SWAP 8452 JPY 0.0018/12/20 607,142.18VARIANCE SWAP 8454 JPY 0.0018/12/20 580,477.48VARIANCE SWAP 8455 JPY 0.0017/12/21 5,333,997.93VARIANCE SWAP 8456 JPY 0.0017/12/21 515,342.48VARIANCE SWAP 8457 JPY 0.0017/12/21 3,053,188.72VARIANCE SWAP 8458 JPY 0.0018/12/20 393,676.79VARIANCE SWAP 8459 JPY 0.0017/12/21 219,389.99VARIANCE SWAP 8461 JPY 0.0017/12/21 614,717.31VARIANCE SWAP 8462 JPY 0.0017/12/21 1,872,653.19VARIANCE SWAP 8465 JPY 0.0018/12/20 1,344,102.00VARIANCE SWAP 8468 JPY 0.0016/12/22 2,098,524.45VARIANCE SWAP 8476 USD 0.0015/01/21 864.00VARIANCE SWAP 8477 EUR 0.0017/12/21 2,407.00VARIANCE SWAP 8480 USD 0.0015/01/21 8,101.00VARIANCE SWAP 8483 CHF 0.0017/12/21 5,441.00VARIANCE SWAP 8484 USD 0.0015/01/21 2,700.00VARIANCE SWAP 8486 CHF 0.0017/12/21 2,720.00VARIANCE SWAP 8488 USD 0.0015/01/21 5,400.00VARIANCE SWAP 8491 USD 0.0015/01/21 3,240.00VARIANCE SWAP 8493 USD 0.0015/01/21 50,924.96VARIANCE SWAP 8498 USD 0.0015/01/21 4,320.00VARIANCE SWAP 8499 USD 0.0015/01/21 4,859.00VARIANCE SWAP 8504 USD 0.0015/01/21 5,400.00VARIANCE SWAP 8505 USD 0.0015/01/21 2,160.00VARIANCE SWAP 8506 GBP 0.0017/12/21 6,471.00VARIANCE SWAP 8509 USD 0.0015/01/21 1,080.00VARIANCE SWAP 8516 GBP 0.0017/12/21 4,314.00VARIANCE SWAP 8522 USD 0.0015/01/21 1,620.00VARIANCE SWAP 8528 USD 0.0015/01/21 8,100.00VARIANCE SWAP 8531 CHF 0.0017/12/21 2,720.00VARIANCE SWAP 8534 USD 0.0015/01/21 1,080.00VARIANCE SWAP 8536 USD 0.0015/01/21 5,401.00VARIANCE SWAP 8539 USD 0.0015/01/21 5,399.00VARIANCE SWAP 8544 USD 0.0015/01/21 2,700.00VARIANCE SWAP 8547 CHF 0.0017/12/21 19,043.00VARIANCE SWAP 8548 USD 0.0015/01/21 5,400.00VARIANCE SWAP 8552 USD 0.0015/01/21 1,080.00VARIANCE SWAP 8553 USD 0.0015/01/21 2,160.00VARIANCE SWAP 8554 USD 0.0015/01/21 2,700.00VARIANCE SWAP 8556 USD 0.0015/01/21 1,620.00VARIANCE SWAP 8559 USD 0.0015/01/21 1,620.00VARIANCE SWAP 8561 USD 0.0015/01/21 5,400.00VARIANCE SWAP 8564 USD 0.0015/01/21 5,400.00VARIANCE SWAP 8565 CHF 0.0017/12/21 2,720.00VARIANCE SWAP 8567 USD 0.0015/01/21 1,080.00VARIANCE SWAP 8570 USD 0.0015/01/21 1,080.00VARIANCE SWAP 8575 USD 0.0015/01/21 8,639.00VARIANCE SWAP 8578 USD 0.0015/01/21 2,700.00VARIANCE SWAP 8579 GBP 0.0017/12/21 10,785.00VARIANCE SWAP 8581 USD 0.0015/01/21 4,859.00VARIANCE SWAP 8585 USD 0.0015/01/21 9,179.00VARIANCE SWAP 8624 EUR 0.0017/12/21 4,276.80VARIANCE SWAP 8625 EUR 0.0017/12/21 6,357.60VARIANCE SWAP 8626 EUR 0.0017/12/21 2,512.80VARIANCE SWAP 8627 SEK 0.0017/12/21 26,639.42VARIANCE SWAP 8628 EUR 0.0017/12/21 2,754.00VARIANCE SWAP 8629 EUR 0.0017/12/21 5,400.00VARIANCE SWAP 8630 SEK 0.0017/12/21 25,307.45VARIANCE SWAP 8631 EUR 0.0017/12/21 2,502.00VARIANCE SWAP 8632 EUR 0.0017/12/21 1,677.60

LFIS VISION

46




VARIANCE SWAP 8633 GBP 0.0017/12/21 2,680.24

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 8634 EUR 0.0017/12/21 6,753.60VARIANCE SWAP 8635 EUR 0.0017/12/21 7,632.00VARIANCE SWAP 8636 GBP 0.0017/12/21 2,276.59VARIANCE SWAP 8637 EUR 0.0017/12/21 4,950.00VARIANCE SWAP 8638 CHF 0.0017/12/21 2,985.33VARIANCE SWAP 8639 EUR 0.0017/12/21 6,717.60VARIANCE SWAP 8640 CHF 0.0017/12/21 2,845.08VARIANCE SWAP 8641 EUR 0.0017/12/21 4,140.00VARIANCE SWAP 8642 EUR 0.0017/12/21 5,220.00VARIANCE SWAP 8643 EUR 0.0017/12/21 1,504.80VARIANCE SWAP 8644 GBP 151,254.7917/12/21 2,421.90VARIANCE SWAP 8645 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8646 SEK 0.0017/12/21 27,590.83VARIANCE SWAP 8647 EUR 0.0017/12/21 2,592.00VARIANCE SWAP 8648 EUR 0.0017/12/21 2,700.00VARIANCE SWAP 8649 GBP 0.0017/12/21 5,828.71VARIANCE SWAP 8650 GBP 0.0017/12/21 2,421.90VARIANCE SWAP 8651 EUR 0.0017/12/21 1,620.00VARIANCE SWAP 8652 EUR 0.0017/12/21 1,656.00VARIANCE SWAP 8653 GBP 0.0017/12/21 2,325.02VARIANCE SWAP 8654 EUR 0.0017/12/21 2,520.00VARIANCE SWAP 8655 GBP 0.0017/12/21 2,325.02VARIANCE SWAP 8656 EUR 0.0017/12/21 10,746.00VARIANCE SWAP 8657 GBP 0.0017/12/21 2,421.90VARIANCE SWAP 8658 EUR 0.0017/12/21 9,558.00VARIANCE SWAP 8659 EUR 0.0017/12/21 1,684.80VARIANCE SWAP 8660 GBP 0.0017/12/21 2,405.75VARIANCE SWAP 8661 EUR 0.0017/12/21 6,840.00VARIANCE SWAP 8662 GBP 0.0017/12/21 33,389.93VARIANCE SWAP 8663 EUR 0.0017/12/21 6,753.60VARIANCE SWAP 8664 EUR 0.0017/12/21 10,170.00VARIANCE SWAP 8665 EUR 0.0017/12/21 6,753.60VARIANCE SWAP 8666 EUR 0.0017/12/21 4,014.00VARIANCE SWAP 8667 EUR 0.0017/12/21 3,261.60VARIANCE SWAP 8668 EUR 0.0017/12/21 72,000.00VARIANCE SWAP 8669 EUR 0.0017/12/21 1,713.60VARIANCE SWAP 8670 EUR 0.0017/12/21 5,976.00VARIANCE SWAP 8671 EUR 0.0017/12/21 1,576.80VARIANCE SWAP 8672 EUR 0.0017/12/21 4,773.60VARIANCE SWAP 8673 EUR 0.0017/12/21 1,576.80VARIANCE SWAP 8674 SEK 0.0017/12/21 28,351.96VARIANCE SWAP 8675 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8676 EUR 60,542.5617/12/21 1,634.40VARIANCE SWAP 8677 SEK 0.0017/12/21 27,971.40VARIANCE SWAP 8678 GBP 0.0017/12/21 3,778.16VARIANCE SWAP 8679 GBP 0.0017/12/21 2,082.83VARIANCE SWAP 8680 CHF 0.0017/12/21 6,010.74VARIANCE SWAP 8681 EUR 0.0017/12/21 10,800.00VARIANCE SWAP 8682 EUR 0.0017/12/21 16,992.00VARIANCE SWAP 8683 EUR 0.0017/12/21 2,736.00VARIANCE SWAP 8685 GBP 0.0017/12/21 2,421.90VARIANCE SWAP 8687 EUR 0.0017/12/21 1,497.60VARIANCE SWAP 8688 EUR 0.0017/12/21 1,720.80VARIANCE SWAP 8689 SEK 0.0017/12/21 25,497.73VARIANCE SWAP 8690 EUR 0.0017/12/21 115,146.00VARIANCE SWAP 8695 EUR 0.0017/12/21 2,407.00VARIANCE SWAP 8696 EUR 0.0017/12/21 2,406.00VARIANCE SWAP 8697 EUR 0.0017/12/21 7,219.00VARIANCE SWAP 8698 EUR 0.0017/12/21 2,406.00VARIANCE SWAP 8699 EUR 0.0017/12/21 2,406.00VARIANCE SWAP 8700 EUR 0.0017/12/21 9,626.00VARIANCE SWAP 8701 EUR 0.0017/12/21 188,132.88VARIANCE SWAP 8702 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8703 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8704 EUR 0.0017/12/21 9,626.00VARIANCE SWAP 8705 EUR 0.0017/12/21 2,406.00VARIANCE SWAP 8706 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8707 EUR 0.0017/12/21 14,439.00VARIANCE SWAP 8708 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8709 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8710 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8711 EUR 0.0017/12/21 4,813.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 8713 EUR 0.0017/12/21 12,032.00VARIANCE SWAP 8714 EUR 0.0017/12/21 12,032.00VARIANCE SWAP 8715 EUR 0.0017/12/21 7,219.00VARIANCE SWAP 8716 EUR 0.0017/12/21 2,406.00VARIANCE SWAP 8717 EUR 0.0017/12/21 19,251.00VARIANCE SWAP 8718 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8719 EUR 0.0017/12/21 2,406.00VARIANCE SWAP 8720 EUR 0.0017/12/21 2,406.00VARIANCE SWAP 8721 EUR 0.0017/12/21 4,813.00VARIANCE SWAP 8722 EUR (740,102.68)17/12/21 2,406.00VARIANCE SWAP 8724 EUR 0.0017/12/21 19,251.00VARIANCE SWAP 8725 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8726 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8727 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8728 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8729 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8730 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8731 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8732 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8733 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8734 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8735 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8736 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8738 CHF 0.0017/12/21 11,841.16VARIANCE SWAP 8739 EUR 123,305.5118/12/20 300,000.00VARIANCE SWAP 8742 USD 24,382.4018/12/20 10,000.00VARIANCE SWAP 8743 USD 13,759.6018/12/20 10,000.00VARIANCE SWAP 8744 USD 206,637.3218/12/20 20,000.00VARIANCE SWAP 8745 EUR 26,247.5318/12/20 4,460.00VARIANCE SWAP 8746 USD (6,360.74)18/12/20 10,000.00VARIANCE SWAP 8747 USD 102,970.8618/12/20 15,000.00VARIANCE SWAP 8748 EUR (3,457.12)18/12/20 8,910.00VARIANCE SWAP 8749 EUR 31,365.9118/12/20 4,460.00VARIANCE SWAP 8750 USD 93,051.1518/12/20 10,000.00VARIANCE SWAP 8751 EUR 144,910.1218/12/20 13,370.00VARIANCE SWAP 8753 USD 21,558.1118/12/20 5,000.00VARIANCE SWAP 8754 USD (56,704.74)15/01/21 10,800.00VARIANCE SWAP 8755 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8756 USD 9,071.4818/12/20 15,000.00VARIANCE SWAP 8757 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8758 CHF 19,141.4418/12/20 4,950.00VARIANCE SWAP 8759 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8760 USD (4,625.25)18/12/20 8,500.00VARIANCE SWAP 8761 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8762 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8763 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8764 USD 0.0015/01/21 10,800.00VARIANCE SWAP 8765 USD (129,394.68)18/12/20 8,500.00VARIANCE SWAP 8766 USD (282,060.57)18/12/20 17,000.00VARIANCE SWAP 8767 EUR (26,088.35)18/12/20 3,791.00VARIANCE SWAP 8768 USD 6,580.9818/12/20 8,500.00VARIANCE SWAP 8769 USD (205,759.17)18/12/20 12,750.00VARIANCE SWAP 8770 EUR (31,573.75)18/12/20 7,573.50VARIANCE SWAP 8771 EUR (15,809.91)18/12/20 3,791.00VARIANCE SWAP 8772 USD (82,196.76)18/12/20 8,500.00VARIANCE SWAP 8773 EUR (137,115.76)18/12/20 11,364.50VARIANCE SWAP 8774 USD (4,084.45)18/12/20 4,250.00VARIANCE SWAP 8775 USD (32,060.96)18/12/20 4,250.00VARIANCE SWAP 8776 USD 10,078.9418/12/20 12,750.00VARIANCE SWAP 8777 CHF (17,772.34)18/12/20 4,207.50VARIANCE SWAP 8778 USD (57,126.69)18/12/20 12,750.00VARIANCE SWAP 8779 USD 7,337.1618/12/20 8,500.00VARIANCE SWAP 8780 USD (138,475.46)18/12/20 8,500.00VARIANCE SWAP 8781 EUR (167,552.25)18/12/20 15,155.50VARIANCE SWAP 8782 USD 34,367.5018/12/20 15,000.00VARIANCE SWAP 8783 USD (29,094.98)18/12/20 10,000.00VARIANCE SWAP 8784 USD (15,309.97)18/12/20 10,000.00VARIANCE SWAP 8785 EUR 314,692.5718/12/20 17,830.00VARIANCE SWAP 8786 EUR 569.9618/12/20 4,460.00VARIANCE SWAP 8857 USD 4,238.8418/12/20 5,000.00VARIANCE SWAP 8858 EUR (42,959.65)18/12/20 3,791.00VARIANCE SWAP 8898 EUR 114,032.1417/12/21 180,000.00

LFIS VISION

47




VARIANCE SWAP 8909 AUD 122,229.7517/06/21 175,000.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 8913 USD 0.0015/01/21 9,000.00VARIANCE SWAP 8916 USD 4,011,056.0515/01/21 27,000.00VARIANCE SWAP 8922 USD 0.0015/01/21 9,000.00VARIANCE SWAP 8923 USD 0.0015/01/21 18,000.00VARIANCE SWAP 8924 USD 0.0015/01/21 36,000.00VARIANCE SWAP 8933 USD 0.0015/01/21 36,000.00VARIANCE SWAP 8934 USD 0.0015/01/21 9,000.00VARIANCE SWAP 8935 USD 0.0015/01/21 71,427.34VARIANCE SWAP 8936 USD 0.0015/01/21 36,000.00VARIANCE SWAP 8937 USD 0.0015/01/21 7,200.00VARIANCE SWAP 8938 USD 0.0015/01/21 36,000.00VARIANCE SWAP 8939 USD 0.0015/01/21 36,000.00VARIANCE SWAP 8940 USD 0.0015/01/21 27,000.00VARIANCE SWAP 8941 AUD 349,279.5017/12/20 266,400.00VARIANCE SWAP 8945 AUD (2,167,241.18)17/12/20 242,595.00VARIANCE SWAP 8976 JPY 157,018.8310/12/21 21,186,000.00VARIANCE SWAP 8978 JPY 0.0010/12/21 1,588,950.00VARIANCE SWAP 8979 JPY 0.0010/12/21 529,650.00VARIANCE SWAP 8980 JPY 0.0010/12/21 1,059,300.00VARIANCE SWAP 8981 JPY 0.0010/12/21 847,440.00VARIANCE SWAP 8982 JPY 0.0010/12/21 1,271,160.00VARIANCE SWAP 8985 JPY (409,475.90)22/07/21 5,500,000.00VARIANCE SWAP 8990 JPY 0.0010/12/21 2,542,320.00VARIANCE SWAP 8991 JPY 0.0010/12/21 423,720.00VARIANCE SWAP 8992 JPY 0.0010/12/21 2,966,040.00VARIANCE SWAP 8993 AUD 203,697.8217/12/20 180,000.00VARIANCE SWAP 8994 AUD (803,454.46)17/12/20 92,636.93VARIANCE SWAP 8998 JPY 0.0010/12/21 3,813,480.00VARIANCE SWAP 8999 JPY 0.0010/12/21 3,813,480.00VARIANCE SWAP 9000 JPY 0.0010/12/21 1,483,020.00VARIANCE SWAP 9002 JPY 0.0010/12/21 847,440.00VARIANCE SWAP 9019 JPY 1,882,925.4110/12/21 53,012,098.00VARIANCE SWAP 9022 USD 0.0017/12/21 3,600.00VARIANCE SWAP 9023 EUR 0.0017/12/21 16,315.00VARIANCE SWAP 9024 USD 0.0017/12/21 18,000.00VARIANCE SWAP 9025 SEK 0.0017/12/21 35,045.00VARIANCE SWAP 9026 EUR 0.0017/12/21 3,263.00VARIANCE SWAP 9027 USD 0.0017/12/21 3,600.00VARIANCE SWAP 9028 USD 0.0015/01/21 11,250.00VARIANCE SWAP 9029 EUR 0.0017/12/21 1,632.00VARIANCE SWAP 9030 USD 0.0015/01/21 7,500.00VARIANCE SWAP 9031 EUR 0.0017/12/21 4,895.00VARIANCE SWAP 9032 USD 0.0015/01/21 11,250.00VARIANCE SWAP 9033 USD 0.0015/01/21 11,250.00VARIANCE SWAP 9036 USD 0.0017/12/21 3,600.00VARIANCE SWAP 9038 USD 0.0015/01/21 11,250.00VARIANCE SWAP 9039 EUR 0.0017/12/21 11,421.00VARIANCE SWAP 9041 USD 0.0015/01/21 11,250.00VARIANCE SWAP 9042 EUR 0.0017/12/21 11,421.00VARIANCE SWAP 9044 USD 0.0015/01/21 11,250.00VARIANCE SWAP 9048 EUR 0.0017/12/21 3,263.00VARIANCE SWAP 9050 USD 0.0017/12/21 12,600.00VARIANCE SWAP 9051 USD 0.0015/01/21 35,008.11VARIANCE SWAP 9052 USD 0.0017/12/21 18,000.00VARIANCE SWAP 9053 EUR 0.0017/12/21 1,632.00VARIANCE SWAP 9054 GBP 0.0017/12/21 2,947.00VARIANCE SWAP 9055 CHF 0.0017/12/21 1,764.00VARIANCE SWAP 9056 CHF 0.0017/12/21 3,529.00VARIANCE SWAP 9057 USD 0.0017/12/21 3,600.00VARIANCE SWAP 9058 CHF 0.0017/12/21 1,764.00VARIANCE SWAP 9059 USD (979,282.94)17/12/21 18,000.00VARIANCE SWAP 9060 NOK 0.0017/12/21 16,256.00VARIANCE SWAP 9061 EUR 0.0017/12/21 4,895.00VARIANCE SWAP 9062 USD 0.0017/12/21 3,600.00VARIANCE SWAP 9063 DKK 0.0017/12/21 36,509.00VARIANCE SWAP 9064 USD 0.0017/12/21 180,000.00VARIANCE SWAP 9065 USD 0.0017/12/21 7,200.00VARIANCE SWAP 9066 EUR 0.0017/12/21 16,315.00VARIANCE SWAP 9067 SEK 0.0017/12/21 35,045.00VARIANCE SWAP 9068 USD 0.0017/12/21 5,400.00VARIANCE SWAP 9069 EUR 0.0017/12/21 101,702.99VARIANCE SWAP 9070 USD 0.0017/12/21 18,000.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9072 USD 0.0017/12/21 7,200.00VARIANCE SWAP 9073 USD 0.0017/12/21 5,400.00VARIANCE SWAP 9074 USD 0.0017/12/21 14,400.00VARIANCE SWAP 9075 USD 0.0017/12/21 10,800.00VARIANCE SWAP 9077 EUR 0.0017/12/21 11,421.00VARIANCE SWAP 9078 USD 0.0017/12/21 9,000.00VARIANCE SWAP 9079 EUR 0.0017/12/21 3,263.00VARIANCE SWAP 9080 EUR 0.0017/12/21 3,263.00VARIANCE SWAP 9081 SEK 0.0017/12/21 70,089.00VARIANCE SWAP 9082 EUR 0.0017/12/21 4,895.00VARIANCE SWAP 9083 EUR 0.0017/12/21 4,895.00VARIANCE SWAP 9084 EUR 0.0017/12/21 3,263.00VARIANCE SWAP 9085 USD 0.0017/12/21 18,000.00VARIANCE SWAP 9086 EUR 0.0017/12/21 3,263.00VARIANCE SWAP 9087 CHF 0.0017/12/21 3,529.00VARIANCE SWAP 9094 EUR 0.0018/12/20 754,000.00VARIANCE SWAP 9097 DKK 0.0017/12/21 36,509.00VARIANCE SWAP 9108 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9109 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9110 CHF 0.0018/12/20 7,575.50VARIANCE SWAP 9111 CHF 0.0018/12/20 7,575.50VARIANCE SWAP 9112 CHF 0.0018/12/20 7,575.50VARIANCE SWAP 9113 CHF 0.0018/12/20 22,726.51VARIANCE SWAP 9114 GBP 0.0018/12/20 36,849.10VARIANCE SWAP 9115 GBP 0.0018/12/20 6,141.52VARIANCE SWAP 9116 GBP 0.0018/12/20 6,141.52VARIANCE SWAP 9117 GBP 0.0018/12/20 6,141.52VARIANCE SWAP 9118 GBP 0.0018/12/20 6,141.52VARIANCE SWAP 9119 GBP 0.0018/12/20 6,141.52VARIANCE SWAP 9120 GBP 0.0018/12/20 6,141.52VARIANCE SWAP 9121 SEK 0.0018/12/20 74,327.94VARIANCE SWAP 9122 SEK 0.0018/12/20 74,327.94VARIANCE SWAP 9123 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9124 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9125 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9126 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9127 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9128 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9129 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9130 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9131 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9132 EUR 0.0018/12/20 27,865.50VARIANCE SWAP 9133 EUR 405,922.9318/12/20 76,615.50VARIANCE SWAP 9134 EUR 0.0018/12/20 27,865.50VARIANCE SWAP 9135 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9136 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9137 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9138 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9139 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9140 EUR 0.0018/12/20 6,961.50VARIANCE SWAP 9143 HKD 1,493,332.4318/12/20 63,291.11VARIANCE SWAP 9146 USD 0.0018/12/20 2,242.96VARIANCE SWAP 9147 USD 0.0018/12/20 2,242.96VARIANCE SWAP 9148 EUR 0.0018/12/20 20,450.00VARIANCE SWAP 9149 USD 0.0018/12/20 6,280.28VARIANCE SWAP 9150 EUR 0.0018/12/20 12,270.00VARIANCE SWAP 9151 CHF 0.0018/12/20 26,576.82VARIANCE SWAP 9152 USD 0.0018/12/20 243,136.43VARIANCE SWAP 9153 SEK 0.0018/12/20 65,497.26VARIANCE SWAP 9154 EUR 0.0018/12/20 6,135.00VARIANCE SWAP 9155 EUR 0.0018/12/20 4,499.00VARIANCE SWAP 9156 EUR 0.0018/12/20 125,154.00VARIANCE SWAP 9157 USD 0.0018/12/20 22,429.56VARIANCE SWAP 9158 USD 0.0018/12/20 4,934.50VARIANCE SWAP 9160 CHF 0.0018/12/20 10,630.73VARIANCE SWAP 9161 USD 0.0018/12/20 2,691.55VARIANCE SWAP 9162 USD 0.0018/12/20 22,429.56VARIANCE SWAP 9163 CHF 0.0018/12/20 6,644.21VARIANCE SWAP 9164 USD 0.0018/12/20 10,766.19VARIANCE SWAP 9165 HKD 0.0018/12/20 80,871.98VARIANCE SWAP 9166 USD 0.0018/12/20 12,111.96VARIANCE SWAP 9167 USD 0.0018/12/20 5,831.69

LFIS VISION

48





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9169 CHF 0.0018/12/20 3,986.52VARIANCE SWAP 9170 USD 0.0018/12/20 2,242.96VARIANCE SWAP 9171 EUR 0.0018/12/20 16,360.00VARIANCE SWAP 9172 AUD 0.0018/12/20 9,316.20VARIANCE SWAP 9173 USD 0.0018/12/20 11,214.78VARIANCE SWAP 9174 EUR 0.0018/12/20 6,135.00VARIANCE SWAP 9176 USD 0.0018/12/20 4,485.91VARIANCE SWAP 9177 AUD 0.0018/12/20 18,632.40VARIANCE SWAP 9178 USD 0.0018/12/20 5,831.69VARIANCE SWAP 9179 USD 0.0018/12/20 8,523.23VARIANCE SWAP 9180 USD 0.0018/12/20 5,831.69VARIANCE SWAP 9181 USD 0.0018/12/20 15,252.10VARIANCE SWAP 9182 USD 0.0018/12/20 22,429.56VARIANCE SWAP 9183 HKD 0.0018/12/20 175,808.65VARIANCE SWAP 9184 USD 0.0018/12/20 2,242.96VARIANCE SWAP 9185 USD 0.0018/12/20 22,429.56VARIANCE SWAP 9186 USD 0.0018/12/20 4,934.50VARIANCE SWAP 9187 USD 0.0018/12/20 4,037.32VARIANCE SWAP 9188 HKD 0.0018/12/20 31,645.56VARIANCE SWAP 9189 USD 0.0018/12/20 9,869.01VARIANCE SWAP 9190 JPY 0.0018/12/20 675,553.48VARIANCE SWAP 9192 EUR 0.0018/12/20 20,450.00VARIANCE SWAP 9193 USD 0.0018/12/20 10,766.19VARIANCE SWAP 9194 EUR 0.0018/12/20 6,135.00VARIANCE SWAP 9195 CHF 0.0018/12/20 5,315.36VARIANCE SWAP 9196 JPY 0.0018/12/20 675,553.48VARIANCE SWAP 9198 EUR 0.0018/12/20 20,450.00VARIANCE SWAP 9199 EUR 0.0018/12/20 6,135.00VARIANCE SWAP 9201 USD 0.0018/12/20 2,242.96VARIANCE SWAP 9202 USD 0.0018/12/20 4,934.50VARIANCE SWAP 9233 EUR 91,140.1618/12/20 5,950.00VARIANCE SWAP 9234 GBP 111,877.5618/12/20 5,268.50VARIANCE SWAP 9235 SEK 72,542.9818/12/20 64,303.00VARIANCE SWAP 9236 EUR 57,261.8418/12/20 5,950.00VARIANCE SWAP 9237 GBP 92,505.8118/12/20 5,268.50VARIANCE SWAP 9238 EUR 64,690.3618/12/20 5,950.00VARIANCE SWAP 9239 EUR 10,706.3718/12/20 5,950.00VARIANCE SWAP 9240 EUR 72,011.7118/12/20 5,950.00VARIANCE SWAP 9241 EUR (219,058.80)18/12/20 17,862.50VARIANCE SWAP 9242 EUR (301,052.42)18/12/20 23,812.50VARIANCE SWAP 9243 EUR 55,347.6318/12/20 5,950.00VARIANCE SWAP 9244 EUR 124,121.5218/12/20 5,950.00VARIANCE SWAP 9245 EUR 94,968.0418/12/20 5,950.00VARIANCE SWAP 9246 GBP 47,747.3918/12/20 5,268.50VARIANCE SWAP 9247 CHF (124,102.42)18/12/20 19,560.50VARIANCE SWAP 9248 EUR 158,009.5718/12/20 5,950.00VARIANCE SWAP 9249 GBP 68,286.3118/12/20 5,268.50VARIANCE SWAP 9250 EUR (360,619.31)18/12/20 29,762.50VARIANCE SWAP 9251 EUR 29,232.8218/12/20 5,950.00VARIANCE SWAP 9252 GBP (398,741.18)18/12/20 31,623.50VARIANCE SWAP 9253 CHF 35,252.1318/12/20 6,515.50VARIANCE SWAP 9254 CHF 45,119.4818/12/20 6,515.50VARIANCE SWAP 9255 CHF 30,196.6518/12/20 6,515.50VARIANCE SWAP 9256 EUR 21,446.5618/12/20 5,950.00VARIANCE SWAP 9257 GBP 81,205.0818/12/20 5,268.50VARIANCE SWAP 9258 GBP 99,097.7218/12/20 5,268.50VARIANCE SWAP 9261 JPY (1,426,487.25)10/12/21 53,012,098.08VARIANCE SWAP 9269 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9270 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9271 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9272 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9273 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9274 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9275 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9276 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9277 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9278 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9279 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9280 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9281 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9282 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9283 USD 0.0015/01/21 5,485.72


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9285 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9286 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9287 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9288 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9290 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9291 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9292 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9293 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9294 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9295 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9296 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9297 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9298 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9299 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9300 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9301 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9302 USD 0.0015/01/21 192,000.00VARIANCE SWAP 9308 USD (139,984.60)06/01/21 100,000.00VARIANCE SWAP 9309 USD (189,813.64)06/01/21 200,000.80VARIANCE SWAP 9310 USD (140,053.19)06/01/21 99,990.00VARIANCE SWAP 9311 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9317 USD 0.0015/01/21 11,288.33VARIANCE SWAP 9318 USD 0.0015/01/21 9,933.73VARIANCE SWAP 9319 USD 0.0015/01/21 5,418.40VARIANCE SWAP 9320 CHF 0.0015/01/21 5,846.21VARIANCE SWAP 9321 CHF 0.0015/01/21 7,645.04VARIANCE SWAP 9322 USD 0.0015/01/21 7,224.53VARIANCE SWAP 9323 EUR 0.0015/01/21 20,500.00VARIANCE SWAP 9324 EUR 0.0015/01/21 1,230.00VARIANCE SWAP 9325 USD 0.0015/01/21 40,637.97VARIANCE SWAP 9326 USD 0.0015/01/21 3,612.26VARIANCE SWAP 9327 EUR 0.0015/01/21 6,150.00VARIANCE SWAP 9328 USD 1,407,703.6915/01/21 45,153.30VARIANCE SWAP 9329 EUR 0.0015/01/21 12,710.00VARIANCE SWAP 9330 USD 0.0015/01/21 3,160.73VARIANCE SWAP 9331 SEK 0.0015/01/21 35,489.60VARIANCE SWAP 9332 USD 0.0015/01/21 45,153.30VARIANCE SWAP 9333 USD 0.0015/01/21 45,153.30VARIANCE SWAP 9334 USD 0.0015/01/21 13,545.99VARIANCE SWAP 9335 EUR 0.0015/01/21 2,050.00VARIANCE SWAP 9336 USD 0.0015/01/21 4,515.33VARIANCE SWAP 9337 USD 0.0015/01/21 3,160.73VARIANCE SWAP 9338 USD 0.0015/01/21 3,160.73VARIANCE SWAP 9339 USD 0.0015/01/21 45,153.30VARIANCE SWAP 9340 EUR 0.0015/01/21 2,050.00VARIANCE SWAP 9341 USD 0.0015/01/21 4,515.33VARIANCE SWAP 9342 USD 0.0015/01/21 4,515.33VARIANCE SWAP 9343 USD 0.0015/01/21 7,224.53VARIANCE SWAP 9344 EUR 0.0015/01/21 20,500.00VARIANCE SWAP 9345 EUR 0.0015/01/21 6,150.00VARIANCE SWAP 9346 EUR 0.0015/01/21 103,730.00VARIANCE SWAP 9347 USD 0.0015/01/21 3,160.73VARIANCE SWAP 9348 EUR 0.0015/01/21 9,020.00VARIANCE SWAP 9349 CHF 0.0015/01/21 13,491.26VARIANCE SWAP 9350 USD 0.0015/01/21 323,749.16VARIANCE SWAP 9351 USD 0.0015/01/21 2,709.20VARIANCE SWAP 9352 EUR 0.0015/01/21 6,150.00VARIANCE SWAP 9353 USD 0.0015/01/21 15,352.12VARIANCE SWAP 9354 EUR 0.0015/01/21 13,940.00VARIANCE SWAP 9364 HKD 0.0018/12/20 376,257.00VARIANCE SWAP 9365 USD 0.0018/12/20 6,630.09VARIANCE SWAP 9366 AUD 0.0018/12/20 25,164.62VARIANCE SWAP 9367 USD 0.0018/12/20 3,978.05VARIANCE SWAP 9368 JPY 0.0018/12/20 935,471.20VARIANCE SWAP 9369 USD 0.0018/12/20 2,652.03VARIANCE SWAP 9371 EUR 0.0018/12/20 6,195.00VARIANCE SWAP 9372 EUR 0.0018/12/20 20,650.00VARIANCE SWAP 9373 USD 0.0018/12/20 22,113.28VARIANCE SWAP 9374 USD 0.0018/12/20 17,706.23VARIANCE SWAP 9375 USD 0.0018/12/20 13,689.18VARIANCE SWAP 9376 EUR 0.0018/12/20 7,000.00VARIANCE SWAP 9377 EUR 0.0018/12/20 13,650.00

LFIS VISION

49





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9379 AUD 0.0018/12/20 17,609.55VARIANCE SWAP 9380 AUD 0.0018/12/20 56,634.59VARIANCE SWAP 9381 CHF 0.0018/12/20 10,680.01VARIANCE SWAP 9382 USD 0.0018/12/20 22,113.28VARIANCE SWAP 9383 USD 0.0018/12/20 164,972.12VARIANCE SWAP 9384 USD 0.0018/12/20 2,652.03VARIANCE SWAP 9385 USD 0.0018/12/20 17,706.23VARIANCE SWAP 9386 HKD 0.0018/12/20 98,805.70VARIANCE SWAP 9387 EUR 0.0018/12/20 20,650.00VARIANCE SWAP 9388 JPY 0.0018/12/20 935,471.20VARIANCE SWAP 9389 EUR 0.0018/12/20 106,575.00VARIANCE SWAP 9390 HKD 0.0018/12/20 34,260.80VARIANCE SWAP 9391 CHF 0.0018/12/20 10,680.01VARIANCE SWAP 9392 EUR 0.0018/12/20 17,780.00VARIANCE SWAP 9393 USD 0.0018/12/20 8,853.11VARIANCE SWAP 9394 USD 0.0018/12/20 22,113.28VARIANCE SWAP 9395 USD 0.0018/12/20 2,652.03VARIANCE SWAP 9396 EUR 0.0018/12/20 20,650.00VARIANCE SWAP 9397 AUD 0.0018/12/20 13,860.42VARIANCE SWAP 9398 HKD 0.0018/12/20 91,158.20VARIANCE SWAP 9399 HKD 1,713,080.3418/12/20 34,260.80VARIANCE SWAP 9400 HKD 0.0018/12/20 117,771.50VARIANCE SWAP 9415 USD 34,205.1418/06/21 11,250.00VARIANCE SWAP 9417 USD (307,851.31)18/06/21 22,500.00VARIANCE SWAP 9418 USD (113,932.89)18/06/21 11,250.00VARIANCE SWAP 9419 CHF (93,697.68)18/06/21 11,130.00VARIANCE SWAP 9420 USD (72,146.45)18/06/21 22,500.00VARIANCE SWAP 9421 EUR (172,411.47)18/06/21 10,110.00VARIANCE SWAP 9422 USD (274,537.23)18/06/21 22,500.00VARIANCE SWAP 9423 EUR (45,857.04)18/06/21 10,110.00VARIANCE SWAP 9424 USD (151,688.72)18/06/21 22,500.00VARIANCE SWAP 9425 EUR (200,306.90)18/06/21 20,230.00VARIANCE SWAP 9426 USD (144,830.43)18/06/21 11,250.00VARIANCE SWAP 9427 USD (341,322.40)18/06/21 22,500.00VARIANCE SWAP 9428 USD (6,590.11)18/06/21 22,500.00VARIANCE SWAP 9429 USD (322,467.46)18/06/21 22,500.00VARIANCE SWAP 9430 USD (111,095.68)18/06/21 11,250.00VARIANCE SWAP 9431 USD 19,647.5518/06/21 22,500.00VARIANCE SWAP 9432 EUR (49,230.05)18/06/21 20,230.00VARIANCE SWAP 9433 CHF (390,330.49)18/06/21 22,240.00VARIANCE SWAP 9434 USD (3,287.91)18/06/21 11,250.00VARIANCE SWAP 9435 USD (172,465.71)18/06/21 11,250.00VARIANCE SWAP 9436 USD (335,651.57)18/06/21 22,500.00VARIANCE SWAP 9437 EUR (367,541.29)18/06/21 20,230.00VARIANCE SWAP 9438 EUR 68,516.4918/06/21 20,230.00VARIANCE SWAP 9441 EUR 9,590.3218/06/21 10,110.00VARIANCE SWAP 9442 USD 174,417.6118/06/21 22,500.00VARIANCE SWAP 9443 CHF 82,911.2218/06/21 11,130.00VARIANCE SWAP 9444 USD 108,529.6118/06/21 11,250.00VARIANCE SWAP 9445 USD 106,344.0218/06/21 22,500.00VARIANCE SWAP 9446 USD 69,202.8618/06/21 22,500.00VARIANCE SWAP 9447 USD 215,579.8518/06/21 22,500.00VARIANCE SWAP 9448 USD (3,101.15)18/06/21 11,250.00VARIANCE SWAP 9449 EUR 216,428.1518/06/21 20,230.00VARIANCE SWAP 9450 EUR 61,856.3118/06/21 10,110.00VARIANCE SWAP 9451 USD 189,428.2918/06/21 22,500.00VARIANCE SWAP 9452 USD 97,255.6718/06/21 11,250.00VARIANCE SWAP 9453 USD 75,979.9218/06/21 11,250.00VARIANCE SWAP 9454 EUR 252,327.9318/06/21 20,230.00VARIANCE SWAP 9455 CHF 143,462.6218/06/21 22,240.00VARIANCE SWAP 9456 USD 130,755.0518/06/21 22,500.00VARIANCE SWAP 9457 USD 301,244.0718/06/21 22,500.00VARIANCE SWAP 9463 USD 70,237.0015/01/21 8,118.00VARIANCE SWAP 9464 CHF 61,439.6818/12/20 4,104.00VARIANCE SWAP 9497 EUR 36,462.0218/12/20 7,274.00VARIANCE SWAP 9498 CHF 87,304.5418/12/20 5,472.00VARIANCE SWAP 9499 EUR 163,283.1818/12/20 8,338.00VARIANCE SWAP 9500 USD 40,398.0015/01/21 7,524.00VARIANCE SWAP 9501 EUR 225,955.7918/12/20 8,871.00VARIANCE SWAP 9502 USD 22,982.7615/01/21 8,316.00VARIANCE SWAP 9503 CHF 25,891.5718/12/20 4,300.00VARIANCE SWAP 9504 USD 172,852.3615/01/21 4,158.00


