NPORT-P false 0000794614 XXXXXXXX S000005653 C000015446 C000015448 C000015449 C000015451 C000015447 C000118067 C000118068 Putnam Global Income Trust 811-04524 0000794614 YG36PGJJVUMHC9JGGU34 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Global Income Trust S000005653 YG36PGJJVUMHC9JGGU34 2023-10-31 2023-07-31 N 217956359.61 87394657.54 130561702.07 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 250000 0 0.00 48494.19 AUD CAD CHF CNY DKK EUR GBP JPY MXN MYR NOK NZD PLN SEK THB USD N Bloomberg Global Aggregate Bond Index IDX01405 GSAA HOME EQUITY TRUST 2006-15 N/A 3622E8AC9 900507.37 PA USD 299564.58 0.229442918751 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 137604.4 PA USD 121344.28 0.092940179299 Long ABS-MBS CORP US N 2 2034-03-25 Floating 6.452 N N N N N N ZAIS CLO 13 LTD 549300GODB02F7ODZK39 98876NAA2 364000 PA USD 360754.58 0.276309648450 Long ABS-MBS CORP KY N 2 2032-07-15 Floating 7.06 N N N N N N CARVAL CLO II LTD N/A 14686AAQ2 313000 PA USD 311640.02 0.238691756510 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.698 N N N N N N 1828 CLO LTD 549300TR3WW6GC2PC544 282523AH2 398485.22 PA USD 397788.67 0.304674850047 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 6.8 N N N N N N NASSAU 2019-I LTD N/A 63171NAJ9 249260.31 PA USD 246110.66 0.188501418179 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.92 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2021-C N/A 105692AA5 266794.48 PA USD 242482.06 0.185722195832 Long ABS-MBS CORP US N 2 2061-03-01 Variable 1.62 N N N N N N CLOVER CLO 2021-1 LLC N/A 00141YAA3 250000 PA USD 247440.25 0.189519779596 Long ABS-CBDO CORP US N 2 2034-04-22 Floating 6.707 N N N N N N WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2006-HE2 TRUST N/A 93934JAC8 501754.91 PA USD 356515.98 0.273063214057 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.712 N N N N N N APEX CREDIT CLO 2019-II LTD 549300OKB854VBBC1981 03755CAQ7 250000 PA USD 246801.25 0.189030355830 Long ABS-MBS CORP KY N 2 2032-10-25 Floating 6.763 N N N N N N NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-5 N/A 66988YAD4 1022315.07 PA USD 304660.73 0.233346169029 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.752 N N N N N N BLUEMOUNTAIN CLO XXXII LTD N/A 09631EAA5 250000 PA USD 248011.5 0.189957312189 Long ABS-MBS CORP KY N 2 2034-10-15 Floating 6.74 N N N N N N VENTURE XXVI CLO LTD 549300XGJ8CFTLD6FC04 92331MAG3 200000 PA USD 194827.8 0.149222778894 Long ABS-MBS CORP KY N 2 2029-01-20 Floating 7.288 N N N N N N PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1 N/A 70017WAC7 250000 PA USD 247439.5 0.189519205155 Long ABS-MBS CORP KY N 2 2032-05-15 Floating 7.321 N N N N N N MADISON PARK FUNDING XIV LTD 254900Q2IOW6JYPYIV98 55818RAY2 250000 PA USD 244957.75 0.187618379752 Long ABS-MBS CORP KY N 2 2030-10-22 Floating 7.007 N N N N N N GULF STREAM MERIDIAN 1 LTD N/A 402563AA8 250000 PA USD 248848.25 0.190598196910 Long ABS-MBS CORP KY N 2 2033-04-15 Floating 6.94 N N N N N N VENTURE XIX CLO LTD 549300KIDQKDB48YU144 92330EAP2 250000 PA USD 248321.25 0.190194556338 Long ABS-MBS CORP KY N 2 2032-01-15 Floating 6.83 N N N N N N VENTURE 37 CLO LTD 549300IW5Q3C6JHMIU22 92333BAQ3 300000 PA USD 295800 0.226559546414 Long ABS-MBS CORP KY N 2 2032-07-15 Floating 6.72 N N N N N N DIAMETER CAPITAL CLO 1 LTD 25490018I1ROE4V49X69 25255DAA8 250000 PA USD 248283 0.190165259845 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.81 N N N N N N PALMER SQUARE CLO 2022-5 LTD 5493000CBHK29MHGBX67 69702MAA5 250000 PA USD 251560.5 0.192675567193 Long ABS-MBS CORP JE N 2 2035-10-20 Floating 7.326 N N N N N N BARINGS CLO LTD 2023-I N/A 06762HAA5 250000 PA USD 250855.75 0.192135784095 Long ABS-MBS CORP KY N 2 2036-04-20 Floating 6.855 N N N N N N ELMWOOD CLO 23 LTD N/A 29003YAA9 250000 PA USD 251069.5 0.192299499792 Long ABS-MBS CORP KY N 2 2036-04-16 Floating 6.857 N N N N N N BAIN CAPITAL CREDIT CLO 2023-3 LTD N/A 05682CAA5 250000 PA USD 250021.25 0.191496622697 Long ABS-MBS CORP JE N 2 2036-07-24 Floating 7.039 N N N N N N STEELE CREEK CLO 2017-1 LTD N/A 85816VAA4 234416.98 PA USD 233859.54 0.179118023350 Long ABS-MBS CORP KY N 2 2030-10-15 Floating 6.82 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 N/A 14453FAD1 149857.6 PA USD 141345.64 0.108259648702 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.892 N N N N N N MF1 2021-FL6 LTD N/A 55283TAA6 683000 PA USD 667986.98 0.511625514534 Long ABS-MBS CORP KY N 2 2036-07-16 Floating 6.444 N N N N N N ACRES COMMERCIAL REALTY 2021-FL1 LTD N/A 00103CAA7 417133.27 PA USD 404593.45 0.309886776586 Long ABS-MBS CORP US N 2 2036-06-15 Floating 6.536 N N N N N N ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2 LTD N/A 03881EAA5 217000 PA USD 214168.58 0.164036295946 Long ABS-MBS CORP KY N 2 2036-05-15 Floating 6.436 N N N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317EAB9 1174.62 PA USD 0.01 0.000000007659 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 82.16 