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PA USD 228995.91 0.108644957247 Long ABS-MBS CORP US N 2 2051-08-15 Variable .809 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43 549300RVQJTKIK3XGD11 95001LAV4 14036006.45 PA USD 487000.3 0.231052715189 Long ABS-MBS CORP US N 2 2051-03-15 Variable .659 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 N/A 95001ABE5 3306945.94 PA USD 171554.43 0.081392386933 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.188 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90278MBB2 4335644.15 PA USD 389496.93 0.184793157693 Long ABS-MBS CORP US N 2 2052-10-15 Variable 1.479 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 N/A 95001XBF2 4911711.5 PA USD 392013.52 0.185987130166 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.408 N N N N N N COMM 2015-CCRE23 MORTGAGE TRUST N/A 12593ABB0 4781311.14 PA USD 111251.55 0.052782252283 Long ABS-MBS CORP US N 2 2048-05-10 Variable .882 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A 61691EBB0 8899488.48 PA USD 248156.9 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0.061094854893 Long ABS-MBS CORP US N 2 2046-11-15 Variable .152 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C17 N/A 46640UAF9 2423249.08 PA USD 29317.68 0.013909497729 Long ABS-MBS CORP US N 2 2047-01-15 Variable .723 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAG7 8807000 PA USD 37870.1 0.017967113017 Long ABS-MBS CORP US N 2 2045-11-15 Variable .713 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 N/A 92890KBD6 14737472.85 PA USD 257316.28 0.12208129062 Long ABS-MBS CORP US N 2 2057-09-15 Variable .791 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AH6 1147732.74 PA USD 1051.32 0.000498788893 Long ABS-MBS CORP US N 2 2044-12-10 Variable 1.759 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAG6 582603.94 PA USD 5.83 0.000002765989 Long ABS-MBS CORP US N 2 2045-05-10 Variable 1.849 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAS6 3292358.06 PA USD 38078.75 0.018066105049 Long ABS-MBS CORP US 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4.672 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ9 N/A 36192PAG1 481000 PA USD 481169.5 0.228286346931 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 768000 PA USD 528640.05 0.250808303219 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.412 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9 N/A 46639EAN1 127000 PA USD 124649.74 0.059138897604 Long ABS-MBS CORP US N 2 2047-12-15 Variable 4.363 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 N/A 17318UAG9 720000 PA USD 727889.76 0.34534045545 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 4.285 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAG9 327000 PA USD 327716.78 0.155482146175 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 205000 PA USD 200126.66 0.094948212916 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.087 N N N N N N GS MORTGAGE SECURITIES 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N/A 36252RBJ7 584000 PA USD 321200 0.152390321153 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.975 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAL5 208000 PA USD 218399.5 0.103617590114 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.049 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C7 N/A 92936TAL6 645000 PA USD 86107.5 0.040852894081 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.5 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C2 N/A 90269CAV2 629000 PA USD 13523.5 0.006416097472 Long ABS-MBS CORP US N 2 2063-05-10 Variable 5 N N N N N N COMM 2014-UBS2 MORTGAGE TRUST N/A 12591UAL7 224000 PA USD 229077.09 0.108683472335 Long ABS-MBS CORP US N 2 2047-03-10 Variable 4.971 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 498000 PA USD 354877.79 0.168368432093 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAQ5 441000 PA USD 307361.57 0.145824808102 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.548 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 549300G1IXWLFE766Q13 90349GAU9 150000 PA USD 122671.2 0.058200197896 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.5 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBE0 683000 PA USD 228190.3 0.108262743154 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.075 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 198000 PA USD 185262.68 0.087896137307 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.848 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBG7 912000 PA USD 947167.45 0.449374694556 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.784 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CBA6 402000 PA USD 214547.4 0.101789997474 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N COMM 2012-CCRE1 MORTGAGE TRUST N/A 12624BAL0 115000 PA USD 102874.45 0.048807815921 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.383 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PAQ3 517000 PA USD 276934.67 0.131389051369 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.332 N N N N N N COMM 2014-UBS4 MORTGAGE TRUST 5493004GWEVMOU8S3L34 12591QAW2 283000 PA USD 288187.05 0.136727637303 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.649 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAG7 290000 PA USD 193942.14 0.092014025528 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBK1 287000 PA USD 