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9506 USD 56,461.5515/01/21 9,108.00VARIANCE SWAP 9507 EUR 33,518.4218/12/20 4,790.00VARIANCE SWAP 9508 USD 78,793.4615/01/21 5,940.00VARIANCE SWAP 9509 USD 3,163.3915/01/21 9,702.00VARIANCE SWAP 9510 USD 37,250.9215/01/21 5,940.00VARIANCE SWAP 9511 EUR 199,811.5318/12/20 7,629.00VARIANCE SWAP 9512 USD 53,015.7615/01/21 9,900.00VARIANCE SWAP 9513 EUR 177,077.6518/12/20 6,032.00VARIANCE SWAP 9514 USD 54,204.1415/01/21 3,960.00VARIANCE SWAP 9515 EUR 141,683.9318/12/20 6,741.00VARIANCE SWAP 9516 EUR 215,923.4218/12/20 7,096.00VARIANCE SWAP 9517 EUR 153,494.8618/12/20 5,500.00VARIANCE SWAP 9518 USD (909,131.88)18/12/20 99,000.00VARIANCE SWAP 9519 USD 34,264.9815/01/21 6,930.00VARIANCE SWAP 9520 USD 124,537.6515/01/21 3,564.00VARIANCE SWAP 9521 USD (883,621.34)15/01/21 99,000.00VARIANCE SWAP 9522 USD 53,995.5815/01/21 5,742.00VARIANCE SWAP 9523 USD 35,818.1115/01/21 5,940.00VARIANCE SWAP 9524 EUR 159,186.0218/12/20 5,500.00VARIANCE SWAP 9525 USD (4,347.28)15/01/21 4,158.00VARIANCE SWAP 9527 EUR 52,119.3618/12/20 4,613.00VARIANCE SWAP 9541 EUR 0.0015/01/21 18,000.00VARIANCE SWAP 9542 USD 0.0015/01/21 19,836.00VARIANCE SWAP 9543 USD 0.0015/01/21 4,363.92VARIANCE SWAP 9544 HKD (174,704.41)15/01/21 15,522.66VARIANCE SWAP 9545 EUR 0.0015/01/21 21,240.00VARIANCE SWAP 9546 HKD 0.0015/01/21 93,135.96VARIANCE SWAP 9547 HKD 0.0015/01/21 46,567.98VARIANCE SWAP 9548 HKD 0.0015/01/21 46,567.98VARIANCE SWAP 9549 USD 0.0015/01/21 6,744.24VARIANCE SWAP 9550 HKD 0.0015/01/21 155,226.60VARIANCE SWAP 9551 AUD 0.0015/01/21 71,202.24VARIANCE SWAP 9552 HKD 0.0015/01/21 49,672.51VARIANCE SWAP 9553 USD 0.0015/01/21 1,983.60VARIANCE SWAP 9554 USD 0.0015/01/21 279,290.88VARIANCE SWAP 9555 HKD 0.0015/01/21 65,195.17VARIANCE SWAP 9556 CHF 0.0015/01/21 3,956.40VARIANCE SWAP 9557 USD 0.0015/01/21 7,934.40VARIANCE SWAP 9558 HKD 0.0015/01/21 77,613.30VARIANCE SWAP 9559 USD 0.0015/01/21 6,347.52VARIANCE SWAP 9560 HKD 0.0015/01/21 720,251.42VARIANCE SWAP 9561 AUD 0.0015/01/21 28,944.00VARIANCE SWAP 9562 USD 0.0015/01/21 19,836.00VARIANCE SWAP 9563 USD 0.0015/01/21 19,836.00VARIANCE SWAP 9566 USD 0.0015/01/21 4,363.92VARIANCE SWAP 9567 AUD 0.0015/01/21 17,366.40VARIANCE SWAP 9568 USD 0.0015/01/21 11,901.60VARIANCE SWAP 9569 USD 0.0015/01/21 19,836.00VARIANCE SWAP 9570 USD 0.0015/01/21 7,934.40VARIANCE SWAP 9571 USD 0.0015/01/21 1,983.60VARIANCE SWAP 9572 USD 0.0015/01/21 1,983.60VARIANCE SWAP 9573 USD 0.0015/01/21 19,836.00VARIANCE SWAP 9574 USD 0.0015/01/21 7,934.40VARIANCE SWAP 9575 USD 0.0015/01/21 1,983.60VARIANCE SWAP 9576 JPY 0.0015/01/21 3,074,101.70VARIANCE SWAP 9577 JPY 0.0015/01/21 1,082,430.50VARIANCE SWAP 9578 USD 0.0015/01/21 7,934.40VARIANCE SWAP 9579 USD 0.0015/01/21 3,967.20VARIANCE SWAP 9580 AUD 0.0015/01/21 16,787.52VARIANCE SWAP 9581 CHF 0.0015/01/21 3,560.76VARIANCE SWAP 9582 USD 0.0015/01/21 12,298.32VARIANCE SWAP 9584 HKD 0.0015/01/21 117,972.22VARIANCE SWAP 9585 USD 0.0015/01/21 1,983.60VARIANCE SWAP 9586 USD 0.0015/01/21 6,347.52VARIANCE SWAP 9587 USD 0.0015/01/21 1,983.60VARIANCE SWAP 9588 JPY 0.0015/01/21 1,731,888.00VARIANCE SWAP 9590 USD 0.0022/01/21 4,166.67VARIANCE SWAP 9593 EUR 0.0018/12/20 22,500.00VARIANCE SWAP 9598 USD 466,771.3610/12/20 119,000.00VARIANCE SWAP 9599 HKD (283,681.52)30/12/20 1,962,050.00VARIANCE SWAP 9600 USD 180,015.0518/12/20 300,000.00VARIANCE SWAP 9602 JPY (160,723.12)16/01/23 8,160,000.00

LFIS VISION

50




VARIANCE SWAP 9603 JPY 292,728.6416/01/23 8,160,000.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9604 USD (455,438.07)17/12/21 216,000.00VARIANCE SWAP 9606 USD (451,837.77)17/12/21 216,000.00VARIANCE SWAP 9607 USD (680,656.90)17/12/21 166,000.00VARIANCE SWAP 9609 USD (617,451.61)17/12/21 216,000.00VARIANCE SWAP 9611 EUR 42,751.8017/12/21 7,200,000.00VARIANCE SWAP 9613 EUR (109,707.46)18/06/21 6,697.00VARIANCE SWAP 9614 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9615 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9616 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9617 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9618 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9619 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9620 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9621 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9622 USD (361,336.53)18/06/21 7,400.00VARIANCE SWAP 9623 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9624 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9625 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9626 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9627 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9628 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9629 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9630 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9631 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9632 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9633 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9634 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9635 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9636 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9638 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9639 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9640 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9641 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9642 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9643 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9644 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9645 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9646 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9647 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9648 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9649 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9650 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9651 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9652 USD 0.0018/06/21 7,400.00VARIANCE SWAP 9653 EUR 0.0018/06/21 6,697.00VARIANCE SWAP 9660 USD 0.0015/01/21 5,485.72VARIANCE SWAP 9661 JPY 491,579.2716/06/22 11,000,000.00VARIANCE SWAP 9663 EUR (1,387,846.37)17/12/21 148,000.00VARIANCE SWAP 9664 EUR 51,925.0617/12/21 5,692.08VARIANCE SWAP 9665 EUR 18,683.9617/12/21 5,692.08VARIANCE SWAP 9666 EUR 13,763.9517/12/21 5,692.08VARIANCE SWAP 9667 EUR 52,097.6317/12/21 5,692.08VARIANCE SWAP 9668 CHF 34,755.0417/12/21 6,249.62VARIANCE SWAP 9669 EUR 53,540.7217/12/21 5,692.08VARIANCE SWAP 9670 EUR 29,526.8317/12/21 5,692.08VARIANCE SWAP 9671 EUR 70,503.4717/12/21 5,692.08VARIANCE SWAP 9672 EUR 73,360.6217/12/21 5,692.08VARIANCE SWAP 9673 EUR 1,372.2917/12/21 5,692.08VARIANCE SWAP 9674 EUR 119,005.9817/12/21 5,692.08VARIANCE SWAP 9675 SEK 30,332.0417/12/21 60,752.99VARIANCE SWAP 9676 EUR 54,385.1117/12/21 5,692.08VARIANCE SWAP 9677 EUR 55,007.0617/12/21 5,692.08VARIANCE SWAP 9678 EUR 96,359.4417/12/21 5,692.08VARIANCE SWAP 9679 EUR 122,961.0417/12/21 5,692.08VARIANCE SWAP 9680 NOK 73,199.7417/12/21 57,571.12VARIANCE SWAP 9681 EUR 44,969.1817/12/21 5,692.08VARIANCE SWAP 9682 EUR 55,897.2717/12/21 5,692.08VARIANCE SWAP 9683 EUR 44,776.7417/12/21 5,692.08VARIANCE SWAP 9684 EUR 177,386.1817/12/21 5,692.08VARIANCE SWAP 9685 EUR 27,826.7017/12/21 5,692.08VARIANCE SWAP 9686 CHF 80,587.7717/12/21 6,249.62VARIANCE SWAP 9687 EUR 25,505.3217/12/21 5,692.08


Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9689 EUR 30,278.1117/12/21 5,692.08VARIANCE SWAP 9691 EUR (2,172,722.64)18/12/20 138,750.00VARIANCE SWAP 9692 EUR 141,282.0118/12/20 9,250.00VARIANCE SWAP 9693 EUR 378,343.0618/12/20 9,250.00VARIANCE SWAP 9694 EUR 116,354.7418/12/20 9,250.00VARIANCE SWAP 9695 EUR 106,067.9518/12/20 9,250.00VARIANCE SWAP 9696 EUR 146,014.4718/12/20 9,250.00VARIANCE SWAP 9697 EUR 76,650.7218/12/20 9,250.00VARIANCE SWAP 9699 EUR 90,286.4918/12/20 9,250.00VARIANCE SWAP 9700 EUR 132,392.1618/12/20 9,250.00VARIANCE SWAP 9701 EUR 59,695.4418/12/20 9,250.00VARIANCE SWAP 9702 EUR 199,241.0518/12/20 9,250.00VARIANCE SWAP 9703 EUR 86,923.7118/12/20 9,250.00VARIANCE SWAP 9704 EUR 219,229.3818/12/20 9,250.00VARIANCE SWAP 9705 EUR 104,850.6618/12/20 9,250.00VARIANCE SWAP 9707 EUR 12,115.3418/12/20 5,180.00VARIANCE SWAP 9708 EUR 80,364.8918/12/20 3,700.00VARIANCE SWAP 9709 EUR 192,040.7318/12/20 9,250.00VARIANCE SWAP 9710 EUR 129,853.4918/12/20 4,070.00VARIANCE SWAP 9711 EUR 68,582.4318/12/20 9,065.00VARIANCE SWAP 9712 EUR 134,418.6618/12/20 4,625.00VARIANCE SWAP 9713 EUR 76,933.3118/12/20 8,510.00VARIANCE SWAP 9714 CHF 61,473.7418/12/20 9,545.00VARIANCE SWAP 9715 CHF 41,601.2118/12/20 4,671.00VARIANCE SWAP 9716 USD 74,652.3818/12/20 2,251.00VARIANCE SWAP 9717 USD 88,240.7318/12/20 10,234.00VARIANCE SWAP 9718 USD 7,057.0618/12/20 3,684.00VARIANCE SWAP 9719 USD 77,997.2018/12/20 4,094.00VARIANCE SWAP 9720 USD 37,056.9418/12/20 4,094.00VARIANCE SWAP 9721 USD 251,458.6818/12/20 6,550.00VARIANCE SWAP 9722 EUR 109,080.1818/12/20 4,810.00VARIANCE SWAP 9723 USD 144,458.9718/12/20 10,234.00VARIANCE SWAP 9724 EUR 175,364.5218/12/20 8,695.00VARIANCE SWAP 9725 EUR 92,154.5718/12/20 8,140.00VARIANCE SWAP 9726 EUR 52,495.3418/12/20 3,700.00VARIANCE SWAP 9727 EUR 183,083.3018/12/20 5,180.00VARIANCE SWAP 9728 EUR 137,749.6318/12/20 4,625.00VARIANCE SWAP 9729 USD 178,660.9118/12/20 3,684.00VARIANCE SWAP 9730 USD 240,248.8318/12/20 10,234.00VARIANCE SWAP 9731 USD 46,864.7818/12/20 4,094.00VARIANCE SWAP 9732 USD 198,510.9018/12/20 10,234.00VARIANCE SWAP 9733 USD 23,149.3318/12/20 2,047.00VARIANCE SWAP 9734 USD 49,304.6718/12/20 1,842.00VARIANCE SWAP 9735 EUR 104,167.3418/12/20 9,250.00VARIANCE SWAP 9736 USD 76,902.8818/12/20 1,842.00VARIANCE SWAP 9737 CHF (444,880.27)18/12/20 50,709.00VARIANCE SWAP 9738 CHF 67,327.9518/12/20 10,141.00VARIANCE SWAP 9739 CHF 80,686.5618/12/20 10,141.00VARIANCE SWAP 9740 EUR 268,420.9418/12/20 9,250.00VARIANCE SWAP 9741 USD 43,155.1018/12/20 2,866.00VARIANCE SWAP 9742 USD 39,073.2818/12/20 4,094.00VARIANCE SWAP 9743 USD 64,184.2518/12/20 5,321.00VARIANCE SWAP 9744 USD 46,924.7818/12/20 9,007.00VARIANCE SWAP 9745 CHF 83,914.2718/12/20 10,141.00VARIANCE SWAP 9746 USD 14,498.6518/12/20 1,842.00VARIANCE SWAP 9747 USD 54,284.2618/12/20 4,094.00VARIANCE SWAP 9748 CHF 85,262.2618/12/20 10,141.00VARIANCE SWAP 9749 CHF 67,375.9218/12/20 10,141.00VARIANCE SWAP 9752 USD 0.0015/01/21 19,836.00VARIANCE SWAP 9753 USD 114,042.5815/01/21 5,485.72VARIANCE SWAP 9756 HKD 0.0030/12/20 140,011.20VARIANCE SWAP 9757 HKD 0.0030/12/20 140,011.20VARIANCE SWAP 9758 HKD 0.0030/12/20 70,005.60VARIANCE SWAP 9759 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 9760 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 9761 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9762 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 9763 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9764 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9765 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9766 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9767 HKD 0.0030/12/20 140,011.20

LFIS VISION

51





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9769 HKD 0.0030/12/20 70,005.60VARIANCE SWAP 9770 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 9771 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 9772 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 9773 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9774 HKD 0.0030/12/20 42,033.60VARIANCE SWAP 9775 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9776 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9777 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9778 HKD 0.0030/12/20 27,972.00VARIANCE SWAP 9779 HKD 0.0030/12/20 97,977.60VARIANCE SWAP 9806 USD 308,775.8118/12/20 150,000.00VARIANCE SWAP 9807 HKD 49,580.0530/12/20 97,977.60VARIANCE SWAP 9808 USD (734,611.88)10/12/20 119,000.00VARIANCE SWAP 9811 AUD 0.0018/12/20 9,316.20VARIANCE SWAP 9812 USD 0.0018/12/20 8,074.64VARIANCE SWAP 9814 USD (434,036.28)17/12/21 210,000.00VARIANCE SWAP 9815 USD (567,047.40)17/12/21 210,000.00VARIANCE SWAP 9816 USD (334,277.94)17/12/21 210,000.00VARIANCE SWAP 9819 AUD (3,651,077.63)17/12/20 300,000.00VARIANCE SWAP 9820 EUR 0.0018/12/20 200,000.00VARIANCE SWAP 9821 AUD 1,116,527.1917/12/20 300,000.00VARIANCE SWAP 9824 USD 0.0018/12/20 2,657.52VARIANCE SWAP 9825 USD 0.0018/12/20 3,144.73VARIANCE SWAP 9826 EUR 0.0018/12/20 9,320.00VARIANCE SWAP 9827 USD 0.0018/12/20 3,078.29VARIANCE SWAP 9828 USD 0.0018/12/20 4,074.86VARIANCE SWAP 9829 USD 0.0018/12/20 2,369.62VARIANCE SWAP 9830 EUR 0.0018/12/20 4,020.00VARIANCE SWAP 9831 USD 0.0018/12/20 12,091.72VARIANCE SWAP 9833 EUR 0.0018/12/20 10,100.00VARIANCE SWAP 9834 EUR 0.0018/12/20 4,040.00VARIANCE SWAP 9835 EUR 0.0018/12/20 8,540.00VARIANCE SWAP 9836 USD 0.0018/12/20 5,071.43VARIANCE SWAP 9837 USD 0.0018/12/20 8,216.17VARIANCE SWAP 9838 USD 0.0018/12/20 2,657.52VARIANCE SWAP 9839 USD 0.0018/12/20 2,436.06VARIANCE SWAP 9840 USD 0.0018/12/20 12,091.72VARIANCE SWAP 9841 USD 0.0018/12/20 1,151.59VARIANCE SWAP 9842 CHF 0.0018/12/20 11,097.88VARIANCE SWAP 9843 USD 0.0018/12/20 1,151.59VARIANCE SWAP 9844 USD 0.0018/12/20 4,982.85VARIANCE SWAP 9845 USD 0.0018/12/20 10,165.01VARIANCE SWAP 9846 EUR 0.0018/12/20 5,120.00VARIANCE SWAP 9847 USD 0.0018/12/20 2,413.91VARIANCE SWAP 9848 EUR 0.0018/12/20 8,600.00VARIANCE SWAP 9849 USD 0.0018/12/20 5,071.43VARIANCE SWAP 9850 USD 0.0018/12/20 10,386.47VARIANCE SWAP 9851 CHF 0.0018/12/20 3,582.09VARIANCE SWAP 9852 USD 0.0018/12/20 3,853.40VARIANCE SWAP 9853 USD 0.0018/12/20 1,683.10VARIANCE SWAP 9854 EUR 0.0018/12/20 10,100.00VARIANCE SWAP 9855 USD 0.0018/12/20 11,980.99VARIANCE SWAP 9856 EUR 0.0018/12/20 8,080.00VARIANCE SWAP 9857 EUR 0.0018/12/20 9,300.00VARIANCE SWAP 9864 CHF (198,972.42)18/06/21 29,166.00VARIANCE SWAP 9865 EUR (240,568.97)18/06/21 17,776.00VARIANCE SWAP 9866 EUR 221,845.1518/06/21 8,896.00VARIANCE SWAP 9867 EUR 268,362.7518/06/21 8,896.00VARIANCE SWAP 9869 EUR 29,539.2018/06/21 8,896.00VARIANCE SWAP 9870 SEK 96,457.5718/06/21 93,735.00VARIANCE SWAP 9871 EUR 106,978.3018/06/21 8,896.00VARIANCE SWAP 9872 EUR 63,331.0918/06/21 8,896.00VARIANCE SWAP 9873 SEK 112,717.5218/06/21 93,735.00VARIANCE SWAP 9874 CHF 116,390.2218/06/21 9,728.00VARIANCE SWAP 9875 EUR 174,663.9118/06/21 8,896.00VARIANCE SWAP 9876 CHF 94,628.8618/06/21 9,728.00VARIANCE SWAP 9878 EUR 69,689.8518/06/21 8,896.00VARIANCE SWAP 9879 EUR 200,673.7218/06/21 8,896.00VARIANCE SWAP 9880 CHF 125,705.6618/06/21 9,728.00VARIANCE SWAP 9881 EUR 149,709.0518/06/21 8,896.00VARIANCE SWAP 9883 EUR 90,543.7618/06/21 8,896.00

VARIANCE SWAP 9884 EUR (1,230,776.60)18/06/21 115,520.00

Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9885 EUR 217,925.6818/06/21 8,896.00VARIANCE SWAP 9886 HKD 941,415.0915/01/21 49,927.68VARIANCE SWAP 9887 HKD 0.0015/01/21 19,416.32VARIANCE SWAP 9888 EUR 0.0015/01/21 3,200.00VARIANCE SWAP 9889 USD 0.0015/01/21 3,550.72VARIANCE SWAP 9890 USD 0.0015/01/21 5,326.08VARIANCE SWAP 9891 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9892 AUD 0.0015/01/21 35,681.28VARIANCE SWAP 9893 GBP 0.0015/01/21 10,238.72VARIANCE SWAP 9894 USD 0.0015/01/21 5,681.15VARIANCE SWAP 9895 USD 0.0015/01/21 6,391.30VARIANCE SWAP 9896 USD 0.0015/01/21 3,550.72VARIANCE SWAP 9897 USD 0.0015/01/21 3,550.72VARIANCE SWAP 9898 AUD 0.0015/01/21 11,893.76VARIANCE SWAP 9899 USD 0.0015/01/21 7,101.44VARIANCE SWAP 9900 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9901 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9902 USD 0.0015/01/21 3,550.72VARIANCE SWAP 9903 USD 0.0015/01/21 7,811.58VARIANCE SWAP 9904 USD 0.0015/01/21 5,326.08VARIANCE SWAP 9905 CHF 0.0015/01/21 10,497.60VARIANCE SWAP 9906 EUR 0.0015/01/21 6,400.00VARIANCE SWAP 9907 USD 0.0015/01/21 237,898.24VARIANCE SWAP 9908 SEK 0.0015/01/21 66,944.00VARIANCE SWAP 9909 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9910 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9911 CHF 0.0015/01/21 6,998.40VARIANCE SWAP 9912 EUR 0.0015/01/21 53,760.00VARIANCE SWAP 9913 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9914 USD 0.0015/01/21 3,550.72VARIANCE SWAP 9915 USD 0.0015/01/21 7,101.44VARIANCE SWAP 9916 EUR 0.0015/01/21 8,960.00VARIANCE SWAP 9917 GBP 0.0015/01/21 10,238.72VARIANCE SWAP 9918 USD 0.0015/01/21 7,811.58VARIANCE SWAP 9919 AUD 0.0015/01/21 11,893.76VARIANCE SWAP 9920 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9921 EUR 0.0015/01/21 16,000.00VARIANCE SWAP 9922 USD 0.0015/01/21 5,326.08VARIANCE SWAP 9923 AUD 0.0015/01/21 11,893.76VARIANCE SWAP 9924 USD 0.0015/01/21 7,101.44VARIANCE SWAP 9925 USD 0.0015/01/21 4,260.86VARIANCE SWAP 9926 USD 0.0015/01/21 3,550.72VARIANCE SWAP 9927 USD 0.0015/01/21 5,326.08VARIANCE SWAP 9928 EUR 0.0015/01/21 6,400.00VARIANCE SWAP 9929 USD 0.0015/01/21 17,753.60VARIANCE SWAP 9930 HKD 0.0015/01/21 69,344.00VARIANCE SWAP 9931 EUR 0.0015/01/21 6,400.00VARIANCE SWAP 9932 CHF 0.0015/01/21 3,499.20VARIANCE SWAP 9936 EUR 130,662.8918/06/21 8,896.00VARIANCE SWAP 9941 USD (1,694,281.71)21/01/22 160,000.00VARIANCE SWAP 9942 USD 1,885,049.5021/01/22 3,200.00VARIANCE SWAP 9943 USD 0.0021/01/22 5,600.00VARIANCE SWAP 9944 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9945 USD 0.0021/01/22 11,200.00VARIANCE SWAP 9946 USD 0.0021/01/22 5,600.00VARIANCE SWAP 9947 USD 0.0021/01/22 8,000.00VARIANCE SWAP 9948 USD 0.0021/01/22 11,200.00VARIANCE SWAP 9949 USD 0.0021/01/22 1,600.00VARIANCE SWAP 9950 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9951 USD 0.0021/01/22 5,600.00VARIANCE SWAP 9952 USD 0.0021/01/22 6,400.00VARIANCE SWAP 9953 USD 0.0021/01/22 11,200.00VARIANCE SWAP 9954 USD 0.0021/01/22 5,600.00VARIANCE SWAP 9955 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9956 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9957 USD 0.0021/01/22 6,400.00VARIANCE SWAP 9958 USD 0.0021/01/22 5,600.00VARIANCE SWAP 9959 USD 0.0021/01/22 1,600.00VARIANCE SWAP 9960 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9961 USD 0.0021/01/22 11,200.00VARIANCE SWAP 9962 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9963 USD 0.0021/01/22 3,200.00

LFIS VISION

52





Name MaturityDate


in EUR

Notional

VARIANCE SWAP 9965 USD 0.0021/01/22 6,400.00VARIANCE SWAP 9966 USD 0.0021/01/22 1,600.00VARIANCE SWAP 9967 USD 0.0021/01/22 9,600.00VARIANCE SWAP 9968 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9969 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9970 USD 0.0021/01/22 2,400.00VARIANCE SWAP 9971 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9972 USD 0.0021/01/22 3,200.00VARIANCE SWAP 9985 EUR 0.0018/12/20 7,100.00VARIANCE SWAP 9986 USD 0.0018/12/20 9,518.50VARIANCE SWAP 9987 USD 0.0018/12/20 17,847.30VARIANCE SWAP 9988 USD 0.0018/12/20 18,640.50VARIANCE SWAP 9989 USD 0.0018/12/20 11,501.60VARIANCE SWAP 9990 EUR 0.0018/12/20 12,070.00VARIANCE SWAP 9991 EUR 0.0018/12/20 11,005.00VARIANCE SWAP 9992 USD 0.0018/12/20 4,362.70VARIANCE SWAP 9993 EUR 0.0018/12/20 13,135.00VARIANCE SWAP 9994 USD 0.0018/12/20 4,759.30VARIANCE SWAP 9996 EUR 0.0018/12/20 4,615.00VARIANCE SWAP 9997 CHF 0.0018/12/20 15,792.00VARIANCE SWAP 9998 USD 0.0018/12/20 7,139.00VARIANCE SWAP 9999 EUR 0.0018/12/20 7,455.00

(20,471,641.32)

Total variance swaps (20,471,641.32)

Total financial derivative instruments (73,266,627.38)

Summary of net assets

(73,266,627.38) (10.36)Total financial derivative instruments

%NAV

380,088,993.47 53.82Total Securities Portfolio

149,036,510.41 21.10Net cash at bank

250,330,507.14 35.44Other assets and liabilities

706,189,383.64 100.00Total net assets

Note: The unrealised amounts at 0 belong to a strategy for which the unrealised of a samestrategy is presented on one line.

LFIS VISION

53



Nature allocation % of portfolio % of netassets

Bonds and other debt instruments 53.64 28.87

Money market instruments 46.17 24.85

Other 0.19 0.10

100.00 53.82

Country allocation % of portfolio % of netassets

Spain 35.17 18.93

Italy 29.16 15.69

France 25.25 13.58

United Kingdom 4.13 2.23

United States 2.95 1.59

Germany 2.62 1.41

Other 0.72 0.39

100.00 53.82

Portfolio Breakdowns

Top Ten Holdings Market value % ofnet

assets

LETRAS 0% 20-11/06/2021 130,402,350.00 18.47Government

ITALY BOTS 0% 20-12/03/2021 45,070,249.50 6.38Government

ITALY BTPS 3.75% 13-01/05/2021 40,708,600.00 5.76Government

FRENCH BTF 0% 20-10/03/2021 30,056,550.00 4.26Government

FRANCE O.A.T. 3.75% 05-25/04/2021 25,435,200.00 3.60Government




ALGECO SCOTSMAN 6.5% 18-15/02/2023 13,104,291.20 1.86Diversified services

TEVA PHARMACEUT 0.25% 06-01/02/2026 CV 6,731,236.87 0.95Cosmetics

EUR

Sector

Top Ten Holdings

54


LFIS VISION

LFIS VISION - Credit Opportunities*** (in EUR)Statement of Operations and Changes in Net Assets for theyear ended November 30, 2020

EUR


Investment in securities at market value 3.3 65,769,442.74Net cash at bank 30,188,686.22Receivable on withholding tax reclaim 1,348.19Cash collateral 16 5,640,498.43Net unrealised appreciation on futures contracts 3.6 14,680.00Net unrealised appreciation on swaps 3.5 233,440.04Dividends and interest receivable 109,009.10


LiabilitiesBank overdraft 3.96Accrued expenses 17 163,476.13Net unrealised depreciation on forward foreign exchangecontracts

3.4, 19 2.81

Interest payable 17,388.89

Total liabilities 180,871.79


Notes


***Please see Note 3.

IncomeInterest on bonds 3.9 10,723,388.56Bank interest 5,998.71Interest received on swaps 3.5 11,371,814.52Income on reverse repurchase agreements 112,374.77


ExpensesManagement fees 8 1,929,515.58Depositary fees 7 12,870.63Administration fees 6 75,127.09Professional fees 10 52,021.26Transaction costs 13 10,670.13"Taxe d'abonnement" 5 12,003.34Bank interest and charges 364,809.50Interest paid on swaps 3.5 13,312,825.15Printing & Publication fees 690.00Other expenses 11 18,667.07



Net realised gain / (loss) on: Investments 3.3, 15 (24,386,239.39)Foreign currencies transactions (684,737.18)Futures contracts 3.6, 15 454,927.67Forward foreign exchange contracts 3.4, 15 243,498.00Options and swaps 3.5, 3.7, 15 (23,704,687.44)


Net change in unrealised appreciation / (depreciation) on: Investments 3.3, 15 (5,235,629.66)Futures contracts 3.6, 15 14,680.00Forward foreign exchange contracts 3.4, 15 10,582.93Options and swaps 3.5, 3.7, 15 40,532,357.31


(6,330,870.95)

Proceeds received on subscription of shares -Net amount paid on redemption of shares (73,760,840.97)Net assets at the beginning of the year 181,867,944.85


EURNotes







Class AI1 EUR 25,000.00 - (11,903.13) 13,096.87

Class AI1 USD** 10,500.00 - (10,500.00) -

Class I EUR 112,004.66 - (42,316.64) 69,688.02

Class I USD 1.00 - - 1.00

Class RE EUR 1,884.70 - (1,062.05) 822.65


LFIS VISION

55

LFIS VISION - Credit Opportunities*** (in EUR)



FRENCH BTF 0% 20-09/12/2020 EUR 37,003,515.00 36.3637,000,000.00


Bonds and other debt instrumentsFrance

37,003,515.00 36.36

COMMERZBANK AG 20-31/12/2060 FRN EUR 2,106,310.70 2.072,000,000.00Germany

2,106,310.70 2.07

BANCO BILBAO VIZ 5.8% 17-31/12/2049 EUR 1,030,625.00 1.011,000,000.00Spain

BANCO SANTANDER 14-11/09/2049 FRN EUR 1,017,251.00 1.001,000,000.002,047,876.00 2.01

ERSTE GROUP 20-31/12/2060 FRN EUR 935,012.15 0.921,000,000.00Austria

RAIFFEISEN BK IN 20-31/12/2060 FRN EUR 1,065,204.65 1.051,000,000.002,000,216.80 1.97

INTESA SANPAOLO 20-01/03/2169 FRN EUR 1,049,327.85 1.031,000,000.00Italy

1,049,327.85 1.03

44,207,246.35 43.44

ACLO 3X SUB 17-16/04/2030 FRN EUR 884,884.00 0.871,700,000.00

Mortgage backed securitiesIreland

AVOCA 17X SUB 16-15/10/2032 FRN EUR 1,048,448.00 1.032,000,000.00BABSE 2019-1X SUB 19-21/10/2032 FRN EUR 804,118.00 0.792,000,000.00BECLO 1X SUB 16-15/03/2029 FRN EUR 1,349,150.00 1.332,000,000.00CADOG 10X M 18-15/10/2030 FRN EUR 2,253,001.12 2.224,650,000.00CADOG 8X M 16-15/04/2032 FRN EUR 880,000.00 0.862,000,000.00CGMSE 2014-2X SUB 14-17/11/2031 EUR 1,200,000.00 1.182,500,000.00CGMSE 2017-2X SUB 17-15/08/2030 FRN EUR 2,150,000.00 2.115,000,000.00GLGE 4X SUB 18-15/05/2031 FRN EUR 940,684.00 0.922,000,000.00HARVT 7X SUB 13-12/04/2031 FRN EUR 284,762.50 0.281,100,000.00OHECP 2015-3X SUB 15-22/07/2030 FRN EUR 1,369,500.00 1.354,150,000.00RYEH 1X SUB 15-21/01/2031 FRN EUR 1,010,106.00 0.993,000,000.00SPAUL 9X SUB 18-15/11/2030 FRN EUR 1,650,000.00 1.623,000,000.00

15,824,653.62 15.55

BABSE 2015-1X SUB 15-25/10/2029 FRN EUR 1,580,000.00 1.553,950,000.00Netherlands

CRNCL 2016-7X M2 17-31/01/2030 FRN EUR 2,162,484.54 2.124,870,000.00DRYD 2017-51X SUB 17-15/07/2031 EUR 1,890,000.00 1.863,000,000.00

5,632,484.54 5.53

CGG SA 18-21/02/2024 FRN EUR 0.99 0.001.00France

0.99 0.00

21,457,139.15 21.08

LIBERBANK SA EUR 104,936.58 0.10413,951.00

SharesSpain

104,936.58 0.10

104,936.58 0.10

CONTURA ENERGY INC CW 26/07/23 USD 41.80 0.00200.00

WarrantsUnited States

SANDRIDGE ENERGY INC CW 04/10/22 USD 31.12 0.00827.00SANDRIDGE ENERGY INC CW 04/10/22 USD 47.74 0.001,966.00

120.66 0.00

120.66 0.00


Market valuein EUR

Currency %NAV

ALPHA NATUR RES INC 7.5% 01/08/2021 USD 0.00 0.001,000,000.00

Other transferable securities

Bonds and other debt instrumentsUnited States

SANDRIDGE ENERGY 7.5% 12-15/02/2023 USD 0.00 0.001,000,000.000.00 0.00

0.00 0.00



Market valuein EUR

Currency %NAV

EURO BUXL 30Y BONDS 08/12/2020 EUR 2,588,655.00(15.00) 14,680.00

Futures

14,680.00

Total futures 14,680.00



in EUR


933.56 31/12/201,114.00 (2.81)EURUSD 933.56Forward foreign exchange contracts

(2.81)

Total Forward foreign exchange contracts (2.81)


in EUR

MaturityDate

Commitmentin EUR

20/06/25BANCO BILBAO VIZ04-20/10/2019 FRN

2,000,000.00 15,071.53EURSell 1.000Credit default swaps

20/12/25BANCOSANTANDER1.125% 18-17/01/2025

4,000,000.00 (105,566.90)EURSell 1.000

20/06/21CASINOGUICHARD 1.865%17-13/06/2022

3,000,000.00 39,132.20EURSell 1.000

20/06/24CASINOGUICHARD 1.865%17-13/06/2022

3,000,000.00 (521,922.04)EURBuy 1.000

20/12/20CDX HY CDSI S255Y PRC CORP20/12/2020

50,000,000.00 213,158.33USDBuy 5.000

20/12/20CDX HY CDSI S255Y PRC CORP20/12/2020

50,000,000.00 (99,421.49)USDSell 1.000

20/12/20ITRAXX EUR CDSIS24 5Y V120/12/2020

3,500,000.00 2,867.00EURBuy 1.000

20/12/20ITRAXX EUR CDSIS24 5Y V120/12/2020

1,000,000.00 819.14EURBuy 1.000


25,000,000.00 312,587.50EURBuy 5.000


1,000,000.00 0.00EURSell 0.000


100,000,000.00 466,380.00EURBuy 1.870

Sell /Buy



in EUR


(%)

LFIS VISION

56




50,000,000.00 186,300.00EURBuy 1.870


5,000,000.00 37,510.50EURBuy 3.000


2,500,000.00 14,441.50EURBuy 3.000


10,000,000.00 0.00EURSell 0.000


50,000,000.00 (96,237.20)EURSell 0.980


100,000,000.00 (231,680.03)EURSell 0.980

233,440.04

Sell /Buy



in EUR


(%)

Total credit default swaps 233,440.04


Total financial derivative instruments 248,117.23


248,117.23 0.24Total financial derivative instruments

%NAV


30,188,682.26 29.66Net cash at bank


101,776,232.93 100.00Total net assets



LFIS VISION

57





Mortgage backed securities 32.62 21.08

Other 0.16 0.10

100.00 64.62


France 56.27 36.36

Ireland 24.06 15.55

Netherlands 8.56 5.53

Spain 3.27 2.11

Germany 3.20 2.07

Austria 3.04 1.97

Other 1.60 1.03

100.00 64.62



assets


CADOG 10X M 18-15/10/2030 FRN 2,253,001.12 2.22Financial services

CRNCL 2016-7X M2 17-31/01/2030 FRN 2,162,484.54 2.12Financial services

CGMSE 2017-2X SUB 17-15/08/2030 FRN 2,150,000.00 2.11Financial services

COMMERZBANK AG 20-31/12/2060 FRN 2,106,310.70 2.07Banks

DRYD 2017-51X SUB 17-15/07/2031 1,890,000.00 1.86Financial services

SPAUL 9X SUB 18-15/11/2030 FRN 1,650,000.00 1.62Financial services

BABSE 2015-1X SUB 15-25/10/2029 FRN 1,580,000.00 1.55Financial services

OHECP 2015-3X SUB 15-22/07/2030 FRN 1,369,500.00 1.35Financial services

BECLO 1X SUB 16-15/03/2029 FRN 1,349,150.00 1.33Financial services

EUR

Sector

Top Ten Holdings


58


LFIS VISION

LFIS VISION - Credit Carry Opportunities* (in EUR)Statement of Operations and Changes in Net Assets for theperiod ended August 31, 2020

EUR

Assets

Liabilities

Net assets at the end of the period -

Notes

Statement of Net Assets as at August 31, 2020

*Please see Note 1.

IncomeBank interest 22,139.01Interest received on swaps 3.5 4,311,005.99


ExpensesManagement fees 8 9.96Depositary fees 7 100.00Administration fees 6 16,897.36Professional fees 10 29,247.83Transaction costs 13 1,801.04"Taxe d'abonnement" 5 341.64Bank interest and charges 55,233.47Interest paid on swaps 3.5 2,573,172.96Printing & Publication fees 345.00Other expenses 11 13,291.04Liquidation fees 25,000.00



Net realised gain / (loss) on: Foreign currencies transactions (241,001.68)Futures contracts 3.6, 15 859,987.59Forward foreign exchange contracts 3.4, 15 9,943.44Options and swaps 3.5, 3.7, 15 (4,002,521.16)

Net realised gain / (loss) for the period (1,755,887.11)

Net change in unrealised appreciation / (depreciation) on: Forward foreign exchange contracts 3.4, 15 (12,429.64)Options and swaps 3.5, 3.7, 15 (10,738,265.60)


(12,506,582.35)

Proceeds received on subscription of shares 5,999,999.84Net amount paid on redemption of shares (9,639,435.44)Net assets at the beginning of the period 16,146,017.95


EURNotes

Statement of Operations and Changes in Net Assets forthe period ended August 31, 2020

Number of shares in issue atthe end of the period

Number of shares in issue atthe beginning of the period




Class EB EUR 1.00 - (1.00) -

Class EB USD 1.00 - (1.00) -

Class IF EUR 15,000.00 5,466.77 (20,466.77) -

59


LFIS VISION

LFIS VISION - Global Derivatives Opportunities* (in EUR)Statement of Operations and Changes in Net Assets for theperiod ended July 31, 2020

EUR

Assets

Liabilities


Notes

Statement of Net Assets as at July 31, 2020

*Please see Note 1.

