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1442.39 PA USD 7.01 0.000003790277 Long ABS-MBS CORP US N 2 2039-09-15 Variable 1.065 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBG7 6894560.91 PA USD 8825.04 0.004771661641 Long ABS-MBS CORP US N 2 2047-12-10 Variable .964 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 617422.21 PA USD 39.95 0.000021600795 Long ABS-MBS CORP US N 2 2049-01-15 Variable .03 N N N N N N BANK 2019-BNK20 N/A 06540AAE1 8941628.19 PA USD 306176.55 0.165548360016 Long ABS-MBS CORP US N 2 2062-09-15 Variable .933 N N N N N N COMM 2015-LC21 MORTGAGE TRUST N/A 12593FBE3 8566488.73 PA USD 40560.61 0.021930949535 Long ABS-MBS CORP US N 2 2048-07-10 Variable .763 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBG7 459000 PA USD 417525.59 0.225754312958 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.825 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 393000 PA USD 380910.14 0.205956494677 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.912 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 N/A 46642EBC9 375000 PA USD 366555.53 0.198195018026 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.997 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UBE1 591000 PA USD 575710.71 0.311284335407 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.547 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18 N/A 61763XAL0 310000 PA USD 284299.02 0.153719272476 Long ABS-MBS CORP US N 2 2047-10-15 Variable 4.605 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 N/A 92939HAY1 158000 PA USD 155692.11 0.084182062532 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.917 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBL6 110000 PA USD 98056.54 0.053018754656 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.58 N N N N N N COMM 2014-CCRE21 MORTGAGE TRUST N/A 12592RBK4 433000 PA USD 419440.78 0.226789848056 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 367000 PA USD 341294.95 0.184536729721 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.352 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAS2 434000 PA USD 398279.2 0.215347871639 Long ABS-MBS CORP US N 2 2048-04-15 Variable 4.339 N N N N N N COMM 2015-CCRE22 MORTGAGE TRUST N/A 12592XBF2 212000 PA USD 200625.8 0.108477517847 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.603 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 213000 PA USD 183958.09 0.099465357850 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.39 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NBL0 342000 PA USD 316830.95 0.171309148838 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.642 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 N/A 17324DAY0 322000 PA USD 301718.28 0.163137792365 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.514 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 N/A 94989WAU1 293000 PA USD 281459.37 0.152183885783 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 4.049 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28 N/A 61766LBS7 304000 PA USD 290933.32 0.157306410305 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.544 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 N/A 61691ABP7 191000 PA USD 171740.74 0.092859488602 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.315 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBA1 707000 PA USD 620476.99 0.335489272846 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.814 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 549300CFP9NBBMZH1008 95000KBB0 186000 PA USD 174462.61 0.094331192149 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.918 N N N N N N CSMC TRUST 2016-NXSR N/A 12594PAZ4 267000 PA USD 237695.09 0.128520725488 Long ABS-MBS CORP US N 2 2049-12-15 Variable 4.049 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 N/A 17291EAW1 238000 PA USD 221044.69 0.119517924935 Long ABS-MBS CORP US N 2 2049-12-10 Variable 3.72 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 N/A 17325GAD8 418000 PA USD 389418.96 0.210557177508 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.154 N N N N N N CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST 549300C2HE5FJAWYZL57 12636MAJ7 254000 PA USD 231939.39 0.125408642947 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.346 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 N/A 95001FAZ8 182000 PA USD 170282.44 0.092070991986 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 3.844 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 N/A 95001FBD6 199000 PA USD 176311.49 0.095330873711 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 4.591 N N N N N N CD 2017-CD4 MORTGAGE TRUST N/A 12515DAU8 239000 PA USD 210075.74 0.113587060263 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.947 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 N/A 12532CBC8 210000 PA USD 186269.29 0.100715013873 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.199 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C1 N/A 90276EAE7 279000 PA USD 257641.82 0.139305837669 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.46 N N N N N N COMM 2014-CR14 MORTGAGE TRUST N/A 12630DBD5 52000 PA USD 47354.89 0.025604587870 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.799 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BBF4 132766.35 PA USD 123015.55 0.066513985343 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.112 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAE8 280000 PA USD 167847.46 0.090754408644 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.112 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAU1 92685.95 PA USD 85456.45 0.046205939515 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.216 