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0.016444566993 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYB5 7460719.96 PA USD 1092920.87 0.039642816646 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 71053450.68 PA USD 6572444.19 0.238398046092 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.38 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LJS3 58682675.14 PA USD 4365991.03 0.158364788003 Long ABS-MBS USGA US N 2 2068-08-20 Variable 1.702 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UXE2 18675627.63 PA USD 3757340.19 0.136287587069 Long ABS-MBS USGA US N 2 2041-05-20 Floating 6.057 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FEC0 22082534.46 PA USD 5130472.77 0.186094343069 Long ABS-MBS USGA US N 2 2043-01-20 Floating 6.657 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAB9 55799259.89 PA USD 5196306.08 0.188482272433 Long ABS-MBS USGA US N 2 2068-02-20 Variable 2.389 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XSS7 2901791.46 PA USD 410657.46 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CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 9114500 USD 1 2.405 USD 2031-03-03 XXXX 150571.54 N N N BANK OF AMERICA N.A. 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B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 65447700 USD 1 2.29 USD 2024-03-18 XXXX 1073996.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 249340300 NC USD 10065867.91 0.365112760579 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2031-10-04 -5277703.03 USD 0 USD 249340300 USD 1 1.869 USD 2021-09-30 XXXX 4788164.88 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 249340300 NC USD 3887215.28 0.140998462779 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2031-10-04 0 USD 1932387.27 USD 249340300 USD 1 1.519 USD 2021-09-30 XXXX -1954828.01 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 249340300 NC USD 578469.5 0.020982452576 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-01-04 0 USD 3272591.43 USD 249340300 USD 1 2.317 USD 2021-12-30 XXXX 2694121.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD 5460474.13 0.198064270414 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-15 0 USD 0 USD 99263300 USD 1 2.35 USD 2026-04-13 XXXX 5460474.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 99263300 NC USD -4480745.36 -0.162527198099 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2056-04-15 0 USD 0 USD 99263300 USD 1 2.35 USD 2026-04-13 XXXX -4480745.36 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 186994200 NC USD 1905470.9 0.069115921918 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 186994200 USD 1 2.17 USD 2024-04-29 XXXX 1905470.9 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 373987700 NC USD -703096.88 -0.025502981472 N/A DIR CORP US N 2 BANK OF AMERICA N.A. 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B4TYDEB6GKMZO031MB27 2032-05-11 0 USD 0 USD 37584000 USD 1 1.7875 USD 2022-05-09 XXXX 424323.36 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 75168000 NC USD -525424.32 -0.019058378837 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 75168000 USD 1 2.2875 USD 2022-05-09 XXXX -525424.32 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 51122200 NC 36168.26 0.001311908061 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2026-08-16 -94005.69 USD 0 USD 51122200 CAD 1 1.724 CAD 2021-08-16 XXXX -57837.43 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 25560700 NC USD 279122.84 0.010124443472 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-08-20 0 USD 0 USD 25560700 USD 1 1.67 USD 2021-08-18 XXXX 279122.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 25560700 NC USD -247938.79 -0.008993324459 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-08-20 0 USD 0 USD 25560700 USD 1 1.67 USD 2021-08-18 XXXX -247938.79 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 181790200 NC USD -103620.41 -0.003758556568 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-05-30 0 USD 0 USD 181790200 USD 1 1.005 USD 2023-05-25 XXXX -103620.41 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 393878600 NC USD 547491.25 0.019858798413 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-08-27 0 USD 0 USD 393878600 USD 1 1.355 USD 2021-08-25 XXXX 547491.25 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 109096800 NC USD 159281.33 0.005777509364 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-09-01 0 USD 594577.53 USD 109096800 USD 1 1.88 USD 2021-08-27 XXXX 435296.2 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 68520300 NC USD 118540.12 0.004299729625 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-09-07 0 USD 370009.62 USD 68520300 USD 1 1.8775 USD 2021-09-02 XXXX 251469.5 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 92025800 NC USD 150922.31 0.005474308001 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-09-07 0 USD 513043.82 USD 92025800 USD 1 1.897 USD 2021-09-03 XXXX 362121.51 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD -132730.33 -0.004814441997 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 9949800 USD 1 2.427 USD 2031-06-03 XXXX -132730.33 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9949800 NC USD 153226.92 0.005557901639 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 9949800 USD 1 2.427 USD 2031-06-03 XXXX 153226.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 235000000 NC USD -423000 -0.015343207273 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-09-16 0 USD 0 USD 235000000 USD 1 1.5275 USD 2021-09-14 XXXX -423000 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 235000000 NC USD -918850 -0.033328855798 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2031-09-16 0 USD 0 USD 235000000 USD 1 1.5275 USD 2021-09-14 XXXX -918850 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -61563.63 -0.002233058004 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 166388200 USD 1 1.194 USD 2023-06-22 XXXX -61563.63 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD 108152.33 0.003922939991 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 166388200 USD 1 1.194 USD 2023-06-22 XXXX 108152.33 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -41597.05 -0.001508823074 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 166388200 USD 1 1.9 USD 2026-06-22 XXXX -41597.05 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 166388200 NC USD -183027.02 -0.006638821523 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 166388200 USD 1 1.9 USD 2026-06-22 XXXX -183027.02 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 294125200 NC USD -70590.05 -0.002560467538 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-07-28 0 USD 0 USD 294125200 USD 1 .98 USD 2021-07-26 XXXX -70590.05 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 294125200 NC USD -120591.33 -0.004374131848 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD -1360004.3 -0.049330562333 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 24024100 USD 1 1.275 USD 2030-03-05 XXXX -1360004.3 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD 1247091.03 0.045234931824 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 24024100 USD 1 1.275 USD 2030-03-05 XXXX 1247091.03 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2531000 NC USD 124727.68 0.004524167014 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 337466.68 USD 2531000 USD 1 1.17 USD 2025-03-13 XXXX 212739 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 5061900 NC USD 1106835.05 0.040147516759 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 773345.84 USD 5061900 USD 1 1.17 USD 2025-03-13 XXXX -333489.21 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 18018000 NC USD -4680896.22 -0.16978714167 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 18018000 USD 1 2.3075 USD 2022-06-20 XXXX -4680896.