IncomeInterest on bonds 3.9 233,761.17Bank interest 15,388.51

Total income 249,149.68

ExpensesManagement fees 8 2,234.59Depositary fees 7 2,176.84Administration fees 6 60,869.85Professional fees 10 28,924.72Transaction costs 13 87,273.44"Taxe d'abonnement" 5 1,371.83Bank interest and charges 150,097.71Interest paid on swaps 3.5 5,927.45Other expenses 11 12,493.47Liquidation fees 50,720.38

Total expenses 402,090.28

Net investment income / (loss) (152,940.60)

Net realised gain / (loss) on: Investments 3.3, 15 (393,959.80)Foreign currencies transactions (527,318.21)Futures contracts 3.6, 15 11,394,453.95Forward foreign exchange contracts 3.4, 15 (3,663.08)Options and swaps 3.5, 3.7, 15 (63,935,362.02)


Net change in unrealised appreciation / (depreciation) on: Investments 3.3, 15 40,234.83Futures contracts 3.6, 15 1,020,624.70Forward foreign exchange contracts 3.4, 15 1.70Options and swaps 3.5, 3.7, 15 (1,785,994.12)


(54,343,922.65)

Proceeds received on subscription of shares 1,173,007.23Net amount paid on redemption of shares (27,229,823.57)Net assets at the beginning of the period 80,400,738.99


EURNotes

Statement of Operations and Changes in Net Assets forthe period ended July 31, 2020






Class EB EUR 1.00 1,052.92 (1,053.92) -

Class EB GBP** - 106.00 (106.00) -

Class EB JPY** - 1.00 (1.00) -

Class EB USD** 1.00 - (1.00) -

Class IF EUR 75,000.00 - (75,000.00) -


60


LFIS VISION

LFIS VISION - Premia Plus (in AUD)Statement of Operations and Changes in Net Assets for theyear ended November 30, 2020

AUD


Investment in securities at market value 3.3 206,811,371.89Net cash at bank 137,854,809.25Cash collateral 16 91,540,451.05Net unrealised appreciation on forward foreign exchangecontracts

3.4, 19 5,158,709.04

Dividends and interest receivable 1,047,689.97


LiabilitiesInvestment in options at market value 3.7, 18 14,349,051.17Bank overdraft 53,615,382.76Accrued expenses 17 379,854.46Net unrealised depreciation on futures contracts 3.6, 20 7,393,335.60Net unrealised depreciation on swaps 3.5 6,012,431.80Interest payable 365,630.58



Notes


IncomeInterest on bonds 3.9 5,896,970.64Bank interest 101,532.10Interest received on swaps 3.5 9,527,646.11


ExpensesManagement fees 8 2,007,565.58Depositary fees 7 59,466.08Administration fees 6 184,777.66Professional fees 10 148,756.80Transaction costs 13 952,070.69"Taxe d'abonnement" 5 34,386.25Bank interest and charges 2,145,557.47Interest paid on swaps 3.5 8,098,179.69Printing & Publication fees 565.23Other expenses 11 31,835.65



Net realised gain / (loss) on: Investments 3.3, 15 19,003,267.76Foreign currencies transactions (22,812,356.85)Futures contracts 3.6, 15 (16,374,456.29)Forward foreign exchange contracts 3.4, 15 (21,596,920.18)Options and swaps 3.5, 3.7, 15 (64,653,279.82)




(140,139,032.49)

Proceeds received on subscription of shares -Net amount paid on redemption of shares -Net assets at the beginning of the year 500,436,377.32


AUDNotes







Class I AUD 500,000.00 - - 500,000.00

LFIS VISION

61

LFIS VISION - Premia Plus (in AUD)



ITALY BTPS 3.75% 13-01/05/2021 EUR 90,868,719.21 25.2355,000,000.00


Bonds and other debt instrumentsItaly

TELECOM ITALIA 1.125% 15-26/03/2022 CV EUR 3,243,325.92 0.902,000,000.0094,112,045.13 26.13

SPANISH GOVT 0.75% 16-30/07/2021 EUR 40,938,292.43 11.3625,000,000.00Spain

40,938,292.43 11.36

ASHLAND INC 4.75% 13-15/08/2022 USD 800,131.79 0.22561,000.00United States

DISH DBS CORP 6.75% 11-01/06/2021 USD 13,876,664.48 3.8510,000,000.00PULTEGROUP INC 4.25% 16-01/03/2021 USD 13,682,934.02 3.8010,000,000.00

28,359,730.29 7.87

LOUIS DREYF 5.25% 17-13/06/2023 USD 1,889,357.06 0.521,300,000.00Netherlands

1,889,357.06 0.52

CENTRICA PLC 15-10/04/2076 FRN EUR 981,903.42 0.27600,000.00United Kingdom

981,903.42 0.27

166,281,328.33 46.15

ITALY BOTS 0% 20-12/03/2021 EUR 9,755,605.74 2.716,000,000.00

Money market instrumentsItaly

9,755,605.74 2.71

9,755,605.74 2.71

LFIS Vision UCITS - Global Volatility Carry -Class IF Shares (EUR) Cap

EUR 30,774,437.82 8.5422,002.09

Funds


30,774,437.82 8.54

30,774,437.82 8.54



Market valuein AUD

Currency %NAV

EURO FX CURR FUT (CME)14/12/2020

USD 3,053,542.8618.00 14,012.39

Futures

EURO FX CURR FUT (CME)15/03/2021

USD 4,919,596.8229.00 1,306.23

EURO STOXX BANKS (SX7E)18/12/2020

EUR 16,165,294.62(2,696.00) (2,806,006.32)


EUR 269,315,054.934,750.00 65,908,254.26


EUR 67,697,300.12(1,194.00) (1,688,789.56)


EUR 269,315,054.93(4,750.00) (61,743,624.49)


EUR 1,662,569.75(126.00) 459,925.45


EUR 1,649,374.75(125.00) 544,244.85


EUR 1,662,569.75126.00 (40,909.68)

EURO-BUND FUTURE 08/03/2021 EUR 5,318,691.3431.00 (8,636.48)

NameQuantity Commitmentin AUD


in AUD


JPY CURRENCY FUTURE 14/12/2020 USD 3,562,466.67(21.00) (3,740.60)JPY CURRENCY FUTURE 15/03/2021 USD 1,526,771.439.00 (3,248.62)NIKKEI 225 MINI (OSE) 10/12/2020 JPY 73,754.20267.00 54,298.24NIKKEI225 DIV INDEX 31/03/2022 JPY 248,361.79(9.00) (39,005.72)NIKKEI225 DIV INDEX 31/03/2023 JPY 193,170.28(7.00) (41,634.73)S&P 500 E-MINI FUTURE 18/12/2020 USD 104,481,708.97(508.00) (7,664,285.32)US 10YR NOTE FUT (CBT) 22/03/2021 USD 5,104,275.1034.00 6,297.9490DAYS EURO $ FUT 13/09/2021 USD 6,785.65(2.00) (10,517.77)90DAYS EURO $ FUT 13/12/2021 USD 6,785.65(2.00) (10,551.69)90DAYS EURO $ FUT 14/03/2022 USD 6,785.65(2.00) (10,755.26)90DAYS EURO $ FUT 14/06/2021 USD 6,785.65(2.00) (10,399.02)90DAYS EURO $ FUT 14/12/2020 USD 166,248.44(49.00) (289,391.22)90DAYS EURO $ FUT 15/03/2021 USD 6,785.65(2.00) (10,178.48)

(7,393,335.60)

Total futures (7,393,335.60)

NameQuantity Commitmentin AUD


in AUD

27,769,782.78 18/02/2117,887,905.16 6,004.43CADEUR 28,968,582.88Forward foreign exchange contracts

15,749,255.29 18/02/2114,575,628.49 43,179.12CHFEUR 23,609,397.8072,695,075.42 11/01/21120,000,000.00 1,923,277.94EURAUD 120,000,000.0075,712,657.50 12/01/21125,000,000.00 2,020,118.75EURAUD 125,000,000.0078,752,187.34 13/01/21130,000,000.00 2,081,188.10EURAUD 130,000,000.0013,275,634.64 18/02/2121,583,074.76 7,505.03EURAUD 21,583,074.768,075,239.95 18/02/21999,958,560.00 (103,449.30)EURJPY 13,116,826.152,000,000.00 18/02/2121,453,605.85 35,402.33EURNOK 3,261,137.22

36,846,299.67 18/02/21377,143,686.17 7,311.05EURSEK 59,787,017.7723,000,000.00 10/12/2027,057,317.30 (624,691.80)EURUSD 37,630,153.4413,076,620.01 18/02/2115,546,053.63 (162,026.23)EURUSD 21,232,249.9714,957,754.45 18/02/211,411,721.20 3,396.16NOKEUR 2,290,764.0849,975,686.58 18/02/2129,047,126.74 (419,469.07)NZDEUR 47,030,725.9451,500,000.00 26/02/2143,191,322.34 340,962.53USDEUR 69,831,729.96

5,158,709.04

Total Forward foreign exchange contracts 5,158,709.04


in AUD

MaturityDate

Commitmentin AUD

CALL BRL/JPY 10/11/2021 13 BRL20,000.00 0.00

Options

CALL BRL/JPY 21/12/2021 11.58 JPY225,000,000.00

0.00

CALL CALL SD3E CITI ABS 21/12/20291762.

EUR12,500,000.00

585,580.67

CALL EUR/NZD 16/02/2021 1.79 EUR10,300,000.00

39,913.07

CALL EUR/NZD 16/02/2021 1.79 EUR(4,700,000.00)

(18,044.90)

CALL EURO FX CURR FUT (CME)04/12/2020

USD(42.00) (26,362.27)


USD(42.00) (47,737.08)


USD(17.00) (6,921.37)


USD(17.00) (8,940.10)


3,249,982.00 525,992.90


3,249,968.00

EUR

EUR 267,398.14

CALL EURO STOXX BANKS (SX7E)21/12/2029

EUR12,500,000.00

578,011.57


(202.00) (31,808.90)


(229.00)

EUR

EUR (51,302.69)


(450.00) EUR (229,641.65)


Currency

LFIS VISION

62



CALL EURO STOXX 50 - 17/12/20273606.89

EUR14,000,000.00

(1,182,198.84)

CALL EURO STOXX 50 - 20/01/20273799.03

EUR15,000,000.00

0.00

CALL EURO STOXX 50 - 21/12/20293432.76

5,001,531.00 1,052,122.93

CALL EURO STOXX 50 - 21/12/20293432.76

10,000,000.00

0.00

CALL EURO STOXX 50 - 22/10/20293600.08

3,250,000.00 (234,008.65)

CALL EURO STOXX 50 - 22/10/20293600.08

3,250,000.00

EUR

EUR

EUR

EUR (411,911.78)


EUR(80.00) (129.87)

CALL EURO-BUND FUTURE23/12/2020 179

EUR(51.00) (13,246.94)

CALL EURO-BUND FUTURE23/12/2020 179.5

EUR(142.00) (20,747.06)

CALL JPY CURRENCY FUTURE04/12/2020 98

USD(84.00) (712.50)

CALL JPY CURRENCY FUTURE04/12/2020 98.5

USD(42.00) (356.25)

CALL JPY CURRENCY FUTURE08/01/2021 98

USD(34.00) (12,112.40)

CALL NIKKEI 225 (OSE) 11/12/202026250

JPY(34.00) (227,891.28)

CALL NIKKEI 225 (OSE) 11/12/202026750

JPY(11.00) (35,075.21)

CALL S&P 500 INDEX 20/12/2024 93.37,500,000.00 0.00

CALL S&P 500 INDEX 20/12/2024 93.37,500,000.00

EUR

EUR 0.00

CALL S&P 500 E-MINI FUTURE18/12/2020 37

USD(26.00) (11,114.90)


USD(24.00) (15,797.00)


USD(24.00) (25,568.35)


USD(24.00) (6,758.52)

CALL S&P 500 INDEX - SPX18/12/2020 3300

(1,650.00) USD (745,420.51)

CALL US 10YR NOTE FUT (CBT)24/12/2020 1

USD(189.00) (32,062.22)

CALL USD/ JPY 01/02/2025 23.29 USD3,600,000.00 (26,162.77)CALL USD/ JPY 22/05/2023 7.25 USD4,500,000.00 (36,251.68)CALL USD/MXN 19/01/2022 7.95 USD4,400,000.00 77,848.83CALL USD/MXN 21/12/2021 8.83 USD2,000,000.00 57,770.35PUT EUR / NZD 16/02/2021 1.79 EUR(5,600,000.0

0)(19,945.74)

PUT EURO FX CURR FUT (CME)04/12/2020 1

USD(84.00) (712.49)


USD(84.00) (712.49)


USD(34.00) (9,805.27)


USD(34.00) (13,842.74)


EUR(3,249,982.00)

(502,087.25)


EUR(3,249,968.00)

(625,796.67)

PUT EURO STOXX BANKS (SX7E)21/12/2029 1

EUR(12,500,000.00)

(3,044,889.63)

PUT EURO STOXX 50 - O 20/01/20273799.03

EUR(15,000,000.00)

(1,888,517.45)


(485.00) (1,010,956.12)


450.00

EUR

EUR 6,763.39

PUT EURO STOXX 50 - 16/12/202220.05

(4,850.00) (340,117.80)

PUT EURO STOXX 50 - 16/12/202220.5

(5,000.00)

EUR

EUR (1,813.14)

PUT EURO STOXX 50 - 17/12/20273606.89

EUR(14,000,000.00)

0.00

PUT EURO STOXX 50 - 21/12/20293432.76

EUR(10,000,000.00)

(78,053.07)

PUT EURO STOXX 50 - 21/12/20293432.76

EUR(5,001,531.00)

(1,218,044.60)

PUT EURO STOXX 50 - 22/10/20293600.08

EUR(3,250,000.00)

0.00

PUT EURO STOXX 50 - 22/10/20293600.08

EUR(3,250,000.00)

0.00

PUT JPY CURRENCY FUTURE04/12/2020 93.5

(126.00) USD (1,068.74)


PUT JPY CURRENCY FUTURE04/12/2020 94

USD(126.00) (1,068.74)

PUT JPY CURRENCY FUTURE08/01/2021 94

USD(51.00) (10,382.05)

PUT JPY CURRENCY FUTURE08/01/2021 94.5

USD(51.00) (17,303.42)

PUT PUT DOWN IN PDI SD3E CITIABS 21/12/

EUR(12,500,000.00)

(3,013,273.91)

PUT S&P 500 INDEX 20/12/2024 93.3 EUR(7,500,000.00)

(1,392,621.51)

PUT S&P 500 INDEX 20/12/2024 93.3 EUR(7,500,000.00)

(1,599,592.84)

PUT S&P 500 INDEX - SPX 18/12/20203300

1,650.00 15,454.97

PUT US 10YR NOTE FUT (CBT)24/12/2020 13

(34.00)

USD

USD (2,163.16)

PUT US 10YR NOTE FUT (CBT)24/12/2020 13

USD(68.00) (2,883.90)

PUT USD / BRL 15/03/2021 4.5 USD5,100,000.00 6,180.78PUT USD / ZAR 15/03/2021 15.8 USD4,200,000.00 214,586.03PUT USD/CAD 01/02/2025 23.29 USD(3,600,000.0

0)(74,247.55)

PUT USD/INR 16/03/2021 75 USD9,600,000.00 206,357.74PUT USD/MXN 16/03/2021 21 USD5,300,000.00 345,153.43

(14,349,051.17)

Total options (14,349,051.17)

18/03/301.572 11,900,000.00 1,083,034.83USDFloatingInterest rate swaps

18/03/301.565 11,900,000.00 1,073,033.47USDFloating1.820 18/03/30 16,300,000.00 (961,012.63)CADFloating1.810 18/03/30 16,300,000.00 (946,118.32)CADFloating

Floating 18/03/30 7,300,000.00 (231,803.87)EURFloating18/03/30Floating 67,800,000.00 (721,112.37)CHFFloating

1.758 18/03/30 54,100,000.00 (467,666.44)NOKFloating18/03/301.105 64,600,000.00 1,396,596.07NZDFloating

0.757 18/03/30 53,300,000.00 364,626.74USDFloating18/03/301.220 64,000,000.00 100,156.83NOKFloating



1.478 18/03/30 10,500,000.00 (588,736.33)AUDFloating0.103 18/03/30 13,500,000.00 (775,439.95)EURFloating

18/03/30 14,250,000.00 386,514.82CHFFloating Floating0.123 18/03/30 11,645,000.00 (702,998.24)EURFloating

18/03/30 12,025,000.00 360,385.76CHFFloating Floating0.573 18/03/30 72,900,000.00 (260,054.34)SEKFloating

18/03/301.045 127,300,000.00 (93,930.96)NOKFloating0.415 18/03/30 118,800,000.00 (157,866.49)SEKFloating

18/03/30 22,000,000.00 342,471.21CHFFloating Floating0.000 18/03/30 21,000,000.00 (881,334.04)EURFloating

18/03/301.311 78,900,000.00 217,954.75NOKFloating18/03/300.974 24,700,000.00 (41,464.83)NOKFloating


0.408 18/03/30 23,600,000.00 (28,845.11)SEKFloating18/03/30 1,300,000.00 (43,623.44)EURFloating Floating18/03/30 1,400,000.00 13,290.75CHFFloating Floating18/03/30 24,500,000.00 (910,457.80)EURFloating Floating18/03/30 25,700,000.00 333,173.57CHFFloating Floating

0.446 18/03/30 80,200,000.00 (141,907.71)SEKFloating18/03/301.073 14,300,000.00 (133,645.22)CADFloating18/03/30 8,700,000.00 (271,032.07)EURFloating Floating18/03/300.953 84,200,000.00 (164,617.45)NOKFloating

0.710 18/03/30 18,800,000.00 234,700.08USDFloating18/03/301.118 26,700,000.00 (139,744.98)CADFloating

To pay (%)

To receive (%)



in AUD

Currency


Currency NameQuantity Market valuein EUR

Currency

LFIS VISION

63



18/03/301.056 9,200,000.00 (99,852.44)CADFloating1.056 18/03/30 10,300,000.00 (194,724.54)AUDFloating

18/03/30 3,700,000.00 (126,382.11)EURFloating Floating18/03/301.069 6,100,000.00 (58,960.39)CADFloating18/03/30 8,200,000.00 (301,029.46)EURFloating Floating18/03/30 11,300,000.00 101,000.52CHFFloating Floating18/03/301.021 30,300,000.00 383,611.14CADFloating18/03/30 18,600,000.00 (534,745.17)EURFloating Floating18/03/300.925 128,900,000.00 (802,127.56)NOKFloating


0.782 18/03/30 18,200,000.00 99,138.97NZDFloating18/03/300.604 5,700,000.00 (143,701.88)USDFloating

0.673 18/03/30 9,800,000.00 142,894.16NZDFloating18/03/30 16,800,000.00 (269,756.42)EURFloating Floating

0.970 18/03/30 845,000,000.00 1,457,451.26NOKFloating18/03/300.329 78,600,000.00 (8,281.84)SEKFloating18/03/30 14,900,000.00 (173,223.11)EURFloating Floating18/03/300.838 30,800,000.00 (9,744.33)AUDFloating

0.990 18/03/30 59,300,000.00 1,001,241.94CADFloating18/03/300.603 9,300,000.00 (235,577.56)USDFloating18/03/300.811 123,200,000.00 (278,604.21)AUDFloating18/03/30 6,200,000.00 745,313.18EURFloating Floating18/03/300.977 86,700,000.00 (1,566,863.13)CADFloating

0.580 18/03/30 53,400,000.00 1,500,134.05USDFloating18/03/300.805 115,500,000.00 (449,990.99)NOKFloating

0.668 18/03/30 19,800,000.00 567,080.27NZDFloating18/03/300.925 217,300,000.00 0.00NOKFloating

0.329 18/03/30 156,300,000.00 0.00SEKFloating18/03/300.708 71,900,000.00 (919,184.47)USDFloating

0.668 18/03/30 17,900,000.00 0.00NZDFloating1.021 18/03/30 57,600,000.00 0.00CADFloating0.811 18/03/30 19,900,000.00 0.00AUDFloating

18/03/30 115,500,000.00 0.00EURFloating Floating18/03/30 129,300,000.00 549,530.19CHFFloating Floating18/03/30 10,000,000.00 (13,347.68)CHFFloating Floating

0.830 18/03/30 11,800,000.00 (21,990.84)USDFloating

(3,621,645.65)

To pay (%)

To receive (%)



in AUD

Currency

Total interest rate swaps (3,621,645.65)


20/03/21AES CORP/THE4.875% 13-15/05/2023

10,000,000.00 (332,737.54)USDSell 5.000Credit default swaps

20/09/22ASHLAND INC 13-15/08/2022 FRN

2,000,000.00 (263,447.48)USDSell 1.000

20/09/22ASHLAND INC 13-15/08/2022 FRN

3,000,000.00 (395,171.20)USDSell 5.000


125,000,000.00 3,095,413.19USDBuy 1.000


62,500,000.00 1,547,706.61USDBuy 1.000

20/06/21DISH DBS CORP6.75% 11-01/06/2021

10,000,000.00 (449,533.49)USDSell 5.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 2,954,948.69EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 2,954,948.69EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 2,954,948.69EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 2,954,948.69EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 2,954,948.69EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

45,000,000.00 2,659,453.82EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

25,000,000.00 1,477,474.34EURBuy 1.000

Sell /Buy



in AUD


(%)


55,000,000.00 (2,244,303.99)EURSell 1.000


110,000,000.00 (4,488,607.98)EURSell 1.000

20/06/23LOUIS DREYFUSBV 4% 13-04/12/2020

1,200,000.00 (211,829.61)EURSell 5.000

20/12/20NORBORDDELAWARE 07-15/02/2017

10,000,000.00 (168,898.97)USDSell 5.000

20/03/21PULTE HOMES INC7.875% 02-15/06/2032

10,000,000.00 (330,674.85)USDSell 5.000

20/03/22TELECOM ITALIA5.375% 04-29/01/2019

2,000,000.00 (10,045.62)EURSell 1.000

14,659,540.68

Sell /Buy



in AUD


(%)


CORRELATION SWAP 11072 USD (2,331.86)9,000.0008/02/21

Total return swaps


in AUD


CORRELATION SWAP 11440 USD 12,043.869,000.0024/02/21TOTAL RETURN EQUITYSWAP 1

EUR (287,054.05)100,000.0018/06/21


USD 0.005,630.7018/12/20


USD 960,751.29130,000,000.0029/01/21


USD (1,242,398.41)60,000.0017/05/22


USD (61.13)55,450.0017/12/21


USD 124,060.076,083,333.0023/01/22


USD 59,151.604,392,857.0028/01/22


USD 46,497.931,666,667.0021/01/22


USD 123,083.186,857,143.0031/01/22


USD 59,197.2351,600.0021/01/22


USD 99,059.2764,500.0017/12/21


USD 362,002.3920,500,000.0003/02/22


USD 91,770.194,354,562.0011/02/22


USD (626,997.81)1,472,826.1218/12/20


USD (645,438.50)1,094,942.3717/12/21


USD (355,376.34)652,055.3916/12/22


USD (437,227.74)909,666.0315/12/23


GBP (149,468.56)750.0021/12/29


USD 424,172.9974,250.0017/12/21


EUR 543,334.8720,000,000.0022/02/21


EUR 460,246.1610,200,000.0024/02/21


EUR 275,265.0817,000,000.0021/02/22


USD 176,447.8278,000.0018/06/21


EUR (149,028.12)67,500.0017/12/21


USD (123,538.21)29,427.2417/12/21


EUR (58,746.24)120,000.0017/12/21

LFIS VISION

64




USD (760,805.40)90,000,000.0009/04/21


in AUD



EUR 0.0025,000.0017/12/21


USD (165,454.27)11,919.4117/12/21


USD (379,944.96)27,330.7017/12/21


EUR (4,540,650.27)31,000,000.0017/09/21


EUR 6,007,828.9531,000,000.0017/09/21


GBP 79,671.765,000.0020/12/24


USD 89,291.6314,000,000.0029/10/21


USD 66,526.5314,000,000.0029/10/21


USD 68,598.5614,000,000.0029/10/21


USD 91,881.4314,000,000.0029/10/21


USD (1,719.39)9,000,000.0009/11/21


USD 21,872.7717,000,000.0009/11/21


USD (1,510.98)9,000,000.0009/11/21


USD 4,464.7311,000,000.0021/11/22


USD 63,317.9012,000,000.0030/11/21


USD 3,680,255.5926,140,000.0017/09/21


USD (3,536,122.48)26,140,000.0017/09/21


USD 88,482.731,060,500.0019/03/21


USD 963,226.881,590,750.0019/03/21


USD (5,622,100.02)10,605,000.0019/03/21


USD 1,051,039.373,181,500.0019/03/21


USD 354,443.631,060,500.0019/03/21


USD 2,837,005.513,711,750.0019/03/21


EUR (290,555.77)390,908.8517/12/21


EUR (177,739.75)340,243.6116/12/22


EUR (147,752.44)252,753.1315/12/23


USD 831,818.361,076,250.0019/03/21


USD 109,118.57307,500.0019/03/21


USD 319,686.31922,500.0019/03/21


USD (1,719,522.14)3,075,000.0019/03/21


USD 41,544.47307,500.0019/03/21


USD 318,902.88461,250.0019/03/21


EUR (347,808.35)604,422.0215/12/23


EUR (433,797.58)841,704.6016/12/22


EUR (607,524.61)1,022,815.0917/12/21


EUR (842,484.62)1,249,972.0618/12/20


EUR 37,533.874,400.0018/12/20


EUR (554,813.18)267,000.0018/06/21


EUR (550,478.71)267,000.0018/06/21


EUR (1,113,960.85)267,000.0018/06/21


EUR 146,106.00500,000.0018/06/21


EUR (1,392,250.91)1.0025/03/21



GBP 0.001.0025/03/21


in AUD



USD (1,750,579.25)1.0025/03/21


JPY (668,217.04)1.0025/03/21


AUD (488,220.33)1.0025/03/21


EUR (195,176.33)300,000.0018/12/20


EUR (210,373.40)322,568.8517/12/21


EUR (344,772.82)904,536.0116/12/22


EUR (265,947.29)779,145.6115/12/23


EUR (375,688.66)780,561.4920/12/24


EUR 2,191,590.0075,000.0019/12/25


EUR 1,461,060.0050,000.0019/12/25


EUR 584,424.0015,000.0019/12/25


EUR 852,285.0025,000.0019/12/25


GBP (10,600.09)3,000.0015/12/23


EUR (191,520.62)97,500.0018/06/21


EUR 560,073.0015,000.0019/12/25


GBP (51,944.91)2,025.0020/12/24


EUR 451,926.697,878.0017/12/21


EUR 263,520.637,111.0016/12/22


EUR 145,385.995,135.0015/12/23


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


USD 0.006,578.0015/01/21


EUR 66,848.8065,000.0017/12/21


EUR 29,867.0965,000.0017/12/21


EUR (1,098,524.16)1,757,839.0018/12/20


EUR (851,373.22)1,623,361.0017/12/21


EUR (525,838.40)1,160,010.0016/12/22


EUR (277,282.48)721,515.0015/12/23


EUR (645,788.52)65,000.0015/12/23


USD (818,599.72)30,000.0005/07/22


EUR (1,324,694.40)300,000.0017/12/21


EUR (63,312.60)300,000.0017/12/21


NOK 0.0013,547.0017/12/21


EUR 0.004,079.0017/12/21


USD (2,512,913.63)121,750.0005/09/22


EUR 127,854.44188,500.0018/12/20


EUR 0.00188,500.0018/12/20


SEK 235,532.53128,606.0018/12/20


USD 223,491.7575,000.0015/01/21

LFIS VISION

65




USD 3,305.6665,000.0017/12/21


in AUD



JPY 0.001.0025/03/21


EUR 0.001.0025/03/21


GBP 0.001.0025/03/21


USD 0.001.0025/03/21


AUD 0.001.0025/03/21


EUR 19,336.2550,000.0017/12/21


EUR 21,709.7930,000.0017/12/21


EUR 74,151.21125,000.0018/06/21


EUR 25,062.292,600,000.0017/12/21


USD 20,553.211,106.0018/12/20

(11,488,350.83)

Total total return swaps (11,488,350.83)


USD 0.0021/01/22 3,500.00

Variance Swaps

Name MaturityDate


in AUD

Notional

USD 0.0021/01/22 500.00USD 0.0021/01/22 1,750.00USD 0.0021/01/22 2,000.00USD 0.0021/01/22 3,500.00USD 0.0021/01/22 1,750.00USD 0.0021/01/22 1,000.00USD 0.0021/01/22 1,000.00USD 0.0021/01/22 1,750.00USD 0.0021/01/22 500.00USD 0.0021/01/22 1,000.00USD 0.0021/01/22 3,500.00USD 0.0021/01/22 1,000.00USD 0.0021/01/22 2,000.00USD 0.0021/01/22 1,000.00USD 0.0021/01/22 2,000.00EUR 186,108.1218/12/20 95,200.00EUR 0.0018/12/20 2,240.00USD 0.0018/12/20 3,003.00USD 0.0018/12/20 5,630.70USD 0.0018/12/20 5,880.90USD 0.0018/12/20 3,628.70EUR 0.0018/12/20 3,808.00EUR 0.0018/12/20 3,472.00USD 0.0018/12/20 1,376.40EUR 0.0018/12/20 4,144.00USD 0.0018/12/20 1,501.50EUR 0.0018/12/20 2,016.00EUR 0.0018/12/20 4,256.00EUR 0.0018/12/20 4,256.00EUR 0.0018/12/20 1,680.00CHF 0.0018/12/20 3,281.00USD 0.0018/12/20 1,251.30USD 0.0018/12/20 6,256.30EUR 0.0018/12/20 3,472.00USD 0.0018/12/20 1,876.90USD 0.0018/12/20 2,752.80USD 0.0018/12/20 2,252.30EUR 0.0018/12/20 4,032.00USD 0.0018/12/20 1,251.30USD 0.0018/12/20 5,506.00

VARIANCE SWAP 10000 VARIANCE SWAP 10001 VARIANCE SWAP 10003 VARIANCE SWAP 10004 VARIANCE SWAP 10005 VARIANCE SWAP 10006 VARIANCE SWAP 10007 VARIANCE SWAP 10008 VARIANCE SWAP 10010 VARIANCE SWAP 10011 VARIANCE SWAP 10012 VARIANCE SWAP 10013 VARIANCE SWAP 10014 VARIANCE SWAP 10015 VARIANCE SWAP 10016 VARIANCE SWAP 10017 VARIANCE SWAP 10018 VARIANCE SWAP 10029 VARIANCE SWAP 10030 VARIANCE SWAP 10031 VARIANCE SWAP 10032 VARIANCE SWAP 10033 VARIANCE SWAP 10034 VARIANCE SWAP 10035 VARIANCE SWAP 10036 VARIANCE SWAP 10037 VARIANCE SWAP 10038 VARIANCE SWAP 10039 VARIANCE SWAP 10040 VARIANCE SWAP 10041 VARIANCE SWAP 10042 VARIANCE SWAP 10043 VARIANCE SWAP 10044 VARIANCE SWAP 10045 VARIANCE SWAP 10047 VARIANCE SWAP 10048 VARIANCE SWAP 10049 VARIANCE SWAP 10050 VARIANCE SWAP 10051 VARIANCE SWAP 10052 VARIANCE SWAP 10053 VARIANCE SWAP 10054 EUR 0.0018/12/20 2,352.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 10056 CHF 0.0018/12/20 4,982.00VARIANCE SWAP 10057 EUR 0.0018/12/20 1,456.00VARIANCE SWAP 10062 EUR 13,816.8917/12/21 1,966.00VARIANCE SWAP 10063 EUR 93,496.5717/12/21 3,931.00VARIANCE SWAP 10064 EUR 33,232.3517/12/21 1,966.00VARIANCE SWAP 10065 USD 33,890.7517/12/21 2,596.00VARIANCE SWAP 10066 USD 3,781.7117/12/21 1,298.00VARIANCE SWAP 10067 USD 30,146.4917/12/21 2,596.00VARIANCE SWAP 10068 USD 138,033.9317/12/21 7,777.00VARIANCE SWAP 10069 USD 92,311.7817/12/21 10,802.00VARIANCE SWAP 10070 EUR 23,075.7717/12/21 3,931.00VARIANCE SWAP 10071 USD (1,959,548.78)15/01/21 55,250.00VARIANCE SWAP 10072 USD (1,410,098.18)17/12/21 61,710.00VARIANCE SWAP 10073 EUR 1,418.0617/12/21 983.00VARIANCE SWAP 10074 EUR 11,032.3517/12/21 1,966.00VARIANCE SWAP 10075 USD 17,038.3315/01/21 2,600.00VARIANCE SWAP 10076 USD 8,967.8415/01/21 488.00VARIANCE SWAP 10077 USD 16,318.2715/01/21 1,138.00VARIANCE SWAP 10078 EUR 39,168.3417/12/21 1,966.00VARIANCE SWAP 10079 USD 1,800.5715/01/21 488.00VARIANCE SWAP 10080 USD 68,361.0915/01/21 1,853.00VARIANCE SWAP 10081 USD 15,246.7215/01/21 488.00VARIANCE SWAP 10082 USD 8,545.1215/01/21 558.00VARIANCE SWAP 10083 USD (1,500.85)15/01/21 3,900.00VARIANCE SWAP 10084 USD 34,253.7615/01/21 975.00VARIANCE SWAP 10085 USD 16,755.1415/01/21 975.00VARIANCE SWAP 10086 USD 36,056.5615/01/21 837.00VARIANCE SWAP 10088 USD 55,259.8415/01/21 3,900.00VARIANCE SWAP 10089 USD 24,182.4717/12/21 1,298.00VARIANCE SWAP 10090 USD 142,214.8215/01/21 2,600.00VARIANCE SWAP 10091 EUR (457,656.90)17/12/21 28,402.00VARIANCE SWAP 10092 USD 26,716.9415/01/21 1,244.00VARIANCE SWAP 10093 USD 30,866.5317/12/21 2,596.00VARIANCE SWAP 10094 USD 87,035.3417/12/21 6,479.00VARIANCE SWAP 10095 USD 42,160.0815/01/21 3,900.00VARIANCE SWAP 10096 USD 22,052.9215/01/21 2,600.00VARIANCE SWAP 10097 USD 14,548.7415/01/21 488.00VARIANCE SWAP 10099 EUR 50,845.8117/12/21 5,897.00VARIANCE SWAP 10100 USD 97,626.9115/01/21 3,900.00VARIANCE SWAP 10101 EUR 12,324.1417/12/21 983.00VARIANCE SWAP 10102 USD 23,545.5715/01/21 2,187.00VARIANCE SWAP 10103 USD 85,745.3715/01/21 3,900.00VARIANCE SWAP 10104 USD 1,171.7715/01/21 488.00VARIANCE SWAP 10105 USD 60,038.0617/12/21 5,181.00VARIANCE SWAP 10106 EUR 141,695.9417/12/21 9,828.00VARIANCE SWAP 10107 USD 120,485.3617/12/21 10,802.00VARIANCE SWAP 10108 USD 128,565.1617/12/21 10,802.00VARIANCE SWAP 10109 USD 88,777.6717/12/21 5,181.00VARIANCE SWAP 10110 USD 36,879.3815/01/21 1,950.00VARIANCE SWAP 10111 USD 11,865.8215/01/21 618.00VARIANCE SWAP 10112 USD 30,191.5815/01/21 1,178.00VARIANCE SWAP 10113 USD 15,805.5515/01/21 650.00VARIANCE SWAP 10114 USD 43,196.3415/01/21 3,900.00VARIANCE SWAP 10115 USD 724.9915/01/21 1,039.00VARIANCE SWAP 10116 USD 74,190.0415/01/21 2,600.00VARIANCE SWAP 10117 USD 2,065.8815/01/21 488.00VARIANCE SWAP 10118 USD 15,005.0415/01/21 888.00VARIANCE SWAP 10119 USD 31,250.5515/01/21 3,900.00VARIANCE SWAP 10120 USD 159,181.7415/01/21 3,900.00VARIANCE SWAP 10121 USD 519.5515/01/21 488.00VARIANCE SWAP 10122 USD 116,516.8815/01/21 3,900.00VARIANCE SWAP 10127 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10128 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10129 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10130 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10131 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10132 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10133 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10134 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10135 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10136 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10137 USD 0.0015/01/21 1,666.67

LFIS VISION

66





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 10139 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10140 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10141 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10142 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10143 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10144 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10145 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10146 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10147 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10148 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10149 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10150 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10151 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10152 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10153 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10154 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10155 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10156 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10157 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10158 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10159 USD (498,425.51)17/12/21 60,000.00VARIANCE SWAP 10160 USD (275,189.32)17/12/21 60,000.00VARIANCE SWAP 10161 USD 0.0015/01/21 487.50VARIANCE SWAP 10162 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10163 USD 0.0015/01/21 2,186.94VARIANCE SWAP 10164 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10165 USD 0.0015/01/21 487.50VARIANCE SWAP 10166 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10167 USD 0.0015/01/21 1,244.43VARIANCE SWAP 10168 USD 0.0015/01/21 2,600.01VARIANCE SWAP 10169 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10170 USD 0.0015/01/21 2,600.01VARIANCE SWAP 10171 USD 0.0015/01/21 1,038.38VARIANCE SWAP 10172 USD 0.0015/01/21 975.00VARIANCE SWAP 10173 USD 0.0015/01/21 975.00VARIANCE SWAP 10174 USD 0.0015/01/21 2,600.01VARIANCE SWAP 10175 USD 0.0015/01/21 487.50VARIANCE SWAP 10176 USD 0.0015/01/21 887.58VARIANCE SWAP 10177 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10178 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10179 USD 0.0015/01/21 557.38VARIANCE SWAP 10180 USD 0.0015/01/21 487.50VARIANCE SWAP 10181 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10182 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10183 USD 0.0015/01/21 487.50VARIANCE SWAP 10184 USD 0.0015/01/21 1,852.51VARIANCE SWAP 10185 USD 0.0015/01/21 3,900.02VARIANCE SWAP 10186 USD 0.0015/01/21 837.20VARIANCE SWAP 10187 USD 0.0015/01/21 487.50VARIANCE SWAP 10188 USD 0.0015/01/21 650.00VARIANCE SWAP 10189 USD 0.0015/01/21 1,177.48VARIANCE SWAP 10190 USD 0.0015/01/21 617.83VARIANCE SWAP 10191 USD 0.0015/01/21 1,137.51VARIANCE SWAP 10192 USD 0.0015/01/21 487.50VARIANCE SWAP 10193 USD 0.0015/01/21 2,600.01VARIANCE SWAP 10194 USD 0.0015/01/21 1,950.01VARIANCE SWAP 10195 USD (586,662.52)15/01/21 55,250.00VARIANCE SWAP 10196 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10197 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10198 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10199 USD (127,402.21)15/01/21 1,666.67VARIANCE SWAP 10200 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10201 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10202 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10203 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10204 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10205 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10206 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10207 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10208 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10209 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10210 USD 0.0015/01/21 1,666.67


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 10212 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10213 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10214 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10215 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10216 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10217 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10218 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10219 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10220 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10221 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10222 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10223 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10224 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10225 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10226 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10229 USD 32,783.6317/12/21 5,181.00VARIANCE SWAP 10234 CHF 30,631.2917/12/21 1,216.00VARIANCE SWAP 10235 USD 1,005.3217/12/21 1,250.00VARIANCE SWAP 10236 EUR 6,660.4517/12/21 1,126.00VARIANCE SWAP 10237 EUR 27,554.1617/12/21 3,377.00VARIANCE SWAP 10238 USD 11,441.4217/12/21 1,250.00VARIANCE SWAP 10239 USD 21,354.5617/12/21 1,250.00VARIANCE SWAP 10240 USD 31,620.0517/12/21 2,500.00VARIANCE SWAP 10241 CHF 38,432.8517/12/21 2,432.00VARIANCE SWAP 10242 USD 15,467.0617/12/21 1,250.00VARIANCE SWAP 10243 USD 38,850.4117/12/21 3,750.00VARIANCE SWAP 10244 USD 11,126.9417/12/21 1,250.00VARIANCE SWAP 10245 USD 12,071.6317/12/21 1,250.00VARIANCE SWAP 10246 USD 16,431.7217/12/21 1,250.00VARIANCE SWAP 10247 EUR 21,843.9317/12/21 1,126.00VARIANCE SWAP 10248 USD 50,464.3617/12/21 3,750.00VARIANCE SWAP 10249 EUR 8,826.2117/12/21 3,377.00VARIANCE SWAP 10250 CHF 13,365.9417/12/21 1,216.00VARIANCE SWAP 10251 CHF 23,771.7417/12/21 1,216.00VARIANCE SWAP 10252 EUR (402,186.26)17/12/21 23,922.00VARIANCE SWAP 10253 EUR 668.9717/12/21 1,126.00VARIANCE SWAP 10254 CHF 19,967.1017/12/21 2,432.00VARIANCE SWAP 10255 GBP 1,292.9617/12/21 957.00VARIANCE SWAP 10256 EUR 11,059.7917/12/21 3,377.00VARIANCE SWAP 10257 EUR 31,501.9017/12/21 2,251.00VARIANCE SWAP 10258 USD (387,377.63)17/12/21 15,938.00VARIANCE SWAP 10259 EUR 23,768.4617/12/21 3,377.00VARIANCE SWAP 10260 USD 0.0017/12/21 1,840.80VARIANCE SWAP 10261 USD 0.0017/12/21 7,659.60VARIANCE SWAP 10262 USD 0.0017/12/21 3,673.80VARIANCE SWAP 10263 USD 0.0017/12/21 7,659.60VARIANCE SWAP 10264 USD 0.0017/12/21 5,514.60VARIANCE SWAP 10265 USD 0.0017/12/21 7,659.60VARIANCE SWAP 10266 EUR 0.0017/12/21 6,964.29VARIANCE SWAP 10267 USD 0.0017/12/21 3,673.80VARIANCE SWAP 10268 USD 0.0017/12/21 1,840.80VARIANCE SWAP 10269 USD 0.0017/12/21 920.40VARIANCE SWAP 10270 EUR 0.0017/12/21 696.43VARIANCE SWAP 10271 EUR 0.0017/12/21 4,178.57VARIANCE SWAP 10272 USD 0.0017/12/21 3,673.80VARIANCE SWAP 10273 USD 0.0017/12/21 4,594.20VARIANCE SWAP 10274 USD 0.0017/12/21 1,840.80VARIANCE SWAP 10275 EUR 0.0017/12/21 20,126.79VARIANCE SWAP 10276 USD 0.0017/12/21 920.40VARIANCE SWAP 10277 EUR 0.0017/12/21 1,392.86VARIANCE SWAP 10278 EUR 0.0017/12/21 1,392.86VARIANCE SWAP 10279 EUR 0.0017/12/21 1,392.86VARIANCE SWAP 10280 EUR 0.0017/12/21 696.43VARIANCE SWAP 10281 USD (348,008.42)17/12/21 43,751.37VARIANCE SWAP 10282 EUR 0.0017/12/21 2,785.71VARIANCE SWAP 10283 EUR 0.0017/12/21 1,392.86VARIANCE SWAP 10284 EUR (36,132.53)17/12/21 2,785.71VARIANCE SWAP 10285 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10286 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10287 USD 0.0015/01/21 1,666.67VARIANCE SWAP 10292 USD (166,840.24)15/01/21 2,167.00VARIANCE SWAP 10293 USD 0.0015/01/21 2,167.00

LFIS VISION

67





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 10295 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10296 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10297 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10298 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10299 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10300 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10301 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10302 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10303 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10304 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10305 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10306 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10307 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10308 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10309 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10310 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10311 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10312 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10313 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10314 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10315 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10316 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10317 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10318 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10319 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10321 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10322 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10323 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10324 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10325 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10326 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10327 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10328 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10329 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10330 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10331 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10332 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10333 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10334 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10335 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10336 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10337 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10338 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10339 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10340 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10341 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10342 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10343 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10344 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10345 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10346 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10347 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10348 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10349 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10350 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10351 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10352 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10353 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10354 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10355 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10356 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10359 EUR 153,453.5117/12/21 2,505.00VARIANCE SWAP 10360 GBP 98,440.4717/12/21 10,825.40VARIANCE SWAP 10361 EUR 0.0017/12/21 1,040.00VARIANCE SWAP 10362 EUR 0.0017/12/21 2,505.00VARIANCE SWAP 10364 EUR 0.0017/12/21 1,100.00VARIANCE SWAP 10365 EUR 0.0017/12/21 2,505.00VARIANCE SWAP 10366 EUR 0.0017/12/21 315.00VARIANCE SWAP 10367 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10368 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10369 GBP 0.0017/12/21 2,009.10VARIANCE SWAP 10370 USD 0.0018/06/21 4,181.25

