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JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15 549300UOGMFS1M8XVM16 46640NAL2 7601000 PA USD 7554367.87 0.333925916475 Long ABS-MBS CORP US N 2 2045-11-15 Variable 5.185 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-UBS1 N/A 92938JAN2 3873000 PA USD 3736406.26 0.165160461625 Long ABS-MBS CORP US N 2 2046-03-15 Variable 5.024 N N N N N N COMM 2014-CR14 MORTGAGE TRUST N/A 12630DAE4 2864000 PA USD 2664746.08 0.117789839236 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.593 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 N/A 36252RBJ7 5144000 PA USD 3806560 0.168261469191 Long ABS-MBS CORP US N 2 2047-01-10 Variable 5.057 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAL5 4290000 PA USD 4230314.52 0.186992701094 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.044 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 1918000 PA USD 656915 0.029037630573 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 4.25 N N N N N N JPMBB COMMERCIAL MORTGAGE 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N/A 12592GAG8 2364000 PA USD 2189424.04 0.096779166926 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.697 N N N N N N COMM 2014-LC17 MORTGAGE TRUST N/A 12592MBN9 2308000 PA USD 2251886.29 0.099540187363 Long ABS-MBS CORP US N 2 2047-10-10 Variable 4.49 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBL6 504000 PA USD 482981.84 0.021349258646 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.44 N N N N N N COMM 2015-LC19 MORTGAGE TRUST N/A 200474AE4 4252000 PA USD 3834547.14 0.169498585457 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 2.867 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 N/A 61764XBP9 300000 PA USD 260306.61 0.011506339750 Long ABS-MBS CORP US N 2 2048-03-15 Variable 4.129 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281AL8 4076000 PA USD 2695961.77 0.119169667181 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.759 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 3716000 PA USD 3332143.15 0.147290809018 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.259 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAG3 1524000 PA USD 1293688.24 0.057184934413 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.878 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9 N/A 46629PAQ1 2596233.24 PA USD 2395529.62 0.105889657158 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 5.337 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2007-TOP26 N/A 07388VAH1 44056.08 PA USD 43615.52 0.001927937948 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.566 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2008-C1 N/A 22546NAH7 9821288.95 PA USD 4815377.97 0.212854275761 Long ABS-MBS CORP US N 2 2041-02-15 Variable 5.816 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBA9 1395000 PA USD 1011176.63 0.044697066479 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.524 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBG6 4436000 PA USD 659667.8 0.029159312662 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.524 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C4 N/A 46636DAU0 82584.05 PA USD 82240.92 0.003635297493 Long ABS-MBS CORP US N 2 2046-07-15 Variable 5.419 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 3486214.18 PA USD 3187097.01 0.140879330776 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.363 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 2866336.46 PA USD 2730132.73 0.120680127001 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.842 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 1776768 PA USD 1330064.01 0.058792853506 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.842 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 3258000 PA USD 2785590 0.123131506128 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.08 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 2506912.91 PA USD 2502493.23 0.110617772351 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAF0 1406000 PA USD 1005149.4 0.044430644677 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.164 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 2494000 PA USD 2117655.4 0.093606775894 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.95 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5 N/A 61761AAJ7 508000 PA USD 503732.75 0.022266511652 Long ABS-MBS CORP US N 2 2045-08-15 Variable 4.71 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 N/A 92936TAJ1 4142000 PA USD 1450585.14 0.064120252103 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.694 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 N/A 46638UAM8 6475000 PA USD 6448139.76 0.285027286991 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.77 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 N/A 46638UAR7 4721000 PA USD 4673790 0.206595659096 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.819 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ9 N/A 36192PAG1 11564000 PA USD 11484282.41 0.507640029557 Long ABS-MBS CORP US N 2 2045-11-10 Variable 4.448 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 1105000 PA USD 806867.24 0.035665973279 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.403 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAN1 621000 PA USD 608904.78 0.026915433588 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.362 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAG9 368000 PA USD 365715.46 0.016165729847 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 1636744.09 0.072349040938 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.085 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAN5 12605000 PA USD 12440782.06 0.549920208089 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 223986.53 0.009900882323 Long ABS-MBS CORP US N 2 2048-03-15 Variable 4.315 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 549300G1IXWLFE766Q13 90349GAN5 4129000 PA USD 