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USD 120477.75 0.068915036007 Long ABS-MBS CORP US N 2 2059-12-15 Variable .831 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33 N/A 46645JAJ1 3199116.61 PA USD 79826.28 0.045661800295 Long ABS-MBS CORP US N 2 2048-12-15 Variable .903 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 645700.74 PA USD 1.68 0.000000960985 Long ABS-MBS CORP US N 2 2049-01-15 Variable .014 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2006-C4 N/A 22545MAZ0 2364.74 PA USD 19.9 0.000011383091 Long ABS-MBS CORP US N 2 2039-09-15 Variable .846 N N N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317EAB9 1174.62 PA USD 0.01 0.000000005720 Long ABS-MBS CORP US N 2 2049-12-15 Variable 6.571 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 N/A 50179MAQ4 686987.22 PA USD 99.06 0.000056663770 Long ABS-MBS CORP US N 2 2039-09-15 Variable .435 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAC8 986184.78 PA USD 848.51 0.000485360137 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.544 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 549300GADFYEKC4OLM57 92890PAL8 9935569.51 PA USD 32758.57 0.018738381411 Long ABS-MBS CORP US N 2 2046-06-15 Variable .654 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAG0 6577320.27 PA USD 22146.5 0.012668122080 Long ABS-MBS CORP US N 2 2046-02-10 Variable 1.459 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 N/A 46641BAF0 7410244.91 PA USD 55378.98 0.031677586946 Long ABS-MBS CORP US N 2 2046-12-15 Variable .848 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAA7 2931573.19 PA USD 3728.96 0.002133019688 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.459 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAS0 18079307.31 PA USD 29848.94 0.017074030473 Long ABS-MBS CORP US N 2 2045-07-15 Variable .421 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBG7 7909621.3 PA USD 121080.48 0.069259806387 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2047-12-10 Variable 4.44 N N N N N N COMM 2014-CCRE21 MORTGAGE TRUST N/A 12592RBK4 433000 PA USD 422832.81 0.241866554830 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 410959.99 0.235075128049 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.225 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAX8 253000 PA USD 249161.99 0.142524304384 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.335 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 314000 PA USD 280627.55 0.160523065154 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC30 549300L45M7638EL0H21 36250GAW5 286000 PA USD 267044.72 0.152753487630 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.069 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3137F8ZX4 4684745.26 PA USD 239723.1 0.137125121180 Long ABS-MBS CORP US N 2 2030-12-25 Variable .774 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM N/A 46654BAJ6 915000 PA USD 731844.82 0.418625946467 Long ABS-MBS CORP US N 2 2042-10-09 Variable 2.654 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 700081.47 PA USD 654582.76 0.374430917535 Long ABS-MBS CORP US N 2 2049-10-25 Floating 5.509 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 819000 PA USD 734398.61 0.420086751718 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.259 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NBL0 432000 PA USD 413426.68 0.236486110826 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.498 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 N/A 17322AAM4 268000 PA USD 263391.95 0.150664049737 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.09 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2011-C3 N/A 61760RAL6 185000 PA USD 185129.5 0.105896783086 Long ABS-MBS CORP US N 2 2049-07-15 Variable 5.084 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBA1 707000 PA USD 653271.32 0.373680754664 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.814 N N N N N N CSMC TRUST 2016-NXSR N/A 12594PBB6 822000 PA USD 661436.27 0.378351225546 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.449 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 N/A 95001FBD6 225000 PA USD 212369.99 0.121478741989 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 208180.35 0.119082206600 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.199 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAQ5 278000 PA USD 275306.62 0.157479415330 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.574 N N N N N N GS MORTGAGE SECURITIES TRUST 2010-C1 N/A 36249KAL4 328000 PA USD 244430.72 0.139817948709 Long ABS-MBS CORP US N 2 2043-08-10 Variable 6.354 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 776972.9 PA USD 710308.63 0.406306930638 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.363 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 124327.15 PA USD 118419.32 0.067737583925 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.842 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 163000 PA USD 122019.55 0.069796968169 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.842 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 1053000 PA USD 900315 0.514993354730 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 777000 PA USD 659750.7 0.377387054840 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.95 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 687000 PA USD 681229.13 0.389673031104 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.71 N N N N N N COMM 2012-CCRE2 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N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAV3 285000 PA USD 281795.18 0.161190966600 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.095 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAS0 363000 PA USD 330015.28 0.188773569428 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.298 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAP7 296000 PA USD 292970.65 0.167583498976 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.721 N N N N N N COMM 2013-CCRE11 MORTGAGE TRUST 549300BCCWSDWINK2593 12626LBP6 243000 PA USD 242070.84 0.138468062816 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 249068.21 0.142470660851 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.101 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAE8 280000 PA USD 261306.95 0.149471399227 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.878 N N N N N N 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B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 1573300 USD 1 1.405 USD 2028-12-14 XXXX -126619.18 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 242000 NC 14744.22 0.008433909599 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 29609.12 USD 242000 GBP 1 1.448 GBP 2029-02-26 XXXX 14864.9 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 242000 NC 28197.62 0.016129451269 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-26 0 USD 14407.86 USD 242000 GBP 1 1.448 GBP 2029-02-26 XXXX -13789.