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PA USD 605450.16 0.024456613019 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.509 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAG9 368000 PA USD 365827.33 0.014777264972 Long ABS-MBS CORP US N 2 2045-12-10 Variable 3.718 N N N N N N COMM 2013-CCRE6 MORTGAGE TRUST N/A 12624XAV0 1683000 PA USD 1638105.47 0.066169792678 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.222 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAN5 12605000 PA USD 12579295.88 0.508129308921 Long ABS-MBS CORP US N 2 2046-02-10 Variable 4.285 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 N/A 92937FAH4 227000 PA USD 225199 0.009096710446 Long ABS-MBS CORP US N 2 2048-03-15 Variable 4.456 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 549300G1IXWLFE766Q13 90349GAN5 4129000 PA USD 4067555.11 0.164305219208 Long ABS-MBS CORP US N 2 2046-04-10 Variable 3.875 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAV9 4970000 PA 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90455.57 0.003653871148 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4CQ1 22420.37 PA USD 23122.92 0.000934029494 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4B58 280933.24 PA USD 281782.47 0.011382348671 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BMF0 14052.63 PA USD 14218.07 0.000574326111 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EMY39 147670.43 PA USD 157106.96 0.006346193918 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31391UDX0 50869.03 PA USD 53722.87 0.002170086869 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418NZ45 27099.89 PA USD 28706.11 0.001159557417 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CJ9 455106.68 PA USD 449296.61 0.018148931237 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELTQ6 305504.2 PA USD 333735.48 0.013480943642 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KJD7 384319.91 PA USD 421030.07 0.017007129854 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CV2 900409.46 PA USD 888633.1 0.035895532413 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CX8 683966.93 PA USD 716620.47 0.028947237401 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KM84 89501.44 PA USD 98005.63 0.003958849010 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419BBR5 39727.42 PA USD 43423.36 0.001754047454 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7C34 455836.53 PA USD 449874.69 0.018172282257 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XZBL4 283250.02 PA USD 288116.03 0.011638187114 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHFD9 425132.22 PA USD 409633.94 0.016546793463 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XW2X5 257158.76 PA USD 267728.19 0.010814638710 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YND46 373519.56 PA USD 388346.23 0.015686895622 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVH91 346615.85 PA USD 333221.68 0.013460189155 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138APEH7 623963.42 PA USD 620482.39 0.025063826389 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E9ZA7 34045.6 PA USD 33579.04 0.001356395028 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F8B55 137277.31 PA USD 135181.58 0.005460537973 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F7F79 318141.92 PA USD 313285.03 0.012654866163 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y9DA3 351954.79 PA USD 366194.92 0.014792113438 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ET7G5 2273996.3 PA USD 2304889.45 0.093103930024 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138MAJN9 28867.96 PA USD 27797.53 0.001122856147 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7KQ7 21189.23 PA USD 20410.15 0.000824449597 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1L39 161451.26 PA USD 155615.98 0.006285967126 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ETDK9 36034.43 PA USD 34732.05 0.001402969827 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417GHQ2 60681.76 PA USD 58488.56 0.002362592617 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WNBL2 112916.76 PA USD 108835.64 0.004396317494 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7G33 51982.31 PA USD 50071.04 0.002022574490 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVB63 166833.12 PA USD 168797.23 0.006818411829 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E99 1079905.54 PA USD 1033450.48 0.041745299834 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVUP0 1764788.32 PA USD 1696040.64 0.068510031605 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVTB3 1675781.68 PA USD 1611024.95 0.065075899502 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJZG6 808050.95 PA USD 794452.34 0.032091185576 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CG32 384849.64 PA USD 378373.04 0.015284037609 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E57 147382.55 PA USD 145086.49 0.005860637877 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FA5 129798.18 PA USD 127776.07 0.005161399077 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 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B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-12-17 0 USD 0 USD 36109900 USD 1 1.6125 USD 2031-12-15 XXXX 805972.97 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 