0.000062928101 Long ABS-MBS CORP US N 2 2039-09-15 Variable .435 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 645547.8 PA USD 6.46 0.000004947852 Long ABS-MBS CORP US N 2 2049-01-15 Variable .013 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C7 N/A 90276WAT4 4143475.01 PA USD 135397.16 0.103703580647 Long ABS-MBS CORP US N 2 2050-12-15 Variable .941 N N N N N N COMM 2015-LC21 MORTGAGE TRUST N/A 12593FBE3 9335549.47 PA USD 88397.38 0.067705443938 Long ABS-MBS CORP US N 2 2048-07-10 Variable .646 N N N N N N BANK 2019-BNK20 N/A 06540AAE1 9010120.72 PA USD 341603.41 0.261641357752 Long ABS-MBS CORP US N 2 2062-09-15 Variable .812 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33 N/A 46645JAJ1 2907701.16 PA USD 48166.07 0.036891423163 Long ABS-MBS CORP US N 2 2048-12-15 Variable .898 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A 95000JAY4 4019797.65 PA USD 88523.98 0.067802409586 Long ABS-MBS CORP US N 2 2059-12-15 Variable .825 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2019-COR5 N/A 46591EAY3 8077913 PA USD 454976.33 0.348476101940 Long ABS-MBS CORP US N 2 2052-06-13 Variable 1.467 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBG7 7352120.73 PA USD 53185.24 0.040735712814 Long ABS-MBS CORP US N 2 2047-12-10 Variable .831 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBF2 8366385.81 PA USD 45221.15 0.034635845951 Long ABS-MBS CORP US N 2 2047-09-15 Variable .794 N N N N N N BANK 2020-BNK30 N/A 06541UCB0 4862722.24 PA USD 323023.83 0.247410860060 Long ABS-MBS CORP US N 2 2053-12-15 Variable 1.307 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 N/A 46641BAF0 3664207.37 PA USD 36.64 0.000028063360 Long ABS-MBS CORP US N 2 2046-12-15 Variable .747 N N N N N N BBCMS MORTGAGE TRUST 2020-C8 N/A 05552ABG2 4637020.06 PA USD 413433 0.316657176986 Long ABS-MBS CORP US N 2 2053-10-15 Variable 1.827 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14 549300GADFYEKC4OLM57 92890PAL8 478501.16 PA USD 4.79 0.000003668763 Long ABS-MBS CORP US N 2 2046-06-15 Variable .361 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 N/A 95002MAY5 3409406.37 PA USD 218112 0.167056645664 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.602 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-CIBC17 N/A 46630EAF7 256279.17 PA USD 4058.16 0.003108231538 Long ABS-MBS CORP US N 2 2043-12-12 Variable 7.564 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2006-C4 N/A 22545MAZ0 1850.4 PA USD 27.04 0.000020710514 Long ABS-MBS CORP US N 2 2039-09-15 Variable .849 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 1053000 PA USD 863460 0.661342481226 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08 N N N N N N COMM 2012-CCRE2 MORTGAGE TRUST N/A 12624KAW6 84696.03 PA USD 80465.75 0.061630438884 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.874 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 180000 PA USD 93838.3 0.071872760934 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.393 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 274000 PA USD 218701.73 0.167508332484 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.845 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAU1 167455.4 PA USD 157826.71 0.120882852703 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.216 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAS0 363000 PA USD 242241.88 0.185538236833 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.195 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAP7 209460.56 PA USD 200558.49 0.153612036930 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.546 N N N N N N COMM 2013-CCRE11 MORTGAGE TRUST 549300BCCWSDWINK2593 12626LBP6 243000 PA USD 240566.33 0.184254897252 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.946 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC17 N/A 17321RAL0 221000 PA USD 206142.48 0.157888934298 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.085 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAE8 280000 PA USD 236471.26 0.181118395556 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.872 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BBF4 492000 PA USD 453953.34 0.347692572020 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.872 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C17 N/A 46640UAN2 505000 PA USD 414835.58 0.317731443006 Long ABS-MBS CORP US N 2 2047-01-15 Variable 4.875 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAL5 471000 PA USD 452194.95 0.346345783511 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.058 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19 549300FCX3YXSYSLU895 92938VAT2 930000 PA USD 866751.91 0.663863825500 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 649000 PA USD 574459.82 0.439991062381 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.781 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 393000 PA USD 373055.25 0.285730994683 