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 861700 NC USD 32460.24 0.018567732286 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 861700 USD 1 1.905 USD 2032-01-12 XXXX 32460.24 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 861700 NC USD -23489.94 -0.013436589419 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 861700 USD 1 1.905 USD 2032-01-12 XXXX -23489.94 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 100200 NC 9922.96 0.005676078327 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2039-08-20 0 USD 0 USD 100200 GBP 1 .4879 GBP 2029-08-20 XXXX 9922.96 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 100200 NC -5011.51 -0.002866657056 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2039-08-20 0 USD 0 USD 100200 GBP 1 .4879 GBP 2029-08-20 XXXX -5011.51 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 234000 NC -7212.47 -0.004125638383 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2040-01-14 0 USD 0 USD 234000 GBP 1 .9 GBP 2030-01-14 XXXX -7212.47 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 234000 NC 18411.6 0.010531704626 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 18411.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 323100 NC USD 18297.15 0.010466237551 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 18297.15 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 323100 NC USD -20390.84 -0.011663858869 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 -20390.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3884900 NC USD -70666.33 -0.040422174853 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 -70666.33 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3884900 NC USD 27155.45 0.015533314778 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 27155.45 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 723500 NC USD 18854.41 0.010784998425 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 18854.41 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 723500 NC USD -29569.44 -0.016914152383 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 -29569.44 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 3724300 NC USD -88377.64 -0.050553303351 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 -88377.64 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 3724300 NC USD 96273.16 0.055069656330 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 96273.16 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 8565800 NC USD -68526.4 -0.039198103579 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 -68526.4 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 8565800 NC USD 11992.12 0.006859668126 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 11992.12 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1117300 NC USD -33094.43 -0.018930498246 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 -33094.43 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1117300 NC USD 45719.92 0.026152463281 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 45719.92 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1657100 NC USD 126685.3 0.072465845445 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 -72995.26 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1046200 NC USD 161240.34 0.092231833985 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 -99880.71 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1046200 NC USD 6559.67 0.003752227231 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 54799.96 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 235050 NC -20369.34 -0.011651560554 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 -20369.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 564100 NC USD -27341.93 -0.015639984067 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 -27341.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 564100 NC USD 60364.34 0.034529285820 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 60364.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 235050 NC 9606.91 0.005495293102 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 9606.91 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 261200 NC 20741.18 0.011864258475 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 20741.18 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 261200 NC -6987.94 -0.003997203938 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 -6987.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 287300 NC USD 31766.76 0.018171051578 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 31766.76 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 287300 NC USD -14448.32 -0.008264650469 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 -14448.32 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 860100 NC USD -39736.62 -0.022729928125 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 -39736.62 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 860100 NC USD 92082.31 0.052672428803 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 92082.31 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2866900 NC USD 60434.25 0.034569275363 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 60434.25 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2866900 NC USD -26891.52 -0.015382342956 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 -26891.52 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7167200 NC USD 77334.09 0.044236231146 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 77334.09 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7167200 NC USD -27307.03 -0.015620020757 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 -27307.