279655.38 0.132679866658 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.553 N N N N N N COMM 2014-CCRE19 MORTGAGE TRUST N/A 12592GAG8 178000 PA USD 173827.84 0.082470984941 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.703 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBL6 83000 PA USD 84925.14 0.040291934491 Long ABS-MBS CORP US N 2 2047-12-10 Variable 4.439 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP9 N/A 46629PAQ1 296678.73 PA USD 279997.55 0.132842205998 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 534000 PA USD 411180 0.195080486463 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.43 N N N N N N GS MORTGAGE SECURITIES TRUST 2010-C1 N/A 36249KAL4 621000 PA USD 457114.87 0.216873853808 Long ABS-MBS CORP US N 2 2043-08-10 Variable 5.989 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TAU6 403430.08 PA USD 405621.15 0.192443142326 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.013 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBA9 148000 PA USD 118121.54 0.05604165447 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.523 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3 N/A 46635TBG6 635000 PA USD 115286.79 0.054696733975 Long ABS-MBS CORP US N 2 2046-02-15 Variable 5.523 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 389000 PA USD 386704.9 0.1834685053 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.365 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAU3 391642.05 PA USD 391255.89 0.185627679733 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4 N/A 92936CAY5 55000 PA USD 40653.58 0.019287708942 Long ABS-MBS CORP US N 2 2044-06-15 Variable 4.887 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 597000 PA USD 595007.39 0.282295663918 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 381000 PA USD 380763.36 0.18064959749 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C6 N/A 92936QAQ1 339000 PA USD 340060.66 0.161338584025 Long ABS-MBS CORP US N 2 2045-04-15 Variable 5.775 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAF8 264000 PA USD 265247.24 0.125844060052 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 4.822 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAG0 465000 PA USD 466812.38 0.221474746284 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.819 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 288000 PA USD 214329.02 0.101686389135 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.122 N N N N N N BBCMS TRUST 2021-C10 N/A 05551VAE3 247000 PA USD 198820.38 0.094328460648 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM N/A 46654BAJ6 650000 PA USD 612314.56 0.290506888061 Long ABS-MBS CORP US N 2 2042-10-09 Variable 2.654 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1MEM N/A 46654BAL1 250000 PA USD 222087.93 0.105367531061 Long ABS-MBS CORP US N 2 2042-10-09 Variable 2.654 N N N N N N BANC OF AMERICA MERRILL LYNCH COMMERCIAL MORTGAGE INC 549300KC4TL4CE0SHX51 05947UD62 399820.03 PA USD 219901.02 0.104329972166 Long ABS-MBS CORP US N 2 2042-11-10 Variable 5.482 Y Y N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 230000 PA USD 253166.64 0.120112532923 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 827000 PA USD 816619.66 0.387437522564 Long ABS-MBS CORP US N 2 2049-10-15 Floating 3.352 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53 N/A 95002BAL7 203000 PA USD 184416.95 0.087494888657 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.5 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBC3 7989209.3 PA USD 189224.42 0.089775747615 Long ABS-MBS CORP US N 2 2061-08-15 Variable .498 N N N N N N UBS COMMERCIAL MORTGAGE TRUST N/A 90278MBF3 526000 PA USD 521907.72 0.247614212525 Long ABS-MBS CORP US N 2 2052-10-15 Variable 3.758 N N N N N N COMM 2013-LC6 MORTGAGE TRUST N/A 20048EAG6 261000 PA USD 210941.24 0.100079088755 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 403000 PA USD 408888.64 0.193993372246 Long ABS-MBS CORP US N 2 2050-03-25 Floating 3.852 N N N N N N COMM 2018-COR3 MORTGAGE TRUST N/A 12595VAH0 594000 PA USD 636758.97 0.302104308641 Long ABS-MBS CORP US N 2 2051-05-10 Variable 4.56 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 510000 PA USD 353257.01 0.167599468255 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.533 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAN1 352000 PA USD 317850.54 0.150801201337 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.517 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAC0 247000 PA USD 32618.6 0.015475588199 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.938 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAL5 843000 PA USD 847140.73 0.401917957368 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.517 N N N N N N UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2011-C1 N/A 90268TAQ7 336000 PA USD 294262.08 0.139609878189 Long ABS-MBS CORP US N 2 2045-01-10 Variable 6.412 N N N N N N COMM 2017-COR2 MORTGAGE TRUST N/A 12595EAN5 200000 PA USD 186008 0.088249747376 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 273000 PA USD 60742.5 0.028818708227 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.075 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281AL8 502000 PA USD 392838.9 0.186378723949 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.761 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BF0 262000 PA USD 247694.51 