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.735 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UBE1 591000 PA USD 557094.86 0.426690868124 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.487 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBK1 225000 PA USD 190131.98 0.145626149924 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.547 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 N/A 92890KBC8 397000 PA USD 367748.56 0.281666487316 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.069 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18 N/A 61763XAL0 310000 PA USD 272197.11 0.208481588157 Long ABS-MBS CORP US N 2 2047-10-15 Variable 4.47 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBL6 110000 PA USD 90893.96 0.069617627956 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.434 N N N N N N COMM 2014-CCRE21 MORTGAGE TRUST N/A 12592RBK4 433000 PA USD 408566.98 0.312930188196 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 369951.96 0.283354118501 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.214 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 819000 PA USD 627730.41 0.480792146585 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.251 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NBL0 342000 PA USD 289613.94 0.221821510756 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.498 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 163000 PA USD 109056.63 0.083528805362 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.847 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 115448.54 PA USD 107677.69 0.082472645724 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.847 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 751954.31 PA USD 659775.99 0.505336541681 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.359 N N N N N N GS MORTGAGE SECURITIES TRUST 2010-C1 N/A 36249KAL4 328000 PA USD 260253.37 0.199333622244 Long ABS-MBS CORP US N 2 2043-08-10 Variable 6.357 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAQ5 278000 PA USD 232245.56 0.177881841549 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.522 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 N/A 12532CBC8 210000 PA USD 179187.35 0.137243423729 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.199 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 N/A 95001FBD6 225000 PA USD 188814.65 0.144617178703 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 4.591 N N N N N N CSMC TRUST 2016-NXSR N/A 12594PBB6 822000 PA USD 599269.24 0.458993127769 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.427 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBA1 707000 PA USD 596020.51 0.456504855980 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.814 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABP7 191000 PA USD 164332.41 0.125865707474 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.315 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 N/A 17322AAM4 455000 PA USD 427288.77 0.327269607569 Long ABS-MBS CORP US N 2 2047-03-11 Variable 5.087 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC30 549300L45M7638EL0H21 36250GAW5 286000 PA USD 256818.93 0.196703111194 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.068 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 209000 PA USD 160798.77 0.123159217022 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAX8 253000 PA USD 235544.01 0.180408194950 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.324 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 656896.64 PA USD 646655.62 0.495287369686 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.433 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 N/A 05550MAY0 201000 PA USD 166809.68 0.127763101549 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 4.096 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAY6 313000 PA USD 270725.91 0.207354764611 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.324 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 N/A 17324DAY0 300000 PA USD 260844.42 0.199786320080 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.368 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM N/A 46654BAJ6 915000 PA USD 560146.9 0.429028490835 Long ABS-MBS CORP US N 2 2042-10-09 Variable 2.654 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 N/A 20753KAB8 514 PA USD 514 0.000393683593 Long ABS-CBDO CORP US N 2 2031-08-25 Floating 7.483 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KBD1 231000 PA USD 251679.58 0.192766773112 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 9.833 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 N/A 20753MAF5 998.98 PA USD 1000.18 0.000766059253 Long ABS-CBDO CORP US N 2 2031-09-25 Floating 7.333 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 268576.84 PA USD 221289 0.169489977912 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 5.792 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR1 