36109900 NC USD -1708720.47 -0.069022221899 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-12-17 0 USD 0 USD 36109900 USD 1 1.6125 USD 2031-12-15 XXXX -1708720.47 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 335906400 NC USD -1783662.98 -0.072049456982 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-12-19 0 USD 0 USD 335906400 USD 1 1.3925 USD 2023-12-15 XXXX -1783662.98 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 335906400 NC USD 7762796.9 0.313571177729 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-12-19 0 USD 0 USD 335906400 USD 1 1.3925 USD 2023-12-15 XXXX 7762796.9 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25335900 NC USD 901451.32 0.036413312846 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 25335900 USD 1 1.905 USD 2032-01-12 XXXX 901451.32 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25335900 NC USD -361289.93 -0.014593980792 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 25335900 USD 1 1.905 USD 2032-01-12 XXXX -361289.93 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9501000 NC USD 521129.85 0.021050570164 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 9501000 USD 1 1.544 USD 2032-01-12 XXXX 521129.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9501000 NC USD -358187.7 -0.014468669010 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 9501000 USD 1 1.544 USD 2032-01-12 XXXX -358187.7 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD -2324400.59 -0.093892064923 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 62686100 USD 1 1.7 USD 2024-01-11 XXXX -2324400.59 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD 652562.3 0.026359665413 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 62686100 USD 1 1.7 USD 2024-01-11 XXXX 652562.3 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD 187713.73 0.007582526781 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 9726100 USD 1 1.81 USD 2027-01-12 XXXX 187713.73 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD -486402.26 -0.019647780495 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 9726100 USD 1 1.81 USD 2027-01-12 XXXX -486402.26 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 47962700 NC USD -522313.8 -0.021098394756 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 47962700 USD 1 1.724 USD 2037-01-13 XXXX -522313.8 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 47962700 NC USD 1223048.85 0.049403954947 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 47962700 USD 1 1.724 USD 2037-01-13 XXXX 1223048.85 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 110314200 NC USD -1859897.41 -0.075128878009 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 110314200 USD 1 1.62 USD 2025-01-13 XXXX -1859897.41 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 110314200 NC USD 337561.45 0.013635490249 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 110314200 USD 1 1.62 USD 2025-01-13 XXXX 337561.45 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14388800 NC USD -243458.5 -0.009834286476 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 14388800 USD 1 1.8225 USD 2032-01-13 XXXX -243458.5 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14388800 NC USD 552529.92 0.022318947665 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 14388800 USD 1 1.8225 USD 2032-01-13 XXXX 552529.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38370100 NC USD -647303.59 -0.026147244566 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 38370100 USD 1 1.826 USD 2032-01-13 XXXX -647303.59 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38370100 NC USD 1466505.22 0.059238155384 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 38370100 USD 1 1.826 USD 2032-01-13 XXXX 1466505.22 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 57074200 NC USD 3959808 0.159952871901 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-05-11 0 USD 0 USD 57074200 USD 1 1.769 USD 2022-05-09 XXXX 3959808 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 57074200 NC USD -884079.36 -0.035711588193 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-05-11 0 USD 0 USD 57074200 USD 1 1.769 USD 2022-05-09 XXXX -884079.36 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 22986200 NC USD 635108.71 0.025654643390 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-02-13 0 USD 0 USD 22986200 USD 1 1.99 USD 2032-02-11 XXXX 635108.71 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 22986200 NC USD -373525.75 -0.015088235703 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-02-13 0 USD 0 USD 22986200 USD 1 1.99 USD 2032-02-11 XXXX -373525.75 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 45972400 NC USD 940595.3 0.037994498605 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2057-02-13 0 USD 0 USD 45972400 USD 1 1.68 USD 2037-02-11 XXXX 940595.3 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 45972400 NC USD -723605.58 -0.029229394618 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2057-02-13 0 USD 0 USD 45972400 USD 1 1.68 USD 2037-02-11 XXXX -723605.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24016200 NC USD -549970.98 -0.022215581592 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-09-06 0 USD 0 USD 24016200 USD 1 1.648 USD 2022-09-01 XXXX -549970.98 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24016200 NC USD 1820427.96 0.073534545183 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-09-06 0 USD 0 USD 24016200 USD 1 1.648 USD 2022-09-01 XXXX 1820427.