0.117516332275 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.261 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAG3 123000 PA USD 118238.68 0.056097230442 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.881 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 N/A 17324DAY0 552000 PA USD 569153.18 0.270029376979 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.369 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054ABC2 285000 PA USD 291936.36 0.138506462194 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.358 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAV9 289000 PA USD 292108.08 0.138587933134 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 256000 PA USD 259206.6 0.122978135178 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.098 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GCJ12 549300SSCQUZ3RRV2T53 36197XAQ7 549000 PA USD 562147.45 0.266705574225 Long ABS-MBS CORP US N 2 2046-06-10 Variable 3.777 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAN6 319000 PA USD 22330 0.010594258628 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.351 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 919000 PA USD 536065.93 0.254331442192 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.503 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAN2 715000 PA USD 457964.08 0.217276753511 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.548 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST 2020-2 N/A 76123MAC7 464000 PA USD 468842.63 0.222437979315 Long ABS-CBDO CORP US N 2 2060-05-25 Variable 2.911 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST N/A 12062RAC4 332000 PA USD 330567.09 0.156834448966 Long ABS-CBDO CORP US N 2 2055-02-25 Variable 3.253 N N N N N N GCAT 2020-NQM2 TRUST N/A 36166RAC8 74348.33 PA USD 74674.24 0.035428491331 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 2.935 N N N N N N 1SHARPE MORTGAGE TRUST 2020-1 N/A 68257LAA8 455000 PA USD 455273 0.215999995898 Long ABS-CBDO CORP US N 3 2024-07-25 Floating 3.025 N N N N N N CSMC 2020-RPL3 TRUST N/A 12656PAC0 205303.74 PA USD 205969.85 0.097720459494 Long ABS-CBDO CORP US N 2 2060-03-25 Variable 2.691 N N N N N N MRA ISSUANCE TRUST 2020-2 N/A 55346HAB5 783000 PA USD 783000 0.371486990856 Long ABS-CBDO CORP US N 2 2022-08-15 Floating 1.299 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-1 N/A 585505AA8 203000 PA USD 203000 0.096311442074 Long ABS-CBDO CORP US N 2 2053-10-25 Floating 1.002 N N N N N N MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST N/A 61916BBA7 289000 PA USD 289000 0.13711333379 Long ABS-CBDO CORP US N 2 2023-08-10 Floating 1.101 N N N N N N MRA ISSUANCE TRUST 2020-11 N/A 55349JAA0 460000 PA USD 460000 0.21824267662 Long ABS-CBDO CORP US N 2 2022-04-22 Floating 1.81 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 N/A 58551VAA0 122000 PA USD 122000 0.057881753365 Long ABS-CBDO CORP US N 2 2053-11-25 Floating .902 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0NB1 301000 PA USD 310752.58 0.147433640926 Long ABS-CBDO CORP US N 2 2029-08-25 Floating 3.653 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 N/A 20754HAE8 8381.83 PA USD 8389.45 0.003980295703 Long ABS-CBDO CORP US N 2 2039-07-25 Floating 2.103 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEX8 210000 PA USD 210285.39 0.099767926886 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 1.353 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XAH5 122800 PA USD 124225.59 0.058937663622 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 2.403 N N N N N N RADNOR RE 2019-1 LTD 254900JBDDKUTX6TX151 75049SAC7 150000 PA USD 151279.23 0.071773008853 Long ABS-CBDO CORP BM N 2 2029-02-25 Floating 3.303 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XVK7 532000 PA USD 531999.89 0.252402347729 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 1.102 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 549300Z5THZ1JXIHVK60 20754PAC4 203515.72 PA USD 203371.71 0.09648779639 Long ABS-CBDO CORP US N 2 2039-11-25 Floating 2.253 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 N/A 20754CAB5 253774.96 PA USD 254796.56 0.120885833148 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 2.153 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0UD9 152664.57 PA USD 154335.74 0.073223141295 Long ABS-CBDO CORP US N 2 2030-09-25 Floating 2.403 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XYX6 211280.61 PA USD 213647.92 0.101363247642 Long ABS-CBDO CORP US N 2 2030-07-25 Floating 2.353 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2004-3 549300TC8R2SGZ2KM445 16678RBV8 76817.64 PA USD 74743.56 0.035461379553 Long ABS-CBDO CORP US N 2 2035-08-25 Floating .402 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XUW2 250000 PA USD 260780.73 0.123724966361 Long ABS-CBDO CORP US N 2 2030-05-25 Floating 4.102 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 N/A 61690WAY2 180000 PA USD 172258.2 0.081726283995 Long ABS-CBDO CORP US N 2 2047-08-26 Variable .918 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBF0 62384.31 PA USD 65711.93 0.031176407585 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.803 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBD5 17037.96 PA USD 17123.23 0.008123955538 Long ABS-CBDO CORP US N 2 2025-07-25 Floating 5.103 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0JJ9 711429.06 PA USD 745507.37 0.353698964933 