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 274000 PA USD 230595.25 0.124681872158 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.941 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 430000 PA USD 371893.46 0.201081214102 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 54013.83 PA USD 48592.24 0.026273617759 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.144 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 585569.02 PA USD 549843.45 0.297298017804 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.516 N N N N N N AREIT 2022-CRE6 TRUST N/A 04002VAA9 326337.3 PA USD 323484.36 0.174906619363 Long ABS-MBS CORP KY N 2 2037-01-20 Floating 6.58 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAY6 313000 PA USD 282144.96 0.152554581384 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.466 N N N N N N BDS 2021-FL8 N/A 05493JAA9 422412.63 PA USD 417132.47 0.225541754644 Long ABS-MBS CORP KY N 2 2036-01-18 Floating 6.353 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 167000 PA USD 140965.59 0.076219495723 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.157 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAX8 253000 PA USD 240775.29 0.130186176544 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.466 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 643125.52 PA USD 632702.64 0.342099629869 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.695 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 N/A 05550MAY0 246000 PA USD 210296.99 0.113706689199 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 4.096 N N N N N N CD 2018-CD7 MORTGAGE TRUST N/A 12512JAW4 256000 PA USD 237889.02 0.128625582615 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.279 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1 N/A 072927AA4 154421.14 PA USD 157343.56 0.085074994532 Long ABS-MBS CORP US N 2 2060-10-28 Fixed 6.93 N N N N N N SHELTER GROWTH CRE 2023-FL5 ISSUER LTD N/A 82286FAA7 344000 PA USD 344390.99 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B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 1573300 USD 1 1.405 USD 2028-12-14 XXXX -176964.78 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1140000 NC -24805.95 -0.013412471795 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 1140000 AUD 1 2.7 AUD 2037-04-01 XXXX -24805.95 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1140000 NC 40631.83 0.021969457886 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 1140000 AUD 1 2.7 AUD 2037-04-01 XXXX 40631.83 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5969200 NC -18028.03 -0.009747679242 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2029-03-13 0 USD 0 USD 5969200 EUR 1 2.85 EUR 2028-03-09 XXXX -18028.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5969200 NC -1783.69 -0.000964433606 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2029-03-13 0 USD 0 USD 5969200 EUR 1 2.85 EUR 2028-03-09 XXXX -1783.69 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 8012600 NC USD 161694.27 0.087427404948 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2035-03-15 0 USD 0 USD 8012600 USD 1 2.98 USD 2030-03-13 XXXX 161694.27 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 8012600 NC USD -158248.85 -0.085564480989 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2035-03-15 0 USD 0 USD 8012600 USD 1 2.98 USD 2030-03-13 XXXX -158248.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 499800 NC USD -15713.71 -0.008496336249 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2043-03-16 0 USD 0 USD 499800 USD 1 3.0925 USD 2033-03-14 XXXX -15713.71 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 499800 NC USD 14169.33 0.007661296543 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2043-03-16 0 USD 0 USD 499800 USD 1 3.0925 USD 2033-03-14 XXXX 14169.33 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3770800 NC USD 146043.08 0.078964872998 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 3770800 USD 1 3.1625 USD 2027-03-15 XXXX 146043.08 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3770800 NC USD -112482.96 -0.060819058670 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 3770800 USD 1 3.1625 USD 2027-03-15 XXXX -112482.96 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1043900 NC USD -34010.26 -0.018389203114 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 -34010.26 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 1043900 NC USD 33770.16 0.018259382064 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 33770.16 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 94500 NC USD -1063.12 -0.000574824468 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 -1063.12 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 94500 NC USD 3743.14 0.002023899898 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 3743.14 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 933600 NC USD -16141.94 -0.008727878391 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 -16141.94 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 933600 NC USD 40303.51 0.021791936657 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 40303.51 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1070200 NC USD -10573.58 -0.005717089792 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 -10573.58 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1070200 NC USD 76326.66 0.041269500844 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 76326.66 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2317400 NC USD -68085.21 -0.036813383836 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 -68085.21 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2317400 NC USD 60808.58 0.032878940905 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 