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15753700 NC USD -844240.78 -0.034102344694 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 15753700 USD 1 1.724 USD 2023-03-02 XXXX -844240.78 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15753700 NC USD 1636021.74 0.066085622284 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 15753700 USD 1 1.724 USD 2023-03-02 XXXX 1636021.74 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7042000 NC USD 705326.72 0.028491036558 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 7042000 USD 1 1.75 USD 2023-03-02 XXXX 705326.72 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7042000 NC USD -366536.1 -0.014805895097 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 7042000 USD 1 1.75 USD 2023-03-02 XXXX -366536.1 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18266500 NC USD -942186.07 -0.038058756324 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-07 0 USD 0 USD 18266500 USD 1 1.735 USD 2023-03-03 XXXX -942186.07 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18266500 NC USD 1892409.4 0.076442170515 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-07 0 USD 0 USD 18266500 USD 1 1.735 USD 2023-03-03 XXXX 1892409.4 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 176939400 NC USD 1767624.61 0.071401601495 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-06-08 0 USD 0 USD 176939400 USD 1 1.3125 USD 2022-06-06 XXXX 1767624.61 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 176939400 NC USD -3416699.81 -0.138014506520 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-06-08 0 USD 0 USD 176939400 USD 1 1.5625 USD 2022-06-06 XXXX -3416699.81 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 176939400 NC USD -12824567.71 -0.518036843226 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-06-08 0 USD 0 USD 176939400 USD 1 1.8125 USD 2022-06-06 XXXX -12824567.71 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 74871100 NC USD -1251096.08 -0.050536897501 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-01 0 USD 0 USD 74871100 USD 1 2.31 USD 2022-06-29 XXXX -1251096.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 74871100 NC USD 1553575.33 0.062755273929 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-01 0 USD 0 USD 74871100 USD 1 2.31 USD 2022-06-29 XXXX 1553575.33 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 68424300 NC USD 1032522.69 0.041707822594 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2042-04-01 0 USD 0 USD 68424300 USD 1 2.135 USD 2032-03-30 XXXX 1032522.69 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 68424300 NC USD -1136527.62 -0.045909007915 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2042-04-01 0 USD 0 USD 68424300 USD 1 2.135 USD 2032-03-30 XXXX -1136527.62 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24613400 NC USD -30766.75 -0.001242795111 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-25 0 USD 0 USD 24613400 USD 1 2.725 USD 2022-07-21 XXXX -30766.75 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24613400 NC USD 21167.52 0.000855042875 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-25 0 USD 0 USD 24613400 USD 1 2.725 USD 2022-07-21 XXXX 21167.52 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 53109000 NC USD -30272.13 -0.001222815382 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2032-07-26 0 USD 0 USD 53109000 USD 1 2.235 USD 2022-07-22 XXXX -30272.13 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 53109000 NC USD 10090.71 0.000407605127 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2032-07-26 0 USD 0 USD 53109000 USD 1 3.235 USD 2022-07-22 XXXX 10090.71 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 174593900 NC USD 319506.84 0.012906190565 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-05-01 0 USD 0 USD 174593900 USD 1 2.94 USD 2023-04-27 XXXX 319506.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14414200 NC USD 1081497.43 0.043686113034 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 14414200 USD 1 2.3075 USD 2022-06-20 XXXX 1081497.43 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16661800 NC USD -721455.94 -0.029142561850 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 16661800 USD 1 .902 USD 2025-04-02 XXXX -721455.94 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16661800 NC USD 2024242.08 0.081767432693 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 16661800 USD 1 .902 USD 2025-04-02 XXXX 2024242.08 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 55539700 NC USD 1281300.88 0.051756993148 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 55539700 USD 1 .983 USD 2030-04-02 XXXX 1281300.88 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 55539700 NC USD -440985.22 -0.017813200136 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 55539700 USD 1 .983 USD 2030-04-02 XXXX -440985.22 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 138849000 NC USD 1928612.61 0.077904566523 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 138849000 USD 1 .87 USD 2027-04-06 XXXX 1928612.61 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 138849000 NC USD -505410.36 -0.020415595547 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 