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 18018000 NC USD -101261.16 -0.003672981008 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 18018000 USD 1 2.3075 USD 2022-06-20 XXXX -101261.16 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27236800 NC USD 351899.46 0.012764223059 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 882472.32 USD 27236800 USD 1 1.07 USD 2027-03-22 XXXX 530572.86 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27236800 NC USD 1471059.57 0.053358798802 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 882472.32 USD 27236800 USD 1 1.07 USD 2027-03-22 XXXX -588587.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17076600 NC USD 1780918.61 0.064598116713 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1001542.59 USD 17076600 USD 1 .968 USD 2025-03-20 XXXX -779376.02 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17076600 NC USD 275616.32 0.009997253725 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1001542.59 USD 17076600 USD 1 .968 USD 2025-03-20 XXXX 725926.27 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22704300 NC -293176.48 -0.010634202128 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2040-03-28 0 USD 0 USD 22704300 EUR 1 .555 EUR 2030-03-26 XXXX -293176.48 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD -2089710.68 -0.075798733106 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 54490500 USD 1 .925 USD 2030-03-26 XXXX -2089710.68 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 54490500 NC USD 3048198.57 0.110565348625 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 54490500 USD 1 .925 USD 2030-03-26 XXXX 3048198.57 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22704300 NC 521471.85 0.018915013432 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2040-03-28 0 USD 0 USD 22704300 EUR 1 .555 EUR 2030-03-26 XXXX 521471.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC 897134.89 0.032541197563 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX 897134.89 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC -603702.53 -0.021897714064 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX -603702.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD 1646106.27 0.059708155305 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 27749600 USD 1 .85 USD 2030-03-27 XXXX 1646106.27 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27749600 NC USD -1141063.55 -0.041389065152 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. 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B4TYDEB6GKMZO031MB27 2031-09-23 0 USD 0 USD 39899700 USD 1 .765 USD 2021-09-21 XXXX 1746409.87 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14732300 NC USD -318659.65 -0.011558536784 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 14732300 USD 1 1.102 USD 2022-11-23 XXXX -318659.65 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14732300 NC USD 497657.09 0.01805119594 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD 331393.44 0.012020421368 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 295887000 USD 1 1.115 USD 2025-01-14 XXXX 331393.44 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD 440871.63 0.015991453428 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 295887000 USD 1 1.76 USD 2028-01-14 XXXX 440871.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 295887000 NC USD -50300.79 -0.001824528243 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 295887000 USD 1 1.76 USD 2028-01-14 XXXX -50300.79 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 30373100 NC USD 90511.84 0.003283077829 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. 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E57ODZWZ7FF32TWEFA76 N/A 11217000 NC USD 717439.32 0.026023215585 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 11217000 USD 1 2.689 USD 2024-11-12 XXXX 717439.32 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 11217000 NC USD -950192.07 -0.03446570657 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 11217000 USD 1 2.689 USD 2024-11-12 XXXX -950192.07 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 18696100 NC USD -900217.22 -0.032653000939 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 18696100 USD 1 2.5 USD 2029-11-09 XXXX -900217.22 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 18696100 NC USD 552095.83 0.020025817386 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 18696100 USD 1 2.5 USD 2029-11-09 XXXX 552095.83 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11217000 NC USD 633423.99 0.02297578149 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 11217000 USD 1 2.505 USD 2024-11-13 XXXX 633423.99 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 11217000 NC USD -1114633.29 -0.040430377309 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 11217000 USD 1 2.505 USD 2024-11-13 XXXX -1114633.29 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000000 NC USD 1866300 0.067695101025 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2047-12-09 0 USD 1066250 USD 10000000 USD 1 2.75 USD 2024-12-05 XXXX -800050 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10000000 NC USD 2161100 0.078388192051 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2047-12-07 -1202250 USD 0 USD 10000000 USD 1 2.75 USD 2046-12-07 XXXX 958850 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 1242729.7 0.045076736102 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2053330.02 USD 0 USD 35772300 USD 1 2.7575 USD 2027-12-20 XXXX -810600.32 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 3423051.39 0.124162144167 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2053330.02 USD 0 USD 35772300 USD 1 2.7575 USD 2027-12-20 XXXX 1369721.37 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 3504612.23 0.127120548123 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2051541.36 USD 0 USD 35772300 USD 1 2.795 USD 2027-12-20 XXXX 1453070.87 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35772300 NC USD 1209461.46 0.043870018604 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-12-22 -2051541.36 USD 0 USD 35772300 USD 1 2.795 USD 2027-12-20 XXXX -842079.9 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 44214400 NC USD 11322423.55 0.410690996122 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -5020545.07 USD 0 USD 44214400 USD 1 3 USD 2047-04-17 XXXX 6301878.48 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1758437400 NC 1278446.25 0.046372259577 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 1758437400 JPY 1 1.11125 JPY 2023-08-24 XXXX 1278446.25 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 1758437400 NC -849976.02 -0.030830634165 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2043-08-29 0 USD 0 USD 1758437400 JPY 1 1.11125 JPY 2023-08-24 XXXX -849976.02 N N N MORGAN STANLEY AND CO. 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