4035757.68 0.178392700112 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 USD 4851458.05 0.214449124462 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.499 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAW1 337000 PA USD 328549.86 0.014522897878 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.095 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAN6 3329000 PA USD 234081.96 0.010347130874 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAN2 5853000 PA USD 3389348.8 0.149819471830 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.548 N N N N N N COMM 2013-LC13 MORTGAGE TRUST N/A 12626GAT0 720000 PA USD 668592.72 0.029553821129 Long ABS-MBS CORP US N 2 2046-08-10 Variable 5.25 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 N/A 61690AAJ3 4000000 PA USD 3797944.8 0.167880651285 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.501 N N N N N N RREF 2012 LT1 LLC N/A 76243NAE6 5659000 PA USD 5609200.8 0.247943646651 Long ABS-MBS CORP US N 2 2037-01-19 Floating 5.413 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2005-C21 N/A 92976BAA0 2716078.75 PA USD 2501508.53 0.110574245632 Long ABS-MBS CORP US N 2 2044-10-15 Variable 5.103 N N N N N N BBCMS TRUST 2021-C10 N/A 05551VAE3 4200000 PA USD 2646498.12 0.116983224192 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2 N N N N N N AREIT 2020-CRE4 TRUST N/A 04002RAJ9 5659000 PA USD 5666356.7 0.250470110363 Long ABS-MBS 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0.172224264691 Long ABS-MBS CORP US N 2 2061-08-15 Variable .493 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAA0 499000 PA USD 355752.72 0.015725346595 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.5 N N N N N N COMM 2013-LC6 MORTGAGE TRUST N/A 20048EAG6 3735000 PA USD 3356241.12 0.148356012203 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 3.5 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 6355000 PA USD 5878375 0.259841960709 Long ABS-MBS CORP US N 2 2050-03-25 Floating 6.009 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 N/A 95001QAZ4 6689000 PA USD 6323386.61 0.279512820306 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.989 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 N/A 95001XAJ5 7170000 PA USD 5074350.25 0.224301634088 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3 N N N N N N UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2011-C1 N/A 90268TAQ7 5657000 PA USD 5006445 0.221300016583 Long ABS-MBS 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PA USD 486539.3 0.021506509141 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W36N8 186113.01 PA USD 187631.3 0.008293871160 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WDT76 83064.8 PA USD 85205.52 0.003766341783 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XJZ75 582690.27 PA USD 586351.25 0.025918499324 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPT20 65234.75 PA USD 71914.4 0.003178834065 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EKBW4 452295.63 PA USD 477115.33 0.021089941155 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BM60 207939.22 PA USD 211933.56 0.009368104582 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BP42 129630.62 PA USD 132120.72 0.005840135571 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BPA8 82173.37 PA USD 83751.85 0.003702085171 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WES42 35414.87 PA USD 36095.16 0.001595515283 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YEPC5 31212.14 PA USD 31811.7 0.001406173390 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGXW7 106862.11 PA USD 108914.84 0.004814365462 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BMF0 13321.5 PA USD 13585.72 0.000600529929 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EMY39 142090.39 PA USD 150565.5 0.006655450653 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31391UDX0 47314.39 PA USD 50406.5 0.002228119811 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418NZ45 24609.01 PA USD 26133.63 0.001155185516 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CJ9 451226.32 PA USD 453920.32 0.020064651533 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELTQ6 286469.55 PA USD 316352.11 0.013983720422 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KJD7 379308.78 PA USD 420234.87 0.018575652724 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CV2 894400.43 PA USD 900299.36 0.039795955673 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CX8 630647.93 PA USD 657560.45 0.029066161416 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KM84 87889.41 PA USD 97308.35 0.004301323488 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419BBR5 38416.15 PA USD 42427.67 0.001875431384 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7C34 433206.82 PA USD 435657.86 0.019257395546 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XZBL4 272853.57 PA USD 281590.81 0.012447165788 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHFD9 406227.87 PA USD 399784.53 0.017671685821 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XW2X5 242440.13 PA USD 252604.29 0.011165873902 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPSZ1 999353.58 PA USD 1028979.42 0.045484003661 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31402QYY1 186647.14 PA USD 201306.91 0.008898374500 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409VC76 12208.4 PA USD 13426.55 0.000593494134 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371MWJ2 7750.95 PA USD 8528.33 0.000376977989 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410FDX0 7967.25 PA USD 8797.5 0.000388876118 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371M5N3 15356.13 PA USD 16923.27 0.000748059737 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411AFK6 12147.16 PA USD 13430.6 0.000593673156 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JXZG6 147978.29 PA USD 153266.86 0.006774858939 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKL87 