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 6.453 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCB8 254431.69 PA USD 262688.43 0.124630056697 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 6.103 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCL6 324131.22 PA USD 336519.48 0.159658504457 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 5.403 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBH6 79261.01 PA USD 82663.6 0.039218968094 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.653 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0KE8 373956.77 PA USD 386770.7 0.183499723492 Long ABS-CBDO CORP US N 2 2028-11-25 Floating 5.253 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0AY5 166425.9 PA USD 170254.84 0.080775808672 Long ABS-CBDO CORP US N 2 2024-04-25 Floating 3.703 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR17 TRUST N/A 92922F7S1 660838.45 PA USD 597001.46 0.283241731688 Long ABS-CBDO CORP US N 2 2045-12-25 Floating .922 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4W5 962582.35 PA USD 955702.39 0.453424016622 Long 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549300M8ZYFG0OCMTT87 36179TXX8 279736.51 PA USD 300365.68 0.142505673844 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GCYW8 204911.45 PA USD 219665.65 0.104218303082 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0SZ4 30921.62 PA USD 33360.65 0.015827646847 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0S27 16226.97 PA USD 17395.36 0.008253065059 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GQYF4 120952.84 PA USD 129661.78 0.061516812875 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617GQXB4 524770.22 PA USD 562555.15 0.266899003658 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VA2 21068.7 PA USD 23050.37 0.010936031404 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N 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0.019292581447 Long ABS-MBS USGA US N 2 2049-10-20 Floating 5.896 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EZ54 769865.29 PA USD 200061.81 0.094917445443 Long ABS-MBS USGA US N 2 2044-09-16 Floating 6.093 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CRX1 68334.75 PA USD 7714.47 0.003660057786 Long ABS-MBS USGA US N 2 2050-02-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AJU0 1799474.03 PA USD 208048.35 0.098706584284 Long ABS-MBS USGA US N 2 2049-10-20 Floating 6.046 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382BFR9 1720679.59 PA USD 198824.53 0.094330429576 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382B6A6 1111425.48 PA USD 146441.42 0.069477755367 Long ABS-MBS USGA US N 2 2050-01-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382DRV3 1312771.67 PA USD 215106.28 0.102055152837 Long ABS-MBS USGA US N 2 2050-03-20 Floating 5.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BFZ2 1597939.07 PA USD 253843.49 0.120433658044 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GNMA 549300M8ZYFG0OCMTT87 38378JNF5 210756.21 PA USD 19265.23 0.009140207306 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FZA1 155614.53 PA USD 14814.5 0.007028600289 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AX25 1420218.26 PA USD 264075.38 0.125288082089 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AT87 257597.01 PA USD 43095.98 0.020446482667 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378WY49 211263.49 PA USD 35815.5 0.016992327358 Long ABS-MBS USGA US N 2 2043-09-20 Floating 6.046 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AXQ2 748561.38 PA USD 138483.86 0.065702365815 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377TWW7 826709.64 PA USD 159300.33 0.07557854436 Long ABS-MBS USGA US N 2 2041-02-20 Floating 5.946 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YP78 945526.22 PA USD 141800.57 0.067275947702 Long ABS-MBS USGA US N 2 2044-01-16 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AZL7 53358.51 PA USD 325.49 0.000154425671 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377X4D1 792154.91 PA USD 115315.97 0.054710578152 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375ARB2 382063.7 PA USD 70784.94 0.0335832495 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BCP1 260976.09 PA USD 22426.72 0.010640146523 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CGV6 274203.87 PA USD 28316.49 0.013434492544 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379JSA0 363689.08 PA USD 5346.23 0.002536468576 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DHV9 108528.33 PA USD 6676.66 0.003167678585 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 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E57ODZWZ7FF32TWEFA76 N/A 1155500 NC USD -28090.2 -0.01332713138 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 1155500 USD 1 1.102 USD 2022-11-23 XXXX -28090.2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1155500 NC USD 37241.76 0.01766900301 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 1155500 USD 1 1.102 USD 2022-11-23 XXXX 37241.76 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30423400 NC USD -22513.32 -0.010681233079 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 30423400 USD 1 3.312 USD 2028-11-27 XXXX -22513.32 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30423400 NC USD 145119.62 0.06885063978 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 30423400 USD 1 3.312 USD 2028-11-27 XXXX 145119.