NPORT-P false 0000794614 XXXXXXXX S000005653 C000118067 C000118068 C000015447 C000015451 C000015449 C000015448 C000015446 Putnam Global Income Trust 811-04524 0000794614 YG36PGJJVUMHC9JGGU34 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Global Income Trust S000005653 YG36PGJJVUMHC9JGGU34 2022-10-31 2022-01-31 N 425186569.68 197574093.25 227612476.43 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 45516.12 AUD CAD CHF CNY DKK EUR GBP JPY MXN MYR NOK NZD PLN SEK THB USD N GSAA HOME EQUITY TRUST 2006-15 N/A 3622E8AC9 964923.24 PA USD 408157.42 0.179321198206 Long ABS-MBS CORP US N 2 2036-09-25 Variable 5.882 N N N N N N RENAISSANCE HOME EQUITY LOAN TRUST 2003-4 N/A 759950BP2 160669.26 PA USD 158874.38 0.069800382866 Long ABS-MBS CORP US N 2 2034-03-25 Floating 1.148 N N N N N N LHOME MORTGAGE TRUST 2019-RTL2 N/A N/A 17316.43 PA USD 17339.96 0.007618193990 Long ABS-MBS CORP US N 2 2024-03-25 Fixed 3.844 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST N/A 10568HAC9 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N N MAGNETITE XXVI LTD 549300F7COUCG1RROP29 55954YAJ4 250000 PA USD 250073.5 0.109868098587 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 1.378 N N N N N N PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2018-1 N/A 70016RAL9 250000 PA USD 250025.75 0.109847119948 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 1.254 N N N N N N NIAGARA PARK CLO LTD N/A 65357LAJ4 250000 PA USD 250046 0.109856016648 Long ABS-CBDO CORP KY N 2 2032-07-17 Floating 1.241 N N N N N N PALMER SQUARE CLO 2021-2 LTD N/A 69701XAA2 381000 PA USD 381220.6 0.167486688770 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.391 N N N N N N COLUMBIA CENT CLO 29 LTD 549300CTF5B701OF6K35 197363AU8 159000 PA USD 159108.28 0.069903145247 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.424 N N N N N N BLACK DIAMOND CLO 2021-1 LTD 549300IEWA7GZ3ECTT90 09204WAA2 323000 PA USD 323502.27 0.142128531385 Long ABS-MBS CORP KY N 2 2034-11-22 Floating 1.452 N N N N N N RAD CLO 10 LTD N/A 48662LAA9 250000 PA USD 250245.25 0.109943555786 Long ABS-MBS CORP KY N 2 2034-04-23 Floating 1.429 N N N N N N LOGAN CLO I LTD N/A 540543AA3 250000 PA USD 250568.5 0.110085573484 Long ABS-MBS CORP KY N 2 2034-07-20 Floating 1.414 N N N N N N WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2006-HE2 TRUST N/A 93934JAC8 603129.58 PA USD 541170.02 0.237759383180 Long ABS-MBS CORP US N 2 2036-05-25 Floating .408 N N N N N N APEX CREDIT CLO 2019-II LTD 549300OKB854VBBC1981 03755CAQ7 250000 PA USD 250000 0.109835806860 Long ABS-MBS CORP KY N 2 2032-10-25 Floating 1.408 N N N N N N MAGNETITE XXVIII LTD 54930077HHZ1QV5CPQ30 55955LAJ1 250000 PA USD 250720 0.110152133983 Long ABS-MBS CORP KY N 2 2035-01-20 Floating 1.276 N N N N N N PALMER SQUARE CLO 2019-1 LTD 549300Y43K78UTRMTN21 69700GAJ1 250000 PA USD 250305.5 0.109970026216 Long ABS-MBS CORP KY N 2 2034-11-14 Floating 1.302 N N N N N N ICG US CLO 2015-2R LTD 25490037AMBNS8P47972 44933WAC3 250000 PA USD 250073.75 0.109868208423 Long ABS-MBS CORP KY N 2 2033-01-16 Floating 2.041 N N N N N N NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-5 N/A 66988YAD4 1123218.24 PA USD 498515.41 0.219019369157 Long ABS-MBS CORP US N 2 2036-11-25 Floating .448 N N N N N N GOLDENTREE LOAN MANAGEMENT US CLO 5 LTD 549300O473GD3F35WC55 38138DAQ9 500000 PA USD 500287 0.219797705225 Long ABS-MBS CORP KY N 2 2032-10-20 Floating 1.804 N N N N N N ELMWOOD CLO IV LTD N/A 29002GAC5 250000 PA USD 250320 0.109976396692 Long ABS-MBS CORP KY N 2 2033-04-15 Floating 1.941 N N N N N N HALSEYPOINT CLO 2 LTD 549300RT6H1EOIYTDV62 40638TAE2 250000 PA USD 250151.75 0.109902477194 Long ABS-MBS CORP KY N 2 2031-07-20 Floating 1.894 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 N/A 14453FAD1 180000 PA USD 176900.87 0.077720199162 Long ABS-MBS CORP US N 2 2036-06-25 Floating .348 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAC8 2307927.48 PA USD 13562.54 0.005958610096 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.574 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 N/A 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2113896.19 PA USD 21.14 0.000009287716 Long ABS-MBS CORP US N 2 2049-10-15 Variable .419 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-CIBC17 N/A 46630EAF7 256841.39 PA USD 4152.41 0.001824333211 Long ABS-MBS CORP US N 2 2043-12-12 Variable 1.144 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2006-PWR14 N/A 07388PAJ0 17173.69 PA USD 60.11 0.000026408921 Long ABS-MBS CORP US N 2 2038-12-11 Variable .714 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5 N/A 46591EAY3 8282820.14 PA USD 684566.8 0.300759787309 Long ABS-MBS CORP US N 2 2052-06-13 Variable 1.481 N N N N N N BANK 2019-BNK20 N/A 06540AAE1 9928886.3 PA USD 531277.83 0.233413316499 Long ABS-MBS CORP US N 2 2062-09-15 Variable .833 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 N/A 95002MAY5 3525461.4 PA USD 313082.13 0.137550513447 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.592 N N N N N N BBCMS MORTGAGE TRUST 2020-C8 N/A 05552ABG2 4706894.63 PA USD 578630.79 0.254217518774 Long ABS-MBS CORP US N 2 2053-10-15 Variable 1.846 N N N N N N BANK 2020-BNK30 N/A 06541UCB0 4951349.99 PA USD 444399.01 0.195243695324 Long ABS-MBS CORP US N 2 2053-12-15 Variable 1.331 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A 95000JAY4 4254509.03 PA USD 139675.53 0.061365498144 Long ABS-MBS CORP US N 2 2059-12-15 Variable .835 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33 N/A 46645JAJ1 3369362.98 PA USD 101775.65 0.044714442546 Long ABS-MBS CORP US N 2 2048-12-15 Variable .904 N N N N N N COMM 2015-LC21 MORTGAGE TRUST N/A 12593FBE3 10209059.49 PA USD 201567.67 0.088557390685 Long ABS-MBS CORP US N 2 2048-07-10 Variable .674 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C7 N/A 90276WAT4 4716472.71 PA USD 213297.76 0.093710926284 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.013 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBF2 9064941.05 PA USD 156837.98 0.068905704318 Long ABS-MBS CORP US N 2 2047-09-15 Variable .822 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAP0 12681.29 PA USD 1.2 0.000000527212 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAQ8 81276.76 PA USD 7.68 0.000003374156 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 648899.12 PA USD 6.49 0.000002851338 Long ABS-MBS CORP US N 2 2049-01-15 Variable .025 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2006-C4 N/A 22545MAZ0 3054.59 PA USD 25.7 0.000011291121 Long ABS-MBS CORP US N 2 2039-09-15 Variable .85 N N N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317EAB9 1174.62 PA USD 0.01 0.000000004393 Long ABS-MBS CORP US N 2 2049-12-15 Variable 7.004 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 549300GADFYEKC4OLM57 92890PAL8 10054958.94 PA USD 63971.66 0.028105515569 Long ABS-MBS CORP US N 2 2046-06-15 Variable .659 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 N/A 46638UAR7 538000 PA USD 521295.64 0.229027708927 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.672 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 180000 PA USD 124932.31 0.054888164287 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.411 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C8 N/A 61761QAH6 389000 PA USD 392247.76 0.172331396834 Long ABS-MBS CORP US N 2 2048-12-15 Variable 3.525 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAF1 386000 PA USD 390059.14 0.171369841459 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.311 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C10 