47987.27 PA USD 49301.62 0.002179280771 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4CQ1 22248.32 PA USD 23044.8 0.001018649885 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4B58 279509.55 PA USD 283306.46 0.012523002709 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KX2N5 283028.87 PA USD 265336.51 0.011728676549 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L1SD8 317666.66 PA USD 297709.79 0.013159673474 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L5LC8 204439.41 PA USD 191531.96 0.008466292134 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KX6M3 174199.1 PA USD 163200.9 0.007213973563 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KXMJ2 227764.13 PA USD 213455.24 0.009435367442 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBS76 339753.81 PA USD 317666.14 0.014041804524 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGML0 1489975.86 PA USD 1489210.01 0.065827588221 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHB97 1484839.71 PA USD 1484076.5 0.065600671547 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MN3M6 1000000 PA USD 1033707.5 0.045692999103 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MWH66 1000000 PA USD 1029957.5 0.045527237757 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YND46 369696.38 PA USD 384075.02 0.016977277948 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVH91 334535.84 PA USD 329229.63 0.014552945769 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138APEH7 618103.85 PA USD 623339.44 0.027553489234 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E9ZA7 33747.33 PA USD 33959.36 0.001501106460 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F8B55 136459.43 PA USD 137700.59 0.006086782707 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F7F79 315981.22 PA USD 317472.77 0.014033256985 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y9DA3 329563.74 PA USD 343380.51 0.015178457480 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ET7G5 2139176.99 PA USD 2194173.52 0.096989108312 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138MAJN9 28569.27 PA USD 28312.54 0.001251499931 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7KQ7 20945.95 PA USD 20757.72 0.000917554029 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1L39 159548.86 PA USD 158115.09 0.006989165374 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ETDK9 34926.89 PA USD 34613.02 0.001530000210 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417GHQ2 58355.08 PA USD 57830.68 0.002556291029 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WNBL2 107009.45 PA USD 106047.82 0.004687634504 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7G33 51205.96 PA USD 50745.8 0.002243117897 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVB63 158542.15 PA USD 161983.97 0.007160181575 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E99 1072437.54 PA USD 1049059.58 0.046371607488 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVUP0 1679443.16 PA USD 1652804.84 0.073058974682 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVTB3 1609406.8 PA USD 1583879.35 0.070012259482 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJZG6 803345.72 PA USD 804627.38 0.035566964690 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CG32 382075.4 PA USD 382684.96 0.016915833090 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E57 145076.55 PA USD 145580.02 0.006435077353 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FA5 117077.63 PA USD 117483.94 0.005193145609 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJPQ5 283612.2 PA USD 284596.45 0.012580024170 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHAX5 62500.48 PA USD 62678.32 0.002770571385 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FF4 61430.87 PA USD 61644.06 0.002724853963 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E5E67 233746.08 PA USD 242844.51 0.010734462096 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA4M4 166409.58 PA USD 173146.99 0.007653620835 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y4A90 216522.59 PA USD 225424.24 0.009964433456 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EUNG0 78269.7 PA USD 81209.91 0.003589723732 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHG50 102916.64 PA USD 106504.51 0.004707821584 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5JS9 3577126.98 PA USD 3519270.88 0.155562420861 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJTE8 1062792.02 PA USD 1045602.52 0.046218794976 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FC3F3 1375471.16 PA USD 1379384.93 0.060972987396 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8SF1 2804064.2 PA USD 2670621.87 0.118049566932 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25H7 95299.47 PA USD 97308.78 0.004301342495 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25U8 111792.24 PA USD 114149.29 0.005045743990 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H24V7 99899.65 PA USD 102005.95 0.004508971621 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H1HT0 39904.38 PA USD 40745.73 0.001801084547 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKAB2 431085.66 PA USD 443419.84 0.019600498546 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMRA2 696725.38 PA USD 722931.87 0.031955775969 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N 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B4TYDEB6GKMZO031MB27 2041-12-17 0 USD 0 USD 36109900 USD 1 1.6125 USD 2031-12-15 XXXX -1837632.81 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25335900 NC USD 954403.35 0.042187515729 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 954403.