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2150100 NC USD 127178.42 0.072747917301 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 127178.42 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2150100 NC USD -42679.48 -0.024413287109 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 -42679.48 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1720100 NC USD 32028.26 0.018320633404 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 32028.26 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1720100 NC USD -86142.61 -0.049274833485 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 -86142.61 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 333100 NC USD -29459.36 -0.016851185013 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 -29459.36 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 333100 NC USD 14909.56 0.008528486499 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 14909.56 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 264200 NC USD 12562.71 0.007186053956 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 12562.71 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 264200 NC USD -23106.93 -0.013217502094 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 -23106.93 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1539000 NC USD 70132.23 0.040116661838 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 70132.23 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1539000 NC USD -142588.35 -0.081562622762 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 -142588.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 125100 NC 18241.04 0.010434141810 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 18241.04 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 125100 NC -6297.7 -0.003602376557 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 -6297.7 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 110100 NC USD -9695.41 -0.005545916397 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 -9695.41 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 110100 NC USD 5375.08 0.003074624416 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 5375.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 674000 NC USD -21102.94 -0.012071190489 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 -21102.94 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 674000 NC USD 75346.46 0.043099277700 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 75346.46 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1770600 NC USD 90176.66 0.051582369117 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 90176.66 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 1770600 NC USD -51984.82 -0.029736077758 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 -51984.82 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD -138621.95 -0.079293783920 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 -138621.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD 19899.83 0.011382993963 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 19899.83 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD 81359.17 0.046538635807 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 81359.17 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 13537300 NC USD -17327.74 -0.009911720845 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 -17327.74 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1123800 NC USD 59269.21 0.033902855434 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 1123800 USD 1 1.918 USD 2031-01-22 XXXX 59269.21 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1123800 NC USD -70563.4 -0.040363297387 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 1123800 USD 1 1.918 USD 2031-01-22 XXXX -70563.4 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 933600 NC USD -28456.13 -0.016277322772 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 933600 USD 1 1.625 USD 2041-01-22 XXXX -28456.13 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 933600 NC USD 23470.7 0.013425583858 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 933600 USD 1 1.625 USD 2041-01-22 XXXX 23470.7 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14042100 NC USD 9408.21 0.005381633795 N/A DIR CORP US N 2 BANK OF AMERICA N.A. 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 -16920.73 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14042100 NC USD 238154.02 0.136227584459 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. 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1 .45 EUR 2031-01-29 XXXX -67673.77 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2404600 NC -84591.33 -0.048387478624 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 -84591.33 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2404600 NC 229885.91 0.131498104548 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 229885.91 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1001300 NC USD -84930.27 -0.048581357264 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 -84930.27 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1001300 NC USD 128256.52 0.073364606278 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 128256.52 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 7008800 NC USD 259185.42 0.148257853021 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 259185.42 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2002500 NC USD -50503.05 -0.028888483635 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 -50503.05 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2002500 NC USD 94037.4 0.053790768893 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 94037.4 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 7008800 NC USD -88661.32 -0.050715572462 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 -88661.32 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 5006300 NC USD 188036.63 0.107559703988 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 188036.63 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 5006300 NC USD -64381.02 -0.036826885558 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 -64381.02 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 2961800 NC USD -60124.54 -0.034392116710 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 -60124.54 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 2961800 NC USD 84855.57 0.048538627771 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 84855.57 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 864900 NC USD -41229.78 -0.023584037495 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 -41229.78 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 864900 NC USD 55466.04 0.031727386540 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 55466.04 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 94500 NC USD 2658.28 0.001520575060 