N/A 46639JAH3 259000 PA USD 262988.6 0.115542260304 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.372 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 274000 PA USD 252217 0.110809830795 Long ABS-MBS CORP US N 2 2046-05-15 Variable 4.108 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAU1 339000 PA USD 342586.18 0.150512917997 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.216 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAV3 285000 PA USD 288591.57 0.126790751775 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.098 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAS0 363000 PA USD 326768.61 0.143563575743 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.305 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAP7 296000 PA USD 305580.01 0.134254507834 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.82 N N N N N N COMM 2013-CCRE11 MORTGAGE TRUST 549300BCCWSDWINK2593 12626LBP6 243000 PA USD 253456.29 0.111354304463 Long ABS-MBS CORP US N 2 2050-08-10 Variable 5.111 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 N/A 17321RAL0 256000 PA USD 261275.39 0.114789573093 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.102 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAE8 280000 PA USD 278873.22 0.122521060521 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.88 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BBF4 417000 PA USD 428416.04 0.188221685700 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.88 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C17 N/A 46640UAN2 505000 PA USD 490941 0.215691603422 Long ABS-MBS CORP US N 2 2047-01-15 Variable 4.886 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C18 549300O5GNH0TNJ6B119 96221QAG8 826000 PA USD 854819.14 0.375558999844 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.387 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAL5 172000 PA USD 179951.63 0.079060529907 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.049 N N N N N N COMM 2014-LC15 MORTGAGE TRUST N/A 12591TAG1 498000 PA USD 517732.25 0.227462157664 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.198 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 549300FCX3YXSYSLU895 92938VAT2 930000 PA USD 951008.7 0.417819231580 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.723 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBG7 692000 PA USD 712274.49 0.312932973259 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.784 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 393000 PA USD 392851.05 0.172596448210 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.751 N N N N N N BXMT LTD N/A 05609GAA6 612000 PA USD 609315.16 0.267698488922 Long ABS-MBS CORP KY N 2 2038-05-15 Floating 1.156 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM N/A 46654BAJ6 915000 PA USD 837085.55 0.367767867179 Long ABS-MBS CORP US N 2 2042-10-09 Variable 2.654 N N N N N N BANK 2019-BNK22 N/A 06540XBM2 745000 PA USD 758192.31 0.333106656494 Long ABS-MBS CORP US N 2 2062-11-15 Variable 3.461 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAX0 835000 PA USD 864060.09 0.379618948641 Long ABS-MBS CORP US N 2 2052-11-15 Variable 3.366 N N N N N N BANK 2019-BNK24 N/A 06540VBE4 488000 PA USD 504717.56 0.221744241755 Long ABS-MBS CORP US N 2 2062-11-15 Variable 3.283 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAX8 253000 PA USD 265695.54 0.116731536060 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.342 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 314000 PA USD 338313.87 0.148635907533 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3137F8ZX4 4688093.73 PA USD 274201.91 0.120468752109 Long ABS-MBS CORP US N 2 2030-12-25 Variable .774 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAQ5 278000 PA USD 276614.64 0.121528768694 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.602 N N N N N N GS MORTGAGE SECURITIES TRUST 2017-GS7 N/A 36254CAZ3 354000 PA USD 370984.85 0.162989681330 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.663 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C6 N/A 17327GBA1 269000 PA USD 299702.69 0.131672347097 Long ABS-MBS CORP US N 2 2051-11-10 Variable 4.642 N N N N N N CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST N/A 22945DAG8 819000 PA USD 893517.86 0.392561020386 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.053 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 N/A 95001WBE7 633000 PA USD 689382.64 0.302875593998 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.244 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAA7 185910.83 PA USD 185205.11 0.081368610765 Long ABS-MBS CORP US N 2 2049-10-15 Floating 1.808 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 701000 PA USD 683353.59 0.300226771712 Long ABS-MBS CORP US N 2 2049-10-15 Floating 3.358 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UBE1 591000 PA USD 579013.93 0.254385848738 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.484 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBK1 225000 PA USD 217567.8 0.095586939439 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.553 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 N/A 92890KBC8 397000 PA USD 414072.43 0.181919917789 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.069 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 N/A 46643AAG8 437000 PA USD 429265.76 0.188595004427 Long ABS-MBS CORP US N 2 2047-09-15 Variable 3.986 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18 N/A 61763XAL0 289000 PA USD 295871.09 0.129988959586 Long ABS-MBS CORP US N 2 2047-10-15 Variable 4.505 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBL6 110000 PA USD 111186.11 0.048848864414 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.44 N N N N N N COMM 2014-CCRE21 MORTGAGE TRUST N/A 12592RBK4 433000 PA USD 446282.06 0.196071000588 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.339 N N N N N N COMM 2015-LC19 MORTGAGE TRUST N/A 200474BH6 430000 PA USD 442632.97 0.194467797610 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.231 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 819000 PA USD 770383.1 0.338462597518 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.261 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NBL0 432000 PA USD 449863.68 0.197644561079 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.498 N N N N N N COMM 2015-CCRE27 MORTGAGE TRUST N/A 12635QBJ8 284000 PA USD 298972.99 0.131351758344 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.984 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 N/A 17322AAM4 268000 PA USD 276551.08 0.121500844039 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.091 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2011-C3 N/A 61760RAL6 185000 PA USD 185074 0.081311008475 Long ABS-MBS CORP US N 2 2049-07-15 Variable 5.086 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBA1 707000 PA USD 704733.15 0.309619736604 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.814 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 N/A 61690YBX9 464000 PA USD 474342.42 0.208399129714 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.282 N N N N N N CSMC TRUST 2016-NXSR N/A 12594PBB6 822000 PA USD 704425.23 0.309484454037 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.455 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAL5 285000 PA USD 286480.63 0.125863324583 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.676 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 N/A 95001FBD6 225000 PA USD 