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25335900 NC USD -690656.63 -0.030529112708 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 -690656.63 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9501000 NC USD 538041.63 0.023783067954 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 538041.63 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9501000 NC USD -599608.11 -0.026504492646 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 -599608.11 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD -1140260.16 -0.050402949062 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 -1140260.16 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD 438175.84 0.019368697880 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 438175.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD 253462.17 0.011203794793 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 253462.17 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD -397505.71 -0.017570955082 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 -397505.71 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 47962700 NC USD -1138154.87 -0.050309888874 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 -1138154.87 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 47962700 NC USD 1239835.8 0.054804493628 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 1239835.8 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 110314200 NC USD -882513.6 -0.039009771268 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 -882513.6 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 110314200 NC USD 154439.88 0.006826709972 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 154439.88 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14388800 NC USD -426196.26 -0.018839164198 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 -426196.26 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14388800 NC USD 588789.7 0.026026286192 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 588789.7 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38370100 NC USD -1135371.26 -0.050186844890 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 -1135371.26 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 38370100 NC USD 1562046.77 0.069047193389 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 1562046.77 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 22986200 NC USD 671426.9 0.029679100460 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 671426.9 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 22986200 NC USD -683839.45 -0.030227772726 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 -683839.45 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 45972400 NC USD 864740.84 0.038224161502 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 864740.84 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 45972400 NC USD -1791084.7 -0.079171362876 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 -1791084.7 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24016200 NC USD -581672.36 -0.025711678230 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 -581672.36 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24016200 NC USD 1185919.96 0.052421250371 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 1185919.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15753700 NC USD -1006031.28 -0.044469626441 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 -1006031.28 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15753700 NC USD 1477381.99 0.065304753950 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 1477381.99 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7042000 NC USD 631878.66 0.027930948595 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 631878.66 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7042000 NC USD -440899.62 -0.019489097197 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 -440899.62 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18266500 NC USD -1132340.34 -0.050052869056 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 -1132340.34 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18266500 NC USD 1705543.1 0.075390165340 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 1705543.1 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 68424300 NC USD 2011674.42 0.088922095920 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 2011674.42 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 68424300 NC USD -1181687.66 -0.052234169906 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 -1181687.66 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 174593900 NC USD -792656.31 -0.035037807176 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 -792656.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 349187700 NC USD 1033595.59 0.045688052342 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-05-01 0 USD 0 USD 349187700 USD 1 3.69 USD 2023-04-27 XXXX 1033595.59 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 58363700 NC USD -1269410.47 -0.056111783523 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-08-11 0 USD 0 USD 58363700 USD 1 2.995 USD 2022-08-09 XXXX -1269410.47 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 58363700 NC USD 1541968.95 0.068159692997 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-08-11 0 USD 0 USD 58363700 USD 1 2.995 USD 2022-08-09 XXXX 1541968.95 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 50489400 NC USD -841153.4 -0.037181525288 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-08-23 0 USD 0 USD 50489400 USD 1 2.6525 USD 2022-08-19 XXXX -841153.4 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 75734100 NC USD 928500.07 0.041042512379 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2032-08-23 0 USD 0 USD 75734100 USD 1 2.8375 USD 2022-08-19 XXXX 928500.