TRUST N/A 939336X57 107801.19 PA USD 98346.1 0.075325381364 Long ABS-CBDO CORP US N 2 2045-01-25 Floating 6.192 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAA1 105128.68 PA USD 96274.81 0.073738936054 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 5.174 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR2 TRUST N/A 92922FD39 119349.41 PA USD 115446.68 0.088423081324 Long ABS-CBDO CORP US N 2 2045-01-25 Floating 6.152 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4V7 106623.81 PA USD 97868.18 0.074959332215 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 6.392 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST N/A 92922FU89 186183.55 PA USD 168719.53 0.129225896511 Long ABS-CBDO CORP US N 2 2045-07-25 Floating 6.372 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAM6 231050.54 PA USD 233412.02 0.178775258211 Long ABS-CBDO CORP US N 2 2024-07-25 Floating 8.083 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAR5 2689.63 PA USD 2704.76 0.002071633532 Long ABS-CBDO CORP US N 2 2024-11-25 Floating 10.183 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 N/A 61690WAY2 99215.64 PA USD 94601.62 0.072457404047 Long ABS-CBDO CORP US N 2 2047-08-26 Variable 4.388 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 221728.6 PA USD 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B4TYDEB6GKMZO031MB27 2026-03-18 0 USD 0 USD 9962200 USD 1 3.63 USD 2024-03-14 XXXX -26997.56 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2919300 NC USD 45716.24 0.035015045971 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2043-03-16 0 USD 0 USD 2919300 USD 1 3.115 USD 2033-03-14 XXXX 45716.24 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2919300 NC USD -12961.69 -0.009927635589 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2043-03-16 0 USD 0 USD 2919300 USD 1 3.115 USD 2033-03-14 XXXX -12961.69 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4789100 NC USD 78684.91 0.060266455440 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-03-17 0 USD 0 USD 4789100 USD 1 3.1625 USD 2027-03-15 XXXX 78684.91 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4789100 NC USD -7902.02 -0.006052326122 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-03-17 0 USD 0 USD 4789100 USD 1 3.1625 USD 2027-03-15 XXXX -7902.02 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3812100 NC USD -1448.6 -0.001109513722 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-03-18 0 USD 0 USD 3812100 USD 1 3.095 USD 2026-03-16 XXXX -1448.6 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3812100 NC USD 82836.93 0.063446576359 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-03-18 0 USD 0 USD 3812100 USD 1 3.095 USD 2026-03-16 XXXX 82836.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1957700 NC USD -42912.78 -0.032867815998 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-03-18 0 USD 0 USD 1957700 USD 1 3.03 USD 2026-03-16 XXXX -42912.78 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1957700 NC USD 9964.69 0.007632169191 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-03-18 0 USD 0 USD 1957700 USD 1 3.03 USD 2026-03-16 XXXX 9964.69 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1000500 NC USD -4842.42 -0.003708913045 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-27 0 USD 0 USD 1000500 USD 1 3.1525 USD 2030-03-25 XXXX -4842.42 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1000500 NC USD 16248.12 0.012444782614 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-27 0 USD 0 USD 1000500 USD 1 3.1525 USD 2030-03-25 XXXX 16248.12 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1476500 NC -7527.5 -0.005765473244 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-03-30 0 USD 0 USD 1476500 AUD 1 4.344 AUD 2028-03-29 XXXX -7527.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1476500 NC 2062.87 0.001579996253 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-03-30 0 USD 0 USD 1476500 AUD 1 4.344 AUD 2028-03-29 XXXX 2062.87 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1043900 NC USD -5720.57 -0.004381506912 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2038-03-31 0 USD 0 USD 1043900 USD 1 3.19 USD 2028-03-29 XXXX -5720.57 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1043900 NC USD 12725.14 0.009746456885 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2038-03-31 0 USD 0 USD 1043900 USD 1 3.19 USD 2028-03-29 XXXX 12725.14 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 5984400 NC 4934.89 0.003779737796 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2029-03-31 0 USD 0 USD 5984400 EUR 1 2.818 EUR 2028-03-29 XXXX 4934.89 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 5984400 NC 1513.36 0.001159114791 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2029-03-31 0 USD 0 USD 5984400 EUR 1 2.818 EUR 2028-03-29 XXXX 1513.36 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2061000 NC -16446.36 -0.012596618870 