VARIANCE SWAP 10371 GBP 0.0017/12/21 847.70

Name MaturityDate


in AUD

Notional

VARIANCE SWAP 10373 EUR 0.0017/12/21 2,505.00VARIANCE SWAP 10374 GBP 0.0017/12/21 1,619.10VARIANCE SWAP 10375 GBP 0.0018/06/21 3,225.00VARIANCE SWAP 10376 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10377 GBP 0.0017/12/21 2,123.50VARIANCE SWAP 10378 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10379 EUR 0.0017/12/21 2,505.00VARIANCE SWAP 10380 EUR 0.0017/12/21 790.00VARIANCE SWAP 10381 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10382 EUR 0.0017/12/21 290.00VARIANCE SWAP 10383 CHF 36,594.1918/06/21 4,050.00VARIANCE SWAP 10385 CHF 0.0017/12/21 1,087.60VARIANCE SWAP 10386 GBP 0.0018/06/21 3,225.00VARIANCE SWAP 10389 GBP (75,237.42)18/06/21 3,225.00VARIANCE SWAP 10390 GBP 0.0017/12/21 2,123.50VARIANCE SWAP 10391 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10393 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10394 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10395 EUR 0.0017/12/21 535.00VARIANCE SWAP 10396 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10397 CHF 37,869.1517/12/21 2,700.00VARIANCE SWAP 10398 CHF 0.0017/12/21 2,710.80VARIANCE SWAP 10399 EUR 0.0017/12/21 1,005.00VARIANCE SWAP 10400 EUR 0.0017/12/21 2,505.00VARIANCE SWAP 10401 EUR 0.0017/12/21 2,245.00VARIANCE SWAP 10402 CHF 0.0018/06/21 4,050.00VARIANCE SWAP 10403 EUR (78,067.63)18/06/21 3,750.00VARIANCE SWAP 10404 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10405 EUR 0.0017/12/21 2,505.00VARIANCE SWAP 10406 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10407 EUR 0.0017/12/21 260.00VARIANCE SWAP 10408 EUR 0.0017/12/21 1,005.00VARIANCE SWAP 10409 GBP 0.0017/12/21 2,123.50VARIANCE SWAP 10410 EUR 0.0017/12/21 2,505.00VARIANCE SWAP 10411 CHF 0.0017/12/21 7,564.20VARIANCE SWAP 10412 EUR 0.0017/12/21 1,575.00VARIANCE SWAP 10413 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10414 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10415 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10416 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10417 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10418 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10419 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10420 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10421 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10422 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10423 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10424 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10425 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10426 GBP 0.0018/06/21 3,225.00VARIANCE SWAP 10427 USD 0.0018/06/21 4,181.25VARIANCE SWAP 10428 GBP 0.0018/06/21 3,225.00VARIANCE SWAP 10429 GBP 0.0018/06/21 3,225.00VARIANCE SWAP 10430 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10431 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10434 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10436 EUR 0.0018/06/21 3,750.00VARIANCE SWAP 10437 CHF 0.0017/12/21 1,087.60VARIANCE SWAP 10448 USD 0.0015/01/21 8,400.00VARIANCE SWAP 10449 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10450 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10451 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10452 USD 0.0015/01/21 15,080.00VARIANCE SWAP 10463 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10464 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10465 EUR 0.0017/12/21 1,025.68VARIANCE SWAP 10845 USD (3,327,392.56)15/01/21 170,000.00VARIANCE SWAP 10846 USD 0.0015/01/21 6,220.00VARIANCE SWAP 10847 USD 0.0015/01/21 7,280.00VARIANCE SWAP 10848 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10849 USD 0.0015/01/21 3,680.00VARIANCE SWAP 10850 USD 0.0015/01/21 10,560.00

LFIS VISION

68





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 10852 USD 0.0015/01/21 6,380.00VARIANCE SWAP 10853 USD 0.0015/01/21 10,560.00VARIANCE SWAP 10854 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10855 USD 0.0015/01/21 15,860.00VARIANCE SWAP 10856 EUR 0.0017/12/21 1,583.11VARIANCE SWAP 10858 EUR 0.0017/12/21 1,114.87VARIANCE SWAP 10859 CHF 0.0017/12/21 1,491.48VARIANCE SWAP 10860 CHF 0.0017/12/21 3,946.02VARIANCE SWAP 10861 USD 0.0017/12/21 4,438.50VARIANCE SWAP 10862 EUR 0.0017/12/21 1,025.68VARIANCE SWAP 10863 CHF 0.0017/12/21 2,982.95VARIANCE SWAP 10864 EUR 0.0017/12/21 1,486.49VARIANCE SWAP 10865 EUR 0.0017/12/21 4,637.84VARIANCE SWAP 10866 EUR 0.0017/12/21 4,273.65VARIANCE SWAP 10867 CHF 0.0017/12/21 1,278.41VARIANCE SWAP 10868 USD 0.0017/12/21 4,125.00VARIANCE SWAP 10869 EUR 0.0017/12/21 4,177.03VARIANCE SWAP 10870 EUR 0.0017/12/21 4,637.84VARIANCE SWAP 10871 USD 0.0017/12/21 2,169.75VARIANCE SWAP 10872 USD 0.0017/12/21 3,506.25VARIANCE SWAP 10873 CHF 0.0017/12/21 2,880.68VARIANCE SWAP 10874 USD 0.0017/12/21 3,506.25VARIANCE SWAP 10875 USD 0.0017/12/21 4,941.75VARIANCE SWAP 10876 USD 0.0017/12/21 4,735.50VARIANCE SWAP 10877 USD 0.0017/12/21 2,169.75VARIANCE SWAP 10878 USD 0.0017/12/21 2,475.00VARIANCE SWAP 10879 USD 0.0017/12/21 1,031.25VARIANCE SWAP 10880 EUR 0.0017/12/21 2,229.73VARIANCE SWAP 10881 USD 0.0017/12/21 1,138.50VARIANCE SWAP 10882 USD 0.0017/12/21 932.25VARIANCE SWAP 10883 USD 0.0017/12/21 1,031.25VARIANCE SWAP 10884 USD 0.0017/12/21 4,017.75VARIANCE SWAP 10886 GBP 171,236.4317/12/21 3,735.00VARIANCE SWAP 10887 GBP (115,597.38)17/12/21 5,416.00VARIANCE SWAP 10888 EUR 48,643.2217/12/21 3,032.00VARIANCE SWAP 10889 EUR 110,851.5817/12/21 4,389.00VARIANCE SWAP 10890 EUR 153,973.5517/12/21 3,514.00VARIANCE SWAP 10891 EUR 14,036.6017/12/21 1,026.00VARIANCE SWAP 10893 EUR 35,109.3217/12/21 4,389.00VARIANCE SWAP 10894 EUR (650,135.27)17/12/21 32,288.00VARIANCE SWAP 10895 EUR 67,865.9817/12/21 2,270.00VARIANCE SWAP 10896 EUR 4,501.0717/12/21 468.00VARIANCE SWAP 10897 EUR (331,793.35)17/12/21 15,519.00VARIANCE SWAP 10898 EUR 102,109.1217/12/21 4,033.00VARIANCE SWAP 10899 EUR 221,798.5817/12/21 4,389.00VARIANCE SWAP 10900 CHF 81,285.3617/12/21 4,719.00VARIANCE SWAP 10901 EUR 64,354.6417/12/21 4,389.00VARIANCE SWAP 10902 EUR 77,252.6417/12/21 3,264.00VARIANCE SWAP 10903 EUR 130,688.5217/12/21 4,389.00VARIANCE SWAP 10904 CHF (100,498.57)17/12/21 8,954.00VARIANCE SWAP 10905 EUR 47,808.9417/12/21 2,976.00VARIANCE SWAP 10906 EUR 172,889.1817/12/21 4,389.00VARIANCE SWAP 10907 GBP 40,762.1317/12/21 1,681.00VARIANCE SWAP 10908 CHF 105,819.5017/12/21 4,232.00VARIANCE SWAP 10909 USD 0.0015/01/21 2,167.00VARIANCE SWAP 10910 USD (107,387.92)18/06/21 4,181.25VARIANCE SWAP 10911 EUR (194,350.41)17/12/21 4,245.50VARIANCE SWAP 10912 GBP (4,865.16)17/12/21 5,223.25VARIANCE SWAP 10913 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10915 EUR 0.0017/12/21 4,166.75VARIANCE SWAP 10916 CHF 56,590.4117/12/21 5,917.25VARIANCE SWAP 10917 GBP 0.0017/12/21 2,351.25VARIANCE SWAP 10918 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10919 EUR 0.0017/12/21 1,243.00VARIANCE SWAP 10920 EUR 0.0017/12/21 4,919.50VARIANCE SWAP 10921 EUR 0.0017/12/21 1,435.50VARIANCE SWAP 10922 EUR 0.0017/12/21 4,569.25VARIANCE SWAP 10923 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10924 EUR 0.0017/12/21 656.50VARIANCE SWAP 10925 EUR 0.0017/12/21 3,177.50VARIANCE SWAP 10926 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10927 EUR 0.0017/12/21 5,646.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 10929 GBP 0.0017/12/21 5,223.25VARIANCE SWAP 10930 CHF 0.0017/12/21 6,593.50VARIANCE SWAP 10931 GBP 0.0017/12/21 2,351.25VARIANCE SWAP 10932 CHF 0.0017/12/21 5,917.25VARIANCE SWAP 10933 CHF 0.0017/12/21 6,593.50VARIANCE SWAP 10934 EUR 0.0017/12/21 1,243.00VARIANCE SWAP 10935 EUR 0.0017/12/21 4,919.50VARIANCE SWAP 10936 EUR 0.0017/12/21 4,569.25VARIANCE SWAP 10937 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10938 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10939 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10940 EUR 0.0017/12/21 5,646.00VARIANCE SWAP 10941 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10942 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10943 EUR 0.0017/12/21 1,435.50VARIANCE SWAP 10944 EUR 0.0017/12/21 656.50VARIANCE SWAP 10945 EUR 0.0017/12/21 4,166.75VARIANCE SWAP 10946 EUR 0.0017/12/21 3,177.50VARIANCE SWAP 10947 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10948 EUR 0.0017/12/21 4,245.50VARIANCE SWAP 10950 EUR 0.0017/12/21 6,145.00VARIANCE SWAP 10952 EUR 87,716.3416/12/22 200,000.00VARIANCE SWAP 10954 USD 158,846.4215/01/21 75,000.00VARIANCE SWAP 10955 USD 0.0015/01/21 1,132.50VARIANCE SWAP 10956 USD 0.0015/01/21 930.00VARIANCE SWAP 10957 USD 0.0015/01/21 810.00VARIANCE SWAP 10958 USD 0.0015/01/21 1,507.50VARIANCE SWAP 10959 USD 0.0015/01/21 675.00VARIANCE SWAP 10960 USD 0.0015/01/21 2,827.50VARIANCE SWAP 10961 USD 0.0015/01/21 1,140.00VARIANCE SWAP 10962 USD 0.0015/01/21 1,515.00VARIANCE SWAP 10963 USD 0.0015/01/21 1,530.00VARIANCE SWAP 10964 USD 0.0015/01/21 1,065.00VARIANCE SWAP 10965 USD 0.0015/01/21 705.00VARIANCE SWAP 10966 USD 0.0015/01/21 862.50VARIANCE SWAP 10967 USD 0.0015/01/21 4,170.00VARIANCE SWAP 10968 USD 0.0015/01/21 675.00VARIANCE SWAP 10969 USD 0.0015/01/21 675.00VARIANCE SWAP 10970 USD 0.0015/01/21 900.00VARIANCE SWAP 10971 USD 0.0015/01/21 7,042.50VARIANCE SWAP 10972 USD 0.0015/01/21 6,712.50VARIANCE SWAP 10973 USD 0.0015/01/21 1,102.50VARIANCE SWAP 10974 USD 0.0015/01/21 1,177.50VARIANCE SWAP 10975 USD 0.0015/01/21 1,380.00VARIANCE SWAP 10976 USD 0.0015/01/21 862.50VARIANCE SWAP 10977 USD 0.0015/01/21 1,350.00VARIANCE SWAP 10978 USD 0.0015/01/21 1,447.50VARIANCE SWAP 10979 USD 0.0015/01/21 1,215.00VARIANCE SWAP 10980 USD 0.0015/01/21 1,672.50VARIANCE SWAP 10981 USD 0.0015/01/21 675.00VARIANCE SWAP 10983 USD 0.0015/01/21 690.00VARIANCE SWAP 10984 USD 0.0015/01/21 1,890.00VARIANCE SWAP 10985 USD 0.0015/01/21 735.00VARIANCE SWAP 10986 USD 0.0015/01/21 862.50VARIANCE SWAP 10987 USD 0.0015/01/21 757.50VARIANCE SWAP 10988 USD 0.0015/01/21 2,272.50VARIANCE SWAP 10989 USD 0.0015/01/21 1,477.50VARIANCE SWAP 10990 USD 0.0015/01/21 990.00VARIANCE SWAP 10991 USD 0.0015/01/21 2,355.00VARIANCE SWAP 10992 USD 0.0015/01/21 847.50VARIANCE SWAP 10993 USD 0.0015/01/21 840.00VARIANCE SWAP 10994 USD 0.0015/01/21 720.00VARIANCE SWAP 10995 USD 0.0015/01/21 2,362.50VARIANCE SWAP 10996 USD 0.0015/01/21 1,515.00VARIANCE SWAP 10997 USD 0.0015/01/21 877.50VARIANCE SWAP 10998 USD 0.0015/01/21 2,385.00VARIANCE SWAP 10999 USD 0.0015/01/21 1,177.50VARIANCE SWAP 11000 USD 0.0015/01/21 2,070.00VARIANCE SWAP 11001 USD 0.0015/01/21 750.00VARIANCE SWAP 11002 USD 0.0015/01/21 735.00VARIANCE SWAP 11003 USD 0.0015/01/21 877.50VARIANCE SWAP 11004 USD 0.0015/01/21 1,327.50

LFIS VISION

69




VARIANCE SWAP 11005 USD 0.0015/01/21 727.50

Name MaturityDate


in AUD

Notional

VARIANCE SWAP 11021 USD 139,170.8307/02/22 7,645,438.00VARIANCE SWAP 11066 EUR 13,880.0717/12/21 45,000.00VARIANCE SWAP 11074 USD 0.0018/06/21 1,339.00VARIANCE SWAP 11076 USD (193,819.38)18/06/21 1,319.50VARIANCE SWAP 11077 USD 0.0018/06/21 1,248.00VARIANCE SWAP 11078 USD 0.0018/06/21 2,242.50VARIANCE SWAP 11080 USD 0.0018/06/21 1,267.50VARIANCE SWAP 11081 USD 0.0018/06/21 624.00VARIANCE SWAP 11083 USD 0.0018/06/21 1,371.50VARIANCE SWAP 11085 USD 0.0018/06/21 1,033.50VARIANCE SWAP 11086 USD 0.0018/06/21 1,033.50VARIANCE SWAP 11087 USD 0.0018/06/21 2,775.50VARIANCE SWAP 11088 USD 0.0018/06/21 2,015.00VARIANCE SWAP 11090 USD 0.0018/06/21 6,448.00VARIANCE SWAP 11091 USD 0.0018/06/21 1,956.50VARIANCE SWAP 11092 USD 0.0018/06/21 1,371.50VARIANCE SWAP 11093 USD 0.0018/06/21 2,015.00VARIANCE SWAP 11094 USD 0.0018/06/21 2,437.50VARIANCE SWAP 11095 USD 0.0018/06/21 994.50VARIANCE SWAP 11096 USD 0.0018/06/21 2,314.00VARIANCE SWAP 11097 USD 0.0018/06/21 1,371.50VARIANCE SWAP 11098 USD 0.0018/06/21 3,276.00VARIANCE SWAP 11099 USD 0.0018/06/21 2,437.50VARIANCE SWAP 11100 USD 0.0018/06/21 858.00VARIANCE SWAP 11101 USD 0.0018/06/21 2,762.50VARIANCE SWAP 11102 USD 0.0018/06/21 981.50VARIANCE SWAP 11103 USD 0.0018/06/21 3,276.00VARIANCE SWAP 11104 USD 0.0018/06/21 2,723.50VARIANCE SWAP 11105 USD 0.0018/06/21 1,228.50VARIANCE SWAP 11106 USD 0.0018/06/21 4,472.00VARIANCE SWAP 11107 USD 0.0018/06/21 858.00VARIANCE SWAP 11108 USD 0.0018/06/21 994.50VARIANCE SWAP 11109 USD 0.0018/06/21 767.00VARIANCE SWAP 11110 USD 0.0018/06/21 7,806.50VARIANCE SWAP 11111 USD 0.0018/06/21 3,328.00VARIANCE SWAP 11112 USD 0.0018/06/21 1,248.00VARIANCE SWAP 11113 USD 0.0018/06/21 1,105.00VARIANCE SWAP 11114 USD 0.0018/06/21 1,267.50VARIANCE SWAP 11115 USD 0.0018/06/21 1,267.50VARIANCE SWAP 11116 USD 0.0018/06/21 624.00VARIANCE SWAP 11117 USD 0.0018/06/21 981.50VARIANCE SWAP 11118 USD 0.0018/06/21 2,775.50VARIANCE SWAP 11119 USD 0.0018/06/21 6,448.00VARIANCE SWAP 11120 USD 0.0018/06/21 4,472.00VARIANCE SWAP 11121 USD 0.0018/06/21 2,314.00VARIANCE SWAP 11122 USD 0.0018/06/21 994.50VARIANCE SWAP 11123 USD 0.0018/06/21 767.00VARIANCE SWAP 11124 USD 0.0018/06/21 3,328.00VARIANCE SWAP 11125 USD 0.0018/06/21 1,319.50VARIANCE SWAP 11126 USD 0.0018/06/21 1,956.50VARIANCE SWAP 11127 USD 0.0018/06/21 2,242.50VARIANCE SWAP 11128 USD 0.0018/06/21 2,671.50VARIANCE SWAP 11129 USD 0.0018/06/21 1,339.00VARIANCE SWAP 11130 USD 0.0018/06/21 2,762.50VARIANCE SWAP 11131 USD 0.0018/06/21 1,371.50VARIANCE SWAP 11132 USD 0.0018/06/21 2,723.50VARIANCE SWAP 11133 USD 0.0018/06/21 1,228.50VARIANCE SWAP 11134 USD 0.0018/06/21 7,806.50VARIANCE SWAP 11135 USD 0.0018/06/21 1,105.00VARIANCE SWAP 11136 USD 0.0018/06/21 1,267.50VARIANCE SWAP 11137 USD 0.0018/06/21 2,671.50VARIANCE SWAP 11140 USD 0.0018/06/21 994.50VARIANCE SWAP 11165 USD 0.0018/06/21 757.25VARIANCE SWAP 11166 USD 0.0018/06/21 757.25VARIANCE SWAP 11168 USD 0.0018/06/21 757.25VARIANCE SWAP 11169 USD 0.0018/06/21 757.25VARIANCE SWAP 11171 USD 0.0018/06/21 757.25VARIANCE SWAP 11172 USD 0.0018/06/21 757.25VARIANCE SWAP 11173 USD 0.0018/06/21 757.25VARIANCE SWAP 11174 USD 0.0018/06/21 757.25VARIANCE SWAP 11175 USD 0.0018/06/21 757.25VARIANCE SWAP 11177 USD 0.0018/06/21 757.25


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 11179 USD 0.0018/06/21 757.25VARIANCE SWAP 11180 USD 0.0018/06/21 757.25VARIANCE SWAP 11181 USD 0.0018/06/21 757.25VARIANCE SWAP 11182 USD 0.0018/06/21 757.25VARIANCE SWAP 11183 USD 0.0018/06/21 757.25VARIANCE SWAP 11184 USD 0.0018/06/21 757.25VARIANCE SWAP 11185 USD 0.0018/06/21 757.25VARIANCE SWAP 11186 USD 0.0018/06/21 757.25VARIANCE SWAP 11187 USD 0.0018/06/21 757.25VARIANCE SWAP 11188 USD 0.0018/06/21 757.25VARIANCE SWAP 11189 USD 0.0018/06/21 757.25VARIANCE SWAP 11190 USD 0.0018/06/21 757.25VARIANCE SWAP 11191 USD 0.0018/06/21 757.25VARIANCE SWAP 11192 USD 0.0018/06/21 757.25VARIANCE SWAP 11193 USD 0.0018/06/21 757.25VARIANCE SWAP 11194 USD 0.0018/06/21 757.25VARIANCE SWAP 11195 USD 0.0018/06/21 757.25VARIANCE SWAP 11196 USD 0.0018/06/21 757.25VARIANCE SWAP 11197 USD 0.0018/06/21 757.25VARIANCE SWAP 11198 USD 0.0018/06/21 757.25VARIANCE SWAP 11199 USD 0.0018/06/21 757.25VARIANCE SWAP 11200 USD 0.0018/06/21 757.25VARIANCE SWAP 11201 USD 0.0018/06/21 757.25VARIANCE SWAP 11202 USD 0.0018/06/21 757.25VARIANCE SWAP 11203 USD 0.0018/06/21 757.25VARIANCE SWAP 11204 USD (92,514.75)18/06/21 757.25VARIANCE SWAP 11205 USD 0.0018/06/21 757.25VARIANCE SWAP 11206 USD 0.0018/06/21 757.25VARIANCE SWAP 11207 USD 0.0018/06/21 757.25VARIANCE SWAP 11208 USD 0.0018/06/21 757.25VARIANCE SWAP 11209 USD 0.0018/06/21 757.25VARIANCE SWAP 11210 USD 0.0018/06/21 757.25VARIANCE SWAP 11211 USD 0.0018/06/21 757.25VARIANCE SWAP 11212 USD 0.0018/06/21 757.25VARIANCE SWAP 11213 USD 0.0018/06/21 757.25VARIANCE SWAP 11214 USD 0.0018/06/21 757.25VARIANCE SWAP 11215 USD 0.0018/06/21 757.25VARIANCE SWAP 11216 USD 0.0018/06/21 757.25VARIANCE SWAP 11217 USD 0.0018/06/21 757.25VARIANCE SWAP 11218 USD 0.0018/06/21 757.25VARIANCE SWAP 11219 USD 0.0018/06/21 757.25VARIANCE SWAP 11220 USD 0.0018/06/21 757.25VARIANCE SWAP 11221 USD 0.0018/06/21 757.25VARIANCE SWAP 11222 USD 0.0018/06/21 757.25VARIANCE SWAP 11223 USD 0.0018/06/21 757.25VARIANCE SWAP 11224 USD 0.0018/06/21 757.25VARIANCE SWAP 11225 USD 0.0018/06/21 757.25VARIANCE SWAP 11226 USD 0.0018/06/21 757.25VARIANCE SWAP 11227 USD 0.0018/06/21 757.25VARIANCE SWAP 11228 USD 0.0018/06/21 757.25VARIANCE SWAP 11229 USD 0.0018/06/21 757.25VARIANCE SWAP 11230 USD 0.0018/06/21 757.25VARIANCE SWAP 11231 USD 0.0018/06/21 757.25VARIANCE SWAP 11232 USD 0.0018/06/21 757.25VARIANCE SWAP 11233 USD 0.0018/06/21 757.25VARIANCE SWAP 11234 USD 0.0018/06/21 757.25VARIANCE SWAP 11235 USD 0.0018/06/21 757.25VARIANCE SWAP 11236 USD 0.0018/06/21 757.25VARIANCE SWAP 11237 USD 0.0018/06/21 757.25VARIANCE SWAP 11238 USD 0.0018/06/21 757.25VARIANCE SWAP 11239 USD 0.0018/06/21 757.25VARIANCE SWAP 11240 USD 0.0018/06/21 757.25VARIANCE SWAP 11241 USD 0.0018/06/21 757.25VARIANCE SWAP 11242 USD 0.0018/06/21 757.25VARIANCE SWAP 11243 USD 0.0018/06/21 757.25VARIANCE SWAP 11244 USD 0.0018/06/21 757.25VARIANCE SWAP 11245 USD 0.0018/06/21 757.25VARIANCE SWAP 11246 USD 0.0018/06/21 757.25VARIANCE SWAP 11247 USD 0.0018/06/21 757.25VARIANCE SWAP 11248 USD 0.0018/06/21 757.25VARIANCE SWAP 11249 USD 0.0018/06/21 757.25VARIANCE SWAP 11250 USD 0.0018/06/21 757.25

LFIS VISION

70





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 11254 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11255 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11257 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11259 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11261 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11264 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11265 USD (162,211.65)18/06/21 1,511.63VARIANCE SWAP 11266 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11267 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11268 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11269 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11270 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11271 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11272 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11273 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11274 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11275 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11276 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11277 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11278 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11279 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11280 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11281 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11282 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11283 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11284 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11285 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11286 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11287 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11288 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11289 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11290 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11291 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11292 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11293 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11294 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11295 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11296 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11297 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11298 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11299 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11300 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11301 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11302 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11303 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11304 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11305 HKD 414,848.3417/12/21 5,171.78VARIANCE SWAP 11306 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11307 HKD 0.0017/12/21 11,082.39VARIANCE SWAP 11308 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11309 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11310 HKD 0.0017/12/21 7,388.26VARIANCE SWAP 11311 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11312 HKD 0.0017/12/21 4,432.96VARIANCE SWAP 11313 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11314 HKD 0.0017/12/21 3,694.13VARIANCE SWAP 11315 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11316 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11317 HKD 0.0017/12/21 3,694.13VARIANCE SWAP 11318 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11319 HKD 0.0017/12/21 3,694.13VARIANCE SWAP 11320 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11321 HKD 0.0017/12/21 11,082.39VARIANCE SWAP 11322 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11323 HKD 0.0017/12/21 3,694.13VARIANCE SWAP 11324 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11325 HKD 0.0017/12/21 3,694.13VARIANCE SWAP 11326 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11327 HKD 0.0017/12/21 3,694.13VARIANCE SWAP 11328 JPY 0.0017/12/21 201,541.86VARIANCE SWAP 11329 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11330 USD 0.0018/06/21 1,511.63


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 11332 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11333 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11334 JPY 0.0017/12/21 206,709.60VARIANCE SWAP 11335 HKD 0.0017/12/21 7,388.26VARIANCE SWAP 11336 JPY 0.0017/12/21 206,709.60VARIANCE SWAP 11337 HKD 0.0017/12/21 7,388.26VARIANCE SWAP 11338 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11339 JPY 0.0017/12/21 201,541.86VARIANCE SWAP 11340 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11341 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11342 CHF 0.0017/12/21 3,585.43VARIANCE SWAP 11343 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11344 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11345 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11346 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11347 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11348 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11349 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11350 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11351 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11352 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11353 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11354 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11355 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11356 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11357 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11358 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11359 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11360 EUR 0.0017/12/21 3,354.00VARIANCE SWAP 11361 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11362 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11363 USD 0.0017/12/21 3,757.08VARIANCE SWAP 11364 USD 0.0018/06/21 1,511.63VARIANCE SWAP 11365 USD 0.0017/12/21 3,661.97VARIANCE SWAP 11366 EUR 0.0016/12/22 32,500.00VARIANCE SWAP 11367 EUR (3,454.12)16/12/22 32,500.00VARIANCE SWAP 11368 USD 0.0017/12/21 3,804.64VARIANCE SWAP 11370 EUR 0.0017/12/21 29,412.00VARIANCE SWAP 11371 USD 0.0017/12/21 34,051.53VARIANCE SWAP 11372 CHF 0.0017/12/21 5,883.78VARIANCE SWAP 11373 EUR 0.0017/12/21 3,440.00VARIANCE SWAP 11374 GBP 0.0017/12/21 1,756.05VARIANCE SWAP 11375 USD 0.0017/12/21 3,804.64VARIANCE SWAP 11376 USD 0.0017/12/21 3,804.64VARIANCE SWAP 11377 JPY 0.0017/12/21 816,502.92VARIANCE SWAP 11378 USD 0.0017/12/21 3,804.64VARIANCE SWAP 11379 CHF 0.0017/12/21 2,298.35VARIANCE SWAP 11380 EUR 0.0017/12/21 3,354.00VARIANCE SWAP 11381 EUR 0.0017/12/21 3,354.00VARIANCE SWAP 11382 USD 0.0017/12/21 3,804.64VARIANCE SWAP 11383 HKD 0.0017/12/21 98,263.86VARIANCE SWAP 11384 EUR 0.0017/12/21 2,150.00VARIANCE SWAP 11385 EUR 0.0017/12/21 3,440.00VARIANCE SWAP 11386 USD 0.0017/12/21 3,804.64VARIANCE SWAP 11387 EUR 0.0017/12/21 3,440.00VARIANCE SWAP 11388 USD 0.0017/12/21 3,804.64VARIANCE SWAP 11389 EUR 0.0017/12/21 3,440.00VARIANCE SWAP 11390 EUR 0.0017/12/21 3,440.00VARIANCE SWAP 11391 EUR 0.0016/12/22 32,500.00VARIANCE SWAP 11392 EUR 2,638.0316/12/22 32,500.00VARIANCE SWAP 11393 HKD 28,599.3230/12/20 15,264.60VARIANCE SWAP 11394 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11396 HKD 0.0030/12/20 25,441.00VARIANCE SWAP 11397 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11398 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11399 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11400 HKD 0.0030/12/20 76,323.00VARIANCE SWAP 11401 HKD 0.0030/12/20 15,264.59VARIANCE SWAP 11402 HKD 0.0030/12/20 45,793.81VARIANCE SWAP 11403 HKD 0.0030/12/20 15,264.60VARIANCE SWAP 11404 HKD 0.0030/12/20 10,176.41VARIANCE SWAP 11405 HKD 0.0030/12/20 35,617.40

LFIS VISION

71





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 11407 HKD 0.0030/12/20 25,441.00VARIANCE SWAP 11408 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11410 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11411 HKD 0.0030/12/20 76,323.00VARIANCE SWAP 11413 HKD 0.0030/12/20 45,793.81VARIANCE SWAP 11414 HKD 0.0030/12/20 15,264.60VARIANCE SWAP 11415 HKD 0.0030/12/20 10,176.41VARIANCE SWAP 11416 HKD 0.0030/12/20 35,617.40VARIANCE SWAP 11417 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11418 HKD 0.0030/12/20 15,264.60VARIANCE SWAP 11422 HKD 0.0017/12/21 3,694.13VARIANCE SWAP 11423 HKD 0.0017/12/21 18,470.65VARIANCE SWAP 11424 GBP 0.0017/12/21 1,756.05VARIANCE SWAP 11435 USD (2,394,693.79)17/12/21 130,000.00VARIANCE SWAP 11436 AUD 466,932.5217/12/20 65,000.00VARIANCE SWAP 11437 AUD 116,573.5616/12/21 32,500.00VARIANCE SWAP 11441 EUR 0.0016/12/22 32,500.00VARIANCE SWAP 11442 EUR 15,157.3616/12/22 32,500.00VARIANCE SWAP 11444 AUD (751,498.19)17/12/20 32,500.00VARIANCE SWAP 11445 AUD 219,202.4317/12/20 32,500.00VARIANCE SWAP 11454 AUD (658,008.00)17/12/20 37,050.00VARIANCE SWAP 11455 AUD 99,054.0216/12/21 45,500.00VARIANCE SWAP 11456 AUD 96,588.4516/12/21 45,500.00VARIANCE SWAP 11457 AUD 201,473.3917/12/20 39,000.00VARIANCE SWAP 11458 EUR (133,818.81)02/03/23 30,000.00VARIANCE SWAP 11460 EUR 57,392.0617/12/21 4,371.00VARIANCE SWAP 11461 CHF 32,903.6117/12/21 4,664.00VARIANCE SWAP 11462 USD 60,681.1517/12/21 4,800.00VARIANCE SWAP 11463 USD 51,987.8917/12/21 9,600.00VARIANCE SWAP 11464 EUR (86,074.76)17/12/21 4,371.00VARIANCE SWAP 11465 EUR (76,821.53)17/12/21 8,742.00VARIANCE SWAP 11466 CHF (58,742.86)17/12/21 4,664.00VARIANCE SWAP 11467 USD (103,577.72)17/12/21 4,800.00VARIANCE SWAP 11468 USD (173,851.32)17/12/21 9,600.00VARIANCE SWAP 11469 EUR 323,950.6117/12/21 8,742.00VARIANCE SWAP 11470 EUR (82,642.31)17/12/21 4,371.00VARIANCE SWAP 11471 EUR (160,269.13)17/12/21 8,742.00VARIANCE SWAP 11472 USD (96,754.50)17/12/21 4,800.00VARIANCE SWAP 11473 USD (90,901.72)17/12/21 4,800.00VARIANCE SWAP 11474 EUR (80,552.04)17/12/21 4,371.00VARIANCE SWAP 11475 USD (97,867.55)17/12/21 4,800.00VARIANCE SWAP 11476 USD (102,582.80)17/12/21 4,800.00VARIANCE SWAP 11477 EUR (74,139.33)17/12/21 4,371.00VARIANCE SWAP 11478 USD (105,642.08)17/12/21 4,800.00VARIANCE SWAP 11479 USD (19,171.67)17/12/21 4,800.00VARIANCE SWAP 11480 USD (95,417.76)17/12/21 4,800.00VARIANCE SWAP 11481 USD (97,790.46)17/12/21 4,800.00VARIANCE SWAP 11482 EUR (116,395.41)17/12/21 8,742.00VARIANCE SWAP 11483 EUR (83,476.93)17/12/21 4,371.00VARIANCE SWAP 11484 USD (104,299.07)17/12/21 4,800.00VARIANCE SWAP 11485 CHF (92,200.92)17/12/21 4,664.00VARIANCE SWAP 11486 EUR (89,715.87)17/12/21 4,371.00VARIANCE SWAP 11487 EUR (41,079.57)17/12/21 4,371.00VARIANCE SWAP 11488 EUR (90,725.95)17/12/21 4,371.00VARIANCE SWAP 11489 EUR (48,154.95)17/12/21 4,371.00VARIANCE SWAP 11490 USD (105,350.89)17/12/21 4,800.00VARIANCE SWAP 11491 EUR 67,400.2417/12/21 4,371.00VARIANCE SWAP 11492 USD 67,144.7317/12/21 4,800.00VARIANCE SWAP 11493 USD 38,659.6017/12/21 4,800.00VARIANCE SWAP 11494 USD 10,823.8417/12/21 4,800.00VARIANCE SWAP 11495 USD 40,487.1117/12/21 4,800.00VARIANCE SWAP 11496 USD 59,097.4117/12/21 4,800.00VARIANCE SWAP 11497 EUR 71,678.9417/12/21 4,371.00VARIANCE SWAP 11498 USD 38,325.1217/12/21 4,800.00VARIANCE SWAP 11499 USD 164,545.5917/12/21 4,800.00VARIANCE SWAP 11500 USD 117,037.8617/12/21 4,800.00VARIANCE SWAP 11501 EUR 28,512.3717/12/21 4,371.00VARIANCE SWAP 11502 USD 54,099.6017/12/21 4,800.00VARIANCE SWAP 11503 EUR 55,208.0817/12/21 4,371.00VARIANCE SWAP 11504 USD 70,793.2117/12/21 4,800.00VARIANCE SWAP 11505 CHF 29,615.9017/12/21 4,664.00VARIANCE SWAP 11506 EUR 511,239.4417/12/21 8,742.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 11508 EUR 344,597.9517/12/21 8,742.00VARIANCE SWAP 11509 EUR 194,261.4317/12/21 4,371.00VARIANCE SWAP 11510 EUR 90,556.4717/12/21 4,371.00VARIANCE SWAP 11511 EUR 102,652.1117/12/21 4,371.00VARIANCE SWAP 11535 EUR 0.0017/12/21 11,476.00VARIANCE SWAP 11537 EUR 0.0017/12/21 4,228.00VARIANCE SWAP 11538 EUR 0.0017/12/21 14,496.00VARIANCE SWAP 11599 EUR (5,333.81)17/12/21 10,000.00VARIANCE SWAP 11600 USD 154,022.0117/12/21 25,000.00VARIANCE SWAP 11601 USD (125,393.84)18/12/20 10,000.00VARIANCE SWAP 11602 USD 0.0017/12/21 12,500.00VARIANCE SWAP 11603 USD 8,349.6717/12/21 12,500.00VARIANCE SWAP 11604 EUR 0.0017/12/21 10,000.00VARIANCE SWAP 11606 USD 0.0017/12/21 10,000.00VARIANCE SWAP 11607 USD 4,071.0817/12/21 10,000.00VARIANCE SWAP 11608 USD 8,696.8317/12/21 10,000.00VARIANCE SWAP 11609 USD 0.0017/12/21 10,000.00VARIANCE SWAP 11630 EUR 69,669.5616/12/22 18,750.00VARIANCE SWAP 11631 EUR 32,899.8715/12/23 12,000.00VARIANCE SWAP 11636 JPY 0.0018/12/20 216,115.20VARIANCE SWAP 11637 JPY 0.0018/12/20 175,593.60VARIANCE SWAP 11638 HKD 0.0018/12/20 28,221.90VARIANCE SWAP 11639 JPY 0.0018/12/20 162,086.40VARIANCE SWAP 11640 HKD 0.0018/12/20 11,678.00VARIANCE SWAP 11641 HKD 0.0018/12/20 9,731.70VARIANCE SWAP 11642 HKD 0.0018/12/20 11,678.00VARIANCE SWAP 11643 HKD 0.0018/12/20 13,624.40VARIANCE SWAP 11644 HKD 0.0018/12/20 48,658.40VARIANCE SWAP 11645 HKD 0.0018/12/20 31,141.40VARIANCE SWAP 11655 EUR 5,067.2017/12/21 25,000.00VARIANCE SWAP 11657 EUR 64,969.8618/12/20 2,895.00VARIANCE SWAP 11658 SEK 0.0018/12/20 44,072.73VARIANCE SWAP 11661 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11662 HKD 0.0030/12/20 10,176.40VARIANCE SWAP 11663 HKD 0.0030/12/20 15,264.59VARIANCE SWAP 11695 GBP 131,935.9420/12/24 5,000.00VARIANCE SWAP 11697 EUR (561,949.52)18/06/21 32,490.00VARIANCE SWAP 11709 USD 0.0015/01/21 5,548.00VARIANCE SWAP 11710 EUR 42,248.1717/12/21 888.00VARIANCE SWAP 1933 USD (1,768,493.42)17/12/21 125,000.00VARIANCE SWAP 1935 HKD 2,403,636.6918/12/20 24,209.63VARIANCE SWAP 1936 HKD 0.0018/12/20 132,052.50VARIANCE SWAP 1938 USD (3,608,136.66)17/12/21 300,000.00VARIANCE SWAP 1939 HKD 0.0018/12/20 22,889.10VARIANCE SWAP 1940 HKD 0.0018/12/20 64,925.81VARIANCE SWAP 1941 USD 0.0018/12/20 1,598.28VARIANCE SWAP 1942 GBP 0.0018/12/20 2,784.28VARIANCE SWAP 1943 HKD 0.0018/12/20 485,733.11VARIANCE SWAP 1944 GBP 0.0018/12/20 2,784.28VARIANCE SWAP 1945 USD 0.0018/12/20 10,234.60VARIANCE SWAP 1946 HKD 0.0018/12/20 110,043.75VARIANCE SWAP 1947 EUR 0.0018/12/20 3,875.00VARIANCE SWAP 1948 HKD 0.0018/12/20 66,026.25VARIANCE SWAP 1949 EUR 0.0018/12/20 5,475.00VARIANCE SWAP 1950 HKD 0.0018/12/20 43,577.33VARIANCE SWAP 1951 EUR 0.0018/12/20 6,100.00VARIANCE SWAP 1952 EUR 0.0018/12/20 6,050.00VARIANCE SWAP 1953 USD 0.0018/12/20 3,448.92VARIANCE SWAP 1954 CHF 0.0018/12/20 16,313.46VARIANCE SWAP 1955 CHF 0.0018/12/20 28,730.75VARIANCE SWAP 1956 USD 0.0018/12/20 58,968.12VARIANCE SWAP 1957 EUR 0.0018/12/20 88,050.00VARIANCE SWAP 1958 USD 2,510,162.3917/12/21 125,000.00VARIANCE SWAP 1959 EUR 0.0018/12/20 6,400.00VARIANCE SWAP 1960 EUR 0.0018/12/20 9,600.00VARIANCE SWAP 1961 EUR 0.0018/12/20 7,650.00VARIANCE SWAP 1962 CHF 0.0018/12/20 12,417.29VARIANCE SWAP 1963 USD 0.0018/12/20 10,907.56VARIANCE SWAP 1964 EUR 0.0018/12/20 2,900.00VARIANCE SWAP 1965 USD 0.0018/12/20 1,598.28VARIANCE SWAP 1966 USD 0.0018/12/20 1,598.28VARIANCE SWAP 1967 EUR 0.0018/12/20 15,000.00

