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FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BM60 201520.49 PA USD 220764.75 0.029373145206 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BP42 115123.44 PA USD 125937.31 0.016756184552 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BPA8 56685.7 PA USD 62010.35 0.00825058808 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WES42 30630.99 PA USD 33508.24 0.004458331319 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YEPC5 9976.01 PA USD 10913.08 0.001452004831 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGXW7 17614.68 PA USD 19269.28 0.0025638122 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CJ9 1089971.26 PA USD 1203881.54 0.160178594117 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CV2 372075.42 PA USD 410960.13 0.054678981008 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7C34 1125879.98 PA USD 1243191.16 0.165408809431 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVB63 346068.09 PA USD 375979.72 0.050024774835 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E57 1930162.28 PA USD 2131878.91 0.283650305521 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FA5 1131286.11 PA USD 1249514.11 0.166250089248 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHAX5 666458.23 PA USD 735899.91 0.097912800453 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FF4 961785.09 PA USD 1062298.94 0.141340775722 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E5E67 106168.8 PA USD 116507.75 0.015501564713 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA2K0 120918.36 PA USD 133184.89 0.017720488046 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA4M4 96504.3 PA USD 106294.15 0.014142626948 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y4A90 116155.6 PA USD 128120.46 0.017046656568 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EUNG0 33054.3 PA USD 36448.8 0.004849578092 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHG50 145467.49 PA USD 159042.47 0.021160885356 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUFY5 111332.07 PA USD 125310.54 0.016672791681 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JS4K2 109160.89 PA USD 121911.59 0.016220555299 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUGW8 88645.5 PA USD 97942.84 0.013031470202 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416LGA8 61258.85 PA USD 68984.52 0.009178513884 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417FYA0 20899411.34 PA USD 22199166.63 2.953638861652 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XJYY7 652394.87 PA USD 720167.35 0.09581955518 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XJYS0 251378.47 PA USD 277492.32 0.03692084995 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XJZS9 2331902.11 PA USD 2575603.6 0.342688669893 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXC59 3213287.95 PA USD 3582237.99 0.476623177586 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXDF6 3812873.28 PA USD 4263774.52 0.567302833007 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 3136A9KT4 6455259.19 PA USD 358411.48 0.047687289052 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 3136A8DU1 4850923.66 PA USD 359591.21 0.04784425424 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136AMZR3 4967324.06 PA USD 312900.19 0.041631930442 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 3136B0LV6 13860705.32 PA USD 2446593.29 0.32552361719 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 6.002 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 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0.023119306588 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136ABN33 7337464.61 PA USD 614512.66 0.08176200953 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3 N N N N N N FANNIE MAE REMICS N/A 3136A2QG1 729302.91 PA USD 91476.46 0.012171106767 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 6.452 N N N N N N FANNIE MAE REMICS N/A 3136ATZK3 12215777.72 PA USD 1009267.56 0.134284855675 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 31398NRU0 14660879.84 PA USD 2471472.48 0.328833837959 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS N/A 3136B2DP4 21297906.42 PA USD 4455036.43 0.592750572535 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.102 N N N N N N FANNIE MAE REMICS N/A 3136AQJP6 7178022.43 PA USD 1364398.5 0.181535663007 Long ABS-MBS USGSE US N 2 2045-11-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS N/A 3136AVNL9 8396971.16 PA USD 1464515.74 0.194856441021 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 5 N N N N N N FANNIE MAE REMICS N/A 3136AUDM0 23388354.99 PA USD 5241690.53 0.697416308828 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.952 N N N N N N FANNIE MAE REMICS N/A 3136ATBV5 15604816.02 PA USD 3185008.49 0.42377108148 Long ABS-MBS USGSE US N 2 2046-08-25 Floating 5.952 N N N N N N FANNIE MAE REMICS N/A 3136AA5L5 6645211.2 PA USD 885916.96 0.11787283752 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 5 N N N N N N FANNIE MAE REMICS N/A 3136APW65 8139928.71 PA USD 1648229.74 0.219299917611 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 6 N N N N N N FANNIE MAE REMICS N/A 3136AUCT6 33763376.79 PA USD 6668266.92 0.887224851412 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 