236185.09 0.103766319713 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 4.591 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 N/A 12532CBC8 210000 PA USD 220040.1 0.096673127700 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.199 N N N N N N GS MORTGAGE SECURITIES TRUST 2010-C1 N/A 36249KAL4 328000 PA USD 248776.72 0.109298367076 Long ABS-MBS CORP US N 2 2043-08-10 Variable 5.989 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2010-C2 N/A 46635GAN0 126360.71 PA USD 126188.34 0.055439992561 Long ABS-MBS CORP US N 2 2043-11-15 Variable 5.694 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 991371.83 PA USD 985721.01 0.433069849887 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.365 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 182093.82 PA USD 180449.99 0.079279480998 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 163000 PA USD 120559.38 0.052966947107 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 1053000 PA USD 1049000.5 0.460871265254 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAF2 264000 PA USD 265058.38 0.116451604129 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 4.117 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 777000 PA USD 534579.89 0.234864054196 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.125 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 687000 PA USD 688113.49 0.302318001540 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.636 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ7 N/A 36192KAY3 273000 PA USD 273136.5 0.120000671441 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.423 N N N N N N COMM 2012-CCRE2 MORTGAGE TRUST N/A 12624KAW6 400000 PA USD 393664 0.172953612286 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.83 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0QY8 616406.01 PA USD 617031.05 0.271088412937 Long ABS-CBDO CORP US N 2 2030-03-25 Floating 1.208 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 35564KPV5 212000 PA USD 212275.6 0.093261847210 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 1.9 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XMY7 13450.05 PA USD 13357.58 0.005868562308 Long ABS-CBDO CORP US N 2 2029-11-25 Floating .708 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WAC8 16000 PA USD 16201.28 0.007117922644 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 2.208 N N N N N N FREDDIE MAC STACR TRUST 2019-HRP1 549300RWLR7W4OBRM426 35564RAK0 967545.42 PA USD 970135.15 0.426222307852 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 1.508 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-6 N/A 85777PAA4 762000 PA USD 762000 0.334779539308 Long ABS-CBDO CORP US N 2 2022-04-25 Floating .909 N N N N N N NYMT LOAN TRUST I SERIES 2021-BPL1 N/A 62955KAA8 300000 PA USD 296380.53 0.130212778600 Long ABS-CBDO CORP US N 2 2026-05-25 Variable 2.239 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-GS3 N/A 52474XAA3 298741.66 PA USD 298727.11 0.131243732631 Long ABS-CBDO CORP US N 2 2061-07-25 Variable 1.75 N N N N N N TOORAK MORTGAGE CORP 2021-1 LTD N/A 89053BAA2 120000 PA USD 119396.57 0.052456074409 Long ABS-CBDO CORP US N 2 2024-06-25 Variable 2.24 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-10 N/A 857707AA1 762000 PA USD 762000 0.334779539308 Long ABS-CBDO CORP US N 2 2022-08-08 Floating .859 N N N N N N LHOME MORTGAGE TRUST 2021-RTL2 N/A 501895AA4 365000 PA USD 360541.89 0.158401637579 Long ABS-CBDO CORP US N 2 2026-06-25 Variable 2.09 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-HQA3 N/A 35564KJG5 16000 PA USD 15958.55 0.007011280862 Long ABS-CBDO CORP US N 2 2041-09-25 Floating .9 N N N N N N STATION PLACE SECURITIZATION TRUST N/A 85772DAA6 764000 PA USD 764000 0.335658225763 Long ABS-CBDO CORP US N 2 2022-11-07 Floating .729 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X2N3 14766.09 PA USD 14715.34 0.006465084968 Long ABS-CBDO CORP US N 2 2031-01-25 Floating .758 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-14 N/A 85779JAA6 263000 PA USD 263000 0.115547268816 Long ABS-CBDO CORP US N 2 2022-12-08 Floating .809 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAA4 8475.97 PA USD 8465.38 0.003719207371 Long ABS-CBDO CORP US N 2 2041-10-25 Floating .8 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 549300Z5THZ1JXIHVK60 20754PAC4 54788.97 PA USD 54700.64 0.024032355721 Long ABS-CBDO CORP US N 2 2039-11-25 Floating 2.258 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 N/A 35563PBH1 596000 PA USD 599442.67 0.263361077302 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 4 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 N/A 20754CAB5 793287.03 PA USD 795984.92 0.349710583745 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 2.158 N N N N N N LEGACY MORTGAGE ASSET TRUST 2020-GS1 N/A 52474PAA0 600769.69 PA USD 600765.83 0.263942398687 Long ABS-CBDO CORP US N 2 2059-10-25 Variable 2.882 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA1 549300TCRXCIFPAC3B85 35565JAH4 75667.09 PA USD 75902.65 0.033347315222 Long ABS-CBDO CORP US N 2 2050-01-25 Floating 2.008 N N N N N N TOORAK MORTGAGE CORP 2018-1 LTD N/A 89052WAA7 350000 PA USD 351058.05 0.154234976705 Long ABS-CBDO CORP US N 2 2023-03-25 Variable 2.734 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA2 N/A 35565LAH9 339449.03 PA USD 343770.9 0.151033416705 Long ABS-CBDO CORP US N 2 2050-03-25 Floating 3.208 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEN0 17000 PA USD 17593.57 0.007729615826 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 3.658 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAB3 665000 PA USD 666662.5 0.292893654362 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 3.094 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0RC5 639000 PA USD 647915.52 0.284657295664 Long ABS-CBDO CORP US N 2 2030-03-25 Floating 2.608 N N N N N N HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2 N/A 43789XAB0 200000 PA USD 201123.9 0.088362423341 Long ABS-CBDO CORP US N 2 2065-05-25 Variable 2.635 N N N N N N GCAT 2020-NQM2 TRUST N/A 36166RAB0 74376.91 PA USD 74046.14 0.032531670127 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 2.272 N N N N N N 1SHARPE MORTGAGE TRUST 2020-1 N/A 68257LAA8 568000 PA USD 568000 0.249546953185 Long ABS-CBDO CORP US N 3 2024-07-25 Floating 3.025 N N N N N N VISTA POINT SECURITIZATION TRUST N/A 92838TAB7 125594.58 PA USD 124742.07 0.054804583631 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 1.986 N N N N N N LEGACY MORTGAGE ASSET TRUST 2020-GS5 N/A 52475JAA3 245593.37 PA USD 245559 0.107884683587 Long ABS-CBDO CORP US N 2 2060-06-25 Variable 3.25 N N N N N N JP MORGAN ALTERNATIVE LOAN TRUST 2007-S1 N/A 466275AA2 197077.38 PA USD 192938.76 0.084766337516 Long ABS-CBDO CORP US N 2 2047-04-25 Floating .668 N N N N N N CFMT 2020-HB4 LLC N/A 12529LAD2 498000 PA USD 494009.78 0.217039851131 Long ABS-CBDO CORP US N 2 2030-12-26 Variable 2.72 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2021-A N/A 105693AA3 447547.29 PA USD 441639.44 0.194031296934 Long ABS-CBDO CORP US N 2 2059-10-25 Variable 1.991 N N N N N N TRAINGLE RE 2021-1 LTD N/A 89600FAB9 109115.9 PA USD 109155.84 0.047956879039 Long ABS-CBDO CORP BM N 2 2033-08-25 Floating 3.108 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0DF3 6214.78 PA USD 6226.62 0.002735623327 Long ABS-CBDO CORP US N 2 2024-10-25 Floating 4.858 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR12 TRUST N/A 92922F3N6 310113.85 PA USD 307598.45 0.135141295778 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 2.834 N N N N