LFIS VISION

72





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 1969 EUR 0.0018/12/20 3,850.00VARIANCE SWAP 1970 USD 0.0018/12/20 3,196.56VARIANCE SWAP 1971 EUR 0.0018/12/20 12,075.00VARIANCE SWAP 1972 USD 0.0018/12/20 6,393.12VARIANCE SWAP 1973 USD 0.0018/12/20 6,785.68VARIANCE SWAP 1974 EUR 0.0018/12/20 4,975.00VARIANCE SWAP 1975 USD 0.0018/12/20 8,047.48VARIANCE SWAP 1976 EUR 0.0018/12/20 10,775.00VARIANCE SWAP 1977 EUR 0.0018/12/20 25,325.00VARIANCE SWAP 1978 USD 0.0018/12/20 5,159.36VARIANCE SWAP 1979 EUR 0.0018/12/20 4,600.00VARIANCE SWAP 2031 EUR 61,010.8018/06/21 19,460.00VARIANCE SWAP 2032 EUR 304,916.7618/06/21 19,460.00VARIANCE SWAP 2033 EUR 769,175.0918/06/21 19,460.00VARIANCE SWAP 2034 EUR 411,914.2118/06/21 19,460.00VARIANCE SWAP 2035 EUR 484,168.2418/06/21 19,460.00VARIANCE SWAP 2036 EUR 966,597.9318/06/21 19,460.00VARIANCE SWAP 2038 EUR 231,845.8718/06/21 19,460.00VARIANCE SWAP 2039 EUR 151,021.4418/06/21 19,460.00VARIANCE SWAP 2040 EUR 615,526.8318/06/21 19,460.00VARIANCE SWAP 2041 EUR 370,883.9118/06/21 19,460.00VARIANCE SWAP 2042 EUR 537,734.8718/06/21 19,460.00VARIANCE SWAP 2043 EUR 277,061.6818/06/21 19,460.00VARIANCE SWAP 2049 EUR 689,573.9618/06/21 19,460.00VARIANCE SWAP 2050 EUR 699,577.2518/06/21 19,460.00VARIANCE SWAP 2051 EUR 711,379.7118/06/21 19,460.00VARIANCE SWAP 2052 EUR 462,750.2818/06/21 19,460.00VARIANCE SWAP 2053 EUR 645,411.5718/06/21 19,460.00VARIANCE SWAP 2054 EUR (5,057,667.88)18/06/21 350,000.00VARIANCE SWAP 2066 EUR 624,989.4718/06/21 19,460.00VARIANCE SWAP 2142 HKD (70,836.52)18/12/20 34,103.33VARIANCE SWAP 2143 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2144 USD (35,027.05)18/12/20 4,347.83VARIANCE SWAP 2145 EUR 70,423.6018/12/20 3,889.00VARIANCE SWAP 2146 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2147 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2148 EUR (2,750,014.73)18/12/20 125,000.00VARIANCE SWAP 2149 EUR 160,408.2418/12/20 4,988.00VARIANCE SWAP 2150 EUR 147,980.5718/12/20 5,038.00VARIANCE SWAP 2151 EUR 86,351.0218/12/20 6,325.00VARIANCE SWAP 2152 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2153 EUR 147,957.0718/12/20 10,613.00VARIANCE SWAP 2154 EUR 316,416.4718/12/20 7,625.00VARIANCE SWAP 2155 EUR 153,725.6718/12/20 6,475.00VARIANCE SWAP 2156 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2157 EUR 135,417.6618/12/20 5,300.00VARIANCE SWAP 2158 EUR 61,492.9618/12/20 5,463.00VARIANCE SWAP 2160 EUR 264,254.6718/12/20 7,538.00VARIANCE SWAP 2161 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2162 EUR 456,515.3218/12/20 8,138.00VARIANCE SWAP 2163 EUR 99,087.7618/12/20 4,638.00VARIANCE SWAP 2164 DKK (9,436.79)18/12/20 29,024.17VARIANCE SWAP 2165 EUR 218,512.0918/12/20 6,600.00VARIANCE SWAP 2166 EUR 248,359.5218/12/20 7,438.00VARIANCE SWAP 2167 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2168 EUR 119,704.1618/12/20 5,463.00VARIANCE SWAP 2169 EUR 328,686.7618/12/20 6,250.00VARIANCE SWAP 2170 EUR (1,114.55)18/12/20 3,600.00VARIANCE SWAP 2171 EUR 117,529.0518/12/20 3,413.00VARIANCE SWAP 2172 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2173 EUR 112,040.3018/12/20 6,813.00VARIANCE SWAP 2174 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2175 EUR 358,703.5418/12/20 8,888.00VARIANCE SWAP 2176 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2177 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2178 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2179 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2180 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2181 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2182 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2183 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2184 EUR 0.0018/12/20 7,777.83


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 2186 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2187 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2188 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2189 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2190 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2191 HKD 0.0018/12/20 34,103.33VARIANCE SWAP 2192 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2193 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2194 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2195 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2198 CHF 0.0018/12/20 8,873.17VARIANCE SWAP 2200 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2201 EUR (337,947.66)18/12/20 434,280.58VARIANCE SWAP 2203 DKK 0.0018/12/20 29,024.17VARIANCE SWAP 2204 USD 0.0018/12/20 4,347.83VARIANCE SWAP 2207 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2208 EUR 0.0018/12/20 7,777.83VARIANCE SWAP 2209 CHF 0.0018/12/20 4,436.50VARIANCE SWAP 2210 EUR 0.0018/12/20 3,889.00VARIANCE SWAP 2211 CHF 0.0018/12/20 8,873.17VARIANCE SWAP 2224 EUR 2,319,735.0118/12/20 150,000.00VARIANCE SWAP 2232 EUR (2,192,503.80)18/12/20 150,000.00VARIANCE SWAP 2252 USD (1,267,208.94)17/12/21 100,000.00VARIANCE SWAP 2253 USD 1,971,664.6717/12/21 100,000.00VARIANCE SWAP 2255 EUR 0.0018/12/20 5,000.00VARIANCE SWAP 2256 HKD 0.0018/12/20 17,559.00VARIANCE SWAP 2257 HKD 0.0018/12/20 8,779.50VARIANCE SWAP 2258 HKD 0.0018/12/20 52,677.00VARIANCE SWAP 2259 HKD 0.0018/12/20 26,338.50VARIANCE SWAP 2261 HKD 415,468.0318/12/20 17,559.00VARIANCE SWAP 2262 USD 0.0018/12/20 108,047.10VARIANCE SWAP 2263 HKD 0.0018/12/20 52,677.00VARIANCE SWAP 2264 HKD 0.0018/12/20 26,338.50VARIANCE SWAP 2265 USD 0.0018/12/20 1,118.50VARIANCE SWAP 2266 HKD 0.0018/12/20 26,338.50VARIANCE SWAP 2267 CHF 0.0018/12/20 5,308.65VARIANCE SWAP 2268 USD 0.0018/12/20 1,118.50VARIANCE SWAP 2269 EUR 0.0018/12/20 5,000.00VARIANCE SWAP 2270 EUR 0.0018/12/20 5,000.00VARIANCE SWAP 2271 USD 0.0018/12/20 1,118.50VARIANCE SWAP 2272 EUR 0.0018/12/20 2,820.00VARIANCE SWAP 2274 USD 0.0018/12/20 2,237.00VARIANCE SWAP 2275 USD 0.0018/12/20 9,350.66VARIANCE SWAP 2276 USD 0.0018/12/20 13,422.00VARIANCE SWAP 2277 JPY 0.0018/12/20 737,220.00VARIANCE SWAP 2278 EUR 0.0018/12/20 4,500.00VARIANCE SWAP 2280 USD 0.0018/12/20 9,126.96VARIANCE SWAP 2281 EUR 0.0018/12/20 5,000.00VARIANCE SWAP 2282 USD 0.0018/12/20 1,118.50VARIANCE SWAP 2283 JPY 0.0018/12/20 727,390.40VARIANCE SWAP 2284 JPY 0.0018/12/20 469,363.40VARIANCE SWAP 2285 HKD 0.0018/12/20 17,559.00VARIANCE SWAP 2286 JPY 0.0018/12/20 1,368,771.80VARIANCE SWAP 2287 EUR 0.0018/12/20 36,820.00VARIANCE SWAP 2288 USD 0.0018/12/20 5,816.20VARIANCE SWAP 2289 USD 0.0018/12/20 4,272.67VARIANCE SWAP 2290 JPY 0.0018/12/20 491,480.00VARIANCE SWAP 2291 USD 0.0018/12/20 5,928.05VARIANCE SWAP 2292 USD 0.0018/12/20 4,406.89VARIANCE SWAP 2293 USD 0.0018/12/20 3,780.53VARIANCE SWAP 2294 HKD 0.0018/12/20 26,338.50VARIANCE SWAP 2295 USD 0.0018/12/20 1,118.50VARIANCE SWAP 2296 USD 0.0018/12/20 3,959.49VARIANCE SWAP 2297 EUR 0.0018/12/20 5,000.00VARIANCE SWAP 2298 USD 0.0018/12/20 13,422.00VARIANCE SWAP 2299 USD 0.0018/12/20 10,066.50VARIANCE SWAP 2300 USD 0.0018/12/20 12,191.65VARIANCE SWAP 2301 EUR 0.0018/12/20 4,500.00VARIANCE SWAP 2302 USD 0.0018/12/20 4,474.00VARIANCE SWAP 2303 JPY 0.0018/12/20 3,794,225.60VARIANCE SWAP 2305 HKD 0.0018/12/20 272,164.50VARIANCE SWAP 2348 USD 0.0015/01/21 1,803.85

LFIS VISION

73





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 2353 USD 0.0015/01/21 6,396.72VARIANCE SWAP 2355 USD 0.0015/01/21 5,881.60VARIANCE SWAP 2362 USD 0.0015/01/21 6,139.83VARIANCE SWAP 2366 USD 0.0015/01/21 2,338.62VARIANCE SWAP 2375 USD 0.0016/12/22 3,865.39VARIANCE SWAP 2376 EUR 0.0016/12/22 5,003.70VARIANCE SWAP 2377 HKD 0.0018/12/20 68,611.12VARIANCE SWAP 2378 CAD 0.0016/12/22 899.43VARIANCE SWAP 2380 USD 0.0016/12/22 950.74VARIANCE SWAP 2382 USD 0.0015/01/21 2,293.40VARIANCE SWAP 2383 AUD (837,727.32)16/12/22 20,414.43VARIANCE SWAP 2385 USD 0.0016/12/22 1,528.74VARIANCE SWAP 2386 USD 0.0015/01/21 1,017.12VARIANCE SWAP 2387 HKD 0.0018/12/20 58,319.45VARIANCE SWAP 2391 USD 0.0015/01/21 1,106.28VARIANCE SWAP 2392 USD 0.0015/01/21 4,740.39VARIANCE SWAP 2393 CHF 0.0017/12/21 846.86VARIANCE SWAP 2394 USD 0.0017/12/21 730.88VARIANCE SWAP 2395 USD 0.0015/01/21 945.26VARIANCE SWAP 2396 USD 0.0015/01/21 1,016.41VARIANCE SWAP 2397 HKD 0.0017/12/21 54,810.94VARIANCE SWAP 2398 USD 0.0015/01/21 11,250.00VARIANCE SWAP 2399 KRW 0.0017/12/21 17,735,193.38VARIANCE SWAP 2401 KRW 0.0017/12/21 6,739,054.13VARIANCE SWAP 2402 USD 0.0015/01/21 2,098.13VARIANCE SWAP 2403 HKD 0.0017/12/21 14,171.18VARIANCE SWAP 2404 USD 0.0015/01/21 11,250.00VARIANCE SWAP 2405 HKD 0.0017/12/21 37,408.40VARIANCE SWAP 2406 USD 0.0015/01/21 1,107.34VARIANCE SWAP 2408 USD 0.0015/01/21 951.94VARIANCE SWAP 2409 HKD 0.0017/12/21 12,903.88VARIANCE SWAP 2410 USD 0.0015/01/21 2,250.00VARIANCE SWAP 2411 USD 0.0017/12/21 1,657.43VARIANCE SWAP 2412 USD 0.0015/01/21 1,194.35VARIANCE SWAP 2414 USD 0.0017/12/21 1,705.35VARIANCE SWAP 2415 USD 0.0015/01/21 1,022.77VARIANCE SWAP 2416 USD 0.0017/12/21 1,946.30VARIANCE SWAP 2418 USD 0.0015/01/21 11,250.00VARIANCE SWAP 2420 USD 0.0015/01/21 2,494.71VARIANCE SWAP 2422 USD 0.0017/12/21 4,876.40VARIANCE SWAP 2423 USD 0.0015/01/21 4,562.31VARIANCE SWAP 2424 USD 0.0015/01/21 4,542.92VARIANCE SWAP 2425 KRW 0.0017/12/21 20,803,110.33VARIANCE SWAP 2427 USD 0.0015/01/21 3,245.23VARIANCE SWAP 2431 USD 0.0015/01/21 2,645.96VARIANCE SWAP 2432 USD 0.0017/12/21 4,968.15VARIANCE SWAP 2433 CAD 0.0017/12/21 3,465.94VARIANCE SWAP 2434 AUD 0.0016/12/22 47,261.08VARIANCE SWAP 2435 CAD 0.0017/12/21 1,638.01VARIANCE SWAP 2437 EUR 0.0016/12/22 2,649.50VARIANCE SWAP 2438 AUD 0.0017/12/21 6,290.36VARIANCE SWAP 2439 USD 0.0017/12/21 921.95VARIANCE SWAP 2441 CHF 0.0017/12/21 6,436.80VARIANCE SWAP 2442 USD 0.0017/12/21 41,483.94VARIANCE SWAP 2443 AUD 0.0017/12/21 17,023.86VARIANCE SWAP 2444 USD 0.0017/12/21 1,546.81VARIANCE SWAP 2445 USD 0.0017/12/21 923.19VARIANCE SWAP 2447 EUR 0.0016/12/22 3,237.21VARIANCE SWAP 2448 AUD 0.0017/12/21 1,108.93VARIANCE SWAP 2449 USD 0.0017/12/21 1,416.13VARIANCE SWAP 2450 CAD 0.0017/12/21 2,385.19VARIANCE SWAP 2453 EUR 0.0017/12/21 11,773.98VARIANCE SWAP 2454 SEK 0.0017/12/21 64,361.44VARIANCE SWAP 2455 KRW 0.0016/12/22 901,608.96VARIANCE SWAP 2458 USD 0.0017/12/21 1,532.93VARIANCE SWAP 2459 USD 0.0015/01/21 1,971.13VARIANCE SWAP 2460 USD 0.0015/01/21 1,759.66VARIANCE SWAP 2462 USD 0.0015/01/21 1,240.01VARIANCE SWAP 2463 EUR 0.0017/12/21 28,744.44VARIANCE SWAP 2464 USD 0.0017/12/21 4,996.06VARIANCE SWAP 2465 USD 0.0017/12/21 9,399.01VARIANCE SWAP 2466 EUR 0.0017/12/21 8,520.66


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 2468 USD 0.0017/12/21 963.16VARIANCE SWAP 2470 USD 0.0017/12/21 821.08VARIANCE SWAP 2471 USD 0.0015/01/21 2,342.32VARIANCE SWAP 2472 KRW 0.0016/12/22 2,306,404.74VARIANCE SWAP 2473 USD 0.0015/01/21 2,614.82VARIANCE SWAP 2474 NOK 0.0017/12/21 10,673.22VARIANCE SWAP 2475 AUD 0.0016/12/22 6,749.39VARIANCE SWAP 2477 USD 0.0017/12/21 993.76VARIANCE SWAP 2479 USD 0.0016/12/22 721.78VARIANCE SWAP 2480 USD 0.0016/12/22 677.24VARIANCE SWAP 2482 AUD 0.0017/12/21 12,628.78VARIANCE SWAP 2483 AUD 0.0016/12/22 28,437.45VARIANCE SWAP 2492 USD 0.0015/01/21 1,208.99VARIANCE SWAP 2493 CHF 0.0018/12/20 5,308.65VARIANCE SWAP 2502 EUR 0.0017/12/21 2,985.27VARIANCE SWAP 2503 GBP 0.0017/12/21 2,659.28VARIANCE SWAP 2504 EUR 0.0017/12/21 1,492.52VARIANCE SWAP 2506 JPY 0.0017/12/21 181,848.26VARIANCE SWAP 2507 EUR 0.0017/12/21 1,492.60VARIANCE SWAP 2508 GBP 0.0017/12/21 1,329.98VARIANCE SWAP 2509 JPY 0.0017/12/21 545,524.61VARIANCE SWAP 2510 JPY 0.0017/12/21 181,841.49VARIANCE SWAP 2511 JPY 0.0017/12/21 181,851.70VARIANCE SWAP 2512 CHF 0.0017/12/21 1,672.83VARIANCE SWAP 2513 JPY 0.0017/12/21 181,863.92VARIANCE SWAP 2514 JPY 0.0017/12/21 4,546,261.18VARIANCE SWAP 2516 USD 0.0017/12/21 3,359.90VARIANCE SWAP 2517 JPY 0.0017/12/21 181,843.33VARIANCE SWAP 2518 JPY 0.0017/12/21 545,568.66VARIANCE SWAP 2519 EUR 0.0017/12/21 1,492.70VARIANCE SWAP 2520 JPY 0.0017/12/21 363,744.60VARIANCE SWAP 2521 JPY 0.0017/12/21 181,877.35VARIANCE SWAP 2522 JPY 0.0017/12/21 363,678.90VARIANCE SWAP 2523 JPY 0.0017/12/21 181,862.45VARIANCE SWAP 2524 USD 0.0017/12/21 3,359.79VARIANCE SWAP 2525 JPY 0.0017/12/21 181,834.49VARIANCE SWAP 2527 EUR 0.0017/12/21 1,492.85VARIANCE SWAP 2528 USD 0.0017/12/21 1,679.79VARIANCE SWAP 2529 JPY (40,445.42)17/12/21 363,632.97VARIANCE SWAP 2530 USD 0.0017/12/21 1,679.73VARIANCE SWAP 2531 EUR 0.0017/12/21 1,492.57VARIANCE SWAP 2532 JPY 0.0017/12/21 909,154.66VARIANCE SWAP 2533 SEK 0.0017/12/21 15,889.92VARIANCE SWAP 2534 CAD 0.0017/12/21 2,241.44VARIANCE SWAP 2535 USD 0.0017/12/21 1,679.95VARIANCE SWAP 2536 NOK 0.0017/12/21 14,598.45VARIANCE SWAP 2537 CAD 0.0017/12/21 8,966.22VARIANCE SWAP 2538 EUR 0.0017/12/21 4,478.48VARIANCE SWAP 2539 USD 0.0017/12/21 1,680.18VARIANCE SWAP 2540 EUR 0.0017/12/21 4,478.18VARIANCE SWAP 2541 EUR 0.0017/12/21 5,970.47VARIANCE SWAP 2542 USD 0.0017/12/21 1,680.02VARIANCE SWAP 2543 EUR 0.0017/12/21 1,492.76VARIANCE SWAP 2544 NOK 0.0017/12/21 14,596.61VARIANCE SWAP 2545 CHF 0.0017/12/21 1,673.08VARIANCE SWAP 2546 EUR 0.0017/12/21 2,985.54VARIANCE SWAP 2547 EUR 0.0017/12/21 1,492.39VARIANCE SWAP 2548 USD 0.0017/12/21 10,080.52VARIANCE SWAP 2549 GBP 0.0017/12/21 1,329.52VARIANCE SWAP 2550 EUR 0.0017/12/21 1,492.83VARIANCE SWAP 2551 EUR 0.0017/12/21 59,693.42VARIANCE SWAP 2552 EUR 0.0017/12/21 4,478.08VARIANCE SWAP 2553 NOK 0.0017/12/21 14,596.65VARIANCE SWAP 2554 EUR 0.0017/12/21 4,478.26VARIANCE SWAP 2555 EUR 0.0017/12/21 1,492.82VARIANCE SWAP 2556 EUR 0.0017/12/21 2,985.20VARIANCE SWAP 2557 USD 0.0017/12/21 1,680.10VARIANCE SWAP 2558 EUR 0.0017/12/21 1,492.46VARIANCE SWAP 2559 EUR 0.0017/12/21 2,984.74VARIANCE SWAP 2560 USD 0.0017/12/21 1,680.00VARIANCE SWAP 2561 EUR 0.0017/12/21 4,478.67VARIANCE SWAP 2565 USD 0.0017/12/21 5,040.02

LFIS VISION

74





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 2567 EUR 743,292.6516/12/22 150,000.00VARIANCE SWAP 2568 EUR 285,814.7217/12/21 150,000.00VARIANCE SWAP 2569 EUR 0.0017/12/21 150,000.00VARIANCE SWAP 2573 EUR 54,229.7918/12/20 75,000.00VARIANCE SWAP 2574 EUR 50,043.5518/12/20 75,000.00VARIANCE SWAP 2577 EUR 0.0017/12/21 4,477.82VARIANCE SWAP 2587 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2588 EUR 567,576.2617/12/21 19,500.00VARIANCE SWAP 2589 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2590 EUR 0.0017/12/21 3,250.00VARIANCE SWAP 2591 EUR 0.0017/12/21 19,500.00VARIANCE SWAP 2592 EUR 0.0017/12/21 9,100.00VARIANCE SWAP 2593 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2594 EUR 0.0017/12/21 3,900.00VARIANCE SWAP 2595 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2596 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2597 EUR 0.0017/12/21 13,000.00VARIANCE SWAP 2598 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2599 EUR 0.0017/12/21 19,500.00VARIANCE SWAP 2600 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 2601 EUR 0.0017/12/21 3,900.00VARIANCE SWAP 2602 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2603 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 2604 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2605 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2606 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2607 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2608 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2609 EUR 0.0017/12/21 19,500.00VARIANCE SWAP 2610 EUR 0.0017/12/21 3,250.00VARIANCE SWAP 2611 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2612 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2613 EUR 0.0017/12/21 3,900.00VARIANCE SWAP 2614 EUR 0.0017/12/21 9,100.00VARIANCE SWAP 2615 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2616 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2617 EUR 0.0017/12/21 3,900.00VARIANCE SWAP 2618 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2619 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2620 EUR 0.0017/12/21 13,000.00VARIANCE SWAP 2622 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2623 EUR 0.0017/12/21 19,500.00VARIANCE SWAP 2624 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2625 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2626 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2627 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2628 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2629 EUR 0.0017/12/21 3,250.00VARIANCE SWAP 2630 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2631 EUR 0.0017/12/21 19,500.00VARIANCE SWAP 2632 EUR 0.0017/12/21 3,900.00VARIANCE SWAP 2633 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2634 EUR 0.0017/12/21 6,500.00VARIANCE SWAP 2638 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2639 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2640 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2641 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2642 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2643 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2645 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2646 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2647 USD (75,419.33)15/01/21 6,500.00VARIANCE SWAP 2648 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2649 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2650 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2651 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2652 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2653 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2654 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2655 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2656 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2657 EUR 0.0017/12/21 6,500.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 2659 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2660 USD 0.0015/01/21 6,500.00VARIANCE SWAP 2661 EUR 0.0017/12/21 3,250.00VARIANCE SWAP 2662 HKD 267,208.8017/12/21 6,928.74VARIANCE SWAP 2663 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 2664 HKD 0.0017/12/21 6,928.74VARIANCE SWAP 2665 GBP 0.0017/12/21 1,749.15VARIANCE SWAP 2666 HKD 0.0017/12/21 6,928.74VARIANCE SWAP 2667 USD 0.0017/12/21 738.86VARIANCE SWAP 2668 HKD 0.0017/12/21 6,928.74VARIANCE SWAP 2669 HKD 0.0017/12/21 4,619.16VARIANCE SWAP 2670 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 2671 SGD 0.0017/12/21 1,199.95VARIANCE SWAP 2672 HKD 0.0017/12/21 9,238.32VARIANCE SWAP 2673 JPY 0.0017/12/21 159,172.00VARIANCE SWAP 2674 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 2675 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 2676 USD 0.0017/12/21 1,329.94VARIANCE SWAP 2677 USD 0.0017/12/21 3,103.19VARIANCE SWAP 2678 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 2679 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 2680 EUR 0.0017/12/21 7,800.00VARIANCE SWAP 2681 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 2682 CHF 0.0017/12/21 2,886.52VARIANCE SWAP 2683 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 2684 EUR 0.0017/12/21 1,560.00VARIANCE SWAP 2685 USD 0.0017/12/21 886.63VARIANCE SWAP 2687 GBP 0.0017/12/21 1,749.15VARIANCE SWAP 2688 USD 0.0017/12/21 1,921.02VARIANCE SWAP 2691 JPY 0.0017/12/21 413,847.20VARIANCE SWAP 2692 HKD 0.0017/12/21 66,977.82VARIANCE SWAP 2699 USD 0.0017/12/21 2,512.11VARIANCE SWAP 2701 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 2703 GBP 0.0017/12/21 1,749.15VARIANCE SWAP 2709 USD 0.0017/12/21 17,584.75VARIANCE SWAP 2711 EUR 0.0017/12/21 77,610.00VARIANCE SWAP 2712 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 2713 EUR 0.0017/12/21 1,950.00VARIANCE SWAP 2714 USD 0.0017/12/21 3,546.50VARIANCE SWAP 2715 USD 0.0017/12/21 3,546.50VARIANCE SWAP 8326 HKD 0.0017/12/21 9,238.32VARIANCE SWAP 8327 CHF 0.0017/12/21 2,886.52VARIANCE SWAP 8328 JPY 0.0017/12/21 95,503.20VARIANCE SWAP 8329 EUR 0.0017/12/21 3,900.00VARIANCE SWAP 8330 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 8331 GBP 0.0017/12/21 6,530.16VARIANCE SWAP 8332 GBP 0.0017/12/21 1,282.71VARIANCE SWAP 8333 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 8334 JPY 0.0017/12/21 159,172.00VARIANCE SWAP 8335 HKD 0.0017/12/21 9,238.32VARIANCE SWAP 8336 SGD 0.0017/12/21 1,199.95VARIANCE SWAP 8337 CHF 0.0017/12/21 2,886.52VARIANCE SWAP 8339 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 8340 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 8341 SGD 0.0017/12/21 1,199.95VARIANCE SWAP 8342 SGD 0.0017/12/21 1,199.95VARIANCE SWAP 8347 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 8349 SGD 0.0017/12/21 4,799.81VARIANCE SWAP 8350 CHF 0.0017/12/21 8,659.56VARIANCE SWAP 8352 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 8353 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 8354 EUR 0.0017/12/21 2,600.00VARIANCE SWAP 8355 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 8356 EUR 0.0017/12/21 5,200.00VARIANCE SWAP 8357 GBP (528,745.48)18/06/21 30,032.24VARIANCE SWAP 8358 CHF (173,805.88)18/06/21 22,412.45VARIANCE SWAP 8359 EUR (226,519.33)18/06/21 13,440.00VARIANCE SWAP 8360 EUR 74,470.2618/06/21 3,360.00VARIANCE SWAP 8361 EUR 34,470.2418/06/21 3,360.00VARIANCE SWAP 8362 CHF 63,128.4918/06/21 3,735.41VARIANCE SWAP 8363 EUR (173,160.61)18/06/21 10,080.00VARIANCE SWAP 8364 CHF 21,522.2918/06/21 3,735.41

LFIS VISION

75





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 8366 EUR 30,349.6418/06/21 3,360.00VARIANCE SWAP 8367 EUR 49,242.3318/06/21 3,360.00VARIANCE SWAP 8368 CHF 29,826.9518/06/21 3,735.41VARIANCE SWAP 8369 EUR 36,888.4418/06/21 3,360.00VARIANCE SWAP 8370 CHF 19,322.8218/06/21 3,735.41VARIANCE SWAP 8371 CHF 16,724.8918/06/21 3,735.41VARIANCE SWAP 8372 CHF 44,039.6918/06/21 3,735.41VARIANCE SWAP 8373 EUR 74,680.1318/06/21 3,360.00VARIANCE SWAP 8374 EUR 44,276.8218/06/21 3,360.00VARIANCE SWAP 8375 GBP 67,687.7918/06/21 3,003.28VARIANCE SWAP 8376 GBP 136,453.9918/06/21 3,003.28VARIANCE SWAP 8377 GBP 81,410.7218/06/21 3,003.28VARIANCE SWAP 8378 GBP 130,419.8718/06/21 3,003.28VARIANCE SWAP 8379 GBP 47,541.4018/06/21 3,003.28VARIANCE SWAP 8380 GBP 58,059.8418/06/21 3,003.28VARIANCE SWAP 8381 EUR 270,058.5018/12/20 6,950.00VARIANCE SWAP 8382 EUR 95,264.0318/12/20 6,950.00VARIANCE SWAP 8383 EUR 103,659.7718/12/20 6,950.00VARIANCE SWAP 8384 EUR 184,986.2718/12/20 6,950.00VARIANCE SWAP 8385 EUR 205,643.9418/12/20 6,950.00VARIANCE SWAP 8386 EUR 82,791.3718/12/20 6,950.00VARIANCE SWAP 8387 CHF 58,074.3318/12/20 7,731.00VARIANCE SWAP 8388 CHF 46,393.3218/12/20 7,731.00VARIANCE SWAP 8389 CHF 130,541.3018/12/20 7,731.00VARIANCE SWAP 8390 CHF 84,693.9618/12/20 7,731.00VARIANCE SWAP 8391 GBP 136,277.1618/12/20 6,241.00VARIANCE SWAP 8392 GBP 70,047.6918/12/20 6,241.00VARIANCE SWAP 8393 GBP 82,638.0918/12/20 6,241.00VARIANCE SWAP 8394 GBP 177,568.9418/12/20 6,241.00VARIANCE SWAP 8395 EUR 329,605.5318/12/20 6,950.00VARIANCE SWAP 8396 EUR (1,106,968.59)18/12/20 55,550.00VARIANCE SWAP 8397 EUR (281,295.22)18/12/20 13,888.00VARIANCE SWAP 8398 CHF (329,905.60)18/12/20 30,897.00VARIANCE SWAP 8399 GBP (509,729.00)18/12/20 24,942.00VARIANCE SWAP 8400 EUR 70,480.7418/12/20 6,950.00VARIANCE SWAP 8401 EUR 200,576.7218/12/20 6,950.00VARIANCE SWAP 8402 EUR 397,155.2018/12/20 6,950.00VARIANCE SWAP 8403 EUR 23,520.4818/06/21 3,360.00VARIANCE SWAP 8404 EUR 38,563.9218/06/21 3,360.00VARIANCE SWAP 8405 GBP 61,820.9318/06/21 3,003.28VARIANCE SWAP 8406 GBP 139,739.1818/06/21 3,003.28VARIANCE SWAP 8407 GBP 106,404.1018/06/21 3,003.28VARIANCE SWAP 8408 GBP 2,220.6018/06/21 3,003.28VARIANCE SWAP 8409 JPY 0.0017/12/21 1,333,499.48VARIANCE SWAP 8410 KRW 0.0016/12/22 1,811,808.46VARIANCE SWAP 8411 JPY 0.0016/12/22 117,152.58VARIANCE SWAP 8412 JPY 0.0017/12/21 128,835.62VARIANCE SWAP 8413 JPY 0.0016/12/22 1,586,197.90VARIANCE SWAP 8414 JPY 0.0016/12/22 524,631.11VARIANCE SWAP 8416 JPY 0.0018/12/20 145,119.37VARIANCE SWAP 8417 JPY 0.0017/12/21 763,297.18VARIANCE SWAP 8418 JPY 0.0017/12/21 54,847.50VARIANCE SWAP 8419 JPY 0.0017/12/21 153,679.33VARIANCE SWAP 8420 JPY 0.0017/12/21 468,163.30VARIANCE SWAP 8421 JPY 0.0018/12/20 336,025.50VARIANCE SWAP 8422 JPY 0.0018/12/20 151,785.54VARIANCE SWAP 8427 JPY 0.0018/12/20 98,419.20VARIANCE SWAP 8431 USD 0.0015/01/21 1,755.00VARIANCE SWAP 8433 USD 0.0015/01/21 780.00VARIANCE SWAP 8434 EUR 0.0017/12/21 3,476.00VARIANCE SWAP 8435 EUR 0.0017/12/21 869.00VARIANCE SWAP 8438 EUR 0.0017/12/21 869.00VARIANCE SWAP 8440 USD 0.0015/01/21 390.00VARIANCE SWAP 8441 EUR 0.0017/12/21 869.00VARIANCE SWAP 8443 CHF 0.0017/12/21 982.00VARIANCE SWAP 8444 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8445 USD 0.0015/01/21 585.00VARIANCE SWAP 8446 EUR 0.0017/12/21 869.00VARIANCE SWAP 8449 EUR 0.0017/12/21 3,476.00VARIANCE SWAP 8450 USD 0.0015/01/21 1,950.00VARIANCE SWAP 8453 USD 0.0015/01/21 975.00VARIANCE SWAP 8454 GBP 0.0017/12/21 3,895.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 8456 EUR 0.0017/12/21 869.00VARIANCE SWAP 8460 JPY 0.0016/12/22 1,893,784.35VARIANCE SWAP 8461 USD 0.0015/01/21 1,950.00VARIANCE SWAP 8462 CHF 0.0017/12/21 982.00VARIANCE SWAP 8463 GBP 0.0017/12/21 2,337.00VARIANCE SWAP 8466 EUR 0.0017/12/21 86,898.00VARIANCE SWAP 8467 USD 0.0015/01/21 2,925.00VARIANCE SWAP 8468 EUR 0.0017/12/21 3,476.00VARIANCE SWAP 8471 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8473 GBP 0.0017/12/21 1,558.00VARIANCE SWAP 8474 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8475 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8476 EUR 0.0017/12/21 869.00VARIANCE SWAP 8478 USD 0.0015/01/21 1,950.00VARIANCE SWAP 8479 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8480 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8482 EUR 0.0017/12/21 5,214.00VARIANCE SWAP 8483 EUR 0.0017/12/21 6,952.00VARIANCE SWAP 8485 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8487 USD 0.0015/01/21 975.00VARIANCE SWAP 8489 CHF 0.0017/12/21 6,877.00VARIANCE SWAP 8491 USD 0.0015/01/21 1,950.00VARIANCE SWAP 8493 EUR 0.0017/12/21 2,607.00VARIANCE SWAP 8494 USD 0.0015/01/21 585.00VARIANCE SWAP 8496 USD 0.0015/01/21 780.00VARIANCE SWAP 8500 USD 0.0015/01/21 390.00VARIANCE SWAP 8501 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8502 USD 0.0015/01/21 585.00VARIANCE SWAP 8504 USD 0.0015/01/21 390.00VARIANCE SWAP 8506 EUR 0.0017/12/21 4,345.00VARIANCE SWAP 8508 USD 0.0015/01/21 312.00VARIANCE SWAP 8510 EUR 0.0017/12/21 869.00VARIANCE SWAP 8512 USD 0.0015/01/21 1,950.00VARIANCE SWAP 8513 USD 0.0015/01/21 1,950.00VARIANCE SWAP 8514 EUR 0.0017/12/21 1,738.00VARIANCE SWAP 8516 EUR 0.0017/12/21 869.00VARIANCE SWAP 8518 USD 0.0015/01/21 3,315.00VARIANCE SWAP 8520 EUR (221,541.36)17/12/21 869.00VARIANCE SWAP 8521 USD 0.0015/01/21 975.00VARIANCE SWAP 8522 USD 0.0015/01/21 1,950.00VARIANCE SWAP 8524 CHF 0.0017/12/21 982.00VARIANCE SWAP 8525 USD 0.0015/01/21 390.00VARIANCE SWAP 8530 USD 0.0015/01/21 975.00VARIANCE SWAP 8532 USD 0.0015/01/21 390.00VARIANCE SWAP 8536 USD 0.0015/01/21 3,120.00VARIANCE SWAP 8572 USD 0.0015/01/21 1,560.00VARIANCE SWAP 8574 USD 0.0015/01/21 1,170.00VARIANCE SWAP 8575 EUR 0.0017/12/21 6,952.00VARIANCE SWAP 8577 EUR 0.0017/12/21 2,607.00VARIANCE SWAP 8579 USD 0.0015/01/21 1,755.00VARIANCE SWAP 8581 USD 0.0015/01/21 2,925.00VARIANCE SWAP 8583 GBP 429,707.2317/12/21 4,238.33VARIANCE SWAP 8584 EUR 0.0017/12/21 4,378.50VARIANCE SWAP 8585 GBP 0.0017/12/21 4,238.33VARIANCE SWAP 8586 SEK 0.0017/12/21 48,283.96VARIANCE SWAP 8587 GBP 0.0017/12/21 4,690.41VARIANCE SWAP 8588 EUR 0.0017/12/21 16,726.50VARIANCE SWAP 8589 EUR 0.0017/12/21 4,536.00VARIANCE SWAP 8590 GBP 0.0017/12/21 4,210.07VARIANCE SWAP 8591 EUR 0.0017/12/21 13,356.00VARIANCE SWAP 8592 CHF 0.0017/12/21 20,722.03VARIANCE SWAP 8593 EUR 0.0017/12/21 4,725.00VARIANCE SWAP 8594 GBP 0.0017/12/21 4,238.33VARIANCE SWAP 8595 GBP 0.0017/12/21 3,984.03VARIANCE SWAP 8596 EUR 0.0017/12/21 201,505.50VARIANCE SWAP 8597 SEK 0.0017/12/21 44,621.04VARIANCE SWAP 8598 GBP 0.0017/12/21 10,200.24VARIANCE SWAP 8599 EUR 0.0017/12/21 8,662.50VARIANCE SWAP 8600 SEK 0.0017/12/21 48,949.94VARIANCE SWAP 8601 GBP 0.0017/12/21 6,611.79VARIANCE SWAP 8602 CHF 0.0017/12/21 5,224.33VARIANCE SWAP 8603 CHF 0.0017/12/21 4,978.90

LFIS VISION

76





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 8606 EUR 0.0017/12/21 7,245.00VARIANCE SWAP 8607 EUR 0.0017/12/21 9,135.00VARIANCE SWAP 8608 CHF 0.0017/12/21 10,518.80VARIANCE SWAP 8609 EUR 0.0017/12/21 18,900.00VARIANCE SWAP 8610 EUR 0.0017/12/21 18,900.00VARIANCE SWAP 8611 GBP 0.0017/12/21 4,238.33VARIANCE SWAP 8612 EUR 0.0017/12/21 29,736.00VARIANCE SWAP 8613 EUR 0.0017/12/21 4,788.00VARIANCE SWAP 8614 EUR 0.0017/12/21 4,410.00VARIANCE SWAP 8616 GBP 0.0017/12/21 4,068.79VARIANCE SWAP 8617 EUR 0.0017/12/21 18,805.50VARIANCE SWAP 8618 GBP 0.0017/12/21 4,068.79VARIANCE SWAP 8620 EUR 0.0017/12/21 1,544.40VARIANCE SWAP 8621 EUR 0.0017/12/21 2,295.80VARIANCE SWAP 8622 EUR 0.0017/12/21 907.40VARIANCE SWAP 8623 EUR 0.0017/12/21 605.80VARIANCE SWAP 8624 EUR 0.0017/12/21 2,438.80VARIANCE SWAP 8625 EUR 0.0017/12/21 543.40VARIANCE SWAP 8626 EUR 0.0017/12/21 2,425.80VARIANCE SWAP 8627 EUR 0.0017/12/21 26,000.00VARIANCE SWAP 8628 EUR 0.0017/12/21 11,970.00VARIANCE SWAP 8629 SEK 0.0017/12/21 44,288.04VARIANCE SWAP 8630 EUR 35,491.7317/12/21 590.20VARIANCE SWAP 8631 GBP 0.0017/12/21 58,432.37VARIANCE SWAP 8632 EUR 0.0017/12/21 585.00VARIANCE SWAP 8633 EUR 0.0017/12/21 17,797.50VARIANCE SWAP 8634 EUR 0.0017/12/21 598.00VARIANCE SWAP 8635 EUR 0.0017/12/21 608.40VARIANCE SWAP 8636 EUR 0.0017/12/21 2,438.80VARIANCE SWAP 8637 SEK 0.0017/12/21 46,618.99VARIANCE SWAP 8638 EUR 0.0017/12/21 7,024.50VARIANCE SWAP 8639 EUR 0.0017/12/21 4,819.50VARIANCE SWAP 8640 EUR 0.0017/12/21 9,450.00VARIANCE SWAP 8641 EUR 0.0017/12/21 1,177.80VARIANCE SWAP 8642 SEK 0.0017/12/21 49,615.93VARIANCE SWAP 8648 EUR 0.0017/12/21 1,723.80VARIANCE SWAP 8649 EUR 0.0017/12/21 2,158.00VARIANCE SWAP 8650 EUR 0.0017/12/21 18,900.00VARIANCE SWAP 8651 EUR 0.0017/12/21 618.80VARIANCE SWAP 8652 EUR 0.0017/12/21 569.40VARIANCE SWAP 8653 EUR 0.0017/12/21 569.40VARIANCE SWAP 8654 EUR 0.0017/12/21 2,438.80VARIANCE SWAP 8655 EUR 0.0017/12/21 540.80VARIANCE SWAP 8656 EUR 0.0017/12/21 621.40VARIANCE SWAP 8658 CHF 0.0017/12/21 1,965.00VARIANCE SWAP 8659 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8660 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8661 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8662 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8663 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8664 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8665 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8666 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8668 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8669 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8670 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8671 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8672 EUR 0.0017/12/21 869.00VARIANCE SWAP 8673 USD (33,241.89)15/01/21 3,900.00VARIANCE SWAP 8674 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8675 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8676 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8677 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8678 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8679 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8680 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8682 HKD 0.0018/12/20 51,518.00VARIANCE SWAP 8686 HKD 0.0018/12/20 23,009.40VARIANCE SWAP 8688 AUD 0.0016/12/22 32,088.20VARIANCE SWAP 8693 AUD 0.0017/12/21 12,125.80VARIANCE SWAP 8694 AUD 0.0016/12/22 19,559.00VARIANCE SWAP 8695 USD 0.0017/12/21 6,593.40