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 27456100 NC USD -69189.37 -0.003058379495 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2057-05-28 0 USD 0 USD 27456100 USD 1 2.4 USD 2027-05-26 XXXX -69189.37 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 27456100 NC USD -151008.55 -0.006675034804 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2057-05-28 0 USD 0 USD 27456100 USD 1 2.4 USD 2027-05-26 XXXX -151008.55 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 7422300 NC USD -72218.98 -0.003192297423 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2059-06-11 0 USD 0 USD 7422300 USD 1 2.46 USD 2029-06-07 XXXX -72218.98 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 7422300 NC USD 90329.39 0.003992832340 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2059-06-11 0 USD 0 USD 7422300 USD 1 2.46 USD 2029-06-07 XXXX 90329.39 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 96522000 NC USD -1039541.94 -0.045950899003 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 96522000 USD 1 3.073 USD 2027-06-14 XXXX -1039541.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 96522000 NC USD 2101283.94 0.092883107828 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 96522000 USD 1 3.073 USD 2027-06-14 XXXX 2101283.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 38222600 NC USD 698709.13 0.030885057572 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 38222600 USD 1 3.101 USD 2029-06-13 XXXX 698709.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 38222600 NC USD -247300.22 -0.010931417960 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 38222600 USD 1 3.101 USD 2029-06-13 XXXX -247300.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 196510100 NC USD 1375570.7 0.060804386890 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 0 USD 0 USD 196510100 USD 1 3.035 USD 2028-11-27 XXXX 1375570.7 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 196510100 NC USD -2955511.9 -0.130642568226 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 0 USD 0 USD 196510100 USD 1 3.035 USD 2028-11-27 XXXX -2955511.9 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 98210300 NC USD 234722.62 0.010375449985 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-01-11 0 USD 0 USD 98210300 USD 1 1.999 USD 2023-01-09 XXXX 234722.62 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 47521100 NC USD 38492.09 0.001701466840 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2032-09-09 0 USD 436006.09 USD 47521100 USD 1 3.124 USD 2022-09-07 XXXX 397514 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24663300 NC USD 426181.82 0.018838525907 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-10-24 0 USD 0 USD 24663300 USD 1 2.795 USD 2022-10-20 XXXX 426181.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 24663300 NC USD -312977.28 -0.013834542725 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-10-24 0 USD 0 USD 24663300 USD 1 2.795 USD 2022-10-20 XXXX -312977.28 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 168163100 NC USD 336326.2 0.014866635634 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2033-01-31 0 USD 0 USD 168163100 USD 1 2.25 USD 2023-01-27 XXXX 336326.2 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 168163100 NC USD 292603.79 0.012933972825 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2033-01-31 0 USD 0 USD 168163100 USD 1 2.245 USD 2023-01-27 XXXX 292603.79 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 58857100 NC USD -204234.14 -0.009027766922 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-10-31 0 USD 0 USD 58857100 USD 1 2.42 USD 2022-10-27 XXXX -204234.14 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 58857100 NC USD -177748.44 -0.007857018847 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2032-10-31 0 USD 0 USD 58857100 USD 1 2.41 USD 2022-10-27 XXXX -177748.44 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 41654700 NC USD -826845.79 -0.036549085636 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 -826845.79 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD 620491.02 0.027427580452 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 620491.02 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD -1668860.91 -0.073768701555 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 -1668860.91 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD 1174288.77 0.051907116582 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 1174288.77 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD -2387488.58 -0.105534218861 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 -2387488.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD -405492.68 -0.017924003321 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 -405492.68 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD 1447781.11 0.063996305493 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 1447781.11 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 32946100 NC USD 1677944.87 0.074170240072 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 1677944.87 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 32946100 NC USD -967297.5 -0.042757476171 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 -967297.5 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD -2663524.35 -0.117735835074 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 -2663524.35 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD 382361.41 0.016901531201 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 382361.41 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD 1563259.9 0.069100817405 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 1563259.9 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260109800 NC USD -332940.54 -0.014716979218 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 -332940.54 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18485500 NC USD 974925.27 0.043094646684 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 974925.27 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 18485500 NC USD -1160704.54 -0.051306652515 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 -1160704.54 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD -468087.46 -0.020690881985 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 -468087.46 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD 386080.01 0.017065904572 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 386080.01 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD 180772.3 0.007990682608 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 -325120.33 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD 4575967.42 0.202271605087 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 -3995877.21 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD -1180280.25 -0.052171958126 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 -1180280.