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-04-07 0 USD 0 USD 2061000 AUD 1 4.178 AUD 2033-04-06 XXXX -16446.36 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2061000 NC 11864.08 0.009086952615 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-04-07 0 USD 0 USD 2061000 AUD 1 4.178 AUD 2033-04-06 XXXX 11864.08 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 94500 NC USD -401.63 -0.000307617007 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 2.118 USD 2031-03-03 XXXX -401.63 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 94500 NC USD 709.7 0.000543574409 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 2.118 USD 2031-03-03 XXXX 709.7 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 371900 NC USD -5288.42 -0.004050513984 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 2.525 USD 2027-03-23 XXXX -5288.42 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 371900 NC USD 5158.25 0.003950813997 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 2.525 USD 2027-03-23 XXXX 5158.25 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 577800 NC USD -4489.51 -0.003438611728 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 2.14 USD 2031-06-03 XXXX -4489.51 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 933600 NC USD -10969.8 -0.008402004436 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 1.34 USD 2041-01-22 XXXX -10969.8 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 577800 NC USD 5379.32 0.004120136238 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 2.14 USD 2031-06-03 XXXX 5379.32 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 933600 NC USD 7534.15 0.005770566621 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 1.34 USD 2041-01-22 XXXX 7534.15 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 969100 NC USD 1298.59 0.000994617855 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 1.0035 USD 2024-03-18 XXXX 1298.59 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 678400 NC USD -4185.73 -0.003205940129 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 2.0035 USD 2024-03-18 XXXX -4185.73 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1938200 NC USD -10698.86 -0.008194485696 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 1.8838 USD 2024-04-29 XXXX -10698.86 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3876400 NC USD 4070.22 0.003117468550 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 .7988 USD 2024-04-29 XXXX 4070.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1070200 NC USD -5971.72 -0.004573868068 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 .9876 USD 2030-03-05 XXXX -5971.72 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1070200 NC USD 15335.97 0.011746147421 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 .9876 USD 2030-03-05 XXXX 15335.97 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 564100 NC USD -1195.89 -0.000915957728 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 .6385 USD 2030-03-26 XXXX -1195.89 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 564100 NC USD 6357.41 0.004869276288 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 .6385 USD 2030-03-26 XXXX 6357.41 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 287300 NC USD 3252.24 0.002490960173 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 .5644 USD 2030-03-27 XXXX 3252.24 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 287300 NC USD -574.6 -0.000440098429 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 .5644 USD 2030-03-27 XXXX -574.6 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1519000 NC USD -1002.54 -0.000767866828 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-05-28 0 USD 0 USD 1519000 USD 1 3.49 USD 2030-05-23 XXXX -1002.54 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1519000 NC USD -2521.54 -0.001931301415 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-05-28 0 USD 0 USD 1519000 USD 1 3.49 USD 2030-05-23 XXXX -2521.54 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2317400 NC USD -8736.6 -0.006691548794 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-07-07 0 USD 0 USD 2317400 USD 1 3.3225 USD 2028-07-05 XXXX -8736.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2317400 NC USD 11424.78 0.008750483349 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-07-07 0 USD 0 USD 2317400 USD 1 3.3225 USD 2028-07-05 XXXX 11424.78 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2095100 NC USD -5971.04 -0.004573347241 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-08-15 0 USD 0 USD 2095100 USD 1 3.44 USD 2023-08-11 XXXX -5971.04 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1047600 NC USD 4452.3 0.003410111793 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-08-15 0 USD 0 USD 1047600 USD 1 3.69 USD 2023-08-11 XXXX 4452.3 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1552200 NC USD 8195.62 0.006277200642 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-10-18 0 USD 