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 8698 AUD 0.0017/12/21 7,234.20VARIANCE SWAP 8700 AUD 0.0016/12/22 6,886.40VARIANCE SWAP 8701 JPY 0.0018/12/20 140,874.60VARIANCE SWAP 8703 JPY 0.0016/12/22 581,161.40VARIANCE SWAP 8706 JPY (943,363.79)16/12/22 475,086.20VARIANCE SWAP 8707 JPY 0.0017/12/21 1,097,223.80VARIANCE SWAP 8710 USD 0.0017/12/21 10,989.00VARIANCE SWAP 8714 HKD 0.0018/12/20 99,840.00VARIANCE SWAP 8715 JPY 0.0018/12/20 237,543.00VARIANCE SWAP 8716 HKD 0.0018/12/20 42,931.60VARIANCE SWAP 8717 JPY 0.0016/12/22 392,526.00VARIANCE SWAP 8720 USD 0.0017/12/21 6,593.40VARIANCE SWAP 8723 USD 0.0017/12/21 4,395.60VARIANCE SWAP 8726 USD 0.0017/12/21 10,159.40VARIANCE SWAP 8729 JPY 0.0016/12/22 1,231,457.40VARIANCE SWAP 8730 USD 0.0017/12/21 38,525.60VARIANCE SWAP 8731 JPY 0.0017/12/21 1,038,820.20VARIANCE SWAP 8733 JPY 0.0018/12/20 321,655.20VARIANCE SWAP 8734 EUR 273,569.6218/12/20 4,303.00VARIANCE SWAP 8738 AUD 0.0017/12/21 7,031.40VARIANCE SWAP 8741 JPY 0.0017/12/21 124,917.60VARIANCE SWAP 8743 AUD 0.0016/12/22 11,305.60VARIANCE SWAP 8751 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8752 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8753 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8754 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8757 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8759 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8760 USD 620,416.2015/01/21 124,982.00VARIANCE SWAP 8761 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8762 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8763 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8764 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8765 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8766 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8769 USD 0.0015/01/21 6,578.00VARIANCE SWAP 8779 USD (3,122,613.76)17/12/21 250,000.00VARIANCE SWAP 8781 AUD 56,693.6617/06/21 50,000.00VARIANCE SWAP 8782 USD 0.0015/01/21 6,500.00VARIANCE SWAP 8783 USD 0.0015/01/21 3,250.00VARIANCE SWAP 8784 USD 0.0015/01/21 2,600.00VARIANCE SWAP 8785 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8786 USD 0.0015/01/21 3,250.00VARIANCE SWAP 8787 USD 0.0015/01/21 3,250.00VARIANCE SWAP 8788 USD 0.0015/01/21 2,600.00VARIANCE SWAP 8789 USD 0.0015/01/21 7,800.00VARIANCE SWAP 8790 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8791 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8792 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8793 USD 0.0015/01/21 3,900.00VARIANCE SWAP 8794 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8795 USD 0.0015/01/21 3,250.00VARIANCE SWAP 8796 USD 0.0015/01/21 3,250.00VARIANCE SWAP 8798 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8799 USD 0.0015/01/21 6,500.00VARIANCE SWAP 8800 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8801 USD 0.0015/01/21 9,750.00VARIANCE SWAP 8802 USD 2,947,727.4315/01/21 9,750.00VARIANCE SWAP 8803 USD 0.0015/01/21 6,500.00VARIANCE SWAP 8804 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8805 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8806 USD 0.0015/01/21 6,500.00VARIANCE SWAP 8807 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8808 USD 0.0015/01/21 3,250.00VARIANCE SWAP 8809 USD 0.0015/01/21 13,000.00VARIANCE SWAP 8810 USD 0.0015/01/21 9,750.00VARIANCE SWAP 8811 AUD 204,757.3617/12/20 96,200.00VARIANCE SWAP 8814 AUD (697,583.21)17/12/20 48,100.00VARIANCE SWAP 8822 JPY 92,048.9510/12/21 7,650,500.00VARIANCE SWAP 8823 JPY 0.0010/12/21 573,787.50VARIANCE SWAP 8824 JPY 0.0010/12/21 191,262.50VARIANCE SWAP 8826 JPY 0.0010/12/21 1,377,090.00

LFIS VISION

77




VARIANCE SWAP 8827 JPY 0.0010/12/21 306,020.00

Name MaturityDate


in AUD

Notional

VARIANCE SWAP 8828 JPY 0.0010/12/21 306,020.00VARIANCE SWAP 8829 JPY 0.0010/12/21 459,030.00VARIANCE SWAP 8834 JPY 0.0010/12/21 382,525.00VARIANCE SWAP 8835 JPY 0.0010/12/21 1,071,070.00VARIANCE SWAP 8836 JPY 0.0010/12/21 918,060.00VARIANCE SWAP 8837 AUD 119,413.3317/12/20 65,000.00VARIANCE SWAP 8838 AUD (869,440.00)17/12/20 61,750.00VARIANCE SWAP 8839 USD (2,998,443.93)17/12/21 250,000.00VARIANCE SWAP 8840 JPY 0.0010/12/21 1,377,090.00VARIANCE SWAP 8841 JPY 0.0010/12/21 535,535.00VARIANCE SWAP 8842 JPY 0.0010/12/21 153,010.00VARIANCE SWAP 8848 EUR 273,574.9815/12/23 65,000.00VARIANCE SWAP 8859 CHF 0.0017/12/21 1,470.00VARIANCE SWAP 8860 SEK 0.0017/12/21 29,204.00VARIANCE SWAP 8867 USD 0.0017/12/21 3,000.00VARIANCE SWAP 8871 USD 0.0017/12/21 3,000.00VARIANCE SWAP 8872 USD 0.0017/12/21 15,000.00VARIANCE SWAP 8873 USD 0.0017/12/21 3,000.00VARIANCE SWAP 8874 EUR 0.0017/12/21 2,719.00VARIANCE SWAP 8875 USD 0.0015/01/21 9,375.00VARIANCE SWAP 8876 SEK 0.0017/12/21 29,204.00VARIANCE SWAP 8877 GBP 0.0017/12/21 2,456.00VARIANCE SWAP 8878 USD 0.0015/01/21 6,250.00VARIANCE SWAP 8879 EUR 0.0017/12/21 13,596.00VARIANCE SWAP 8880 USD 0.0017/12/21 3,000.00VARIANCE SWAP 8881 USD 3,300,673.2317/12/21 15,000.00VARIANCE SWAP 8882 USD 0.0015/01/21 9,375.00VARIANCE SWAP 8883 USD 0.0015/01/21 9,375.00VARIANCE SWAP 8884 USD 0.0015/01/21 9,375.00VARIANCE SWAP 8885 USD 0.0015/01/21 9,375.00VARIANCE SWAP 8886 EUR 0.0017/12/21 1,360.00VARIANCE SWAP 8887 USD 0.0015/01/21 9,375.00VARIANCE SWAP 8888 CHF 0.0017/12/21 1,470.00VARIANCE SWAP 8889 EUR 0.0017/12/21 13,596.00VARIANCE SWAP 8891 EUR 0.0017/12/21 9,517.00VARIANCE SWAP 8892 EUR 0.0017/12/21 9,517.00VARIANCE SWAP 8893 USD 0.0017/12/21 12,000.00VARIANCE SWAP 8894 EUR 0.0017/12/21 4,079.00VARIANCE SWAP 8896 DKK 0.0017/12/21 30,424.00VARIANCE SWAP 8897 EUR 0.0017/12/21 9,517.00VARIANCE SWAP 8898 EUR 0.0017/12/21 4,079.00VARIANCE SWAP 8899 EUR 0.0017/12/21 2,719.00VARIANCE SWAP 8900 SEK 0.0017/12/21 58,408.00VARIANCE SWAP 8903 CHF 0.0017/12/21 2,941.00VARIANCE SWAP 8907 DKK 0.0017/12/21 30,424.00VARIANCE SWAP 8908 USD 0.0017/12/21 10,500.00VARIANCE SWAP 8916 USD 0.0017/12/21 15,000.00VARIANCE SWAP 8917 USD 0.0017/12/21 4,500.00VARIANCE SWAP 8918 EUR 0.0017/12/21 1,360.00VARIANCE SWAP 8919 USD 0.0017/12/21 6,000.00VARIANCE SWAP 8920 EUR 0.0017/12/21 4,079.00VARIANCE SWAP 8921 EUR 0.0017/12/21 2,719.00VARIANCE SWAP 8922 CHF 0.0017/12/21 2,941.00VARIANCE SWAP 8923 USD 0.0017/12/21 7,500.00VARIANCE SWAP 8924 USD 0.0017/12/21 4,500.00VARIANCE SWAP 8925 USD 0.0017/12/21 6,000.00VARIANCE SWAP 8929 USD 0.0017/12/21 9,000.00VARIANCE SWAP 8930 EUR 0.0017/12/21 13,596.00VARIANCE SWAP 8931 EUR 0.0017/12/21 2,719.00VARIANCE SWAP 8932 USD 0.0017/12/21 15,000.00VARIANCE SWAP 8936 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8937 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8938 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8939 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8940 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8941 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8942 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8943 CHF 0.0018/12/20 2,913.66VARIANCE SWAP 8944 CHF 0.0018/12/20 2,913.66VARIANCE SWAP 8945 CHF 0.0018/12/20 2,913.66VARIANCE SWAP 8947 CHF 0.0018/12/20 8,740.97VARIANCE SWAP 8948 GBP 0.0018/12/20 14,172.73


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 8950 GBP 0.0018/12/20 2,362.12VARIANCE SWAP 8951 GBP 0.0018/12/20 2,362.12VARIANCE SWAP 8952 EUR 253,452.0318/12/20 29,467.50VARIANCE SWAP 8953 GBP 0.0018/12/20 2,362.12VARIANCE SWAP 8954 EUR 0.0018/12/20 10,717.50VARIANCE SWAP 8955 EUR 0.0018/12/20 10,717.50VARIANCE SWAP 8956 GBP 0.0018/12/20 2,362.12VARIANCE SWAP 8957 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8958 GBP 0.0018/12/20 2,362.12VARIANCE SWAP 8959 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8960 SEK 0.0018/12/20 28,587.67VARIANCE SWAP 8961 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8962 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8963 SEK 0.0018/12/20 28,587.67VARIANCE SWAP 8964 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8965 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8966 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8967 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8968 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8969 EUR 0.0018/12/20 2,677.50VARIANCE SWAP 8971 HKD 871,979.5718/12/20 22,747.66VARIANCE SWAP 8973 USD 0.0018/12/20 806.15VARIANCE SWAP 8974 USD 0.0018/12/20 2,257.21VARIANCE SWAP 8975 CHF 0.0018/12/20 3,820.82VARIANCE SWAP 8976 EUR 0.0018/12/20 4,410.00VARIANCE SWAP 8977 CHF 0.0018/12/20 9,552.06VARIANCE SWAP 8978 USD 0.0018/12/20 87,386.44VARIANCE SWAP 8979 USD 0.0018/12/20 806.15VARIANCE SWAP 8980 EUR 0.0018/12/20 2,205.00VARIANCE SWAP 8981 EUR 0.0018/12/20 1,617.00VARIANCE SWAP 8982 EUR 0.0018/12/20 44,982.00VARIANCE SWAP 8983 SEK 0.0018/12/20 23,540.58VARIANCE SWAP 8984 EUR 0.0018/12/20 2,205.00VARIANCE SWAP 8985 USD 0.0018/12/20 806.15VARIANCE SWAP 8987 USD 0.0018/12/20 8,061.48VARIANCE SWAP 8988 USD 0.0018/12/20 1,773.53VARIANCE SWAP 8989 USD 0.0018/12/20 1,773.53VARIANCE SWAP 8990 AUD 0.0018/12/20 3,348.37VARIANCE SWAP 8991 EUR 0.0018/12/20 7,350.00VARIANCE SWAP 8992 HKD 0.0018/12/20 29,066.46VARIANCE SWAP 8993 USD 0.0018/12/20 967.38VARIANCE SWAP 8994 USD 0.0018/12/20 8,061.48VARIANCE SWAP 8995 JPY 0.0018/12/20 242,802.84VARIANCE SWAP 8996 CHF 0.0018/12/20 2,388.02VARIANCE SWAP 8997 CHF 0.0018/12/20 1,432.81VARIANCE SWAP 8998 USD 0.0018/12/20 3,869.51VARIANCE SWAP 8999 USD 0.0018/12/20 4,353.20VARIANCE SWAP 9000 USD 0.0018/12/20 2,095.98VARIANCE SWAP 9001 USD 0.0018/12/20 2,095.98VARIANCE SWAP 9002 EUR 0.0018/12/20 5,880.00VARIANCE SWAP 9003 USD 0.0018/12/20 806.15VARIANCE SWAP 9004 AUD 0.0018/12/20 3,348.37VARIANCE SWAP 9005 USD 0.0018/12/20 4,030.74VARIANCE SWAP 9007 USD 0.0018/12/20 1,612.30VARIANCE SWAP 9008 AUD 0.0018/12/20 6,696.73VARIANCE SWAP 9009 USD 0.0018/12/20 3,063.36VARIANCE SWAP 9010 USD 0.0018/12/20 2,095.98VARIANCE SWAP 9011 USD 0.0018/12/20 5,481.81VARIANCE SWAP 9012 HKD 0.0018/12/20 63,187.95VARIANCE SWAP 9013 USD 0.0018/12/20 8,061.48VARIANCE SWAP 9014 USD 0.0018/12/20 3,547.05VARIANCE SWAP 9015 USD 0.0018/12/20 2,902.13VARIANCE SWAP 9016 USD 0.0018/12/20 1,451.07VARIANCE SWAP 9017 EUR 0.0018/12/20 7,350.00VARIANCE SWAP 9018 JPY 0.0018/12/20 242,802.84VARIANCE SWAP 9019 CHF 0.0018/12/20 1,910.41VARIANCE SWAP 9020 HKD 0.0018/12/20 11,373.83VARIANCE SWAP 9022 USD 0.0018/12/20 2,095.98VARIANCE SWAP 9023 EUR 0.0018/12/20 2,205.00VARIANCE SWAP 9024 EUR 0.0018/12/20 7,350.00VARIANCE SWAP 9025 USD 0.0018/12/20 806.15VARIANCE SWAP 9026 USD 0.0018/12/20 3,869.51

LFIS VISION

78





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9045 USD 0.0018/12/20 1,773.53VARIANCE SWAP 9047 USD 0.0018/12/20 8,061.48VARIANCE SWAP 9053 EUR 185,917.7418/12/20 11,900.00VARIANCE SWAP 9054 EUR 210,036.6618/12/20 11,900.00VARIANCE SWAP 9055 EUR 34,761.4418/12/20 11,900.00VARIANCE SWAP 9056 EUR 69,632.6918/12/20 11,900.00VARIANCE SWAP 9057 CHF 98,035.0018/12/20 13,031.00VARIANCE SWAP 9058 CHF 114,447.8718/12/20 13,031.00VARIANCE SWAP 9059 CHF 146,482.7318/12/20 13,031.00VARIANCE SWAP 9060 EUR 94,913.1218/12/20 11,900.00VARIANCE SWAP 9061 EUR 513,025.4718/12/20 11,900.00VARIANCE SWAP 9062 EUR 179,702.6718/12/20 11,900.00VARIANCE SWAP 9063 EUR 402,997.7718/12/20 11,900.00VARIANCE SWAP 9064 EUR 308,342.2318/12/20 11,900.00VARIANCE SWAP 9065 GBP 221,690.9018/12/20 10,537.00VARIANCE SWAP 9066 GBP 263,631.5918/12/20 10,537.00VARIANCE SWAP 9067 GBP 155,011.5018/12/20 10,537.00VARIANCE SWAP 9068 GBP 300,319.3418/12/20 10,537.00VARIANCE SWAP 9069 EUR 233,807.6218/12/20 11,900.00VARIANCE SWAP 9070 EUR (711,220.19)18/12/20 35,725.00VARIANCE SWAP 9071 GBP 321,719.8818/12/20 10,537.00VARIANCE SWAP 9072 EUR (1,170,839.10)18/12/20 59,525.00VARIANCE SWAP 9073 CHF (402,946.16)18/12/20 39,121.00VARIANCE SWAP 9074 EUR (977,436.49)18/12/20 47,625.00VARIANCE SWAP 9075 GBP (1,294,653.07)18/12/20 63,247.00VARIANCE SWAP 9077 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9078 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9079 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9080 USD 143,102.2415/01/21 4,285.72VARIANCE SWAP 9081 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9082 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9083 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9084 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9085 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9086 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9087 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9088 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9089 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9090 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9091 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9094 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9095 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9096 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9097 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9098 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9099 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9100 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9101 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9102 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9103 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9105 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9106 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9107 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9108 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9109 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9110 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9111 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9112 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9113 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9114 USD 0.0015/01/21 4,285.72VARIANCE SWAP 9115 USD 0.0015/01/21 150,000.00VARIANCE SWAP 9117 EUR (486,328.63)20/12/24 55,000.00VARIANCE SWAP 9119 EUR 0.0020/12/24 55,000.00VARIANCE SWAP 9120 EUR 295,913.8918/12/20 11,900.00VARIANCE SWAP 9121 GBP 363,209.5218/12/20 10,537.00VARIANCE SWAP 9122 USD 0.0015/01/21 2,640.92VARIANCE SWAP 9123 USD 0.0015/01/21 1,440.50VARIANCE SWAP 9124 CHF 0.0015/01/21 1,554.24VARIANCE SWAP 9125 CHF 0.0015/01/21 2,032.46VARIANCE SWAP 9126 USD 0.0015/01/21 1,920.67VARIANCE SWAP 9127 EUR 0.0015/01/21 5,450.00VARIANCE SWAP 9128 EUR 0.0015/01/21 327.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9130 USD 0.0015/01/21 960.33VARIANCE SWAP 9131 USD 607,546.4115/01/21 12,004.17VARIANCE SWAP 9132 USD 0.0015/01/21 3,601.25VARIANCE SWAP 9133 USD 0.0015/01/21 840.29VARIANCE SWAP 9134 EUR 0.0015/01/21 545.00VARIANCE SWAP 9135 USD 0.0015/01/21 840.29VARIANCE SWAP 9136 USD 0.0015/01/21 12,004.17VARIANCE SWAP 9137 SEK 0.0015/01/21 9,435.04VARIANCE SWAP 9138 USD 0.0015/01/21 12,004.17VARIANCE SWAP 9139 USD 0.0015/01/21 840.29VARIANCE SWAP 9140 USD 0.0015/01/21 3,001.04VARIANCE SWAP 9141 EUR 0.0015/01/21 1,635.00VARIANCE SWAP 9142 EUR 0.0015/01/21 545.00VARIANCE SWAP 9143 EUR 0.0015/01/21 3,379.00VARIANCE SWAP 9144 USD 0.0015/01/21 12,004.17VARIANCE SWAP 9145 USD 0.0015/01/21 86,069.90VARIANCE SWAP 9147 USD 0.0015/01/21 1,200.42VARIANCE SWAP 9148 USD 0.0015/01/21 1,200.42VARIANCE SWAP 9149 USD 0.0015/01/21 1,200.42VARIANCE SWAP 9150 USD 0.0015/01/21 1,920.67VARIANCE SWAP 9151 EUR 0.0015/01/21 5,450.00VARIANCE SWAP 9152 EUR 0.0015/01/21 27,577.00VARIANCE SWAP 9153 USD 0.0015/01/21 840.29VARIANCE SWAP 9154 EUR 0.0015/01/21 1,635.00VARIANCE SWAP 9155 CHF 0.0015/01/21 3,586.70VARIANCE SWAP 9156 EUR 0.0015/01/21 2,398.00VARIANCE SWAP 9157 USD 0.0015/01/21 720.25VARIANCE SWAP 9158 EUR 0.0015/01/21 1,635.00VARIANCE SWAP 9159 USD 0.0015/01/21 4,081.42VARIANCE SWAP 9160 EUR 0.0015/01/21 3,706.00VARIANCE SWAP 9165 EUR (672,834.79)15/10/21 50,000.00VARIANCE SWAP 9167 HKD 0.0018/12/20 56,460.40VARIANCE SWAP 9168 JPY 0.0018/12/20 534,554.80VARIANCE SWAP 9169 HKD 0.0018/12/20 19,577.60VARIANCE SWAP 9170 CHF 0.0018/12/20 6,102.86VARIANCE SWAP 9171 USD 0.0018/12/20 5,058.92VARIANCE SWAP 9172 USD 0.0018/12/20 12,636.16VARIANCE SWAP 9173 AUD 0.0018/12/20 10,062.60VARIANCE SWAP 9174 AUD 0.0018/12/20 32,362.62VARIANCE SWAP 9175 USD 0.0018/12/20 12,636.16VARIANCE SWAP 9176 USD 0.0018/12/20 10,117.84VARIANCE SWAP 9177 USD 0.0018/12/20 1,515.45VARIANCE SWAP 9178 EUR 0.0018/12/20 11,800.00VARIANCE SWAP 9179 USD 0.0018/12/20 7,822.39VARIANCE SWAP 9180 EUR 0.0018/12/20 7,800.00VARIANCE SWAP 9181 USD 0.0018/12/20 12,636.16VARIANCE SWAP 9182 HKD 0.0018/12/20 215,004.00VARIANCE SWAP 9183 AUD 0.0018/12/20 14,379.78VARIANCE SWAP 9184 USD 0.0018/12/20 2,273.17VARIANCE SWAP 9185 JPY 0.0018/12/20 534,554.80VARIANCE SWAP 9186 EUR 0.0018/12/20 3,540.00VARIANCE SWAP 9188 USD 0.0018/12/20 12,636.16VARIANCE SWAP 9189 USD 0.0018/12/20 10,117.84VARIANCE SWAP 9190 EUR 0.0018/12/20 11,800.00VARIANCE SWAP 9191 EUR 0.0018/12/20 4,000.00VARIANCE SWAP 9192 CHF 0.0018/12/20 6,102.86VARIANCE SWAP 9193 USD 0.0018/12/20 94,269.78VARIANCE SWAP 9194 USD 0.0018/12/20 1,515.45VARIANCE SWAP 9195 EUR 0.0018/12/20 60,900.00VARIANCE SWAP 9196 EUR 0.0018/12/20 10,160.00VARIANCE SWAP 9197 USD 0.0018/12/20 1,515.45VARIANCE SWAP 9198 HKD 1,589,151.2118/12/20 19,577.60VARIANCE SWAP 9199 EUR 0.0018/12/20 11,800.00VARIANCE SWAP 9200 AUD 0.0018/12/20 7,920.24VARIANCE SWAP 9202 HKD 0.0018/12/20 52,090.40VARIANCE SWAP 9204 HKD 0.0018/12/20 67,298.00VARIANCE SWAP 9210 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9211 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9212 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9214 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9215 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9216 USD 0.0018/06/21 4,687.80

LFIS VISION

79





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9219 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9220 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9221 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9222 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9223 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9224 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9225 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9226 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9227 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9228 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9229 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9230 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9231 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9232 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9233 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9234 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9235 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9236 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9237 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9238 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9239 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9240 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9241 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9420 USD 58,729.0018/06/21 3,750.00VARIANCE SWAP 9421 USD 57,546.3018/06/21 7,500.00VARIANCE SWAP 9422 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9423 USD 37,447.9818/06/21 7,500.00VARIANCE SWAP 9424 USD 116,657.4518/06/21 7,500.00VARIANCE SWAP 9425 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9426 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9427 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9428 USD (1,678.15)18/06/21 3,750.00VARIANCE SWAP 9429 EUR 117,058.5918/06/21 6,740.00VARIANCE SWAP 9430 EUR 33,472.5118/06/21 3,370.00VARIANCE SWAP 9431 EUR 5,189.6418/06/21 3,370.00VARIANCE SWAP 9432 USD 94,383.1818/06/21 7,500.00VARIANCE SWAP 9433 CHF 44,866.0318/06/21 3,710.00VARIANCE SWAP 9434 EUR 37,058.2318/06/21 6,740.00VARIANCE SWAP 9435 USD 102,505.9618/06/21 7,500.00VARIANCE SWAP 9436 USD 52,628.2918/06/21 3,750.00VARIANCE SWAP 9437 USD 41,115.2718/06/21 3,750.00VARIANCE SWAP 9438 EUR 136,475.5518/06/21 6,740.00VARIANCE SWAP 9439 CHF 77,597.5318/06/21 7,410.00VARIANCE SWAP 9440 USD 70,755.9218/06/21 7,500.00VARIANCE SWAP 9441 USD 163,013.2218/06/21 7,500.00VARIANCE SWAP 9442 USD 18,509.5418/06/21 3,750.00VARIANCE SWAP 9443 USD 10,631.9418/06/21 7,500.00VARIANCE SWAP 9444 USD (1,779.20)18/06/21 3,750.00VARIANCE SWAP 9445 USD (184,700.93)18/06/21 7,500.00VARIANCE SWAP 9446 USD (748,645.79)18/06/21 9,375.00VARIANCE SWAP 9447 USD (174,497.90)18/06/21 7,500.00VARIANCE SWAP 9448 USD (148,561.25)18/06/21 7,500.00VARIANCE SWAP 9449 USD (60,117.58)18/06/21 3,750.00VARIANCE SWAP 9450 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9451 EUR (26,626.84)18/06/21 6,740.00VARIANCE SWAP 9452 EUR (103,043.56)18/06/21 3,370.00VARIANCE SWAP 9453 EUR (15,068.80)18/06/21 3,370.00VARIANCE SWAP 9454 USD (82,083.83)18/06/21 7,500.00VARIANCE SWAP 9455 CHF (50,702.95)18/06/21 3,710.00VARIANCE SWAP 9456 EUR (198,790.52)18/06/21 6,740.00VARIANCE SWAP 9457 USD (166,588.62)18/06/21 7,500.00VARIANCE SWAP 9458 USD (181,632.27)18/06/21 7,500.00VARIANCE SWAP 9459 USD (61,652.89)18/06/21 3,750.00VARIANCE SWAP 9460 USD (78,372.58)18/06/21 3,750.00VARIANCE SWAP 9461 USD (3,566.12)18/06/21 7,500.00VARIANCE SWAP 9462 USD (93,326.95)18/06/21 3,750.00VARIANCE SWAP 9463 USD (39,040.86)18/06/21 7,500.00VARIANCE SWAP 9464 EUR (108,339.16)18/06/21 6,740.00VARIANCE SWAP 9465 CHF (211,125.94)18/06/21 7,410.00VARIANCE SWAP 9466 USD 0.0018/06/21 4,687.80VARIANCE SWAP 9467 USD 0.0018/06/21 9,375.00VARIANCE SWAP 9468 USD 0.0018/06/21 9,375.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9470 USD 31,672.9915/01/21 2,255.00VARIANCE SWAP 9471 EUR 23,495.8118/12/20 1,281.00VARIANCE SWAP 9472 CHF 27,705.8918/12/20 1,140.00VARIANCE SWAP 9473 USD 25,461.0115/01/21 2,530.00VARIANCE SWAP 9474 USD 35,531.4715/01/21 1,650.00VARIANCE SWAP 9475 EUR 79,873.3618/12/20 1,676.00VARIANCE SWAP 9476 USD 16,798.1115/01/21 1,650.00VARIANCE SWAP 9477 USD 10,363.9515/01/21 2,310.00VARIANCE SWAP 9478 EUR 69,227.7218/12/20 1,528.00VARIANCE SWAP 9479 USD 16,151.9815/01/21 1,650.00VARIANCE SWAP 9480 USD 56,159.5615/01/21 990.00VARIANCE SWAP 9482 EUR 16,445.9718/12/20 2,021.00VARIANCE SWAP 9483 EUR 73,628.1118/12/20 2,316.00VARIANCE SWAP 9484 USD 15,451.6015/01/21 1,925.00VARIANCE SWAP 9485 EUR 97,363.9818/12/20 1,971.00VARIANCE SWAP 9486 USD 23,907.1715/01/21 2,750.00VARIANCE SWAP 9487 USD 24,443.0715/01/21 1,100.00VARIANCE SWAP 9488 EUR 71,794.4918/12/20 1,528.00VARIANCE SWAP 9489 USD 1,426.5115/01/21 2,695.00VARIANCE SWAP 9490 CHF 11,671.3218/12/20 1,194.00VARIANCE SWAP 9491 USD 18,217.2615/01/21 2,090.00VARIANCE SWAP 9492 EUR 53,320.5218/12/20 1,035.00VARIANCE SWAP 9493 USD (1,960.39)15/01/21 1,155.00VARIANCE SWAP 9494 USD 24,349.0115/01/21 1,595.00VARIANCE SWAP 9495 USD (398,464.15)15/01/21 27,500.00VARIANCE SWAP 9496 EUR 90,096.8218/12/20 2,119.00VARIANCE SWAP 9497 USD (409,968.00)18/12/20 27,500.00VARIANCE SWAP 9498 EUR 63,908.6518/12/20 1,873.00VARIANCE SWAP 9499 EUR 15,119.9918/12/20 1,331.00VARIANCE SWAP 9500 EUR 101,886.6118/12/20 2,464.00VARIANCE SWAP 9501 USD 77,946.8115/01/21 1,155.00VARIANCE SWAP 9502 CHF 39,369.5118/12/20 1,520.00VARIANCE SWAP 9510 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9511 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9512 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9513 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9514 CHF 46,758.6318/06/21 3,494.26VARIANCE SWAP 9515 USD (82,265.01)18/06/21 65,846.90VARIANCE SWAP 9516 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9517 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9518 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9519 USD 0.0018/06/21 7,042.56VARIANCE SWAP 9520 USD 0.0018/06/21 7,042.56VARIANCE SWAP 9521 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9522 USD 0.0018/06/21 7,042.56VARIANCE SWAP 9523 USD 0.0018/06/21 7,042.56VARIANCE SWAP 9524 USD 0.0018/06/21 7,042.56VARIANCE SWAP 9525 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9526 USD 0.0018/06/21 7,042.56VARIANCE SWAP 9527 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9528 USD 0.0018/06/21 7,042.56VARIANCE SWAP 9529 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9530 USD 0.0018/06/21 3,521.28VARIANCE SWAP 9531 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9532 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9533 EUR 0.0018/06/21 6,363.00VARIANCE SWAP 9534 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9535 EUR 0.0018/06/21 3,181.50VARIANCE SWAP 9536 EUR (268,340.36)18/06/21 29,746.50VARIANCE SWAP 9539 USD 0.0018/12/20 3,788.62VARIANCE SWAP 9542 EUR 37,446.0317/12/21 3,689.70VARIANCE SWAP 9543 GBP (154,121.07)17/12/21 8,280.92VARIANCE SWAP 9544 EUR 54,800.9217/12/21 3,689.70VARIANCE SWAP 9545 CHF 43,225.1217/12/21 4,058.67VARIANCE SWAP 9546 EUR 30,181.3617/12/21 1,053.50VARIANCE SWAP 9547 EUR 34,454.8117/12/21 1,842.40VARIANCE SWAP 9548 EUR 65,900.7517/12/21 3,689.70VARIANCE SWAP 9549 EUR 45,627.2217/12/21 1,842.40VARIANCE SWAP 9550 EUR 46,488.4317/12/21 2,082.50VARIANCE SWAP 9551 EUR (176,487.57)17/12/21 9,775.50VARIANCE SWAP 9552 EUR (276,219.53)17/12/21 17,267.60VARIANCE SWAP 9553 GBP 7,168.3417/12/21 1,469.06

LFIS VISION

80





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9556 CHF (122,256.47)17/12/21 13,615.14VARIANCE SWAP 9557 CHF 36,248.7317/12/21 4,058.67VARIANCE SWAP 9558 GBP 49,700.2517/12/21 3,187.90VARIANCE SWAP 9559 EUR 4,805.0517/12/21 264.60VARIANCE SWAP 9560 EUR 4,341.4717/12/21 333.20VARIANCE SWAP 9561 EUR 81,854.9117/12/21 3,689.70VARIANCE SWAP 9562 GBP 77,413.0117/12/21 1,765.41VARIANCE SWAP 9563 GBP 68,131.6617/12/21 2,485.12VARIANCE SWAP 9564 CHF 32,154.8917/12/21 4,058.67VARIANCE SWAP 9565 EUR 12,847.4117/12/21 1,411.20VARIANCE SWAP 9566 EUR 11,554.2217/12/21 749.70VARIANCE SWAP 9567 EUR 0.0015/01/21 6,500.00VARIANCE SWAP 9568 USD 0.0015/01/21 1,575.86VARIANCE SWAP 9569 EUR 0.0015/01/21 7,670.00VARIANCE SWAP 9570 HKD (102,416.59)15/01/21 5,605.41VARIANCE SWAP 9571 HKD 0.0015/01/21 16,816.22VARIANCE SWAP 9572 HKD 0.0015/01/21 33,632.43VARIANCE SWAP 9573 USD 0.0015/01/21 2,435.42VARIANCE SWAP 9574 HKD 0.0015/01/21 16,816.22VARIANCE SWAP 9575 HKD 0.0015/01/21 56,054.05VARIANCE SWAP 9576 USD 0.0015/01/21 7,163.00VARIANCE SWAP 9577 HKD 0.0015/01/21 17,937.30VARIANCE SWAP 9578 USD 0.0015/01/21 716.30VARIANCE SWAP 9579 USD 0.0015/01/21 100,855.04VARIANCE SWAP 9580 EUR (245,667.19)17/12/21 14,801.00VARIANCE SWAP 9581 CHF (103,234.56)17/12/21 10,609.00VARIANCE SWAP 9582 EUR (151,404.55)17/12/21 8,379.00VARIANCE SWAP 9583 GBP (128,519.84)17/12/21 8,211.00VARIANCE SWAP 9584 EUR 35,161.4817/12/21 3,163.00VARIANCE SWAP 9585 EUR 32,149.0317/12/21 1,579.00VARIANCE SWAP 9586 EUR 74,492.0617/12/21 3,163.00VARIANCE SWAP 9587 EUR 51,842.2717/12/21 3,163.00VARIANCE SWAP 9588 CHF 27,222.9417/12/21 3,163.00VARIANCE SWAP 9589 CHF 42,398.7917/12/21 3,163.00VARIANCE SWAP 9590 USD 0.0015/01/21 2,865.20VARIANCE SWAP 9591 USD 0.0015/01/21 716.30VARIANCE SWAP 9592 HKD 0.0015/01/21 23,542.70VARIANCE SWAP 9593 AUD 0.0015/01/21 25,711.92VARIANCE SWAP 9594 CHF 31,206.0817/12/21 3,163.00VARIANCE SWAP 9595 USD 0.0015/01/21 7,163.00VARIANCE SWAP 9596 EUR 49,692.8417/12/21 3,163.00VARIANCE SWAP 9597 USD 0.0015/01/21 7,163.00VARIANCE SWAP 9598 GBP 61,406.5117/12/21 3,163.00VARIANCE SWAP 9599 GBP 72,438.4917/12/21 2,453.00VARIANCE SWAP 9600 CHF 36,570.7317/12/21 1,924.00VARIANCE SWAP 9601 EUR 44,523.5017/12/21 1,785.00VARIANCE SWAP 9602 HKD 0.0015/01/21 260,090.79VARIANCE SWAP 9603 USD 0.0015/01/21 2,292.16VARIANCE SWAP 9604 GBP 73,697.2217/12/21 1,751.00VARIANCE SWAP 9605 GBP 10,708.0817/12/21 1,457.00VARIANCE SWAP 9606 AUD 0.0015/01/21 10,452.00VARIANCE SWAP 9607 EUR 12,428.5117/12/21 1,210.00VARIANCE SWAP 9608 EUR 16,323.8117/12/21 903.00VARIANCE SWAP 9609 EUR 26,509.2917/12/21 903.00VARIANCE SWAP 9610 USD 0.0015/01/21 7,163.00VARIANCE SWAP 9611 EUR 11,787.0417/12/21 643.00VARIANCE SWAP 9612 USD 0.0015/01/21 4,297.80VARIANCE SWAP 9613 USD 0.0015/01/21 7,163.00VARIANCE SWAP 9614 EUR 4,488.2017/12/21 286.00VARIANCE SWAP 9615 CHF 0.0015/01/21 1,285.83VARIANCE SWAP 9616 EUR 4,655.2917/12/21 227.00VARIANCE SWAP 9617 AUD 0.0015/01/21 6,271.20VARIANCE SWAP 9619 USD 0.0015/01/21 1,575.86VARIANCE SWAP 9620 EUR 38,370.8817/12/21 1,579.00VARIANCE SWAP 9621 JPY 0.0015/01/21 1,110,092.10VARIANCE SWAP 9622 HKD 0.0015/01/21 28,027.03VARIANCE SWAP 9623 USD 0.0015/01/21 1,432.60VARIANCE SWAP 9624 USD 0.0015/01/21 2,865.20VARIANCE SWAP 9625 USD 0.0015/01/21 2,865.20VARIANCE SWAP 9626 JPY 0.0015/01/21 390,877.50VARIANCE SWAP 9627 USD 0.0015/01/21 2,865.20VARIANCE SWAP 9628 USD 0.0015/01/21 4,441.06

VARIANCE SWAP 9629 AUD 0.0015/01/21 6,062.16

Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9630 HKD 0.0015/01/21 42,601.08VARIANCE SWAP 9631 USD 0.0015/01/21 716.30VARIANCE SWAP 9632 USD 0.0015/01/21 2,292.16VARIANCE SWAP 9633 JPY 0.0015/01/21 625,404.00VARIANCE SWAP 9634 USD 0.0015/01/21 716.30VARIANCE SWAP 9635 CHF 0.0015/01/21 1,428.70VARIANCE SWAP 9636 USD 0.0015/01/21 716.30VARIANCE SWAP 9637 USD 0.0015/01/21 716.30VARIANCE SWAP 9638 HKD 0.0018/12/20 22,008.75VARIANCE SWAP 9641 USD (266,990.47)17/12/21 78,000.00VARIANCE SWAP 9643 USD (361,967.32)17/12/21 78,000.00VARIANCE SWAP 9644 USD (264,879.88)17/12/21 78,000.00VARIANCE SWAP 9645 USD (519,206.77)17/12/21 78,000.00VARIANCE SWAP 9649 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9650 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9651 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9652 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9653 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9654 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9655 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9656 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9660 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9661 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9662 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9663 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9664 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9665 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9666 EUR (48,134.88)18/06/21 1,810.00VARIANCE SWAP 9667 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9669 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9670 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9671 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9673 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9674 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9675 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9677 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9678 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9679 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9680 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9681 USD (158,538.85)18/06/21 2,000.00VARIANCE SWAP 9682 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9683 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9684 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9685 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9686 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9687 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9688 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9689 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9690 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9691 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9692 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9693 USD 0.0018/06/21 2,000.00VARIANCE SWAP 9696 EUR (78,581.44)18/12/20 25,000.00VARIANCE SWAP 9697 EUR 22,943.4617/12/21 1,053.50VARIANCE SWAP 9698 USD 0.0015/01/21 7,163.00VARIANCE SWAP 9699 EUR 0.0018/06/21 1,810.00VARIANCE SWAP 9700 EUR (1,093,588.77)17/12/21 70,000.00VARIANCE SWAP 9701 EUR 161,465.0217/12/21 7,469.00VARIANCE SWAP 9702 EUR 23,015.0617/12/21 7,469.00VARIANCE SWAP 9703 EUR 96,411.2317/12/21 7,469.00VARIANCE SWAP 9704 EUR 80,947.7917/12/21 7,469.00VARIANCE SWAP 9705 CHF 29,459.8117/12/21 5,165.14VARIANCE SWAP 9706 CHF 96,794.7717/12/21 4,313.24VARIANCE SWAP 9707 EUR 48,664.2617/12/21 3,906.00VARIANCE SWAP 9708 EUR 52,247.8817/12/21 3,731.00VARIANCE SWAP 9709 CHF 29,041.9817/12/21 3,599.48VARIANCE SWAP 9710 EUR 86,206.0817/12/21 2,632.00VARIANCE SWAP 9711 EUR 53,766.5917/12/21 2,443.00VARIANCE SWAP 9712 CHF 11,115.4617/12/21 2,394.54VARIANCE SWAP 9713 EUR 52,106.5117/12/21 1,897.00VARIANCE SWAP 9714 EUR 10,619.4717/12/21 1,792.00VARIANCE SWAP 9715 SEK 27,348.6617/12/21 18,841.28