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 23206800 NC USD -89578.25 -0.042499558798 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 23206800 USD 1 1.115 USD 2025-01-14 XXXX -89578.25 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 23206800 NC USD 26687.82 0.012661785369 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 23206800 USD 1 1.115 USD 2025-01-14 XXXX 26687.82 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 23206800 NC USD 20421.98 0.009689016472 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 23206800 USD 1 1.76 USD 2028-01-14 XXXX 20421.98 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 23206800 NC USD 16940.96 0.00803747925 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 23206800 USD 1 1.76 USD 2028-01-14 XXXX 16940.96 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24072200 NC USD 13480.43 0.006395663316 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 -45135.38 USD 0 USD 24072200 USD 1 .485 USD 2024-01-29 XXXX -31654.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24072200 NC USD 197873.48 0.093879212842 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 51755.23 USD 24072200 USD 1 .985 USD 2024-01-29 XXXX -146118.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1862900 NC USD 4303.3 0.00204166024 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 1862900 USD 1 1.985 USD 2031-01-29 XXXX 4303.3 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1862900 NC USD -93.15 -0.000044194142 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 1862900 USD 1 1.985 USD 2031-01-29 XXXX -93.15 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3496900 NC USD -52593.38 -0.024952434834 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 3496900 USD 1 1.5 USD 2023-02-01 XXXX -52593.38 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3496900 NC USD 22030.47 0.010452149435 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 3496900 USD 1 1.5 USD 2023-02-01 XXXX 22030.47 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 699400 NC USD -17289.17 -0.008202684212 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 699400 USD 1 1.715 USD 2023-02-01 XXXX -17289.17 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 699400 NC USD -8560.66 -0.004061524678 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 699400 USD 1 1.715 USD 2023-02-01 XXXX -8560.66 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 4895700 NC USD 38578.12 0.018303026452 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 4895700 USD 1 1.405 USD 2024-02-02 XXXX 38578.12 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1398800 NC USD 6504.42 0.003085960936 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 1398800 USD 1 1.937 USD 2026-02-02 XXXX 6504.42 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1398800 NC USD -4070.51 -0.001931215212 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 1398800 USD 1 1.937 USD 2026-02-02 XXXX -4070.51 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 4895700 NC USD -27758.62 -0.013169816365 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 4895700 USD 1 1.405 USD 2024-02-02 XXXX -27758.62 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2608100 NC USD 11658.21 0.005531128163 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 2608100 USD 1 2.031 USD 2031-02-03 XXXX 11658.21 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2608100 NC USD -3990.39 -0.001893203031 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 2608100 USD 1 2.031 USD 2031-02-03 XXXX -3990.39 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 3496900 NC USD 29024.27 0.013770292113 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 3496900 USD 1 1.3875 USD 2024-02-02 XXXX 29024.27 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 3496900 NC USD -21226.18 -0.010070561604 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 3496900 USD 1 1.3875 USD 2024-02-02 XXXX -21226.18 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 2068800 NC USD 31942.27 0.015154709787 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 2068800 USD 1 2.16 USD 2025-02-19 XXXX 31942.27 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 2068800 NC USD -31156.13 -0.014781733053 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 2068800 USD 1 2.16 USD 2025-02-19 XXXX -31156.13 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 604200 NC USD 24530.52 0.01163827466 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 604200 USD 1 2.095 USD 2026-02-26 XXXX 24530.52 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 604200 NC USD -22603.12 -0.010723837845 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 604200 USD 1 2.095 USD 2026-02-26 XXXX -22603.12 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1072400 NC USD 5512.14 0.002615183016 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2032-03-07 0 USD 0 USD 1072400 USD 1 1.775 USD 2022-03-03 XXXX 5512.14 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1072400 NC USD 22520.4 0.010684592119 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2032-03-07 0 USD 0 USD 1072400 USD 1 1.775 USD 2022-03-03 XXXX 22520.4 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 412400 NC USD -6227.24 -0.00295445549 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 412400 USD 1 2.405 USD 2031-03-03 XXXX -6227.24 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 412400 NC USD 8767.62 0.004159714905 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 412400 USD 1 2.405 USD 2031-03-03 XXXX 8767.