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD 1956064.46 0.086463967433 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 1956064.46 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15020300 NC USD -1274021.85 -0.056315620472 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 -1274021.85 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 15020300 NC USD 1923950.23 0.085044421302 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 1923950.23 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 105142300 NC USD 3888162.25 0.171868535538 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 3888162.25 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD -757623.93 -0.033489269986 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 -757623.93 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD 1410706.58 0.062357499093 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 1410706.58 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 105142300 NC USD -1330050.1 -0.058792238642 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 -1330050.1 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD -1591337.85 -0.070341947748 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 -1591337.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD 2621982.57 0.115899562708 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 2621982.57 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 75101900 NC USD 2820827.36 0.124689104054 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 2820827.36 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 75101900 NC USD -965810.43 -0.042691743178 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 -965810.43 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 44430800 NC USD -901945.24 -0.039868708549 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 -901945.24 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 44430800 NC USD 1272942.42 0.056267906400 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 1272942.42 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 12974800 NC USD -618508.72 -0.027339956794 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 -618508.72 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 12974800 NC USD 832073.92 0.036780184801 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 832073.92 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD 84440.63 0.003732531331 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 84440.63 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD -62227.31 -0.002750635378 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 -62227.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30792400 NC USD 256808.62 0.011351718008 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 256808.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 21554700 NC USD -458252.92 -0.020256165562 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 -458252.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD 118103.55 0.005220534246 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 118103.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD -197564.93 -0.008732967662 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 -197564.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 61584900 NC USD -1421379.49 -0.062829274007 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 -1421379.49 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 123169700 NC USD 974272.33 0.043065784761 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 974272.33 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7183900 NC USD 178735.43 0.007900646791 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 7183900 USD 1 2.427 USD 2031-06-03 XXXX 178735.43 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7183900 NC USD -159769.94 -0.007062314751 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 7183900 USD 1 2.427 USD 2031-06-03 XXXX -159769.94 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 41524500 NC USD -1639802.5 -0.072484231914 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 41524500 USD 1 2.232 USD 2031-06-09 XXXX -1639802.5 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 41524500 NC USD 1447959.32 0.064004182914 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 41524500 USD 1 2.232 USD 2031-06-09 XXXX 1447959.32 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD -2955924.85 -0.130660821865 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 -2955924.85 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD 764855.02 0.033808906042 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 764855.02 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD -354660.5 -0.015677067167 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 126213700 USD 1 1.9 USD 2026-06-22 XXXX -354660.