N N BANKUNITED TRUST 2005-1 N/A 06652DAA7 123698.41 PA USD 122251.98 0.053710579454 Long ABS-CBDO CORP US N 2 2045-09-25 Floating .708 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7 N/A 86364KAA2 314481.59 PA USD 282601.55 0.124159077056 Long ABS-CBDO CORP US N 2 2047-05-25 Floating .958 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 5493000OPBL8EFF3O717 16678XAB0 218265.64 PA USD 188253.31 0.082707816791 Long ABS-CBDO CORP US N 2 2047-11-25 Floating .288 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0QQ5 236992.37 PA USD 240461.68 0.105645210566 Long ABS-CBDO CORP US N 2 2030-03-25 Floating 2.608 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 N/A 64828FCS9 70857.03 PA USD 70687.03 0.031055867898 Long ABS-CBDO CORP US N 2 2048-01-25 Floating 1.008 N N N N N N HOME RE 2018-1 LTD 254900E6IUAJSN9WD709 43730MAA6 87004.91 PA USD 87004.94 0.038225031143 Long ABS-CBDO CORP BM N 2 2028-10-25 Floating 1.708 N N N N N N EAGLE RE 2018-1 LTD 549300BLEDGL5R7YKU33 269826AA1 258096.48 PA USD 258101.72 0.113395242672 Long ABS-CBDO CORP BM N 2 2028-11-25 Floating 1.808 N N N N N N STACR TRUST 2018-HRP2 549300YG8OJES76WL398 35564ABF7 130000 PA USD 132211.08 0.058086042590 Long ABS-CBDO CORP US N 2 2047-02-25 Floating 2.508 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KAH3 56748.42 PA USD 57409.92 0.025222659540 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 2.758 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAK8 17157.94 PA USD 17227.65 0.007568851352 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 2.558 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MAH9 10858.8 PA USD 10961.97 0.004816067279 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 2.458 N N N N N N TOORAK MORTGAGE CORP 2019-1 LTD N/A 89052KAA3 113123.28 PA USD 113332.6 0.049791910258 Long ABS-MBS CORP US N 2 2022-03-25 Variable 4.535 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LAH0 5573.56 PA USD 5634.52 0.002475488202 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 2.558 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA19 N/A 12668RAA6 179359.26 PA USD 143129.44 0.062882950111 Long ABS-CBDO CORP US N 2 2047-02-20 Floating .284 N N N N N N ARROYO MORTGAGE TRUST 2019-3 N/A 04285AAC9 137126.23 PA USD 136859.23 0.060128175813 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 3.416 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEX8 230000 PA USD 230000 0.101048942311 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 1.358 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XAH5 11800 PA USD 11967.5 0.005257840074 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 2.408 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XHT4 231601.89 PA USD 233769.45 0.102705024639 Long ABS-CBDO CORP US N 2 2029-09-25 Floating 1.458 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XVK7 603000 PA USD 602999.88 0.264923913424 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 1.108 N N N N N N BELLEMEADE RE 2019-4 LTD 254900KXN235YISGF415 07876LAC3 190000 PA USD 190002.17 0.083476166588 Long ABS-CBDO CORP BM N 2 2029-10-25 Floating 2.608 N N N N N N STACR TRUST 2018-HRP2 549300YG8OJES76WL398 35564ABN0 791280 PA USD 787568.66 0.346012956914 Long ABS-CBDO CORP US N 2 2047-02-25 Floating 1.108 N N N N N N LEGACY MORTGAGE ASSET TRUST 2019-GS7 N/A 52474MAA7 319692.13 PA USD 319690.07 0.140453667134 Long ABS-CBDO CORP US N 2 2059-11-25 Variable 3.25 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAT1 77565.45 PA USD 78892.35 0.034660819669 Long ABS-CBDO CORP US N 2 2025-02-25 Floating 4.408 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAX2 36550.93 PA USD 37338.75 0.016404526934 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 4.108 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAZ7 8085.29 PA USD 8099.27 0.003558359422 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 4.108 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 N/A 61690WAY2 170000 PA USD 162035.5 0.071189199530 Long ABS-CBDO CORP US N 2 2047-08-26 Variable .928 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 287431.74 PA USD 269346.94 0.118335753920 Long ABS-CBDO CORP US N 2 2046-06-25 Floating 1.027 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBF0 401562.27 PA USD 422935.98 0.185814058453 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.808 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0GW3 573775.59 PA USD 591044.23 0.259671279567 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 4.808 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBM5 350875.56 PA USD 366800.89 0.161151486840 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 6.858 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBU7 206165.8 PA USD 217329.33 0.095482169259 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 7.058 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBD5 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0.001249909515 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2040-01-14 0 USD 0 USD 234000 GBP 1 .9 GBP 2030-01-14 XXXX 2844.95 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 323100 NC USD 1418.41 0.000623168827 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 323100 USD 1 1.544 USD 2032-01-12 XXXX 1418.41 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 323100 NC USD 420.03 0.000184537336 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 323100 USD 1 1.544 USD 2032-01-12 XXXX 420.03 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3884900 NC USD -4933.82 -0.002167640402 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 3884900 USD 1 1.7 USD 2024-01-11 XXXX -4933.82 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3884900 NC USD -3923.75 -0.001723872989 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 3884900 USD 1 1.7 USD 2024-01-11 XXXX -3923.75 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 723500 NC USD 448.57 0.000197076192 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 723500 USD 1 1.81 USD 2027-01-12 XXXX 448.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 723500 NC USD -1591.7 -0.000699302615 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 723500 USD 1 1.81 USD 2027-01-12 XXXX -1591.7 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 3724300 NC USD -3314.63 -0.001456260242 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 3724300 USD 1 1.724 USD 2037-01-13 XXXX -3314.63 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 3724300 NC USD 1936.64 0.000850849668 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 3724300 USD 1 1.724 USD 2037-01-13 XXXX 1936.64 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 8565800 NC USD -7880.54 -0.003462261878 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2027-01-15 0 USD 0 USD 8565800 USD 1 1.62 USD 2025-01-13 XXXX -7880.54 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 8565800 NC USD -171.32 -0.000075268282 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Written WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2027-01-15 0 USD 0 USD 8565800 USD 1 1.62 USD 2025-01-13 XXXX -171.32 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1117300 NC USD -1798.85 -0.000790312565 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2042-01-15 0 USD 0 USD 1117300 USD 1 1.8225 USD 2032-01-13 XXXX -1798.85 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1117300 NC USD 3653.57 0.001605171235 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2042-01-15 0 USD 0 USD 1117300 USD 1 1.8225 USD 2032-01-13 XXXX 3653.57 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2979400 