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 2658.28 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 371900 NC USD -8914.44 -0.005099190129 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 -8914.44 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 371900 NC USD -11409.89 -0.006526624046 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 -11409.89 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 377000 NC USD -18955.56 -0.010842857706 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 -18955.56 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 377000 NC USD -10857.6 -0.006210706084 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 -10857.6 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 377000 NC USD -17179.89 -0.009827148481 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 -17179.89 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 377000 NC USD -11890.58 -0.006801585760 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 -11890.58 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 628600 NC USD -4387.63 -0.002509788566 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 -4387.63 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 628600 NC USD -6028.27 -0.003448258654 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 -6028.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 377000 NC USD -15098.85 -0.008636763149 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 -15098.85 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 377000 NC USD -13911.3 -0.007957467171 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 377000 USD 1 2.505 USD 2024-11-13 XXXX -13911.3 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1593600 NC USD 103217.47 0.059041903269 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -91472.64 USD 0 USD 1593600 USD 1 2.7575 USD 2027-12-20 XXXX 11744.83 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1593600 NC USD 76604.35 0.043818809187 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -91472.64 USD 0 USD 1593600 USD 1 2.7575 USD 2027-12-20 XXXX -14868.29 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1593600 NC USD 78835.39 0.045094996715 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -91392.96 USD 0 USD 1593600 USD 1 2.795 USD 2027-12-20 XXXX -12557.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1593600 NC USD 100858.94 0.057692789596 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -91392.96 USD 0 USD 1593600 USD 1 2.795 USD 2027-12-20 XXXX 9465.98 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1590200 NC USD 181791.66 0.103987489762 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -180567.21 USD 0 USD 1590200 USD 1 3 USD 2047-04-17 XXXX 1224.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 734900 NC USD 26434.35 0.015120835026 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 734900 USD 1 3.27 USD 2023-10-17 XXXX 26434.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 734900 NC USD -56043.47 -0.032057684950 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 734900 USD 1 3.27 USD 2023-10-17 XXXX -56043.47 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 759100 NC 26037.13 0.014893619373 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 759100 EUR 1 1.921 EUR 2028-10-18 XXXX 26037.13 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 759100 NC -4088.67 -0.002338779071 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2048-10-20 0 USD 0 USD 759100 EUR 1 1.921 EUR 2028-10-18 XXXX -4088.67 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1590200 NC USD 188104.76 0.107598675345 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 -193527.34 USD 0 USD 1590200 USD 1 3 USD 2048-02-03 XXXX -5422.58 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 532300 NC 24688.41 0.014122131797 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-02-18 0 USD 33827.66 USD 532300 EUR 1 1.667 EUR 2026-02-16 XXXX 9139.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 532300 NC 41782.06 0.023899949736 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-02-18 0 USD 33827.66 USD 532300 EUR 1 1.667 EUR 2026-02-16 XXXX -7954.4 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 191400 NC USD 11143.31 0.006374136385 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-02-19 0 USD 9793.3 USD 191400 USD 1 2.97 USD 2026-02-17 XXXX -1350.01 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 191400 NC USD 9066.62 0.005186239316 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-02-19 0 USD 9793.3 USD 191400 USD 1 2.97 USD 2026-02-17 XXXX 726.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 372600 NC USD 20824.61 0.011911981656 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-28 -20399.85 USD 0 USD 372600 USD 1 2.988 USD 2029-02-26 XXXX 424.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 372600 NC USD 22147.34 0.012668602572 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2039-02-28 -20399.85 USD 0 USD 372600 USD 1 2.988 USD 2029-02-26 XXXX 1747.49 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 191400 NC USD 8857.99 0.005066899903 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-03-03 0 USD 9825.2 USD 191400 USD 1 3.01 USD 2026-02-27 XXXX 967.21 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 191400 NC USD 11489.74 0.006572299415 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-03-03 0 USD 9825.2 USD 191400 USD 1 3.01 USD 2026-02-27 XXXX -1664.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1590200 NC USD 130475.91 0.074634129835 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-27 0 USD 149478.8 USD 1590200 USD 1 2.75 USD 2025-05-22 XXXX 19002.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1590200 NC USD 155791.89 0.089115240855 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-24 -178102.4 USD 0 USD 1590200 USD 1 2.75 USD 2048-05-26 XXXX -22310.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 972300 NC USD 18891.79 0.010806380332 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-06-06 0 USD 0 USD 972300 USD 1 2.39 USD 2024-06-04 XXXX 18891.79 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 133700 NC -4353.61 -0.002490328628 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2054-06-06 0 USD 0 USD 133700 EUR 1 1.053 EUR 2024-06-04 XXXX -4353.61 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 133700 NC 10526 0.006021026032 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. 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Smith NPORT Principal Financial Officer XXXX