0 USD 1552200 USD 1 3.49 USD 2023-10-16 XXXX 8195.62 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1552200 NC USD -4020.2 -0.003079157162 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-10-18 0 USD 0 USD 1552200 USD 1 3.77 USD 2023-10-16 XXXX -4020.2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1552200 NC USD -1257.28 -0.000962977642 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-10-18 0 USD 0 USD 1552200 USD 1 4.05 USD 2023-10-16 XXXX -1257.28 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1598000 NC USD -7686.38 -0.005887162834 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2036-07-29 0 USD 0 USD 1598000 USD 1 3.28 USD 2026-07-27 XXXX -7686.38 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1598000 NC USD 5784.76 0.004430671405 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2036-07-29 0 USD 0 USD 1598000 USD 1 3.28 USD 2026-07-27 XXXX 5784.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 163800 NC -4716.75 -0.003612659704 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 163800 AUD 1 1.692 AUD 2025-01-29 XXXX -4716.75 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 163800 NC 18629.34 0.014268609940 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 18629.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 261200 NC 26433 0.020245600035 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 26433 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 261200 NC -7767.08 -0.005948972690 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 -7767.08 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 125100 NC 23901.4 0.018306593450 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 23901.4 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 125100 NC -6612.29 -0.005064494331 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 -6612.29 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 801500 NC 174452.1 0.133616594479 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 174452.1 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 801500 NC -75108.87 -0.057527489922 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 -75108.87 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2404600 NC -113130.67 -0.086649199732 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 -113130.67 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2404600 NC 356180.51 0.272806270409 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 356180.51 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 975900 NC -20832.17 -0.015955804550 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 -20832.17 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 975900 NC 44371.61 0.033985165096 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 44371.61 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1458600 NC -66416.68 -0.050869955697 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 -66416.68 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1458600 NC 154936.34 0.118669056502 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 154936.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1573300 NC USD 240966.63 0.184561495584 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 240966.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1573300 NC USD -161735.24 -0.123876479424 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 -161735.24 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3884900 NC USD -270932.93 -0.207513325657 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 -270932.93 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 3884900 NC USD 79562.75 0.060938811871 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 79562.75 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 723500 NC USD 28715.72 0.021993984105 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 28715.72 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 723500 NC USD -55969.96 -0.042868589420 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 -55969.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2979400 NC USD -111757.29 -0.085597298617 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 -111757.29 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2979400 NC USD 192588.42 0.147507589857 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 192588.42 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 43551100 NC 137428.33 0.105259297191 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-03-12 0 USD 0 USD 43551100 EUR 1 .055 EUR 2024-03-08 XXXX 137428.33 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 21775600 NC -135273.84 -0.103609127221 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 N/A 5748900 NC USD 124406.2 0.095285369314 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-06-16 0 USD 0 USD 5748900 USD 1 3.073 USD 2027-06-14 XXXX 124406.2 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 5748900 NC USD -19258.82 -0.014750742135 