NC USD -4528.69 -0.001989649281 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 2979400 USD 1 1.826 USD 2032-01-13 XXXX -4528.69 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2979400 NC USD 9206.35 0.004044747522 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 2979400 USD 1 1.826 USD 2032-01-13 XXXX 9206.35 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4420200 NC USD 5569.45 0.002446900138 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 4420200 USD 1 1.208 USD 2022-04-21 XXXX 5569.45 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4420200 NC USD -10033.85 -0.004408304043 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 4420200 USD 1 1.458 USD 2022-04-21 XXXX -10033.85 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4420200 NC USD -4110.79 -0.001806047746 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 4420200 USD 1 1.708 USD 2022-04-21 XXXX -4110.79 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2784800 NC USD -1030.38 -0.000452690475 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-02 0 USD 0 USD 2784800 USD 1 1.856 USD 2022-02-28 XXXX -1030.38 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2784800 NC USD -4706.31 -0.002067685425 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-02 0 USD 0 USD 2784800 USD 1 1.606 USD 2022-02-28 XXXX -4706.31 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2784800 NC USD 891.14 0.000391516324 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-03-02 0 USD 0 USD 2784800 USD 1 1.356 USD 2022-02-28 XXXX 891.14 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1001300 NC USD 14388.68 0.006321569110 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 1001300 USD 1 1.715 USD 2023-02-01 XXXX 14388.68 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 7008800 NC USD 117677.75 0.051700922483 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 7008800 USD 1 1.405 USD 2024-02-02 XXXX 117677.75 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2002500 NC USD -6327.9 -0.002780120009 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2036-02-04 0 USD 0 USD 2002500 USD 1 1.937 USD 2026-02-02 XXXX -6327.9 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2002500 NC USD 16901.1 0.007425383821 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2036-02-04 0 USD 0 USD 2002500 USD 1 1.937 USD 2026-02-02 XXXX 16901.1 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 7008800 NC USD -62728.76 -0.027559455872 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 7008800 USD 1 1.405 USD 2024-02-02 XXXX -62728.76 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 5006300 NC USD 86558.93 0.038029079670 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 5006300 USD 1 1.3875 USD 2024-02-02 XXXX 86558.93 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 5006300 NC USD -46408.4 -0.020389216236 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2029-02-06 0 USD 0 USD 5006300 USD 1 1.3875 USD 2024-02-02 XXXX -46408.4 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 2961800 NC USD 14957.09 0.006571296194 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2035-02-21 0 USD 0 USD 2961800 USD 1 2.16 USD 2025-02-19 XXXX 14957.09 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 2961800 NC USD -14572.06 -0.006402135871 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2035-02-21 0 USD 0 USD 2961800 USD 1 2.16 USD 2025-02-19 XXXX -14572.06 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 864900 NC USD 16182.28 0.007109575123 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2056-03-02 0 USD 0 USD 864900 USD 1 2.095 USD 2026-02-26 XXXX 16182.28 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 864900 NC USD -11961.57 -0.005255234769 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2056-03-02 0 USD 0 USD 864900 USD 1 2.095 USD 2026-02-26 XXXX -11961.57 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 245600 NC USD 5449.86 0.002394359081 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2032-03-07 0 USD 0 USD 245600 USD 1 1.775 USD 2022-03-03 XXXX 5449.86 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 245600 NC USD 3337.7 0.001466395890 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2032-03-07 0 USD 0 USD 245600 USD 1 1.775 USD 2022-03-03 XXXX 3337.7 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 94500 NC USD -660.56 -0.000290212562 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 94500 USD 1 2.405 USD 2031-03-03 XXXX -660.56 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 94500 NC USD 1290.87 0.000567134992 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 94500 USD 1 2.405 USD 2031-03-03 XXXX 1290.87 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 969100 NC USD -1133.85 -0.000498149318 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 969100 USD 1 1.29 USD 2024-03-18 XXXX -1133.85 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 678400 NC USD 4816.64 0.002116158163 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 678400 USD 1 2.29 USD 2024-03-18 XXXX 4816.64 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 7780200 NC USD -132808.01 -0.058348299743 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-04-17 0 USD 0 USD 7780200 USD 1 2.525 USD 2031-04-15 XXXX -132808.01 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 7780200 NC USD 100753.59 0.044265407407 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-04-17 0 USD 0 USD 7780200 USD 1 2.525 USD 2031-04-15 XXXX 100753.59 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1938200 NC USD 4457.86 0.001958530600 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 1938200 USD 1 2.17 USD 2024-04-29 XXXX 4457.86 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3876400 NC USD 1783.14 0.000783410483 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 3876400 USD 1 1.085 USD 2024-04-29 XXXX 1783.14 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3895600 NC USD 30580.46 0.013435317993 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2023-05-11 0 USD 0 USD 3895600 USD 1 .305 USD 2022-05-09 XXXX 30580.46 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 7791300 NC USD -31321.03 -0.013760682407 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2023-05-11 0 USD 0 USD 7791300 USD 1 .805 USD 2022-05-09 XXXX -31321.03 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 389600 NC USD 2696.03 0.001184482521 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-05-11 0 USD 0 USD 389600 USD 1 1.7875 USD 2022-05-09 XXXX 2696.03 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 779100 NC USD -6552.23 -0.002878677875 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-05-11 0 USD 0 USD 779100 USD 1 2.2875 USD 2022-05-09 XXXX -6552.23 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 577800 NC USD -5697.11 -0.002502986694 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 577800 USD 1 2.427 USD 2031-06-03 XXXX -5697.11 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 577800 NC USD 7193.61 0.003160463834 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 577800 USD 1 2.427 USD 2031-06-03 XXXX 7193.61 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2731200 NC USD -25181.66 -0.011063391777 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 2731200 USD 1 1.194 USD 2023-06-22 XXXX -25181.66 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2731200 NC USD 13191.7 0.005795684053 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 2731200 USD 1 1.194 USD 2023-06-22 XXXX 13191.7 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2731200 NC USD -2021.09 -0.000887952204 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 2731200 USD 1 1.9 USD 2026-06-22 XXXX -2021.09 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2731200 NC USD 2048.4 0.000899950667 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 2731200 USD 1 1.9 USD 2026-06-22 XXXX 2048.