138849000 USD 1 .87 USD 2027-04-06 XXXX -505410.36 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 41654700 NC USD 3332376 0.134608322286 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 41654700 USD 1 .8925 USD 2023-04-11 XXXX 3332376 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 41654700 NC USD -840175.3 -0.033938123297 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 41654700 USD 1 .8925 USD 2023-04-11 XXXX -840175.3 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD 611160.33 0.024687270185 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 33323900 USD 1 .958 USD 2025-05-06 XXXX 611160.33 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD -2185714.6 -0.088289969470 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 33323900 USD 1 .958 USD 2025-05-06 XXXX -2185714.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD 1014779.28 0.040991093553 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 25768900 USD 1 1.168 USD 2027-06-24 XXXX 1014779.28 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD -2477164.36 -0.100062819600 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 25768900 USD 1 1.168 USD 2027-06-24 XXXX -2477164.36 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD -400053.3 -0.016159792154 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 12950900 USD 1 1.102 USD 2022-11-23 XXXX -400053.3 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD 1759897.8 0.071089483976 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 12950900 USD 1 1.102 USD 2022-11-23 XXXX 1759897.8 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 32946100 NC USD 1597556.39 0.064531849172 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 32946100 USD 1 1.96 USD 2031-01-13 XXXX 1597556.39 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 32946100 NC USD -575238.91 -0.023236256830 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 32946100 USD 1 1.96 USD 2031-01-13 XXXX -575238.91 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD -3974477.74 -0.160545442814 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 260109800 USD 1 1.115 USD 2025-01-14 XXXX -3974477.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD 517618.5 0.020908732349 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 260109800 USD 1 1.115 USD 2025-01-14 XXXX 517618.5 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD 2229140.99 0.090044139318 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 260109800 USD 1 1.76 USD 2028-01-14 XXXX 2229140.99 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD -306929.56 -0.012398142686 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 260109800 USD 1 1.76 USD 2028-01-14 XXXX -306929.56 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18485500 NC USD 569723.11 0.023013451065 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 18485500 USD 1 1.918 USD 2031-01-22 XXXX 569723.11 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18485500 NC USD -1059034.3 -0.042778735163 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 18485500 USD 1 1.918 USD 2031-01-22 XXXX -1059034.3 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD -165243.47 -0.006674860900 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 15357200 USD 1 1.625 USD 2041-01-22 XXXX -165243.47 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD 460562.43 0.018604003873 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 15357200 USD 1 1.625 USD 2041-01-22 XXXX 460562.43 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD 134904.7 0.005449353655 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 -505892.63 USD 0 USD 269809400 USD 1 .485 USD 2024-01-29 XXXX -370987.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD 5973580.12 0.241297380005 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 0 USD 580090.21 USD 269809400 USD 1 .985 USD 2024-01-29 XXXX -5393489.91 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD -698165.78 -0.028201776847 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 40009500 USD 1 1.985 USD 2031-01-29 XXXX -698165.78 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD 1862442.22 0.075231673313 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 40009500 USD 1 1.985 USD 2031-01-29 XXXX 1862442.22 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 75101900 NC USD -2377726.15 -0.096046102813 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2033-02-03 0 USD 0 USD 75101900 USD 1 1.5 USD 2023-02-01 XXXX -2377726.15 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 75101900 NC USD 7516949.17 0.303640380462 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2033-02-03 0 USD 0 USD 75101900 USD 1 1.5 USD 2023-02-01 XXXX 7516949.17 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15020300 NC USD -1168278.93 -0.047191573439 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 15020300 USD 1 1.715 USD 2023-02-01 XXXX -1168278.93 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15020300 NC USD 1970362.95 0.079591033843 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 15020300 USD 1 1.715 USD 2023-02-01 XXXX 1970362.95 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 105142300 NC USD 5917408.64 0.239028383745 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 105142300 USD 1 1.405 USD 2024-02-02 XXXX 5917408.64 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD -611626.62 -0.024706105549 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 30040600 USD 1 1.937 USD 2026-02-02 XXXX -611626.62 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD 1781407.58 0.071958352134 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 30040600 USD 1 1.937 USD 2026-02-02 XXXX 1781407.58 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 105142300 NC USD -1483557.85 -0.059926980990 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 105142300 USD 1 1.405 USD 2024-02-02 XXXX -1483557.