5.952 N N N N N N FANNIE MAE REMICS N/A 3136B2RW4 7055184.46 PA USD 1523073.22 0.202647618567 Long ABS-MBS USGSE US N 2 2048-07-25 Floating 6.102 N N N N N N FANNIE MAE REMICS N/A 3136B2KV3 9822939.73 PA USD 1353264.17 0.180054220468 Long ABS-MBS USGSE US N 2 2038-07-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS N/A 3136ARGB8 5890505.22 PA USD 1093866.82 0.14554093867 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS N/A 3136AQKF6 3116631.04 PA USD 302859.09 0.040295944111 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136AYCL5 7772411.45 PA USD 1222877.8 0.162706080518 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS N/A 3136AT5N0 20593860.06 PA USD 4406095.49 0.586238892852 Long ABS-MBS USGSE US N 2 2046-11-25 Floating 6.002 N N N N N N FANNIE MAE REMICS N/A 3136B07G5 9400010.62 PA USD 1675081.89 0.22287264424 Long ABS-MBS USGSE US N 2 2048-03-25 Floating 6.102 N N N N N N FANNIE MAE REMICS N/A 3136ARSF6 17034952.03 PA USD 2933451.11 0.390300921727 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 5.902 N N N N N N FANNIE MAE REMICS N/A 3136B47M4 14469253.5 PA USD 2432833.08 0.323692796616 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.902 N N N N N N FANNIE MAE REMICS N/A 3136AWLG0 9851770.47 PA USD 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B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 9706600 USD 1 2.3075 USD 2022-06-20 XXXX -39311.73 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3148600 NC USD -98897.53 -0.013158493415 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 3148600 USD 1 .902 USD 2025-04-02 XXXX -98897.53 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3148600 NC USD 83626.82 0.011126698112 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 3148600 USD 1 .902 USD 2025-04-02 XXXX 83626.82 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10495200 NC USD 68218.8 0.009076633467 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 10495200 USD 1 .983 USD 2030-04-02 XXXX 68218.8 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10495200 NC USD -75565.44 -0.010054117071 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 10495200 USD 1 .983 USD 2030-04-02 XXXX -75565.44 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26238100 NC USD 49590.01 0.006598039608 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 26238100 USD 1 .87 USD 2027-04-06 XXXX 49590.01 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 26238100 NC USD -75828.11 -0.010089065785 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 26238100 USD 1 .87 USD 2027-04-06 XXXX -75828.11 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7871400 NC USD -45890.26 -0.006105781247 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 7871400 USD 1 .8925 USD 2023-04-11 XXXX -45890.26 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7871400 NC USD -48330.4 -0.006430446242 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 7871400 USD 1 .8925 USD 2023-04-11 XXXX -48330.4 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 6297100 NC USD 67001.14 0.008914621624 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 6297100 USD 1 .958 USD 2025-05-06 XXXX 67001.14 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 6297100 NC USD -44646.44 -0.005940288769 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 6297100 USD 1 .958 USD 2025-05-06 XXXX -44646.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 6477800 NC USD 174317.6 0.023193268748 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 6477800 USD 1 1.168 USD 2027-06-24 XXXX 174317.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 6477800 NC USD -125474.99 -0.016694672048 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 6477800 USD 1 1.168 USD 2027-06-24 XXXX -125474.99 N N N CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 2031-09-23 0 USD 0 USD 6650000 USD 1 .765 USD 2021-09-21 XXXX -92701 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6650000 NC USD 77406 0.010299006874 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-09-23 0 USD 0 USD 6650000 USD 1 .765 USD 2021-09-21 XXXX 77406 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 308767600 NC USD 284066.19 0.037795515122 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2026-01-15 0 USD 1222097.87 USD 308767600 USD 1 .418 USD 2021-01-13 XXXX 938031.68 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 308767600 NC USD 497115.84 0.066142152462 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2026-01-15 -1098871.3 USD 0 USD 308767600 USD 1 .418 USD 2021-01-13 XXXX -601755.46 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11522300 NC USD 352236.71 0.046865724849 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-26 -474206.66 USD 0 USD 11522300 USD 1 1.3175 USD 2021-01-22 XXXX -121969.95 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 23044600 NC USD 143337.41 0.019071299007 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-26 0 USD 484704.75 USD 23044600 USD 1 1.5275 USD 2021-01-22 XXXX 341367.