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3834800 NC -10684.35 -0.004694096812 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2025-06-28 0 USD 0 USD 3834800 EUR 1 -.197 EUR 2023-06-26 XXXX -10684.35 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3834800 NC 41229.53 0.018113914776 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2025-06-28 0 USD 0 USD 3834800 EUR 1 -.197 EUR 2023-06-26 XXXX 41229.53 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3834800 NC 1594.04 0.000700330678 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2028-06-26 0 USD 0 USD 3834800 EUR 1 .26 EUR 2026-06-24 XXXX 1594.04 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3834800 NC -20980.96 -0.009217842681 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2028-06-26 0 USD 0 USD 3834800 EUR 1 .26 EUR 2026-06-24 XXXX -20980.96 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2105300 NC USD 1894.77 0.000832454367 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 2105300 USD 1 1.87 USD 2041-07-09 XXXX 1894.77 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2105300 NC USD -147.37 -0.000064746011 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 2105300 USD 1 1.87 USD 2041-07-09 XXXX -147.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2411600 NC USD -32122.51 -0.014112807217 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-08-23 0 USD 0 USD 2411600 USD 1 2.07 USD 2023-08-21 XXXX -32122.51 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2970400 NC USD -23911.72 -0.010505452238 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-09-01 0 USD 0 USD 2970400 USD 1 2.41 USD 2023-08-30 XXXX -23911.72 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 975900 NC -1359.32 -0.000597208036 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 975900 AUD 1 2 AUD 2036-09-10 XXXX -1359.32 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 975900 NC 1159.22 0.000509295456 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 975900 AUD 1 2 AUD 2036-09-10 XXXX 1159.22 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1951800 NC 15042.26 0.006608715056 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2052-09-14 0 USD 0 USD 1951800 EUR 1 0 EUR 2022-09-12 XXXX 15042.26 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1951800 NC 23374.71 0.010269520532 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2052-09-14 0 USD 0 USD 1951800 EUR 1 .16 EUR 2022-09-12 XXXX 23374.71 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1951800 NC -34711.23 -0.015250143817 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2052-09-14 0 USD 0 USD 1951800 EUR 1 .32 EUR 2022-09-12 XXXX -34711.23 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 19660400 NC 189055.09 0.083060073404 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Put Written NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2023-09-15 0 USD 16340.15 USD 19660400 GBP 1 .84 GBP 2022-09-15 XXXX -172714.94 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 19660400 NC 227659.35 0.100020593586 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Put Written NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2023-09-15 0 USD 24510.23 USD 19660400 GBP 1 .68 GBP 2022-09-15 XXXX -203149.12 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 19660400 NC 267585.67 0.117561951874 N/A DIR CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 Put Purchased NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 2023-09-15 -38127.02 USD 0 USD 19660400 GBP 1 .52 GBP 2022-09-15 XXXX 229458.65 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 6685000 NC USD -74671.45 -0.032806395841 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-09-19 0 USD 0 USD 6685000 USD 1 1.7075 USD 2022-09-15 XXXX -74671.45 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1392700 NC USD 13425.63 0.005898459615 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2052-09-19 0 USD 0 USD 1392700 USD 1 2.194 USD 2022-09-15 XXXX 13425.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 11134200 NC USD -28948.92 -0.012718511944 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2033-10-10 0 USD 0 USD 11134200 USD 1 2.415 USD 2023-10-05 XXXX -28948.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3591700 NC USD 790.17 0.000347155838 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-10-09 0 USD 0 USD 3591700 USD 1 2.485 USD 2024-10-07 XXXX 790.17 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11786300 NC USD 297486.21 0.130698551620 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-11-24 0 USD 266959.7 USD 11786300 USD 1 2.395 USD 2023-11-22 XXXX -30526.51 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 904300 NC -6540.91 -0.002873704510 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-11-24 0 USD 0 USD 904300 AUD 1 2.5 AUD 2022-11-23 XXXX -6540.91 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 904300 NC 7320.96 0.003216414194 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-11-24 0 USD 0 USD 904300 AUD 1 2.5 AUD 2022-11-23 XXXX 7320.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1458600 NC 17068.07 0.007498740960 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 1458600 AUD 1 2.495 AUD 2026-11-23 XXXX 17068.07 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1458600 NC -4774.93 -0.002097833157 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 1458600 AUD 1 2.495 AUD 2026-11-23 XXXX -4774.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 20479800 NC USD -56114.65 -0.024653591438 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 20479800 USD 1 1.39 USD 2024-12-09 XXXX -56114.65 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 20479800 NC USD 50175.51 0.022044270502 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 20479800 USD 1 1.39 USD 2024-12-09 XXXX 50175.51 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2075600 NC USD -24284.52 -0.010669239394 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-12-16 0 USD 0 USD 2075600 USD 1 1.805 USD 2026-12-14 XXXX -24284.52 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2075600 NC USD 26443.14 0.011617614471 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-12-16 0 USD 0 USD 2075600 USD 1 1.805 USD 2026-12-14 XXXX 26443.14 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1591200 NC USD 10135.94 0.004453156593 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-16 0 USD 0 USD 1591200 USD 1 1.752 USD 2026-12-14 XXXX 10135.94 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1591200 NC USD -9213.05 -0.004047691122 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-16 0 USD 0 USD 1591200 USD 1 1.752 USD 2026-12-14 XXXX -9213.05 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1573300 NC USD 42022.84 0.018462450152 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 1573300 USD 1 1.405 USD 2028-12-14 XXXX 42022.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1573300 NC USD -37161.35 -0.016326587445 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 1573300 USD 1 1.405 USD 2028-12-14 XXXX -37161.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 163800 NC 4673.13 0.002053108016 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 163800 AUD 1 1.692 AUD 2025-01-29 XXXX 4673.