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD -906295.19 -0.036608976605 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 56013300 USD 1 2.031 USD 2031-02-03 XXXX -906295.19 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD 2502674.24 0.101093268189 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 56013300 USD 1 2.031 USD 2031-02-03 XXXX 2502674.24 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 75101900 NC USD 4272547.09 0.172585685310 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 75101900 USD 1 1.3875 USD 2024-02-02 XXXX 4272547.09 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 75101900 NC USD -1072455.13 -0.043320857483 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 75101900 USD 1 1.3875 USD 2024-02-02 XXXX -1072455.13 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 44430800 NC USD -809529.18 -0.032700200926 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 44430800 USD 1 2.16 USD 2025-02-19 XXXX -809529.18 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 44430800 NC USD 2036263.56 0.082253029533 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 44430800 USD 1 2.16 USD 2025-02-19 XXXX 2036263.56 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 12974800 NC USD -716338.71 -0.028935855960 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 12974800 USD 1 2.095 USD 2026-02-26 XXXX -716338.71 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 12974800 NC USD 504460.22 0.020377215499 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 12974800 USD 1 2.095 USD 2026-02-26 XXXX 504460.22 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD 83720.2 0.003381801953 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 3001800 USD 1 2.405 USD 2031-03-03 XXXX 83720.2 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD -21192.71 -0.000856060402 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 3001800 USD 1 2.405 USD 2031-03-03 XXXX -21192.71 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30792400 NC USD 235869.78 0.009527746978 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 30792400 USD 1 1.29 USD 2024-03-18 XXXX 235869.78 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 21554700 NC USD -488213.96 -0.019720962482 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 21554700 USD 1 2.29 USD 2024-03-18 XXXX -488213.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD 157834.24 0.006375571738 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 27212800 USD 1 2.285 USD 2041-03-26 XXXX 157834.24 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD 194299.39 0.007848548576 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 27212800 USD 1 2.285 USD 2041-03-26 XXXX 194299.39 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 61584900 NC USD -1450940.24 -0.058609422059 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 61584900 USD 1 2.17 USD 2024-04-29 XXXX -1450940.24 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 123169700 NC USD 854797.72 0.034528782761 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 123169700 USD 1 1.085 USD 2024-04-29 XXXX 854797.72 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 123779800 NC USD 2650125.52 0.107049429624 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2023-05-11 0 USD 0 USD 123779800 USD 1 .305 USD 2022-05-09 XXXX 2650125.52 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 247559600 NC USD -4297634.66 -0.173599075068 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2023-05-11 0 USD 0 USD 247559600 USD 1 .805 USD 2022-05-09 XXXX -4297634.66 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 12378000 NC USD -945184.08 -0.038179858233 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-05-11 0 USD 0 USD 12378000 USD 1 1.7875 USD 2022-05-09 XXXX -945184.08 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24756000 NC USD 1185317.28 0.047879822216 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-05-11 0 USD 0 USD 24756000 USD 1 2.2875 USD 2022-05-09 XXXX 1185317.28 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7183900 NC USD 175790.03 0.007100879677 N/A DIR CORP US N 2 CITIBANK N.A. 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E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD -4207964.76 -0.169976940352 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 126213700 USD 1 1.194 USD 2023-06-22 XXXX -4207964.76 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD 811554.09 0.032781995339 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 126213700 USD 1 1.194 USD 2023-06-22 XXXX 811554.09 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD -396311.02 -0.016008626129 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. 