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 11522300 NC USD 357421.75 0.047555603703 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2051-01-26 -466653.15 USD 0 USD 11522300 USD 1 1.315 USD 2021-01-22 XXXX -109231.4 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 23044600 NC USD 146794.1 0.0195312178 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2051-01-26 0 USD 463196.46 USD 23044600 USD 1 1.525 USD 2021-01-22 XXXX 316402.36 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5121000 NC USD 28575.18 0.003801978855 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-29 -213673.73 USD 0 USD 5121000 USD 1 1.232 USD 2021-01-27 XXXX -185098.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5121000 NC USD 250672.95 0.033352484759 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-29 -213673.73 USD 0 USD 5121000 USD 1 1.232 USD 2021-01-27 XXXX 36999.22 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3584700 NC USD 82197.17 0.01093648062 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-04-29 0 USD 189989.1 USD 3584700 USD 1 1.242 USD 2021-04-27 XXXX 107791.93 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3584700 NC USD 238884.41 0.031783998408 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-04-29 0 USD 189989.1 USD 3584700 USD 1 1.242 USD 2021-04-27 XXXX -48895.31 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2455400 NC USD -11908.69 -0.001584472524 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 2455400 USD 1 1.102 USD 2022-11-23 XXXX -11908.69 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2455400 NC USD 14486.86 0.001927502658 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 2455400 USD 1 1.102 USD 2022-11-23 XXXX 14486.86 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4092300 NC USD 213413.44 0.02839504025 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2053-12-06 0 USD 227634.19 USD 4092300 USD 1 2.074 USD 2023-12-04 XXXX 14220.75 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 51153500 NC USD 140160.59 0.018648617419 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-12-06 -158575.85 USD 0 USD 51153500 USD 1 1.185 USD 2023-12-04 XXXX -18415.26 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 25576700 NC USD 4092.27 0.00054448385 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-01-13 -61384.08 USD 0 USD 25576700 USD 1 1.1213 USD 2021-01-11 XXXX -57291.81 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 9719200 NC USD 5539.94 0.000737098935 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2051-01-13 0 USD 74812.26 USD 9719200 USD 1 1.5843 USD 2021-01-11 XXXX 69272.32 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5115300 NC USD -6342.97 -0.000843943514 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-06-14 0 USD 0 USD 5115300 USD 1 1.007 USD 2021-06-10 XXXX -6342.97 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5115300 NC USD 4501.46 0.000598927312 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-06-14 0 USD 0 USD 5115300 USD 1 1.007 USD 2021-06-10 XXXX 4501.46 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 41917200 NC USD 42336.37 0.00563292982 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2026-01-13 -88026.12 USD 0 USD 41917200 USD 1 .43 USD 2021-01-11 XXXX -45689.75 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 41917200 NC USD 44851.4 0.005967559064 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2026-01-13 -88026.12 USD 0 USD 41917200 USD 1 .43 USD 2021-01-11 XXXX -43174.72 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 191187400 NC USD 2265570.69 0.301438236189 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2031-03-22 0 USD 2150858.25 USD 191187400 USD 1 .964 USD 2021-03-18 XXXX -114712.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 191187400 NC USD 1999820.2 0.266079657741 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2031-03-22 -2150858.25 USD 0 USD 191187400 USD 1 .964 USD 2021-03-18 XXXX -151038.05 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 22487600 NC USD -3033352.36 -0.403592961885 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 22487600 USD 1 2.8325 USD 2022-02-15 XXXX -3033352.36 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 22487600 NC USD 4883182.34 0.649716152338 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 22487600 USD 1 2.8325 USD 2022-02-15 XXXX 4883182.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4497500 NC USD -403290.82 -0.053658565583 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 4497500 USD 1 2.8175 USD 2027-03-23 XXXX -403290.82 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4497500 NC USD 460993.75 0.061336043721 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 4497500 USD 1 2.8175 USD 2027-03-23 XXXX 460993.75 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4579000 NC USD 652828.03 0.086859938101 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 4579000 USD 1 2.902 USD 2024-11-08 XXXX 652828.03 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4579000 NC USD -391504.5 -0.052090374607 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 4579000 USD 1 2.902 USD 2024-11-08 XXXX -391504.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4579000 NC USD 604473.79 0.080426319904 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 4579000 USD 1 2.689 USD 2024-11-12 XXXX 604473.79 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4579000 NC USD -459090.54 -0.061082818223 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. 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Smith NPORT Principal Financial Officer XXXX