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1070200 NC USD -59834.88 -0.026288049293 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 1070200 USD 1 1.275 USD 2030-03-05 XXXX -59834.88 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1070200 NC USD 58069.05 0.025512243841 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 1070200 USD 1 1.275 USD 2030-03-05 XXXX 58069.05 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 145700 NC USD 6721.14 0.002952887340 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 19426.67 USD 145700 USD 1 1.17 USD 2025-03-13 XXXX 12705.53 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 291400 NC USD 64489.73 0.028333126115 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 44519.44 USD 291400 USD 1 1.17 USD 2025-03-13 XXXX -19970.29 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1657100 NC USD 22354.28 0.009821201522 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 53690.04 USD 1657100 USD 1 1.07 USD 2027-03-22 XXXX 31335.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1657100 NC USD 93013.02 0.040864640401 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 53690.04 USD 1657100 USD 1 1.07 USD 2027-03-22 XXXX -39322.98 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1046200 NC USD 114422.89 0.050270921785 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 61359.63 USD 1046200 USD 1 .968 USD 2025-03-20 XXXX -53063.26 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1046200 NC USD 15368.68 0.006752125473 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 61359.63 USD 1046200 USD 1 .968 USD 2025-03-20 XXXX 45990.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 802700 NC USD -298459.91 -0.131126340120 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 802700 USD 1 2.3075 USD 2022-06-20 XXXX -298459.91 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 802700 NC USD -5129.25 -0.002253501249 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 802700 USD 1 2.3075 USD 2022-06-20 XXXX -5129.25 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 235050 NC -2777.98 -0.001220486699 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2040-03-28 0 USD 0 USD 235050 EUR 1 .555 EUR 2030-03-26 XXXX -2777.98 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 564100 NC USD -21221.44 -0.009323495940 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 564100 USD 1 .925 USD 2030-03-26 XXXX -21221.44 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 564100 NC USD 33389.08 0.014669266168 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 564100 USD 1 .925 USD 2030-03-26 XXXX 33389.08 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 235050 NC 3868.58 0.001699634423 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2040-03-28 0 USD 0 USD 235050 EUR 1 .555 EUR 2030-03-26 XXXX 3868.58 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 261200 NC 8042.88 0.003533584857 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 261200 AUD 1 1.445 AUD 2030-03-27 XXXX 8042.88 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 261200 NC -5520.13 -0.002425231730 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 261200 AUD 1 1.445 AUD 2030-03-27 XXXX -5520.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 287300 NC USD 17953.38 0.007887695913 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 287300 USD 1 .85 USD 2030-03-27 XXXX 17953.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 287300 NC USD -11575.32 -0.005085538447 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 287300 USD 1 .85 USD 2030-03-27 XXXX -11575.32 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 860100 NC USD -34283.59 -0.015062263079 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 860100 USD 1 .902 USD 2025-04-02 XXXX -34283.59 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 860100 NC USD 52061.85 0.022873021205 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 860100 USD 1 .902 USD 2025-04-02 XXXX 52061.85 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2866900 NC USD 32166.62 0.014132186647 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 2866900 USD 1 .983 USD 2030-04-02 XXXX 32166.62 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2866900 NC USD -21473.08 -0.009434052270 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 2866900 USD 1 .983 USD 2030-04-02 XXXX -21473.08 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7167200 NC USD 47518.54 0.020876948727 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 7167200 USD 1 .87 USD 2027-04-06 XXXX 47518.54 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7167200 NC USD -27378.7 -0.012028646421 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 7167200 USD 1 .87 USD 2027-04-06 XXXX -27378.7 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2150100 NC USD 65513.55 0.028782934498 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 2150100 USD 1 .8925 USD 2023-04-11 XXXX 65513.55 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2150100 NC USD -39884.36 -0.017522923447 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 2150100 USD 1 .8925 USD 2023-04-11 XXXX -39884.36 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1720100 NC USD 28295.64 0.012431497800 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 1720100 USD 1 .958 USD 2025-05-06 XXXX 28295.64 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1720100 NC USD -51895.42 -0.022799901312 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 1720100 USD 1 .958 USD 2025-05-06 XXXX -51895.42 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 333100 NC USD -13700.4 -0.006019177953 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-21 0 USD 0 USD 333100 USD 1 1.232 USD 2027-06-17 XXXX -13700.4 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 333100 NC USD 10689.18 0.004696218840 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-21 0 USD 0 USD 333100 USD 1 1.232 USD 2027-06-17 XXXX 10689.18 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 264200 NC USD 8855.98 0.003890814835 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-06-20 0 USD 0 USD 264200 USD 1 1.204 USD 2030-06-18 XXXX 8855.98 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 264200 NC USD -10803.14 -0.004746286394 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-06-20 0 USD 0 USD 264200 USD 1 1.204 USD 2030-06-18 XXXX -10803.14 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1539000 NC USD 51802.74 0.022759182982 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 1539000 USD 1 1.168 USD 2027-06-24 XXXX 51802.74 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1539000 NC USD -69162.66 -0.030386146263 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 1539000 USD 1 1.168 USD 2027-06-24 XXXX -69162.66 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 125100 NC 7174.34 0.003151997690 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 125100 AUD 1 1.441 AUD 2025-07-01 XXXX 7174.