LFIS VISION

81





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9717 EUR 18,256.7217/12/21 1,337.00VARIANCE SWAP 9718 EUR 24,038.1517/12/21 1,225.00VARIANCE SWAP 9719 EUR 14,188.8717/12/21 1,099.00VARIANCE SWAP 9720 EUR 8,654.5217/12/21 812.00VARIANCE SWAP 9721 EUR 16,546.6517/12/21 707.00VARIANCE SWAP 9722 EUR 11,399.4017/12/21 623.00VARIANCE SWAP 9723 CHF 3,467.3417/12/21 337.69VARIANCE SWAP 9724 CHF 35,358.4417/12/21 1,689.09VARIANCE SWAP 9725 EUR 6,039.0317/12/21 1,538.40VARIANCE SWAP 9726 EUR 53,949.9817/12/21 1,538.40VARIANCE SWAP 9727 NOK 32,116.8717/12/21 15,559.76VARIANCE SWAP 9728 EUR 19,730.5317/12/21 1,538.40VARIANCE SWAP 9729 USD 10,152.4518/12/20 553.00VARIANCE SWAP 9730 USD 21,639.8118/12/20 498.00VARIANCE SWAP 9731 USD 33,752.6518/12/20 498.00VARIANCE SWAP 9732 USD 17,136.1318/12/20 1,106.00VARIANCE SWAP 9733 USD 28,159.1518/12/20 1,438.00VARIANCE SWAP 9734 USD 20,585.8218/12/20 2,434.00VARIANCE SWAP 9735 EUR (608,926.97)17/12/21 40,000.00VARIANCE SWAP 9736 EUR 22,782.4717/12/21 1,538.40VARIANCE SWAP 9737 USD 63,383.6018/12/20 2,766.00VARIANCE SWAP 9738 EUR 8,197.7217/12/21 1,538.40VARIANCE SWAP 9739 EUR 22,858.1917/12/21 1,538.40VARIANCE SWAP 9740 USD 6,363.4518/12/20 498.00VARIANCE SWAP 9741 EUR 23,491.3417/12/21 1,538.40VARIANCE SWAP 9742 USD 23,807.1218/12/20 1,106.00VARIANCE SWAP 9743 EUR 12,955.0917/12/21 1,538.40VARIANCE SWAP 9744 EUR 32,187.4617/12/21 1,538.40VARIANCE SWAP 9745 USD 18,944.5218/12/20 775.00VARIANCE SWAP 9746 EUR 52,214.6817/12/21 1,538.40VARIANCE SWAP 9747 EUR 23,861.8417/12/21 1,538.40VARIANCE SWAP 9748 EUR 42,278.3517/12/21 1,538.40VARIANCE SWAP 9752 EUR 77,829.3817/12/21 1,538.40VARIANCE SWAP 9753 EUR 12,209.1517/12/21 1,538.40VARIANCE SWAP 9754 EUR 11,190.6317/12/21 1,538.40VARIANCE SWAP 9755 CHF 32,603.6217/12/21 1,689.09VARIANCE SWAP 9756 EUR 13,284.7217/12/21 1,538.40VARIANCE SWAP 9757 EUR 24,134.7117/12/21 1,538.40VARIANCE SWAP 9758 SEK 13,308.3917/12/21 16,419.73VARIANCE SWAP 9759 CHF 15,249.0117/12/21 1,689.09VARIANCE SWAP 9760 EUR 602.1017/12/21 1,538.40VARIANCE SWAP 9762 USD 87,099.7018/12/20 2,766.00VARIANCE SWAP 9763 USD 110,312.3618/12/20 1,770.00VARIANCE SWAP 9765 USD 16,251.8518/12/20 1,106.00VARIANCE SWAP 9767 USD 34,206.7618/12/20 1,106.00VARIANCE SWAP 9768 USD 3,097.3418/12/20 996.00VARIANCE SWAP 9769 USD 105,412.8718/12/20 2,766.00VARIANCE SWAP 9771 USD 38,716.9718/12/20 2,766.00VARIANCE SWAP 9772 USD 32,787.7018/12/20 609.00VARIANCE SWAP 9773 USD 78,414.2118/12/20 996.00VARIANCE SWAP 9774 EUR 33,631.0218/12/20 2,500.00VARIANCE SWAP 9775 CHF 18,246.5618/12/20 1,262.00VARIANCE SWAP 9776 EUR 64,064.8318/12/20 2,500.00VARIANCE SWAP 9777 CHF 26,974.8618/12/20 2,580.00VARIANCE SWAP 9778 EUR 46,003.9418/12/20 2,500.00VARIANCE SWAP 9779 EUR 33,755.0218/12/20 2,300.00VARIANCE SWAP 9780 EUR 87,418.3518/12/20 2,500.00VARIANCE SWAP 9781 EUR 58,087.9518/12/20 2,500.00VARIANCE SWAP 9782 EUR 58,977.1018/12/20 1,250.00VARIANCE SWAP 9783 EUR 45,704.1218/12/20 2,500.00VARIANCE SWAP 9784 EUR 38,138.3618/12/20 2,500.00VARIANCE SWAP 9785 EUR 117,771.5018/12/20 2,500.00VARIANCE SWAP 9786 EUR 30,091.0018/12/20 2,450.00VARIANCE SWAP 9787 EUR 56,974.1018/12/20 1,100.00VARIANCE SWAP 9788 EUR 84,259.1718/12/20 2,500.00VARIANCE SWAP 9789 EUR 35,260.6418/12/20 1,000.00VARIANCE SWAP 9790 EUR 39,613.8018/12/20 2,500.00VARIANCE SWAP 9791 EUR 26,191.7718/12/20 2,500.00VARIANCE SWAP 9792 EUR 96,188.3718/12/20 2,500.00VARIANCE SWAP 9794 EUR (953,296.75)18/12/20 37,500.00VARIANCE SWAP 9795 EUR 60,438.5818/12/20 1,250.00VARIANCE SWAP 9796 EUR 80,329.0318/12/20 1,400.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9798 EUR (1,512,471.03)18/12/20 50,000.00VARIANCE SWAP 9799 EUR 166,000.5718/12/20 2,500.00VARIANCE SWAP 9800 EUR 51,051.4318/12/20 2,500.00VARIANCE SWAP 9801 EUR 46,538.0218/12/20 2,500.00VARIANCE SWAP 9802 EUR 47,859.6718/12/20 1,300.00VARIANCE SWAP 9803 EUR 76,942.3618/12/20 2,350.00VARIANCE SWAP 9804 EUR 40,433.4418/12/20 2,200.00VARIANCE SWAP 9805 EUR 5,315.6918/12/20 1,400.00VARIANCE SWAP 9806 EUR 23,032.6918/12/20 1,000.00VARIANCE SWAP 9808 CHF (195,192.38)18/12/20 13,705.00VARIANCE SWAP 9809 CHF 37,411.9818/12/20 2,741.00VARIANCE SWAP 9811 CHF 29,542.6418/12/20 2,741.00VARIANCE SWAP 9812 CHF 29,563.6818/12/20 2,741.00VARIANCE SWAP 9813 CHF 36,820.5118/12/20 2,741.00VARIANCE SWAP 9814 CHF 35,404.2218/12/20 2,741.00VARIANCE SWAP 9815 EUR 24,525.3017/12/21 1,538.40VARIANCE SWAP 9816 EUR 19,646.0917/12/21 1,538.40VARIANCE SWAP 9817 EUR 30,933.8717/12/21 1,538.40VARIANCE SWAP 9818 AUD (1,414,865.93)17/12/20 70,000.00VARIANCE SWAP 9819 AUD (1,355,270.00)17/12/20 66,500.00VARIANCE SWAP 9821 HKD 0.0030/12/20 50,559.60VARIANCE SWAP 9822 HKD 0.0030/12/20 50,559.60VARIANCE SWAP 9823 HKD 0.0030/12/20 25,279.80VARIANCE SWAP 9824 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9825 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9826 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9827 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9828 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9829 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9830 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9831 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9832 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9833 HKD 0.0030/12/20 50,559.60VARIANCE SWAP 9834 HKD 0.0030/12/20 50,559.60VARIANCE SWAP 9835 HKD 0.0030/12/20 25,279.80VARIANCE SWAP 9836 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9837 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9838 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9839 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9840 HKD 0.0030/12/20 15,178.80VARIANCE SWAP 9841 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9842 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9843 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9844 HKD 0.0030/12/20 10,101.00VARIANCE SWAP 9845 HKD 0.0030/12/20 35,380.80VARIANCE SWAP 9846 HKD 29,065.2130/12/20 35,380.80VARIANCE SWAP 9870 USD (494,934.90)17/12/21 78,000.00VARIANCE SWAP 9872 USD (261,713.97)17/12/21 78,000.00VARIANCE SWAP 9873 USD (341,916.66)17/12/21 78,000.00VARIANCE SWAP 9876 USD (201,561.98)17/12/21 78,000.00VARIANCE SWAP 9881 AUD 392,064.2517/12/20 70,000.00VARIANCE SWAP 9882 AUD 403,580.6217/12/20 70,000.00VARIANCE SWAP 9883 USD 0.0018/12/20 9,068.79VARIANCE SWAP 9884 USD 0.0018/12/20 6,162.12VARIANCE SWAP 9886 EUR 0.0018/12/20 6,405.00VARIANCE SWAP 9887 EUR 0.0018/12/20 6,975.00VARIANCE SWAP 9888 EUR 0.0018/12/20 7,575.00VARIANCE SWAP 9889 USD 0.0018/12/20 2,358.55VARIANCE SWAP 9891 EUR 0.0018/12/20 3,015.00VARIANCE SWAP 9892 USD 0.0018/12/20 2,308.72VARIANCE SWAP 9893 USD 0.0018/12/20 1,777.22VARIANCE SWAP 9894 USD 0.0018/12/20 9,068.79VARIANCE SWAP 9895 USD 0.0018/12/20 3,056.15VARIANCE SWAP 9896 EUR 0.0018/12/20 3,030.00VARIANCE SWAP 9897 EUR 0.0018/12/20 6,990.00VARIANCE SWAP 9898 USD 0.0018/12/20 1,993.14VARIANCE SWAP 9899 USD 0.0018/12/20 3,803.58VARIANCE SWAP 9900 USD 0.0018/12/20 1,993.14VARIANCE SWAP 9901 USD 0.0018/12/20 1,827.05VARIANCE SWAP 9902 USD 0.0018/12/20 863.69VARIANCE SWAP 9903 USD 0.0018/12/20 863.69VARIANCE SWAP 9904 USD 0.0018/12/20 3,737.14

LFIS VISION

82





Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9906 USD 0.0018/12/20 7,789.86VARIANCE SWAP 9907 EUR 0.0018/12/20 6,450.00VARIANCE SWAP 9908 USD 0.0018/12/20 2,890.05VARIANCE SWAP 9909 EUR 0.0018/12/20 6,060.00VARIANCE SWAP 9910 EUR 0.0018/12/20 7,575.00VARIANCE SWAP 9913 EUR 0.0018/12/20 150,000.00VARIANCE SWAP 9914 USD 0.0018/12/20 1,262.32VARIANCE SWAP 9915 CHF 0.0018/12/20 2,686.57VARIANCE SWAP 9916 USD 0.0018/12/20 3,803.58VARIANCE SWAP 9917 USD 0.0018/12/20 1,810.44VARIANCE SWAP 9918 USD 0.0018/12/20 7,623.76VARIANCE SWAP 9919 CHF 0.0018/12/20 8,323.41VARIANCE SWAP 9921 USD 0.0018/12/20 8,985.74VARIANCE SWAP 9922 EUR (109,850.27)18/06/21 5,000.00VARIANCE SWAP 9923 CHF (90,847.80)18/06/21 8,203.00VARIANCE SWAP 9924 EUR 13,487.0418/06/21 2,502.00VARIANCE SWAP 9925 EUR 99,500.7818/06/21 2,502.00VARIANCE SWAP 9926 EUR 122,529.4118/06/21 2,502.00VARIANCE SWAP 9927 EUR 101,290.3418/06/21 2,502.00VARIANCE SWAP 9928 EUR 48,844.2918/06/21 2,502.00VARIANCE SWAP 9929 EUR 91,623.8518/06/21 2,502.00VARIANCE SWAP 9930 SEK 44,040.7618/06/21 26,363.00VARIANCE SWAP 9931 EUR 82,083.5018/06/21 2,502.00VARIANCE SWAP 9932 SEK 51,464.7718/06/21 26,363.00VARIANCE SWAP 9933 EUR 31,819.0818/06/21 2,502.00VARIANCE SWAP 9934 EUR 28,915.7918/06/21 2,502.00VARIANCE SWAP 9935 EUR 59,658.2318/06/21 2,502.00VARIANCE SWAP 9936 EUR 68,354.3418/06/21 2,502.00VARIANCE SWAP 9937 EUR 41,340.5818/06/21 2,502.00VARIANCE SWAP 9938 EUR 79,748.2618/06/21 2,502.00VARIANCE SWAP 9939 CHF 53,141.6118/06/21 2,736.00VARIANCE SWAP 9940 CHF 43,205.7618/06/21 2,736.00VARIANCE SWAP 9941 CHF 57,394.8718/06/21 2,736.00VARIANCE SWAP 9942 HKD 477,591.6515/01/21 15,602.40VARIANCE SWAP 9943 HKD 0.0015/01/21 6,067.60VARIANCE SWAP 9944 EUR 0.0015/01/21 1,000.00VARIANCE SWAP 9945 USD 0.0015/01/21 1,109.60VARIANCE SWAP 9946 USD 0.0015/01/21 1,664.40VARIANCE SWAP 9947 USD 0.0015/01/21 5,548.00VARIANCE SWAP 9948 AUD 0.0015/01/21 11,150.40VARIANCE SWAP 9949 GBP 0.0015/01/21 3,199.60VARIANCE SWAP 9950 USD 0.0015/01/21 5,548.00VARIANCE SWAP 9951 USD 0.0015/01/21 5,548.00VARIANCE SWAP 9952 CHF 0.0015/01/21 2,187.00VARIANCE SWAP 9954 EUR 0.0015/01/21 5,000.00VARIANCE SWAP 9955 USD 0.0015/01/21 1,664.40VARIANCE SWAP 9956 AUD 0.0015/01/21 3,716.80VARIANCE SWAP 9957 USD 0.0015/01/21 2,219.20VARIANCE SWAP 9958 USD 0.0015/01/21 1,331.52VARIANCE SWAP 9959 USD 0.0015/01/21 1,109.60VARIANCE SWAP 9960 USD 0.0015/01/21 1,664.40VARIANCE SWAP 9961 EUR 0.0015/01/21 2,000.00VARIANCE SWAP 9962 USD 0.0015/01/21 5,548.00VARIANCE SWAP 9963 HKD 0.0015/01/21 21,670.00VARIANCE SWAP 9964 EUR 0.0015/01/21 16,800.00VARIANCE SWAP 9965 USD 0.0015/01/21 5,548.00VARIANCE SWAP 9966 USD 0.0015/01/21 1,109.60VARIANCE SWAP 9967 USD 0.0015/01/21 2,219.20VARIANCE SWAP 9968 EUR 0.0015/01/21 2,800.00VARIANCE SWAP 9969 GBP 0.0015/01/21 3,199.60VARIANCE SWAP 9970 USD 0.0015/01/21 2,441.12VARIANCE SWAP 9971 AUD 0.0015/01/21 3,716.80VARIANCE SWAP 9972 EUR 0.0015/01/21 2,000.00VARIANCE SWAP 9973 CHF 0.0015/01/21 1,093.50VARIANCE SWAP 9974 USD 0.0015/01/21 1,775.36VARIANCE SWAP 9975 USD 0.0015/01/21 1,997.28VARIANCE SWAP 9976 USD 0.0015/01/21 1,109.60VARIANCE SWAP 9977 USD 0.0015/01/21 1,109.60VARIANCE SWAP 9978 AUD 0.0015/01/21 3,716.80VARIANCE SWAP 9979 USD 0.0015/01/21 2,219.20VARIANCE SWAP 9980 USD 0.0015/01/21 5,548.00VARIANCE SWAP 9981 USD 0.0015/01/21 5,548.00


Name MaturityDate


in AUD

Notional

VARIANCE SWAP 9983 USD 0.0015/01/21 2,441.12VARIANCE SWAP 9984 USD 0.0015/01/21 1,664.40VARIANCE SWAP 9985 CHF 0.0015/01/21 3,280.50VARIANCE SWAP 9986 EUR 0.0015/01/21 2,000.00VARIANCE SWAP 9987 USD 0.0015/01/21 74,343.20VARIANCE SWAP 9988 SEK 0.0015/01/21 20,920.00VARIANCE SWAP 9993 USD (859,530.34)21/01/22 50,000.00VARIANCE SWAP 9994 USD 956,299.9621/01/22 1,000.00VARIANCE SWAP 9995 USD 0.0021/01/22 1,750.00VARIANCE SWAP 9996 USD 0.0021/01/22 1,000.00VARIANCE SWAP 9997 USD 0.0021/01/22 3,500.00VARIANCE SWAP 9998 USD 0.0021/01/22 1,750.00VARIANCE SWAP 9999 USD 0.0021/01/22 2,500.00

(5,561,976.00)

Total variance swaps (5,561,976.00)

Total financial derivative instruments (22,596,109.53)


(22,596,109.53) (6.27)Total financial derivative instruments

%NAV


84,239,426.49 23.38Net cash at bank


360,297,344.83 100.00Total net assets


LFIS VISION

83





Undertakings for collective investment 14.88 8.54

Money market instruments 4.72 2.71

100.00 57.40


Italy 50.23 28.84

Spain 19.79 11.36

Luxembourg 14.88 8.54

United States 13.71 7.87

Other 1.39 0.79

100.00 57.40



assets


SPANISH GOVT 0.75% 16-30/07/2021 40,938,292.43 11.36Government

LFIS Vision UCITS - Global Volatility Carry - ClassIF Shares (EUR) Cap

30,774,437.82 8.54Open-ended Funds

DISH DBS CORP 6.75% 11-01/06/2021 13,876,664.48 3.85Media

PULTEGROUP INC 4.25% 16-01/03/2021 13,682,934.02 3.80Building materials

ITALY BOTS 0% 20-12/03/2021 9,755,605.74 2.71Government

TELECOM ITALIA 1.125% 15-26/03/2022 CV 3,243,325.92 0.90Telecommunication

LOUIS DREYF 5.25% 17-13/06/2023 1,889,357.06 0.52Agriculture

CENTRICA PLC 15-10/04/2076 FRN 981,903.42 0.27Energy

ASHLAND INC 4.75% 13-15/08/2022 800,131.79 0.22Chemical

AUD

Sector

Top Ten Holdings

84


LFIS VISION

LFIS VISION - Premia OPT* (in CAD)Statement of Operations and Changes in Net Assets for theperiod ended November 30, 2020

CAD


Investment in securities at market value 3.3 246,372,040.65Net cash at bank 46,686.31


LiabilitiesAccrued expenses 17 50,540.76

Total liabilities 50,540.76

Net assets at the end of the period 246,368,186.20

Notes


*Please see Note 1.

Income

ExpensesDepositary fees 7 19,498.53Administration fees 6 56,743.05Professional fees 10 64,046.16Transaction costs 13 1,820.64"Taxe d'abonnement" 5 3,999.52Bank interest and charges 18,449.31Other expenses 11 25,288.45

Total expenses 189,845.66

Net investment income / (loss) (189,845.66)

Net realised gain / (loss) on: Investments 3.3, 15 (35,812.79)

Net realised gain / (loss) for the period (225,658.45)

Net change in unrealised appreciation / (depreciation) on: Investments 3.3, 15 (53,406,155.63)


(53,631,814.08)

Proceeds received on subscription of shares 300,000,000.28Net amount paid on redemption of shares -Net assets at the beginning of the period -


CADNotes

Statement of Operations and Changes in Net Assets forthe period ended November 30, 2020






Class I CAD - 310,302.61 - 310,302.61

LFIS VISION

85

LFIS VISION - Premia OPT* (in CAD)



LFIS VISION - Premia Opportunities - ClassAI1 CAD

CAD 111,259,378.56 45.16149,896.77

Funds


LFIS VISION -Premia Amplitude - Class AI1CAD

CAD 135,112,662.09 54.84157,177.20

246,372,040.65 100.00

246,372,040.65 100.00



Market valuein CAD

Currency %NAV

Summary of net assets%

NAV246,372,040.65 100.00Total Securities Portfolio

46,686.31 0.02Net cash at bank

(50,540.76) (0.02)Other assets and liabilities

246,368,186.20 100.00Total net assets

*Please see Note 1.

LFIS VISION

86

LFIS VISION - Premia OPT* (in CAD)




100.00 100.00



100.00 100.00



assets

LFIS VISION -Premia Amplitude - Class AI1 CAD 135,112,662.09 54.84Open-ended Funds

LFIS VISION - Premia Opportunities - Class AI1CAD

111,259,378.56 45.16Open-ended Funds

CAD

Sector

Top Ten Holdings

*Please see Note 1.

87


LFIS VISION

LFIS VISION - Premia Amplitude* (in EUR)Statement of Operations and Changes in Net Assets for theperiod ended November 30, 2020

EUR


Investment in securities at market value 3.3 226,923,700.19Net cash at bank 6,556,820.36Net unrealised appreciation on swaps 3.5 12,025,576.26


LiabilitiesBank overdraft 3,103,674.34Accrued expenses 17 252,791.14Cash collateral 16 5,870,000.00Net unrealised depreciation on forward foreign exchangecontracts

3.4, 19 665,071.99

Interest payable 11,798.09



Notes


*Please see Note 1.

IncomeBank interest 13,836.43Interest received on swaps 3.5 3,391,164.82


ExpensesManagement fees 8 1,290,292.02Depositary fees 7 16,856.08Administration fees 6 102,202.04Professional fees 10 44,996.16Transaction costs 13 2,513.35"Taxe d'abonnement" 5 1,273.63Bank interest and charges 77,233.37Interest paid on swaps 3.5 911,263.89Other expenses 11 16,203.90


Net investment income / (loss) 942,166.81

Net realised gain / (loss) on: Foreign currencies transactions (14,550,614.50)Forward foreign exchange contracts 3.4, 15 (107.85)Options and swaps (8,558,462.64)


Net change in unrealised appreciation / (depreciation) on: Investments 3.3, 15 (40,347,563.31)Forward foreign exchange contracts 3.4, 15 (665,071.99)Options and swaps 3.5, 3.7, 15 12,025,576.26


(51,154,077.22)

Proceeds received on subscription of shares 286,816,199.81Net amount paid on redemption of shares (59,361.34)Net assets at the beginning of the period -


EURNotes

Statement of Operations and Changes in Net Assets forthe period ended November 30, 2020






Class AI1 CAD** - 157,285.46 (108.26) 157,177.20

Class AI1 USD** - 200,000.00 - 200,000.00

Class EB EUR - 2.00 - 2.00

Class EB USD** - 1.00 - 1.00

Class I EUR - 2.00 - 2.00

Class I USD** - 1.00 - 1.00

Class M EUR - 2.00 - 2.00

Class M USD** - 1.00 - 1.00

Class R EUR - 2.00 - 2.00

Class R USD** - 1.00 - 1.00


LFIS VISION

88

LFIS VISION - Premia Amplitude* (in EUR)



LFIS Vision UCITS - Premia Access - ClassAI2 Shares (EUR) Cap

EUR 226,923,700.19 96.32271,931.00

Funds


226,923,700.19 96.32

226,923,700.19 96.32



Market valuein EUR

Currency %NAV

86,377,815.68 31/12/20133,958,650.00 (17,733.81)EURCAD 86,377,815.68Forward foreign exchange contracts

147,662,643.78 31/12/20175,959,679.00 (647,338.18)EURUSD 147,662,643.78

(665,071.99)

Total Forward foreign exchange contracts (665,071.99)


in EUR

MaturityDate

Commitmentin EUR



125,000,000.00 1,915,134.56USDBuy 1.000Credit default swaps


62,500,000.00 957,567.28USDBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

100,000,000.00 3,644,957.22EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,822,478.61EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,822,478.61EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,822,478.61EURBuy 1.000

20/12/24ITRX EUR CDSIS32 5Y 20/12/2024

50,000,000.00 1,822,478.61EURBuy 1.000


55,000,000.00 (1,379,176.35)EURSell 1.000


110,000,000.00 (2,758,352.70)EURSell 1.000


50,000,000.00 (672,142.11)EURSell 1.000


92,000,000.00 2,568,325.81EURBuy 1.000

11,566,228.15

Sell /Buy



in EUR


(%)



USD (202,601.83)100,000,000.0028/05/21

Total return swaps


in EUR



USD 629,447.22140,000,000.0028/05/21


in EUR



USD 32,502.7210,000,000.0030/11/21

459,348.11

Total total return swaps 459,348.11

Total financial derivative instruments 11,360,504.27


11,360,504.27 4.82Total financial derivative instruments

%NAV


3,453,146.02 1.47Net cash at bank

(6,134,589.23) (2.61)Other assets and liabilities

235,602,761.25 100.00Total net assets

*Please see Note 1.

LFIS VISION

89

LFIS VISION - Premia Amplitude* (in EUR)




100.00 96.32



100.00 96.32



assets

LFIS Vision UCITS - Premia Access - Class AI2Shares (EUR) Cap

226,923,700.19 96.32Open-ended Funds

EUR

Sector

Top Ten Holdings

*Please see Note 1.

LFIS VISION Notes to the Financial Statements as at November 30, 2020

90

Note 1 - General information LFIS VISION (the “Company”) was incorporated in the Grand Duchy of Luxembourg on May 14, 2013. The Company is organized as an umbrella fund incorporated as a public limited company (société anonyme or S.A.) under the laws of Luxembourg, which is registered as an investment company with variable capital (“société d’investissement à capital variable”), Investment specialised fund (“fonds d’investissement spécialisé”) under the 2007 Law as amended and the 1915 Law and the Law on Alternative Investment Fund Managers of July 12, 2013. The Board of Directors has appointed LFIS Capital (previously named La Française Investment Solutions), with registered office at 128, boulevard Raspail, F-75006 Paris, France, as Alternative Investment Manager (“AIFM”) to serve as the Company’s alternative investment fund manager within the meaning of Chapter II of AIFM Directive and Chapter 2 of the AIFM Law and in accordance with the provisions of Part II of the 2007 Law. The AIFM has been appointed under an Alternative Investment Fund Management Agreement, concluded for an indefinite period of time and which may be terminated by either party with three months ‘written notice, to manage the assets of the Company. The Alternative Investment Fund Management Agreement is subject to Luxembourg law and any dispute may be raised before Luxembourg competent jurisdiction. The Articles were published in the Mémorial on June 4, 2013. The Fund is registered with the Registre du Commerce et des Sociétés, Luxembourg under number B 177.538. Changes As from November 30, 2020 (included), La Française Investment Solutions (a société par actions simplifiée, registered with the Trade and Companies Register of Paris under number 752 897 850, having its registered office at 128 boulevard Raspail, 75006 Paris, France), acting as the management company of the Fund changed its legal denomination into: LFIS Capital; As at November 30, 2020, the Company comprises the following Sub-Funds: - LFIS VISION - Premia Opportunities - LFIS VISION - Credit Opportunities*** - LFIS VISION - Credit Carry Opportunities (liquidated on August 31, 2020) (As at reporting date, the Sub-Fund holds remaining cash of EUR 42,952.75) - LFIS VISION - Global Derivatives Opportunities (liquidated on July 31, 2020) (As at reporting date, the Sub-Fund holds remaining cash of EUR 73,079.04) - LFIS VISION - Premia Plus - LFIS VISION - Premia OPT (launched on December 27, 2019) - LFIS VISION - Premia Amplitude (launched December 27, 2019) The objective of the Company is to ensure for the Shareholders the benefit of the results of the management of its assets and seek to achieve the objectives of each Sub-Fund. Note 2 - Shares of the Company As at November 30, 2020, the Company has launched/liquidated following share Classes per Sub-Funds:

Sub-Fund Class share Class status LFIS VISION - Premia Opportunities AI5 EUR launched on December 11, 2019 AI1 CAD launched on December 27, 2019 AI4 USD closed on August 12, 2020 IS CHF launched on January 22, 2020 and closed on August 12, 2020 LFIS VISION - Credit Opportunities*** AI1 USD liquidated on November 30, 2020 LFIS VISION - Global Derivatives Opportunities* EB GBP launched on December 30, 2019 and closed on April 22, 2020 EB JPY launched on December 30, 2019 and closed on April 22, 2020 EB USD closed on April 22, 2020 LFIS VISION - Premia Amplitude* AI1 CAD launched on February 5, 2020 AI1 USD launched on February 5, 2020 EB USD launched on February 5, 2020 I USD launched on February 5, 2020 M USD launched on February 5, 2020 R USD launched on February 5, 2020

*Please see Note 1. ***Please see Note 3. As at November 30, 2020, the Company has issued the following type of share Classes: - Class AI1 EUR which is open to authorised well-informed investors; - Class AI1 CAD which is open to authorised institutional investors; - Class AI1 JPY which is open to authorised well-informed investors; - Class AI1 USD which is open to authorised well-informed investors; - Class AI2 CAD which is open to authorised well-informed investors;

LFIS VISION Notes to the Financial Statements as at November 30, 2020 (continued)

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Note 2 - Shares of the Company (continued) As at November 30, 2020, the Company has issued the following type of share Classes (continued): - Class AI3 USD which is open to authorised well-informed investors; - Class AI4 USD which is open to authorised well-informed investors; - Class AI5 AUD which is open to authorised well-informed investors; - Class AI6 EUR which is open to authorised well-informed investors; - Class AI7 EUR which is open to to authorised well-informed investors; - Class AI9 EUR which is open to authorised well-informed investors; - Class EB EUR which is open to institutional investor; - Class EB USD which is open to institutional investor; - Class I AUD which is open to institutional investor; - Class I EUR which is open to institutional investor; - Class I USD which is open to institutional investor; - Class IF EUR which is open to other UCIs managed by AIFM; - Class IS CAD which is open to institutional investor; - Class IS EUR which is open to institutional investor; - Class IS GBP which is open to institutional investor; - Class IS USD which is open to institutional investor; - Class M EUR which is open to any well-informed investors; - Class M USD which is open to any well-informed investors; - Class R EUR which is open to any well-informed investors; - Class R USD which is open to any well-informed investors; - Class RE EUR which is open to any well-informed investors being an employee of the AIFM and/or any of its affiliates; Note 3 - Significant accounting principles The financial statements are prepared in accordance with the legal and regulatory requirements in force in Luxembourg relating to Undertakings for Collective Investment and generally accepted accounting principles (LUX GAAP). The financial statements for LFIS VISION - Credit Carry Opportunities and LFIS VISION - Global Derivatives Opportunities and LFIS VISION - Credit Opportunities have been prepared using a non-going concern basis of accounting. 3.1 Combination of the different Sub-Funds The combined financial statements of LFIS VISION are expressed in euro (EUR). 3.2 Currency conversion The accounts of each Sub-Fund are kept in the currency of its Net Asset Value and the financial statements are expressed in the same currency. The acquisition cost of securities purchased in a currency other than that of the Sub-Fund is converted into the currency of the Sub-Fund on the basis of the exchange rates prevailing on the date on which the securities are acquired. Income and expenses denominated in a currency other than that of the Sub-Fund are converted into the currency of the Sub-Fund on the basis of the exchange rates prevailing on the transaction date. At the closing date, the security valuations (determined as described below), receivables, bank deposits and debts denominated in a currency other than that of the Sub-Fund are converted into the currency of the Sub-Fund on the basis of the exchange rates prevailing on that date; the foreign exchange differences resulting from the conversion of receivables, bank deposits and debts are included in the net gain/loss on foreign exchange for the year. 3.3 Valuation of investments The assets and liabilities of each of the Company’s individual Sub-Funds are valued on the basis of the following principles: a) Transferable securities and money market instruments admitted to official listing on a stock exchange or dealt with in on another market in a non-Member State which is regulated, operates regularly and is recognized and open to the public, are valued on the basis of the last known price. If the same security is quoted on different markets, the quotation of the main market for this security will be used. If there is no relevant quotation or if the quotations are not representative of the fair value, the evaluation will be done in good faith by the Board of Directors of the Company or its delegate with a view to establish the probable sales price for such securities; b) Non-listed securities are valued on the basis of their probable sales price as determined in good faith by the Board of Directors of the Company and its delegate; c) Liquid assets are valued at their nominal value plus accrued interest; d) Derivatives are valued at market value.


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Note 3 - Significant accounting principles (continued) 3.4 Valuation of forward foreign exchange contracts Open forward foreign exchange contracts are valued with reference to the forward exchange rate corresponding to the remaining life of the contract. All gains and losses realised and changes in unrealised gains and losses are included in the Statement of Operations and Changes in Net Assets. 3.5 Valuation of swaps contracts Interest rate swaps, Credit default swaps, Total return swaps and Variance swaps shall be valued at their market value established by reference to the applicable rate curve. Swaps on indices or financial instruments shall be valued at their market value established by reference to the index of the financial instrument concerned. The valuation of swap contracts relating to those indices or financial instruments shall be based on the market value of those swap transactions in accordance with the procedures established by the Board of Directors of the Company. All gains and losses realised and changes in unrealised gains and losses are included in the Statement of Operations and Changes in Net Assets. 3.6 Valuation of futures contracts Future contracts are valued based on the last available market price. All gains and losses realised and changes in unrealised gains and losses are included in the Statement of Operations and Changes in Net Assets. For the calculation of net holdings by currency on financial instruments, the holdings are converted at the exchange rate prevailing at the end of the year. 3.7 Valuation of options contracts Options contracts are valued at the market value and are shown in the Statement of Net Assets under “Investment in Options at Market Value”. All gains and losses realised and changes in unrealised gains and losses are included in the Statement of Operations and Changes in Net Assets. 3.8 Valuation of repurchase agreement contracts and reverse repurchase agreement Repurchase agreements are comparable with guaranteed loans. In this case, the Sub-Fund is not subject to the risk of the underlying asset losing value. Repurchase agreements are recognized as borrowings or loans in the amount of the cash received or paid. Repurchase agreements transactions are accounted for the payables, for the amount of cash paid. Interest is accrued separately and is included in the caption “Payable on repurchase agreements”. Reverse repurchase agreements are classed as lending transactions secured by underlying securities. These are transactions in which the seller transfers ownership of securities to another person (the buyer), and in which the seller and the buyer respectively and irrevocably undertake to repurchase and return the securities at a specified price and date. The Fund acts as the assignee in these transactions. The caption “Income on reverse repurchase agreements” also includes the interest on securities received under a repurchase agreement (pension). Reverse repurchase transaction (“Repo”) is a security sale transaction for securities with the commitment by the seller to repurchase the same security as that sold at a specified price at a future date. A reverse security sale transaction (“Reverse Repo”) is the same transaction from the purchaser’s standpoint. By approval, whether the transaction is called purchase of title to repurchase or sale if title to repurchase is determined by considering the transaction from the standpoint of the reseller. 3.9 Income Dividends are recognised as income on the date when shares are quoted ex-dividend for the first time. Dividends and interest received by the Company on its investments are in many cases subject to irrecoverable withholding taxes at source. 3.10 Cross currency swap A cross-currency swap is a bilateral agreement in which each party agrees to exchange two different currencies with an agreement to reserve the exchange at a later date at the same exchange rates. During the life of the swap, each party pays interest (in the currency of the principal received) to the other. 3.11 Swaptions A swaption is an option on a forward start swap which provides the purchaser the right to either pay or receive a fixed rate. A buyer of a swaption who has the right to pay fixed and receive floating is said to have purchased a “payers swaption”. Alternatively, the right to exercise into a swap whereby the buyer receives fixed and pays floating is known as a “receivers swaption”.


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Note 4 - Exchange rates at November 30, 2020 The exchange rates used in the conversion of the Company's assets or liabilities denominated in currencies other than the reference currency of the Sub-Funds are:

1 EUR = 1.623400 AUD 1 EUR = 24.111200 MXN 1 EUR = 6.442900 BRL 1 EUR = 10.594250 NOK 1 EUR = 1.550150 CAD 1 EUR = 1.702050 NZD 1 EUR = 1.082950 CHF 1 EUR = 4.483350 PLN 1 EUR = 26.304500 CZK 1 EUR = 91.503300 RUB 1 EUR = 7.443350 DKK 1 EUR = 10.227250 SEK 1 EUR = 0.896000 GBP 1 EUR = 1.602550 SGD 1 EUR = 9.273550 HKD 1 EUR = 9.356950 TRY 1 EUR = 359.085000 HUF 1 EUR = 34.094700 TWD 1 EUR = 124.733750 JPY 1 EUR = 1.196200 USD 1 EUR = 1,323.655100 KRW 1 EUR = 18.512700 ZAR

1 AUD = 3.968769 BRL 1 AUD = 815.359800 KRW 1 AUD = 0.954879 CAD 1 AUD = 6.525964 NOK 1 AUD = 0.667087 CHF 1 AUD = 1.048448 NZD 1 AUD = 4.585038 DKK 1 AUD = 6.299895 SEK 1 AUD = 0.615991 EUR 1 AUD = 0.987156 SGD 1 AUD = 0.551928 GBP 1 AUD = 0.736849 USD 1 AUD = 5.712425 HKD 1 AUD = 11.403659 ZAR 1 AUD = 76.834884 JPY

1 CAD = 0.645099 EUR

Note 5 - “Taxe d'abonnement” In accordance with current legislation and current practices, the Company is not liable for any Luxembourg income and capital gains tax. The Company is subject to an annual tax in Luxembourg corresponding to 0.01% of the value of the net assets. This tax is payable quarterly on the basis of the net assets of the Company calculated at the end of the quarter to which the tax relates. However, for Sub-Funds that are invested in other Luxembourg investments funds, which in turn are subject to the subscription tax provided by the 2010 Law and the 2007 Law, no subscription tax is due from the Company on the portion of assets invested therein. Note 6 - Administrative, custodian, registrar and transfer agent BNP Paribas Securities Services, Luxembourg Branch has been appointed administrative agent, depositary, registrar and transfer agent of the Company pursuant to an administrative services agreement and depositary agreement between the AIFM and BNP Paribas Securities Services, Luxembourg Branch. The remuneration paid to BNP Paribas Securities Services, Luxembourg Branch for accounting and fund administration services is: - 0.03% p.a. on the total net assets up to 75 Mio EUR; - 0.02% p.a. on the total net assets between 75 and 150 Mio EUR; - 0.01% p.a. on the total net assets above 150 Mio EUR. The custody fees are subject to a monthly minimum of EUR 1,000 per Sub-Fund. Transfer agent fees are subject to: - a minimum of EUR 650 per month and per Sub-Fund for non daily valuation, - a minimum of EUR 1,250 per month and per Sub-Fund for daily valuation. Note 7 - Depositary and paying agent BNP Paribas Securities Services, Luxembourg Branch has been appointed depositary and paying agent of the Company. The Supervisory functions performed by the Depositary Bank of the Company, are subject to a monthly fee of 0.002% based on the Net Asset Value of each Sub-Fund (subject to VAT of 14%).