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4230800 NC USD -21280.92 -0.010096532482 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 4230800 USD 1 1.29 USD 2024-03-18 XXXX -21280.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2961600 NC USD 58876.61 0.027933454254 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 2961600 USD 1 2.29 USD 2024-03-18 XXXX 58876.61 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11799100 NC USD -220643.17 -0.104682078258 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 11799100 USD 1 2.285 USD 2041-03-26 XXXX -220643.17 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11799100 NC USD 269491.44 0.127857680852 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 11799100 USD 1 2.285 USD 2041-03-26 XXXX 269491.44 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 8461600 NC USD 116347 0.055199740645 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 8461600 USD 1 2.17 USD 2024-04-29 XXXX 116347 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 16923300 NC USD -37400.49 -0.017744310966 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 16923300 USD 1 1.085 USD 2024-04-29 XXXX -37400.49 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 17007100 NC USD 72280.18 0.034292652065 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 17007100 USD 1 .305 USD 2022-05-09 XXXX 72280.18 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 34014200 NC USD -45919.17 -0.021785918628 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 34014200 USD 1 .805 USD 2022-05-09 XXXX -45919.17 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1700700 NC USD 28044.54 0.013305468422 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 1700700 USD 1 1.7875 USD 2022-05-09 XXXX 28044.54 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3401400 NC USD -35000.41 -0.016605615568 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 3401400 USD 1 2.2875 USD 2022-05-09 XXXX -35000.41 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1797000 NC USD 59822.13 0.028382047331 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 1797000 USD 1 2.232 USD 2031-06-09 XXXX 59822.13 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1797000 NC USD -48752.61 -0.023130217606 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 1797000 USD 1 2.232 USD 2031-06-09 XXXX -48752.61 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 13281900 NC USD -57244.99 -0.02715934748 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 13281900 USD 1 1.194 USD 2023-06-22 XXXX -57244.99 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 13281900 NC USD 50604.04 0.024008611168 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 13281900 USD 1 1.194 USD 2023-06-22 XXXX 50604.04 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 13281900 NC USD 20985.4 0.009956325796 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 13281900 USD 1 1.9 USD 2026-06-22 XXXX 20985.4 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 13281900 NC USD -25235.61 -0.011972797984 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. 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E57ODZWZ7FF32TWEFA76 N/A 875000 NC USD 73465 0.034854778778 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 875000 USD 1 2.689 USD 2024-11-12 XXXX 73465 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 875000 NC USD -79546.25 -0.037739970685 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 875000 USD 1 2.689 USD 2024-11-12 XXXX -79546.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1458100 NC USD -76302.37 -0.036200942307 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 1458100 USD 1 2.5 USD 2029-11-09 XXXX -76302.37 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1458100 NC USD 52229.14 0.02477962459 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 1458100 USD 1 2.5 USD 2029-11-09 XXXX 52229.14 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 875000 NC USD 66307.5 0.031458970174 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 875000 USD 1 2.505 USD 2024-11-13 XXXX 66307.5 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 875000 NC USD -93292.5 -0.044261749801 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 875000 USD 1 2.505 USD 2024-11-13 XXXX -93292.5 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3110300 NC USD 842704.68 0.399813315139 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -353174.57 USD 0 USD 3110300 USD 1 3 USD 2047-04-17 XXXX 489530.11 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 126800 NC USD 31902.88 0.015136021572 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 126800 USD 1 3.27 USD 2023-10-17 XXXX 31902.88 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 126800 NC USD -12970.37 -0.006153670143 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 126800 USD 1 3.27 USD 2023-10-17 XXXX -12970.37 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3110300 NC USD 844850.79 0.400831516857 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-02-02 -378523.51 USD 0 USD 3110300 USD 1 3 USD 2048-02-03 XXXX 466327.28 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2320400 NC USD 275315.46 0.130620832403 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 118727.13 USD 2320400 USD 1 2.97 USD 2026-02-17 XXXX -156588.33 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2320400 NC USD 46408 0.022017839427 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 118727.13 USD 2320400 USD 1 2.97 USD 2026-02-17 XXXX 72319.