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 125100 NC -5115.18 -0.002247319690 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 125100 AUD 1 1.441 AUD 2025-07-01 XXXX -5115.18 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 110100 NC USD -4552.64 -0.002000171551 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2040-07-03 0 USD 0 USD 110100 USD 1 1.177 USD 2030-07-01 XXXX -4552.64 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 110100 NC USD 3873.32 0.001701716910 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2040-07-03 0 USD 0 USD 110100 USD 1 1.177 USD 2030-07-01 XXXX 3873.32 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 674000 NC USD -18460.86 -0.008110653814 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 674000 USD 1 1.102 USD 2022-11-23 XXXX -18460.86 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 674000 NC USD 34812.1 0.015294460368 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 674000 USD 1 1.102 USD 2022-11-23 XXXX 34812.1 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1770600 NC USD 19565.13 0.008595807359 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Put Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2041-01-15 0 USD 0 USD 1770600 USD 1 1.96 USD 2031-01-13 XXXX 19565.13 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1770600 NC USD -5736.74 -0.002520397867 N/A DIR CORP US N 2 WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Call Purchased WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 2041-01-15 0 USD 0 USD 1770600 USD 1 1.96 USD 2031-01-13 XXXX -5736.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD -80276.19 -0.035268800401 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-01-16 0 USD 0 USD 13537300 USD 1 1.115 USD 2025-01-14 XXXX -80276.19 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD 21930.43 0.009634985895 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-01-16 0 USD 0 USD 13537300 USD 1 1.115 USD 2025-01-14 XXXX 21930.43 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD 29240.57 0.012846646396 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2029-01-18 0 USD 0 USD 13537300 USD 1 1.76 USD 2028-01-14 XXXX 29240.57 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD -2301.34 -0.001011078143 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2029-01-18 0 USD 0 USD 13537300 USD 1 1.76 USD 2028-01-14 XXXX -2301.34 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1123800 NC USD 5270.62 0.002315611201 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 -26328.94 USD 0 USD 14042100 USD 1 .485 USD 2024-01-29 XXXX -18605.78 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14042100 NC USD 147722.89 0.064901051259 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 0 USD 30190.52 USD 14042100 USD 1 .985 USD 2024-01-29 XXXX -117532.37 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3206200 NC 115264.17 0.050640532456 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2036-02-02 0 USD 0 USD 3206200 EUR 1 .271 EUR 2026-01-29 XXXX 115264.17 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 801500 NC 28228.96 0.012402202394 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2051-01-31 0 USD 0 USD 801500 EUR 1 .296 EUR 2031-01-29 XXXX 28228.96 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1923700 NC 49685.55 0.021829009894 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-01-31 0 USD 0 USD 1923700 EUR 1 .45 EUR 2031-01-29 XXXX 49685.55 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3206200 NC -52517.24 -0.023073093718 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2036-02-02 0 USD 0 USD 3206200 EUR 1 .271 EUR 2026-01-29 XXXX -52517.24 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 801500 NC -16451.13 -0.007227692549 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2051-01-31 0 USD 0 USD 801500 EUR 1 .296 EUR 2031-01-29 XXXX -16451.13 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1923700 NC -23146.25 -0.010169148178 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-01-31 0 USD 0 USD 1923700 EUR 1 .45 EUR 2031-01-29 XXXX -23146.25 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2404600 NC -29526.83 -0.012972412788 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-02-05 0 USD 0 USD 2404600 EUR 1 .44 EUR 2031-02-03 XXXX -29526.83 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2404600 NC 64051.33 0.028140518044 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-02-05 0 USD 0 USD 2404600 EUR 1 .44 EUR 2031-02-03 XXXX 64051.33 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 5006300 NC USD -109187.4 -0.047970744712 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2033-02-03 0 USD 0 USD 5006300 USD 1 1.5 USD 2023-02-01 XXXX -109187.4 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 5006300 NC USD 110739.36 0.048652587827 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2033-02-03 0 USD 0 USD 5006300 USD 1 1.5 USD 2023-02-01 XXXX 110739.36 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1001300 NC USD -45288.8 -0.019897327559 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 1001300 USD 1 1.715 USD 2023-02-01 XXXX -45288.8 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1859600 NC USD -259637.35 -0.114069911313 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 1859600 USD 1 2.8325 USD 2022-02-15 XXXX -259637.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1859600 NC USD 130060.42 0.057141164685 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2052-02-17 0 USD 0 USD 1859600 USD 1 2.8325 USD 2022-02-15 XXXX 130060.42 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 371900 NC USD -24642.09 -0.010826335351 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 371900 USD 1 2.8175 USD 2027-03-23 XXXX -24642.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 371900 NC USD 19632.6 0.008625449847 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 371900 USD 1 2.8175 USD 2027-03-23 XXXX 19632.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 377000 NC USD 22103.51 0.009711027421 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 377000 USD 1 2.902 USD 2024-11-08 XXXX 22103.51 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 377000 NC USD -25666.16 -0.011276253570 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 377000 USD 1 2.902 USD 2024-11-08 XXXX -25666.16 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 377000 NC USD 19426.81 0.008535037404 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 377000 USD 1 2.689 USD 2024-11-12 XXXX 19426.81 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 377000 NC USD -29858.4 -0.013118085822 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 377000 USD 1 2.689 USD 2024-11-12 XXXX -29858.4 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 628600 NC USD -27337.81 -0.012010681676 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 628600 USD 1 2.5 USD 2029-11-09 XXXX -27337.81 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 628600 NC USD 16940.77 0.007442812567 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 628600 USD 1 2.5 USD 2029-11-09 XXXX 16940.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 377000 NC USD 17632.29 0.007746627196 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 377000 USD 1 2.505 USD 2024-11-13 XXXX 17632.29 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 377000 NC USD -34838.57 -0.015306089783 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1590200 NC USD 345486.85 0.151787307717 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 0 USD 400889.42 USD 1590200 USD 1 3 USD 2024-01-31 XXXX 55402.57 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1590200 NC USD 333337.72 0.146449669732 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-14 0 USD 403115.7 USD 1590200 USD 1 3 USD 2023-04-12 XXXX 69777.98 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 448600 NC USD 32447.24 0.014255475143 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 28889.84 USD 448600 USD 1 1.865 USD 2029-10-10 XXXX -3557.4 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 448600 NC USD 22793.37 0.010014112740 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. 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