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-06-16 0 USD 0 USD 5748900 USD 1 3.073 USD 2027-06-14 XXXX -19258.82 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2276600 NC USD -12771.73 -0.009782141162 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2039-06-15 0 USD 0 USD 2276600 USD 1 3.101 USD 2029-06-13 XXXX -12771.73 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2276600 NC USD 42845.61 0.032816369058 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2039-06-15 0 USD 0 USD 2276600 USD 1 3.101 USD 2029-06-13 XXXX 42845.61 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3814900 NC 48320.44 0.037009658448 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 3814900 EUR 1 2.6 EUR 2025-06-17 XXXX 48320.44 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3814900 NC 4781.71 0.003662413958 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 3814900 EUR 1 2.6 EUR 2025-06-17 XXXX 4781.71 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3814900 NC 44293.74 0.033925522797 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 3814900 EUR 1 2.65 EUR 2025-06-17 XXXX 44293.74 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3814900 NC 9857.03 0.007549710094 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 3814900 EUR 1 2.65 EUR 2025-06-17 XXXX 9857.03 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3814900 NC 12373.72 0.009477296791 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 3814900 EUR 1 2.675 EUR 2025-06-17 XXXX 12373.72 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 3814900 NC 42238.44 0.032351324569 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-06-19 0 USD 0 USD 3814900 EUR 1 2.675 EUR 2025-06-17 XXXX 42238.44 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 413900 NC USD 21899.45 0.016773257129 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2056-07-17 0 USD 0 USD 413900 USD 1 2.3825 USD 2026-07-15 XXXX 21899.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 413900 NC USD -29457.26 -0.022561945450 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2056-07-17 0 USD 0 USD 413900 USD 1 2.3825 USD 2026-07-15 XXXX -29457.26 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3465600 NC USD -40998.05 -0.031401283340 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-10-03 0 USD 0 USD 3465600 USD 1 2.394 USD 2023-09-29 XXXX -40998.05 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 3823600 NC USD 28409.35 0.021759328769 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2042-12-06 0 USD 0 USD 3823600 USD 1 3.09 USD 2032-12-02 XXXX 28409.35 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 3823600 NC USD -56703.99 -0.043430798696 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2042-12-06 0 USD 0 USD 3823600 USD 1 3.09 USD 2032-12-02 XXXX -56703.99 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1742600 NC USD -118200.56 -0.090532336915 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2057-12-10 0 USD 0 USD 1742600 USD 1 2.47 USD 2027-12-08 XXXX -118200.56 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1742600 NC USD 52940.19 0.040548023778 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2057-12-10 0 USD 0 USD 1742600 USD 1 2.47 USD 2027-12-08 XXXX 52940.19 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4312800 NC USD 33036.05 0.025303017253 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-12-13 0 USD 0 USD 4312800 USD 1 3.0175 USD 2032-12-09 XXXX 33036.05 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4312800 NC USD -81511.92 -0.062431722862 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-12-13 0 USD 0 USD 4312800 USD 1 3.0175 USD 2032-12-09 XXXX -81511.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2156400 NC USD -133610.54 -0.102335170178 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2057-12-13 0 USD 0 USD 2156400 USD 1 2.558 USD 2027-12-09 XXXX -133610.54 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2156400 NC USD 47483.93 0.036368957548 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2057-12-13 0 USD 0 USD 2156400 USD 1 2.558 USD 2027-12-09 XXXX 47483.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 999500 NC USD -22518.74 -0.017247584585 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2035-12-17 0 USD 0 USD 999500 USD 1 2.67 USD 2025-12-15 XXXX -22518.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 999500 NC USD 8305.84 0.006361620497 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2035-12-17 0 USD 0 USD 999500 USD 1 3.17 USD 2025-12-15 XXXX 8305.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2505700 NC USD -23879.32 -0.018289681906 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2035-12-31 0 USD 0 USD 2505700 USD 1 3.343 USD 2025-12-29 XXXX -23879.32 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2505700 NC USD -32273.42 -0.024718902625 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. 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Smith NPORT Principal Financial Officer XXXX