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E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 5702000 USD 1 2.689 USD 2024-11-12 XXXX -96477.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9503400 NC USD -34307.27 -0.001385811222 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 9503400 USD 1 2.5 USD 2029-11-09 XXXX -34307.27 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9503400 NC USD 26704.55 0.001078706206 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 9503400 USD 1 2.5 USD 2029-11-09 XXXX 26704.55 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5702000 NC USD -126299.3 -0.005101746285 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 5702000 USD 1 2.505 USD 2024-11-13 XXXX -126299.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5702000 NC USD -131431.1 -0.005309040717 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 5702000 USD 1 2.505 USD 2024-11-13 XXXX -131431.1 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 2476863.67 0.100050673498 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -2122465.25 USD 0 USD 18691900 USD 1 3 USD 2047-04-17 XXXX 354398.42 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD 59970.86 0.002422468788 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 1179600 USD 1 3.27 USD 2023-10-17 XXXX 59970.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD -73725 -0.002978054866 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 1179600 USD 1 3.27 USD 2023-10-17 XXXX -73725 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 2563407.17 0.103546520107 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 -2274804.23 USD 0 USD 18691900 USD 1 3 USD 2048-02-03 XXXX 288602.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 826807.97 0.033398162060 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 701924.8 USD 13718400 USD 1 2.97 USD 2026-02-17 XXXX -124883.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 806641.92 0.032583572663 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 701924.8 USD 13718400 USD 1 2.97 USD 2026-02-17 XXXX -104717.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 789493.92 0.031890894673 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 704211.2 USD 13718400 USD 1 3.01 USD 2026-02-27 XXXX -85282.72 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 851363.9 0.034390076700 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 704211.2 USD 13718400 USD 1 3.01 USD 2026-02-27 XXXX -147152.7 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 73993400 NC USD -675559.74 -0.027288626255 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-05-18 0 USD 0 USD 73993400 USD 1 2.2275 USD 2022-05-16 XXXX -675559.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 73993400 NC USD 551250.83 0.022267279978 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2024-05-18 0 USD 0 USD 73993400 USD 1 2.2275 USD 2022-05-16 XXXX 551250.83 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 1887321.14 0.076236634842 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 1757038.6 USD 18691900 USD 1 2.75 USD 2025-05-22 XXXX -130282.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 2220784.64 0.089706592098 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. 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E57ODZWZ7FF32TWEFA76 N/A 51795400 NC USD -1586493.1 -0.064084957553 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 51795400 USD 1 1.245 USD 2022-08-26 XXXX -1586493.1 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 4330766.42 0.174937402624 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-09-01 0 USD 1375836.78 USD 32836200 USD 1 1.512 USD 2022-08-30 XXXX -2954929.64 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 12477.76 0.000504027859 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2032-09-01 0 USD 1375836.78 USD 32836200 USD 1 1.512 USD 2022-08-30 XXXX 1363359.02 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 2012369.95 0.081287868712 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 0 USD 4712227.99 USD 18691900 USD 1 3 USD 2024-01-31 XXXX 2699858.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 1575727.17 0.063650077522 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-14 0 USD 4738396.65 USD 18691900 USD 1 3 USD 2023-04-12 XXXX 3162669.48 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11101100 NC USD 1215126.41 0.049083935131 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 714910.84 USD 11101100 USD 1 1.865 USD 2029-10-10 XXXX -500215.57 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11101100 NC USD 364338.1 0.014717108869 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 N/A 92778600 NC USD 6829432.75 0.275868774904 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2055-12-02 0 USD 3036460.87 USD 92778600 USD 1 3.195 USD 2025-11-28 XXXX -3792971.88 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 92778600 NC USD 17251252.88 0.696848797226 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2055-12-02 0 USD 24777519.96 USD 92778600 USD 1 3.195 USD 2025-11-28 XXXX 7526267.08 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 196510100 NC USD 10536871.56 0.425627421045 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 -4492077.58 USD 0 USD 196510100 USD 1 3.312 USD 2028-11-27 XXXX 6044793.98 N N N BANK OF AMERICA N.A. 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Smith NPORT Principal Financial Officer