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 126213700 NC USD 963010.53 0.042567979127 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 144600800 USD 1 1.39 USD 2024-12-09 XXXX 1451792.03 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14489200 NC USD -469594.97 -0.020757518488 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-12-16 0 USD 0 USD 14489200 USD 1 1.805 USD 2026-12-14 XXXX -469594.97 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14489200 NC USD 787198.24 0.034796543968 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2036-12-16 0 USD 0 USD 14489200 USD 1 1.805 USD 2026-12-14 XXXX 787198.24 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6678900 NC USD -160093.23 -0.007076605147 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 6678900 USD 1 2.8175 USD 2027-03-23 XXXX -160093.23 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6678900 NC USD -204908.65 -0.009057582305 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 6678900 USD 1 2.8175 USD 2027-03-23 XXXX -204908.65 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5702000 NC USD -286696.56 -0.012672855386 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 5702000 USD 1 2.902 USD 2024-11-08 XXXX -286696.56 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5702000 NC USD -164217.6 -0.007258914779 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 5702000 USD 1 2.902 USD 2024-11-08 XXXX -164217.6 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5702000 NC USD -259840.14 -0.011485720365 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 5702000 USD 1 2.689 USD 2024-11-12 XXXX -259840.14 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5702000 NC USD -179841.08 -0.007949519866 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 5702000 USD 1 2.689 USD 2024-11-12 XXXX -179841.08 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9503400 NC USD -66333.73 -0.002932151566 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 -66333.73 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9503400 NC USD -91137.61 -0.004028558109 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 -91137.61 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5702000 NC USD -228365.1 -0.010094428365 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 -228365.1 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5702000 NC USD -210403.8 -0.009300484561 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 -210403.8 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 2136858.01 0.094455589355 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 14392.76 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD 42430.21 0.001875543660 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 42430.21 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD -89956.3 -0.003976340633 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 -89956.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 2211064.85 0.097735756205 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 -63739.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 798685.25 0.035304304565 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 -96760.45 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 649840.61 0.028724921131 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 52084.19 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 634887.55 0.028063950636 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 69323.65 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 823515.55 0.036401878952 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 -119304.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 1533670.4 0.067792871979 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 223368.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 1831245.44 0.080946589095 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-24 -2093492.8 USD 0 USD 18691900 USD 1 2.75 USD 2048-05-26 XXXX -262247.36 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 51795400 NC USD 472892 0.020903257190 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 51795400 USD 1 1.245 USD 2022-08-26 XXXX 472892 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 51795400 NC USD -1439912.12 -0.063648472326 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 -1439912.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 3551563.39 0.156989847507 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 -2175726.61 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 32836200 NC USD 328.36 0.000014514505 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 1375508.42 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 1772179.04 0.078335675502 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 2940048.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 1386378.22 0.061282111973 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 3352018.43 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11101100 NC USD 1235552.43 0.054615155714 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 -520641.59 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11101100 NC USD 263318.09 0.011639456278 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 714910.84 USD 11101100 USD 1 1.865 USD 2029-10-10 XXXX 451592.75 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 12877200 NC USD 317165.44 0.014019672069 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 714906.62 USD 12877200 USD 1 1.9875 USD 2026-10-19 XXXX 397741.18 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 12877200 NC USD 1240074.36 0.054815038702 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 714906.62 USD 12877200 USD 1 1.9875 USD 2026-10-19 XXXX -525167.74 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 95618500 NC USD 2082570.93 0.092055936167 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 1048934.95 USD 95618500 USD 1 3.229 USD 2023-11-30 XXXX -1033635.98 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 95618500 NC USD 6402614.76 0.283014944250 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 10852699.75 USD 95618500 USD 1 3.229 USD 2023-11-30 XXXX 4450084.99 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 96644300 NC USD 3081986.73 0.136233138376 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 1593329.65 USD 96644300 USD 1 2.9425 USD 2024-02-13 XXXX -1488657.08 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 96644300 NC USD 5061261.99 0.223723093396 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 8923289.34 USD 96644300 USD 1 2.9425 USD 2024-02-13 XXXX 3862027.35 N N N BANK OF AMERICA N.A. 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Smith NPORT Principal Financial Officer XXXX