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2320400 NC USD 45271 0.021478400464 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 119113.87 USD 2320400 USD 1 3.01 USD 2026-02-27 XXXX 73842.87 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2320400 NC USD 281905.4 0.133747367499 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 119113.87 USD 2320400 USD 1 3.01 USD 2026-02-27 XXXX -162791.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 12515500 NC USD 145179.8 0.068879191616 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 12515500 USD 1 2.2275 USD 2022-05-16 XXXX 145179.8 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 12515500 NC USD -111638.26 -0.052965723208 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 12515500 USD 1 2.2275 USD 2022-05-16 XXXX -111638.26 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3110300 NC USD 664702.21 0.31536171623 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 292368.2 USD 3110300 USD 1 2.75 USD 2025-05-22 XXXX -372334.01 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3110300 NC USD 719661.21 0.34143649724 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 8760900 NC USD 28472.92 0.013508709287 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 8760900 USD 1 1.245 USD 2022-08-26 XXXX 28472.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5165700 NC USD 177338.48 0.084136575093 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -266162.69 USD 0 USD 5165700 USD 1 1.613 USD 2024-08-27 XXXX -88824.21 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5165700 NC USD 266911.72 0.126633756944 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -266162.69 USD 0 USD 5165700 USD 1 1.613 USD 2024-08-27 XXXX 749.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5165700 NC USD 164010.98 0.077813467979 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 216442.83 USD 5165700 USD 1 1.512 USD 2022-08-30 XXXX 52431.85 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5165700 NC USD 82134.63 0.038968003249 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 216442.83 USD 5165700 USD 1 1.512 USD 2022-08-30 XXXX 134308.2 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3110300 NC USD 801586.52 0.380305190582 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 784106.63 USD 3110300 USD 1 3 USD 2024-01-31 XXXX -17479.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3110300 NC USD 793064.29 0.376261898656 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 788461.05 USD 3110300 USD 1 3 USD 2023-04-12 XXXX -4603.24 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1877700 NC USD 119121.29 0.056515976461 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 120923.88 USD 1877700 USD 1 1.865 USD 2029-10-10 XXXX 1802.59 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1877700 NC USD 107179.12 0.050850126145 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 120923.88 USD 1877700 USD 1 1.865 USD 2029-10-10 XXXX 13744.76 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2178100 NC USD 128181.18 0.060814356121 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 120922.1 USD 2178100 USD 1 1.9875 USD 2026-10-19 XXXX -7259.08 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2178100 NC USD 106683.34 0.050614907983 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 120922.1 USD 2178100 USD 1 1.9875 USD 2026-10-19 XXXX 14238.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14803400 NC USD 101403.29 0.048109837886 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 162393.3 USD 14803400 USD 1 3.229 USD 2023-11-30 XXXX 60990.01 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 14803400 NC USD 2059300.97 0.977015990565 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 1680185.9 USD 14803400 USD 1 3.229 USD 2023-11-30 XXXX -379115.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 14962300 NC USD 159348.5 0.075601398164 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 246676.48 USD 14962300 USD 1 2.9425 USD 2024-02-13 XXXX 87327.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 14962300 NC USD 1730689.24 0.821109243773 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 1381487.91 USD 14962300 USD 1 2.9425 USD 2024-02-13 XXXX -349201.33 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14363800 NC USD 384806.2 0.182567684931 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 470098.89 USD 14363800 USD 1 3.195 USD 2025-11-28 XXXX 85292.69 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14363800 NC USD 5118252.85 2.428306960008 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 3836006.81 USD 14363800 USD 1 3.195 USD 2025-11-28 XXXX -1282246.04 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 8977400 NC USD 2621400.8 1.243698971928 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2059-04-26 0 USD 1904006.79 USD 8977400 USD 1 2.7875 USD 2029-04-24 XXXX -717394.01 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 8977400 NC USD 496001.35 0.235323178764 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. 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Smith NPORT Principal Financial Officer XXXX