60808.58 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2565500 NC USD -23038.19 -0.012456651472 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-11-25 0 USD 0 USD 2565500 USD 1 3.725 USD 2026-11-23 XXXX -23038.19 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2565500 NC USD -1411.02 -0.000762932520 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-11-25 0 USD 0 USD 2565500 USD 1 4.225 USD 2026-11-23 XXXX -1411.02 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1699500 NC USD -1291.62 -0.000698373447 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 1699500 USD 1 .6 USD 2030-03-26 XXXX -1291.62 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 7637300 NC USD 152.75 0.000082591276 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2042-12-06 0 USD 0 USD 7637300 USD 1 3.1 USD 2032-12-02 XXXX 152.75 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 6306700 NC USD -22010.38 -0.011900918971 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2048-12-15 0 USD 0 USD 6306700 USD 1 3 USD 2038-12-13 XXXX -22010.38 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5893200 NC USD 86394.31 0.046713036433 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-12-23 0 USD 0 USD 5893200 USD 1 3.515 USD 2030-12-19 XXXX 86394.31 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5893200 NC USD -132361.27 -0.071567176448 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-12-23 0 USD 0 USD 5893200 USD 1 3.515 USD 2030-12-19 XXXX -132361.27 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7544800 NC USD -70845.67 -0.038305952833 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2029-07-25 0 USD 0 USD 7544800 USD 1 3.355 USD 2024-07-23 XXXX -70845.67 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7544800 NC USD 127884.36 0.069146530228 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2029-07-25 0 USD 0 USD 7544800 USD 1 3.855 USD 2024-07-23 XXXX 127884.36 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1398100 NC USD -19363.68 -0.010469859523 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2059-02-20 0 USD 0 USD 1398100 USD 1 2.735 USD 2029-02-15 XXXX -19363.68 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 458200 NC USD -5255.55 -0.002841653561 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2059-02-20 0 USD 0 USD 458200 USD 1 2.48 USD 2029-02-15 XXXX -5255.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2316700 NC -4277.22 -0.002312674685 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2044-02-23 0 USD 0 USD 2316700 EUR 1 3.19 EUR 2034-02-21 XXXX -4277.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 11893400 NC USD -146764.56 -0.079354974169 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2059-03-14 0 USD 0 USD 11893400 USD 1 2.35 USD 2029-03-12 XXXX -146764.56 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 8376000 NC USD -58799.52 -0.031792650697 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2039-03-21 0 USD 0 USD 8376000 USD 1 4.815 USD 2029-03-19 XXXX -58799.52 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3609600 NC USD -37251.07 -0.020141495315 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2037-03-31 0 USD 0 USD 3609600 USD 1 3.45 USD 2027-03-29 XXXX -37251.07 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3609600 NC USD 55623.94 0.030075628080 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2037-03-31 0 USD 0 USD 3609600 USD 1 3.95 USD 2027-03-29 XXXX 55623.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2502600 NC 21820.23 0.011798105674 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2037-04-01 0 USD 0 USD 2502600 EUR 1 2.515 EUR 2027-03-30 XXXX 21820.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2502600 NC -30099.63 -0.016274742085 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2037-04-01 0 USD 0 USD 2502600 EUR 1 2.515 EUR 2027-03-30 XXXX -30099.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 289700 NC USD -7697.33 -0.004161913634 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-03 0 USD 0 USD 289700 USD 1 3.575 USD 2026-04-01 XXXX -7697.33 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 289700 NC USD 5979.41 0.003233041588 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-03 0 USD 0 USD 289700 USD 1 3.575 USD 2026-04-01 XXXX 5979.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4592400 NC 51607.63 0.027904026323 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2044-10-08 0 USD 0 USD 4592400 EUR 1 2.79 EUR 2024-10-04 XXXX 51607.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3666200 NC USD 22620.45 0.012230781228 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-04-14 0 USD 0 USD 3666200 USD 1 3.925 USD 2027-04-12 XXXX 22620.45 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3666200 NC USD -29182.95 -0.015779097102 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-04-14 0 USD 0 USD 3666200 USD 1 3.925 USD 2027-04-12 XXXX -29182.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3320700 NC USD 20355.89 0.011006343256 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-04-14 0 USD 0 USD 3320700 USD 1 4 USD 2027-04-12 XXXX 20355.89 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6641400 NC USD -24241.11 -0.013107065206 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-04-14 0 USD 0 USD 6641400 USD 1 5 USD 2027-04-12 XXXX -24241.11 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2896100 NC USD 14393.62 0.007782569193 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2035-04-15 0 USD 0 USD 2896100 USD 1 4.0325 USD 2025-04-11 XXXX 14393.62 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2896100 NC USD -19345.95 -0.010460272988 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. 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