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Note 8 - Management Fees The Management Fees is accrued on each valuation day and paid quarterly in arrears. The AIFM is entitled to receive from the Company a Management Fee equal to the Management Fee rate not exceeding the percentage amount indicated in the Class of shares summary below, applied to the Net Asset Value of the relevant Class. The Management Fees are calculated as follows:

Sub-Fund Class Rate Actual rate


IS USD Up to 1.50% p.a. 1.50% IS GBP Up to 1.50% p.a. 1.50% IS EUR Up to 1.50% p.a. 1.50% M EUR Up to 1.50% p.a. 1.50% M USD Up to 1.50% p.a. 1.50% R EUR Up to 3.00% p.a. 2.50%

RE EUR Up to 2.00% p.a. 0.15% AI1 JPY Up to 2.00% p.a. 1.00% AI3 USD Up to 2.00% p.a. 2.00%

AI4 USD** Up to 2.00% p.a. 1.25% AI1 USD Up to 2.00% p.a. 1.00%

AI1 CAD** Up to 2.00% p.a. 1.00% AI2 CAD Up to 2.00% p.a. 1.25% AI5 AUD Up to 2.00% p.a. 0.75%

AI5 EUR** Up to 2.00% p.a. 0.75% AI6 EUR Up to 2.00% p.a. 0.75% AI7 EUR Up to 2.00% p.a. 0.75% AI9 EUR Up to 2.00% p.a. 0.75% IS CAD Up to 1.50% p.a. 1.50%

IS CHF** Up to 1.50% p.a. 1.50% AI1 EUR Up to 2.00% p.a. 1.00%


AI1 EUR Up to 2.00% p.a. 1.50% I EUR Up to 1.50% p.a. 1.50% I USD Up to 1.50% p.a. 1.50%

RE EUR Up to 2.00% p.a. 0.15% AI1 USD** Up to 2.00% p.a. 0.70%

LFIS VISION - Credit Carry Opportunities* EB USD Up to 1.00% p.a 1.00% EB EUR Up to 1.00% p.a 1.00% IF EUR Up to 1.00% p.a 0.00%


EB EUR Up to 1.00% p.a 0.75% EB GBP** Up to 1.00% p.a 0.75% EB JPY** Up to 1.00% p.a 0.75% EB USD** Up to 1.00% p.a 0.75%

IF EUR Up to 1.50% p.a. 0.00% LFIS VISION - Premia Plus I AUD Up to 0.50% p.a. 0.50% LFIS VISION - Premia OPT* I CAD Up to 0.50% p.a. 0.00%


AI1 CAD** Up to 2.00% p.a. 0.95% AI1 USD** Up to 2.00% p.a. 0.50% EB EUR Up to 0.75% p.a. 0.75%

EB USD** Up to 0.75% p.a. 0.75% I EUR Up to 1.00% p.a 1.00%

I USD** Up to 1.00% p.a 1.00% M EUR Up to 1.00% p.a 1.00%

M USD** Up to 1.00% p.a 1.00% R EUR Up to 1.60% p.a 1.60%

R USD** Up to 1.60% p.a 1.60% *Please see Note 1. **Please see Note 2. ***Please see Note 3.


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Note 9 - Performance Fees The AIFM is entitled to receive from the Company a Performance Fee, for each Calculation Period, with respect to each Class available, equal to the Performance Fee Rate of the relevant Class as mentioned below:

Sub-Funds Class Performance Fee


IS USD Up to 20% IS GBP Up to 20% IS EUR Up to 20% M EUR Up to 20% M USD Up to 20% R EUR Up to 20%

RE EUR N/A AI1 JPY Up to 20% AI3 USD Up to 20%

AI4 USD** Up to 20% AI1 USD Up to 20%

AI1 CAD** Up to 20% AI2 CAD Up to 20% AI5 AUD Up to 30%

AI5 EUR** Up to 30% AI6 EUR Up to 30% AI7 EUR Up to 30% AI9 EUR Up to 30% IS CAD Up to 20%

IS CHF** Up to 20% AI1 EUR Up to 20%


AI1 EUR Up to 20% I EUR Up to 20% I USD Up to 20%

RE EUR N/A AI1 USD** Up to 20%

LFIS VISION - Credit Carry Opportunities* EB USD Up to 10% EB EUR Up to 10% IF EUR N/A


EB EUR Up to 25% EB GBP** Up to 25% EB JPY** Up to 25% EB USD** Up to 25%

I EUR Up to 35% LFIS VISION - Premia Plus I AUD Up to 10% LFIS VISION - Premia OPT* I CAD Up to 10%.


AI1 CAD** Up to 20% AI1 USD** Up to 20% EB EUR Up to 10%

EB USD** Up to 10% I EUR Up to 10% I USD Up to 10% M EUR Up to 10%

M USD** Up to 10% R EUR Up to 15%

R USD** Up to 15% *Please see Note 1. **Please see Note 2. ***Please see Note 3. Excepted for LFIS VISION - Premia Plus, the “Net New Appreciation” means, with respect to each Class, the positive difference between the Net Asset Value of the Class (net of all deductible fees and expenses, including any Management Fee; but for the purpose of calculating the Performance Fee, not reduced by the Performance Fee) and the relevant High Water Mark.


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Note 9 - Performance Fees (continued) “High Water Mark” means, with respect to each Class, the Net Asset Value of a reference fund “the Reference NAV” denominated in the same currency and bearing the same expenses (excluding the Performance Fee for the relevant Class), and recording the same subscriptions (expressed in amounts), and redemptions (expressed in a fraction of the outstanding net assets) than the Class and achieving a performance since the beginning of trading of the relevant Class based on the performance of the “Hurdle Rate” corresponding to the currency of that relevant Class defined below: For LFIS VISION - Premia Opportunities, the Hurdle Rate means: - Classes denominated in EUR, EURO Overnight Index Average (“EONIA”) capitalised; - Classes denominated in USD, US Federal Funds Effective Rate (“US Fed Funds”) capitalised; - Classes denominated in GBP, Sterling Overnight Index Average (“SONIA”) capitalised; - Classes denominated in CAD, Canadian Overnight Repo Rate Average (“CORRA”) capitalised; - Classes denominated in JPY, Tokyo Overnight Average rate (“TONA”) capitalised; and - Classes denominated in AUD, RBA Interbank Overnight Cash Rate capitalised; For LFIS VISION - Credit Opportunities***, the Hurdle Rate means: - Classes denominated in EUR, 3-Month Euribor interest rate; and - Classes denominated in USD, 3-Month US Dollar (USD) LIBOR interest rate; For LFIS VISION - Credit Carry Opportunities*, the Hurdle Rate means: - Classes denominated in EUR, EURO Overnight Index Average (“EONIA”) capitalised + 5%; - Classes denominated in USD, US Federal Funds Effective Rate (“US Fed Funds”) capitalised +5%; For LFIS VISION - Global Derivatives Opportunities*, the Hurdle Rate means: - Classes denominated in EUR, EURO Overnight Index Average (“EONIA”) capitalised; - Classes denominated in USD, US Federal Funds Effective Rate (“US Fed Funds”) capitalised;

For LFIS VISION - Premia OPT*, the Hurdle Rate means: - Classes denominated in CAD, Canadian Overnight Repo Rate Average (“CORRA”); - Classes denominated in USD, US Federal Funds Effective Rate (“US Fes Funds”) For LFIS VISION - Premia Amplitude*, the Hurdle Rate means: - The "Hurdle Rate" means: - Classes denominated in EUR, EURO Overnight Index Average ("EONIA") capitalised; - Classes denominated in USD, US Federal Funds Effective Rate ("US Fed Funds") capitalised; - Classes denominated in GBP, Sterling Overnight Index Average ("SONIA") capitalised; - Classes denominated in CAD, Canadian Overnight Repo Rate Average ("CORRA") capitalised; - Classes denominated in SEK, Stockholm Interbank Offered Rate Tomorrow Next ("STIBOR T/N") capitalised; - Classes denominated in NOK, Norwegian Overnight Weighted Average rate ("NOWA") capitalised; - Classes denominated in JPY, Tokyo Overnight Average rate ("TONA") capitalised; - Classes denominated in HKD, HKD Overnight Index Average("HONIA") capitalised; - Classes denominated in CHF, Swiss Average Rate Overnight ("SARON") capitalised; - Classes denominated in AUD, RBA Interbank Overnight Cash Rate capitalised; - Classes denominated in SGD, Association of Banks in Singapore 1 month SGD Sibor rate capitalised; If a Hurdle Rate for a currency of a given Class is not listed above, then the appropriate overnight index or domestic interest rate for that currency will be used as Hurdle Rate for that given Class At the end of each Calculation Period, for which a Performance Fee in respect of a given Class is paid (or becomes payable) to the AIFM, the net assets level of the Reference Fund in respect of the relevant Class is reset to the level of the Net Asset Value of the relevant Class as at the end of such Calculation Period. Calculation Period means the period between the day immediately following the last Business Day of the preceding Calculation Period (inclusive) and the last Business Day of the current Fiscal Year (inclusive), or for the first Calculation Period (the “Initial Calculation Period”), the period beginning on the date on which the Class commenced trading (inclusive) and ending on the last Business Day of the financial year during which the relevant Class has been launched (inclusive). The Performance Fee will be deemed to accrue as at each Valuation Day. For LFIS VISION - Premia Plus, the “Fund Gross NAV” means the Net Asset Value of the Sub-Fund net of all deductible fees and expenses, including any Management Fee; but for the purpose of calculating the Performance Fee, not reduced by the Performance Fee. *Please see Note 1. ***Please see Note 3.


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Note 9 - Performance Fees (continued) “Calculation Period” means: - for the first Calculation Period (n=1), the period starting on the date on which the Sub-Fund commenced trading (inclusive) and ending on theYear Closing Valuation Day (included) falling on or before 30 June 2020; and - for the subsequent Calculation Periods (n>1), the period starting on the last Valuation Day (excluded) of the preceding Calculation Period and ending on the Valuation Day (included) falling on or immediately before the subsequent anniversary date of the Sub-Fund; “Reference Fund” means, a notional fund denominated the reference currency of the Sub-Fund, and recording the same subscriptions (expressed in amounts), and redemptions (expressed in a fraction of the outstanding net assets) than the Sub-Fund and achieving a performance since the beginning of trading of the Sub-Fund, based on the performance of the Reference Rate, as defined below; *Please see Note 1. “Reference NAV” means the Net Asset Value of the Reference Fund. It being understood that at the end of each Calculation Period (n) in respect of which a Performance Fee becomes payable, the Net Asset Value of the Reference Fund is increased by an amount equal to the Outperformance Payable (n) (calculated at the end of that relevant Calculation Period); “Reference Rate” means a rate per annum equal to: AUD ASX 3-Month BBSW (Bank Bill Swap Rate) or any successor thereof +1.70%. The Performance Fee will be deemed to accrue as at each Valuation Day. As of November 30, 2020 there were no performances fees applicable. Note 10 - Professional fees During the year ended November 30, 2020, the caption “Professional fees” includes audit fee, lawyer fees and professional fees. Note 11 - Other expenses The caption “Other expenses” is mainly composed of Transfer agent fees, Director fees and Regulatory fees. Note 12 - Reverse repurchase agreements As at November 30, 2020, repurchase agreements were not available. Note 13 - Transaction costs The Company incurred transaction costs which have been defined as brokerage fees, certain taxes and certain custodian fees relating to the purchase and sale of transferable securities, money market instruments or other eligible assets. The global amounts of transaction costs are all taken into account through the Statement of Operations and Changes in Net Assets. Note 14 - Changes in the composition of the Securities Portfolio The report on changes in the composition of the Securities Portfolio for each Sub-Fund is available upon request and free of charge at the registered office of the Company.


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Note 15 - Net realised and net change in unrealised on investments The net realised gain / (loss) on investments for the year ended November 30, 2020 can be analysed as follows: LFIS VISION - Premia Opportunities

Realised on investments gain/(loss)

November 30, 2020 in EUR Realised on forwards gain/(loss)

November 30, 2020 in EUR Realised gain on investments and forwards 10,214,768.21 76,145,482.02 Realised loss on investments and forwards (93,143,364.47) (94,469,024.75) Net realised gain/(loss) on disposal on investments and forwards (82,928,596.26) (18,323,542.73)

Realised on futures gain/(loss) November

30, 2020 in EUR Realised on options and swaps gain/(loss)

November 30, 2020 in EUR Realised gain on futures, options and swaps 295,669,053.76 574,371,707.08 Realised loss on futures, options and swaps (330,341,698.11) (618,992,277.92) Net realised gain/(loss) on futures, options and swaps (34,672,644.35) (44,620,570.84)




November 30, 2020 in EUR Realised gain on investments and forwards 9,394,927.01 284,529.11 Realised loss on investments and forwards (33,781,166.40) (41,031.11) Net realised gain/(loss) on disposal on investments and forwards (24,386,239.39) 243,498.00

Realised on futures gain/(loss) November 30, 2020 in EUR

Realised on options and swaps gain/(loss) November 30, 2020 in EUR

Realised gain on futures, options and swaps 1,077,604.63 146,480,683.40 Realised loss on futures, options and swaps (622,676.96) (170,185,370.84) Net realised gain/(loss) on futures, options and swaps 454,927.67 (23,704,687.44)




November 30, 2020 in EUR Realised gain on investments and forwards - 140,576.92 Realised loss on investments and forwards - (130,633.48) Net realised gain/(loss) on disposal on investments and forwards - 9,943.44



November 30, 2020 in EUR Realised gain on futures, options and swaps 859,987.59 61,007,938.51 Realised loss on futures, options and swaps - (65,010,459.67) Net realised gain/(loss) on futures, options and swaps 859,987.59 (4,002,521.16)

*Please see Note 1. ***Please see Note 3.


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Note 15 - Net realised and net change in unrealised on investments (continued) LFIS VISION - Global Derivatives Opportunities*



November 30, 2020 in EUR Realised gain on investments and forwards - 5,328.82 Realised loss on investments and forwards (393,959.80) (8,991.90) Net realised gain/(loss) on disposal on investments and forwards (393,959.80) (3,663.08)

Realised on futures gain/(loss) November 30, 2020 in EUR

Realised on options and swaps gain/(loss) November 30, 2020 in EUR

Realised gain on futures, options and swaps 32,501,670.50 55,675,733.81 Realised loss on futures, options and swaps (21,107,216.55) (119,611,095.83) Net realised gain/(loss) on futures, options and swaps 11,394,453.95 (63,935,362.02)



November 30, 2020 in AUD Realised on forwards gain/(loss)

November 30, 2020 in AUD Realised gain on investments and forwards 28,902,670.95 108,745,276.46 Realised loss on investments and forwards (9,899,403.19) (130,342,196.64) Net realised gain/(loss) on disposal on investments and forwards 19,003,267.76 (21,596,920.18)

Realised on futures gain/(loss) November 30, 2020 in AUD

Realised on options and swaps gain/(loss) November 30, 2020 in AUD

Realised gain on futures, options and swaps 190,856,708.77 236,286,611.50 Realised loss on futures, options and swaps (207,231,165.06) (300,939,891.32) Net realised gain/(loss) on futures, options and swaps (16,374,456.29) (64,653,279.82)



November 30, 2020 in CAD Realised on forwards gain/(loss)

November 30, 2020 in CAD Realised gain on investments and forwards - - Realised loss on investments and forwards (35,812.79) - Net realised gain/(loss) on disposal on investments and forwards (35,812.79) -




November 30, 2020 in EUR Realised gain on investments and forwards - 112.61 Realised loss on investments and forwards - (220.46) Net realised gain/(loss) on disposal on investments and forwards - (107.85)



November 30, 2020 in EUR Realised gain on futures, options and swaps - 6,446,109.28 Realised loss on futures, options and swaps - (15,004,571.92) Net realised gain/(loss) on futures, options and swaps - (8,558,462.64)

*Please see Note 1.


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Note 15 - Net realised and net change in unrealised on investments (continued) The net change in unrealised gain/(loss) on investments for the year ended November 30, 2020 can be analysed as follows: LFIS VISION - Premia Opportunities

November 30, 2019

in EUR November 30, 2020

in EUR Net change in unrealised gain/(loss)

November 30, 2020 in EUR Unrealised gain on investments 18,905,992.53 701,964.58 (18,204,027.95) Unrealised loss on investments (18,044,475.31) (9,653,736.30) 8,390,739.01 Net change in unrealised gain/(loss) on investments (9,813,288.94)

November 30, 2019



November 30, 2020 in EUR Unrealised gain on forwards 4,353,498.21 674,168.02 (3,679,330.19) Unrealised loss on forwards (13,094,158.75) (3,168,601.78) 9,925,556.97 Net change in unrealised gain/(loss) on forwards 6,246,226.78

November 30, 2019 in EUR


Net change in unrealised gain/(loss) November 30, 2020 in EUR

Unrealised gain on futures 7,686,103.57 7,489,040.00 (197,063.57) Unrealised loss on futures (12,834,830.12) (21,272,929.76) (8,438,099.64) Net change in unrealised gain/(loss) on futures (8,635,163.21)




Unrealised gain on options and swaps 402,415,236.19 398,263,652.61 (4,151,583.58) Unrealised loss on options and swaps (293,472,005.29) (442,714,694.81) (149,242,689.52) Net change in unrealised gain/(loss) on options and swaps (153,394,273.10)


November 30, 2019



November 30, 2020 in EUR Unrealised gain on investments 2,158,943.44 949,641.90 (1,209,301.54) Unrealised loss on investments (5,023,889.93) (9,050,218.05) (4,026,328.12) Net change in unrealised gain/(loss) on investments (5,235,629.66)

November 30, 2019



November 30, 2020 in EUR Unrealised gain on forwards 7,747.61 - (7,747.61) Unrealised loss on forwards (18,333.35) (2.81) 18,330.54 Net change in unrealised gain/(loss) on forwards 10,582.93




Unrealised gain on futures - 14,680.00 14,680.00 Unrealised loss on futures - - - Net change in unrealised gain/(loss) on futures 14,680.00



101

Note 15 - Net realised and net change in unrealised on investments (continued) LFIS VISION - Credit Opportunities*** (continued)

November 30, 2019



November 30, 2020 in EUR Unrealised gain on options and swaps 40,004,416.18 1,288,267.70 (38,716,148.48) Unrealised loss on options and swaps (80,303,333.45) (1,054,827.66) 79,248,505.79 Net change in unrealised gain/(loss) on options and swaps 40,532,357.31


November 30, 2019



November 30, 2020 in EUR Unrealised gain on forwards 12,709.10 - (12,709.10) Unrealised loss on forwards (279.46) - 279.46

Net change in unrealised gain/(loss) on forwards

(12,429.64)




Unrealised gain on options and swaps 23,208,657.04 - (23,208,657.04) Unrealised loss on options and swaps (12,470,391.44) - 12,470,391.44 Net change in unrealised gain/(loss) on options and swaps (10,738,265.60)


November 30, 2019



November 30, 2020 in EUR Unrealised gain on investments - - - Unrealised loss on investments (40,234.83) - 40,234.83 Net change in unrealised gain/(loss) on investments 40,234.83

November 30, 2019



November 30, 2020 in EUR Unrealised gain on forwards - - - Unrealised loss on forwards (1.70) - 1.70 Net change in unrealised gain/(loss) on forwards 1.70




Unrealised gain on futures - - - Unrealised loss on futures (1,020,624.70) - 1,020,624.70 Net change in unrealised gain/(loss) on futures 1,020,624.70




Unrealised gain on options and swaps 15,063,501.84 - (15,063,501.84) Unrealised loss on options and swaps (13,277,507.72) - 13,277,507.72 Net change in unrealised gain/(loss) on options and swaps (1,785,994.12)



102

Note 15 - Net realised and net change in unrealised on investments (continued) LFIS VISION - Premia Plus

November 30, 2019

in AUD November 30, 2020

in AUD Net change in unrealised gain/(loss)

November 30, 2020 in AUD Unrealised gain on investments 6,334,029.98 103,662.51 (6,230,367.47) Unrealised loss on investments (460,261.85) (9,380,181.47) (8,919,919.62) Net change in unrealised gain/(loss) on investments (15,150,287.09)

November 30, 2019 in AUD


Net change in unrealised gain/(loss) November 30, 2020 in AUD

Unrealised gain on forwards 1,114,954.74 6,544,200.60 5,429,245.86 Unrealised loss on forwards (7,794,377.15) (1,385,491.56) 6,408,885.59 Net change in unrealised gain/(loss) on forwards 11,838,131.45




Unrealised gain on futures 2,291,607.94 67,006,236.91 64,714,628.97 Unrealised loss on futures (2,557,455.93) (74,399,572.51) (71,842,116.58) Net change in unrealised gain/(loss) on futures (7,127,487.61)




Unrealised gain on options and swaps 74,234,860.77 135,515,073.77 61,280,213.00 Unrealised loss on options and swaps (60,681,753.08) (147,090,597.69) (86,408,844.61) Net change in unrealised gain/(loss) on options and swaps (25,128,631.61)


November 30, 2019

in CAD November 30, 2020

in CAD Net change in unrealised gain/(loss)

November 30, 2020 in CAD Unrealised gain on investments - - - Unrealised loss on investments - (53,406,155.63) (53,406,155.63) Net change in unrealised gain/(loss) on investments (53,406,155.63)


November 30, 2019



November 30, 2020 in EUR Unrealised gain on investments - - - Unrealised loss on investments - (40,347,563.31) (40,347,563.31) Net change in unrealised gain/(loss) on investments (40,347,563.31)

November 30, 2019



November 30, 2020 in EUR Unrealised gain on forwards - - - Unrealised loss on forwards - (665,071.99) (665,071.99) Net change in unrealised gain/(loss) on forwards (665,071.99)

*Please see Note 1.


103

Note 15 - Net realised and net change in unrealised on investments (continued) LFIS VISION - Premia Amplitude*(continued)

November 30, 2019



November 30, 2020 in EUR Unrealised gain on options and swaps - 17,037,849.25 17,037,849.25 Unrealised loss on options and swaps - (5,012,272.99) (5,012,272.99) Net change in unrealised gain/(loss) on options and swaps 12,025,576.26

Note 16 - Collateral and counterparties on derivatives contracts

Sub-Funds and counterparties Sub-Fund

currency

Type of collateral

Collateral amount paid (in Sub-Fund

currency)

Collateral amount received

(in Sub-Fund currency)

Type of derivatives

LFIS VISION - Premia Opportunities Barclays Bank EUR Cash 239,128.63 - CDS, TRS, Variance swap BNP Paribas EUR Cash 49,576,793.30 (20,634,834.86) CDS, Interest rate swap, TRS, Variance swap BOA Merrill Lynch EUR Cash 6,230,000.00 - CDS, TRS, Variance swap Banque Populaire EUR Cash 640,000.00 - TRS BBVA EUR Cash 2,000,000.00 - No derivatives covered Citigroup Global Market EUR Cash 9,540,000.00 (310,000.00) CDS, TRS, Variance swap Crédit Agricole EUR Cash 240,000.00 - No derivatives covered Crédit Suisse EUR Cash 15,480,000.00 - CDS, TRS, Variance swap Deutsche Bank EUR Cash - (8,191,333.18) CDS, TRS, Variance swap Goldman Sachs EUR Cash 82,375,000.00 - CDS, Interest rate swap, TRS, Variance swap HSBC Bank EUR Cash 5,769,999.01 - TRS, Variance swap JP Morgan EUR Cash - (18,220,000.00) CDS, Interest rate swap, TRS, Variance swap Macquarie Bank International Limited EUR Cash 1,190,040.00 - TRS Morgan Stanley EUR Cash 49,266,246.00 - CDS, Interest rate swap, TRS, Variance swap Natixis EUR Cash 3,560,000.00 - CDS, TRS, Variance swap Nomura EUR Cash - (190,000.00) CDS, Interest rate swap, Variance swap Royal Bank of Canada EUR Cash 1,160,000.00 - Interest rate swap Société Générale EUR Cash 48,800,000.00 - CDS, TRS, Variance swap UBS EUR Cash 18,560,000.00 - TRS, Variance swap LFIS VISION - Credit Opportunities*** Société Générale EUR Cash 2,139,999.90 - CDS Morgan Stanley EUR Cash - - CDS Crédit Suisse EUR Cash 990,000.00 - CDS BNP Paribas EUR Cash 193,498.53 - CDS Goldman Sachs EUR Cash 20,000.00 - CDS Nomura EUR Cash 310,000.00 - CDS BOA Merrill Lynch EUR Cash 350,000.00 - CDS JP Morgan EUR Cash 340,000.00 - CDS Citigroup Global Market EUR Cash 507,000.00 - CDS Barclays Bank EUR Cash - - CDS Crédit Agricole EUR Cash 790,000.00 - No derivatives covered



104

Note 16 - Collateral and counterparties on derivatives contracts (continued)

Sub-Funds and counterparties Sub-Fund

currency

Type of collateral

Collateral amount paid (in Sub-Fund

currency)

Collateral amount received

(in Sub-Fund currency)

Type of derivatives

LFIS VISION - Premia Plus Société Générale AUD Cash 29,269,902.00 - CDS, TRS, Variance swap Morgan Stanley AUD Cash 15,990,490.00 - Variance swap Natixis AUD Cash 5,974,112.00 - TRS, Variance swap BNP Paribas AUD Cash 13,709,170.29 (16,881,985.27) CDS, Interest rate swap, TRS, Variance swap BOA Merrill Lynch AUD Cash - (438,318.00) CDS, Variance swap Goldman Sachs AUD Cash 5,048,774.00 - CDS, Interest rate swap, TRS, Variance swap JP Morgan AUD Cash - (9,709,555.40) CDS, Interest rate swap, TRS, Variance swap HSBC Bank AUD Cash - (438,318.00) TRS, Variance swap Deutsche Bank AUD Cash 4,177,871.43 - CDS, TRS, Variance swap Citigroup Global Market AUD Cash 10,292,356.00 - TRS, Variance swap Crédit Suisse AUD Cash 5,616,964.00 - TRS, Variance swap Barclays Bank AUD Cash 3,100,694.00 - TRS, Variance swap Royal Bank of Canada AUD Cash 32,468.00 - Interest rate swap Crédit Agricole AUD Cash - - No derivatives covered Macquarie Bank International Limited AUD Cash 551,956.00 - TRS UBS AUD Cash 25,243,870.00 - TRS, Variance swap Nomura AUD Cash - - IRS LFIS VISION - Premia Amplitude* BNP Paribas EUR Cash - (6,670,000.00) CDS Crédit Agricole EUR Cash 1,350,000.00 - No derivatives covered Deutsche Bank EUR Cash 2,060,000.00 - CDS JP Morgan EUR Cash - (3,060,000.00) CDS Macquarie Bank International Limited EUR Cash - - TRS Société Générale EUR Cash 450,000.00 - TRS

Note 17 - Accrued expenses Accrued expenses caption is mainly composed of accruals on fees as per Management fees, performance fees, professional fees, administration fees and depositary fees. Note 18 - Options contracts As at November 30, 2020, the Sub-Fund LFIS VISION - Premia Opportunities held positions in options contracts. The counterparties for these positions are BNP Paribas, BOA Merrill Lynch, Citigroup Global Market, Crédit Agricole, Crédit Suisse, Deutsche Bank, Goldman Sachs, HSBC Bank, JP Morgan, Morgan Stanley, Natixis, Royal Bank of Canada, Société Générale and UBS. As at November 30, 2020, the Sub-Fund LFIS VISION - Premia Plus held positions in options contracts. The counterparties for these positions are BNP Paribas, Citigroup Global Market, Crédit Suisse, Deutsche Bank, Goldman Sachs, JP Morgan, Royal Bank of Canada, Société Générale, UBS and Morgan Stanley. Note 19 - Forward foreign exchange contracts As at November 30, 2020, the Sub-Fund LFIS VISION - Premia Opportunities held positions in Forward foreign exchange contracts. The counterparties for these positions are Crédit Agricole, JP Morgan, Natixis, Royal Bank of Canada and UBS. As at November 30, 2020, the Sub-Fund LFIS VISION - Credit Opportunities*** held positions in Forward foreign exchange contracts. The counterparty for these positions is Deutsche Bank. As at November 30, 2020, the Sub-Fund LFIS VISION - Premia Plus held positions in Forward foreign exchange contracts. The counterparties for these positions are Crédit Agricole, BNP Paribas, Goldman Sachs, JP Morgan, Natixis, Royal Bank of Canada and UBS. As at November 30, 2020, the Sub-Fund LFIS VISION - Premia Amplitude* held positions in Forward foreign exchange contracts. The counterparty for these positions is JP Morgan. *Please see Note 1. ***Please see Note 3.


105

Note 20 - Futures contracts As at November 30, 2020, the Sub-Funds below held positions in Futures contracts. The counterparty for all of these positions is Société Générale. LFIS VISION - Premia Opportunities LFIS VISION - Credit Opportunities*** LFIS VISION - Premia Plus Note 21 - Dilution Levy The Dilution Levy is a charge which may be applied, at the sole discretion of the Board of Directors, to subscriptions and/or redemptions of Shares of the relevant Sub-Fund on any Valuation Day. The effect of the Dilution Levy is that the estimated bid/offer spread and transaction costs that arise when the AIFM has to adjust the investments of the relevant Sub-Fund due to the subscriptions and redemptions of Shares in the relevant Sub-Fund when the corresponding net amount is exceeding the relevant threshold (being a pre-determined level expressed as a percentage of the Sub-Fund’s Net Asset Value set by the Board of Directors from time to time for that Sub-Fund) (the "Dilution Threshold") will not be incurred by the existing or remaining Shareholders of the relevant Sub-Fund but by the redeeming and/or subscribing Shareholders. The purpose of the Dilution Levy is to protect the existing or remaining Shareholders in the Sub-Fund. The Dilution Levy will be applied as an entry charge and/or exit charge credited to the Sub-Fund for the benefit of the existing or remaining Shareholders. In addition, the Board of Directors may decide to apply a Dilution Levy in respect of a given Sub-Fund the Supplement of which is not yet stating that a Dilution Levy is applicable or increase the maximum Dilution Rate beyond the maximum percentage disclosed in the relevant Supplement for a particular Sub-Fund, where such increase is justified by exceptional market conditions and taking into account the best interest of Shareholders. Such decision is subject to a prior information notified to the existing Shareholders and made available through the following website: www.lfis.com. Note 22 - Cross Sub-Funds investment (art. 181 of the amended Law of December 17, 2010) Cross Sub-Funds investment envisages that any Sub-Fund created within an undertaking for collective investment (UCI) with multiple Sub-Funds may invest in one or more other Sub-Funds of the same UCI. This allows a single legal structure with cross Sub-Funds investment to subscribe for, acquire and hold within the same UCI. During the year ended November 30, 2020, the following cross Sub-Fund investments were processed: - LFIS VISION - Premia Opportunities** invests in:

LFIS VISION - Premia Amplitude - Class M EUR LFIS VISION - Premia Amplitude - Class I EUR LFIS VISION - Premia Amplitude - Class EB EUR LFIS VISION - Premia Amplitude - Class R EUR

- LFIS VISION - Premia OPT*,** invests in:

LFIS VISION - Premia Opportunities - Class AI1 CAD LFIS VISION - Premia Amplitude - Class AI1 CAD

**For the year ended on November 30, 2020, no duplication of subscription or redemption fees exists in the Sub-Funds. As at November 30, 2020, the total amount of cross-investments was EUR 158,937,738.29 so that the combined Statement of Net Assets for the financial year closed on the same date but without considering said cross-investments would be equal to EUR 1,265,502,443.21. *Please see Note 1. ***Please see Note 3.


106

Note 23 – Significant event The 2020 COVID-19 crisis resulted in a historical sell-off in financial markets. The magnitude of the impact on financial markets was comparable to that of the 2008 Global Financial Crisis, but the time frame was significantly shorter. In only a few weeks, substantial dislocations appeared across markets, both between different asset classes and within individual asset classes. As a result, typical correlation patterns and behavior across asset classes broke down. These market conditions were extremely challenging for quantitative and relative value asset management strategies and contributed to unexpected losses for some of our funds. The Management Company’s risk management approach allowed for the Funds to absorb the resulting increase in risk levels within the limits of the allocated risk budget while seeking to preserve maximum recovery potential. Under these exceptional market circumstances, liquidity was severely restricted for certain instruments for a period of time. In this context, the Management Company decided to implement dilution levy measures to protect investors. Note 24 - Subsequent event In accordance with the provisions of the private placement memorandum, the Board of Directors informed that it has decided to close and liquidate following Sub-Fund:

Sub-Fund Date of liquidation LFIS VISION - Credit Opportunities March 31, 2021

Following the full redemption by the shareholders, the decision to put the fund in liquidation has been taken by the Board of LFIS VISION. Thus, the fund has been put into liquidation on March 31, 2021. The liquidation expenses were estimated to a total amount of EUR 31,436.37 and were not presented in the Net Asset Value of the Fund as at November 30, 2020.

LFIS VISION Unaudited Information

107

Remuneration policies and practices In accordance with the Directive 2009/65/EC and Article 111bis of the Law, the Management Company has established a remuneration policy for those categories of staff whose professional activities have a material impact on the risk profiles of the Management Company or the Fund. Those categories of staff includes any employees who are decision takers, fund managers, risk takers and persons who take real investment decisions, control functions, persons who have the power to exercise influence on such employees or members of staff, including investment advisors and analysts, senior management and any employees receiving total remuneration that takes them into the same remuneration bracket as senior management and decision takers. The remuneration policy is compliant with and promotes a sound and effective risk management and does not encourage risk-taking which is inconsistent with the risk profiles of the Fund or with its Articles and which are in line with the business strategy, objective values and interests of the Management Company and does not interfere with the obligation of the Management Company to act in the best interests of the Fund. The remuneration policy includes an assessment of performance set in a multi-year framework appropriate to the holding period recommended to the investors of the Fund in order to ensure that the assessment process is based on the long-term performance of the Fund and its investment risks. The variable remuneration component is also based on a number of other qualitative and quantitative factors. The remuneration policy contains an appropriate balance of fixed and variable components of the total remuneration.

LFIS Capital has established a remuneration committee that operates on a group-wide basis. The remuneration committee is organised in accordance with internal rules in compliance with the principles set out in the Directive 2009/65/EC and Directive 2011/61/EU. The remuneration policy has been designed to promote sound risk management and to discourage risk taking that exceeds LFIS Capital’s level of tolerated risk, having regard to the investment profiles of the funds managed and to establish measures to avoid conflicts of interest. The remuneration policy is reviewed on an annual basis. The up-to-date remuneration policy of the Management Company, including, but not limited to, a description of how remuneration and benefits are calculated, the identity of persons responsible for awarding the remuneration and benefits, including the composition of the remuneration committee, is made available at https://www.lfis.com/fra/en/pro/company/regulatory-information. A paper copy is available free of charge upon request at the Management Company’s registered office. For the year 2020, a total amount of EUR 7,215,674 for the fixed salaries of 78 people in all, and of EUR 6,651,405 for the variable part of the salaries of 50 people in all, were paid by the Management Company to its staff. The total amount paid (equal to EUR 13,867,079) includes both fixed salaries, and variable compensation consisting of discretionary bonuses. Security Financing Transaction Regulation (SFTR)

LFIS VISION - Premia Opportunities Securities

lending Securities

loan Repurchase agreement

Reverse-repurchase agreement

TRS

1. Global data 1.1. The amount of securities and commodities lent, as a portion of total lendable assets defined as excluding

cash and cash equivalents (as % of the net assets).

lent assets

-

Lendable assets (EUR)

380,088,993.00

% of the lent assets 0.00%

1.2. The amount of assets engaged in each type of SFTs and total return swaps expressed as an absolute amount

(in the collective investment undertaking’s currency) and as a proportion of the collective investment undertaking’s assets under management (AUM).

Absolute value (EUR)

4,248,607,178.00

% of assets under managment 601.62%

LFIS VISION Unaudited Information (continued)

108

Security Financing Transaction Regulation (SFTR) (continued) LFIS VISION - Premia Opportunities (continued)

2. Concentration data 2.1. Ten largest collateral issuers across all SFTs and total return swaps (breakdown of volumes of the collateral

securities and commodities received per issuer’s name).

Name 1

Name 2

Name 3

2.2. Top 10 counterparties of each type of SFTs and total return swaps separately (Name of counterparty and gross volume of outstanding transactions).

Name 1

BNP Paribas France

Amount 1 (EUR) 2,906,318,111.52

Name 2

JP Morgan AG

Amount 2 (EUR) 388,467,990.23

Name 3 Natixis

Amount 3 (EUR) 354,935,083.94

Name 4 HSBC Bank PLC

Amount 4 (EUR) 244,773,046.88

Name 5

Société Générale Paris

Amount 5 (EUR) 170,649,774.13

Name 6

Barclays Bank Ireland PLC

Amount 6 (EUR) 96,137,769.70

Name 7

BOA - Merrill Lynch

International

Amount 7 (EUR) 64,975,228.52

Name 8

BRED Banque Populaire

Amount 8 (EUR) 18,333,503.80

Name 9

Deutsche Bank AG London

Amount 9 (EUR) 3,580,186.30

Name 10

Macquarie Bank Europe

Amount 10 (EUR) 436,483.06


109


3. Aggregated transaction data for each type of SFTs and total return swaps separately to be broken down according to the below categories. 3.1. Type and quality of the collaterals

Type Not applicable.

Equities

Bonds

Funds

negotiable short-term debt

Cash

Rating

3.2. Maturity of the collaterals

less than 1 day Not applicable.

from 1 day to 1 week Not applicable.

from 1 week to 1 month Not applicable.

from 1 month to 3 months Not applicable.

from 3 months to 1 year Not applicable.

above 1 year Not applicable.

open maturity Not applicable.

3.3. Currency of the collateral

Currency 1 EUR

3.4. Maturity of the SFTs and total return swaps

less than 1 day

from 1 day to 1 week

from 1 week to 1 month (EUR) 241,779,000.00

from 1 month to 3 months (EUR) 18,333,503.80

from 3 months to 1 year (EUR)

281,547,191.11

above 1 year (EUR)

3,282,791,726.96

open maturity (EUR)

424,155,756.11

3.5. Countries in which the counterparties are established

Country 1 France

Country 2 Germany

Country 3 England

Country 4 Ireland


110


3.6. Settlement and clearing

Tri-party

Central Counterparty

Bilateral (EUR)

4,248,607,178.00

4. Data on reuse of collateral

Maximum allowed (%) 100%

Effective amount (%) 100%

Income on collateral cash Not applicable.

5. Safekeeping of collateral received by the collective investment undertaking as part of SFTs and total return swaps:

Number of depositaries 1

Depositary 1 BNP Paribas Securities Services, Luxembourg branch.

6. Safekeeping of collateral granted by the collective investment undertaking as part of SFTs and total return swaps:

segregated accounts(%)

pooled accounts (%) 100%

other accounts (%)

7. Data on return and cost for each type of SFTs and total return swaps 7.1. Returns

OPC (absolute value) Not applicable.

OPC (% of the total returns) Not applicable.

Manager (absolute value) Not applicable.

Manager (% of the total returns) Not applicable.

Third party (absolute value) Not applicable.

Third party (% of the total returns) Not applicable.


111


7.2. Costs







LFIS VISION - Premia Plus Securities lending

Securities loan

Repurchase agreement

Reverse-repurchase agreement

TRS



lent assets

-

Lendable assets (AUD)

206,811,371.89




Absolute value (AUD)

1,476,814,118.00




Name 1

Name 2

Name 3


112

Security Financing Transaction Regulation (SFTR) (continued) LFIS VISION - Premia Plus (continued)


Name 1

BNP Paribas France

Amount 1 (AUD)

804,297,422.29

Name 2

Natixis

Amount 2 (AUD)

307,312,856.65

Name 3


Amount 3 (AUD)

170,960,569.20

Name 4


Amount 4 (AUD)

75,456,649.87

Name 5

Deutsche Bank AG London

Amount 5 (AUD)

49,139,746.46

Name 6 JP Morgan AG

Amount 6 (AUD)

40,387,552.73

Name 7

Barclays Bank Ireland PLC

Amount 7 (AUD)

29,259,321.18



Equities

Bonds -

Funds


Cash

Rating


113











Currency 1 EUR


less than 1 day


from 1 week to 1 month

from 1 month to 3 months (AUD) 108,677,478.68

from 3 months to 1 year (AUD)

267,049,322.86

above 1 year (AUD)

791,228,696.81

open maturity (AUD)

309,858,620.04


Country 1 France

Country 2 Germany

Country 3 England

Country 4 Ireland


Tri-party


Bilateral (AUD)

1,476,814,118.00






114








other accounts (%)








7.2. Costs








115

Security Financing Transaction Regulation (SFTR) (continued)

LFIS VISION - Premia Amplitude* Securities lending Securities loan Repurchase

agreement Reverse-

repurchase agreement

TRS



lent assets

-

Lendable assets (EUR)

226,923,700.19




Absolute value (EUR)

208,995,151.31




Name 1

Name 2

Name 3


Name 1


Amount 1 (EUR)

125,397,090.79

Name 2


Amount 2 (EUR) 83,598,060.52

Name 3

Amount 3

Name 4

Amount 4

Name 5

Amount 5

Name 6

Amount 6

Name 7

Amount 7 *Please see Note 1.


116

Security Financing Transaction Regulation (SFTR) (continued) LFIS VISION - Premia Amplitude* (continued)



Equities

Bonds -

Funds


Cash

Rating










Currency 1 EUR


less than 1 day


from 1 week to 1 month

from 1 month to 3 months

from 3 months to 1 year

above 1 year (EUR)

208,995,151.31

open maturity


Country 1 France

Country 2 England

…

Country X

*Please see Note 1.


117

Security Financing Transaction Regulation (SFTR) (continued) LFIS VISION - Premia Amplitude* (continued)


Tri-party


Bilateral (EUR)

208,995,151.31











other accounts (%)








7.2. Costs







*Please see Note 1.

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