0000869392-22-001119.txt : 20220525 0000869392-22-001119.hdr.sgml : 20220525 20220525154556 ACCESSION NUMBER: 0000869392-22-001119 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220525 PERIOD START: 20220930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MORTGAGE SECURITIES FUND CENTRAL INDEX KEY: 0000732337 IRS NUMBER: 042811119 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03897 FILM NUMBER: 22962726 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6172921000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM U S GOVERNMENT INCOME TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM U S GOVERNMENT GUARANTEED SECURITIES INCOME TRUST DATE OF NAME CHANGE: 19910102 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM UNITED STATES GOVERNMENT SECURITIES INCOME FUND DATE OF NAME CHANGE: 19840806 0000732337 S000006570 PUTNAM MORTGAGE SECURITIES FUND C000017922 Class A Shares PGSIX C000017923 Class B Shares PGSBX C000017924 Class C Shares PGVCX C000017926 Class R Shares PGVRX C000017927 Class Y Shares PUSYX C000200295 Class R6 Shares NPORT-P 1 primary_doc.xml NPORT-P false 0000732337 XXXXXXXX S000006570 C000200295 C000017924 C000017922 C000017923 C000017926 C000017927 Putnam Mortgage Securities Fund 811-03897 0000732337 V36NQTUWG8SKLKSHZZ27 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Mortgage Securities Fund S000006570 V36NQTUWG8SKLKSHZZ27 2022-09-30 2022-03-31 N 1348835360.28 766237602.24 582597757.62 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0 USD N COUNTRYWIDE ASSET-BACKED CERTIFICATES N/A 23246BAE1 4632683.26 PA USD 4446661.57 0.763247285428 Long ABS-MBS CORP US N 2 2047-06-25 Floating .637 N N N N N N CARRINGTON MORTGAGE LOAN TRUST SERIES 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B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 2526100 USD 1 1.405 USD 2028-12-14 XXXX -63278.8 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 10924600 NC USD 173045.66 0.029702424655 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 10924600 USD 1 1.905 USD 2032-01-12 XXXX 173045.66 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 10924600 NC USD 5680.79 0.000975079277 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-01-14 0 USD 0 USD 10924600 USD 1 1.905 USD 2032-01-12 XXXX 5680.79 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4096700 NC USD 94920.54 0.016292637374 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 4096700 USD 1 1.544 USD 2032-01-12 XXXX 94920.54 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4096700 NC USD -20360.6 -0.003494795463 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2062-01-14 0 USD 0 USD 4096700 USD 1 1.544 USD 2032-01-12 XXXX -20360.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27464600 NC USD -513862.67 -0.088201964954 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 27464600 USD 1 1.7 USD 2024-01-11 XXXX -513862.67 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 27464600 NC USD 87337.43 0.014991034356 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 27464600 USD 1 1.7 USD 2024-01-11 XXXX 87337.43 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4234200 NC USD 4234.2 0.000726779316 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 4234200 USD 1 1.81 USD 2027-01-12 XXXX 4234.2 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4234200 NC USD -84768.68 -0.014550121227 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 4234200 USD 1 1.81 USD 2027-01-12 XXXX -84768.68 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 21348900 NC USD -21989.37 -0.003774365712 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 21348900 USD 1 1.724 USD 2037-01-13 XXXX -21989.37 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 21348900 NC USD 267715.21 0.045951980848 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2047-01-15 0 USD 0 USD 21348900 USD 1 1.724 USD 2037-01-13 XXXX 267715.21 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 49102500 NC USD -461563.5 -0.079225073211 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 49102500 USD 1 1.62 USD 2025-01-13 XXXX -461563.5 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 49102500 NC USD -11784.6 -0.002022767827 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 49102500 USD 1 1.62 USD 2025-01-13 XXXX -11784.6 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 6404700 NC USD -18829.82 -0.003232044709 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 6404700 USD 1 1.8225 USD 2032-01-13 XXXX -18829.82 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 6404700 NC USD 117526.25 0.020172794774 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 6404700 USD 1 1.8225 USD 2032-01-13 XXXX 117526.25 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 17079100 NC USD -49017.02 -0.008413527062 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 17079100 USD 1 1.826 USD 2032-01-13 XXXX -49017.02 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 17079100 NC USD 310327.25 0.053266125031 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 17079100 USD 1 1.826 USD 2032-01-13 XXXX 310327.25 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 51844600 NC USD 171087.18 0.029366261329 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 51844600 USD 1 1.208 USD 2022-04-21 XXXX 171087.18 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 51844600 NC USD -413201.46 -0.070923970200 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 51844600 USD 1 1.458 USD 2022-04-21 XXXX -413201.46 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 51844600 NC USD -1235456.82 -0.212060002607 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2027-04-25 0 USD 0 USD 51844600 USD 1 1.708 USD 2022-04-21 XXXX -1235456.82 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22033100 NC USD 475694.63 0.081650611211 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-05-11 0 USD 0 USD 22033100 USD 1 1.769 USD 2022-05-09 XXXX 475694.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 22033100 NC USD -298107.84 -0.051168724236 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2032-05-11 0 USD 0 USD 22033100 USD 1 1.769 USD 2022-05-09 XXXX -298107.84 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 23191700 NC USD 187852.77 0.032243991252 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-02-13 0 USD 0 USD 23191700 USD 1 1.99 USD 2032-02-11 XXXX 187852.77 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 23191700 NC USD -22495.95 -0.003861317643 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-02-13 0 USD 0 USD 23191700 USD 1 1.99 USD 2032-02-11 XXXX -22495.95 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 46383400 NC USD 120596.84 0.020699846236 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2057-02-13 0 USD 0 USD 46383400 USD 1 1.68 USD 2037-02-11 XXXX 120596.84 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 46383400 NC USD 168835.58 0.028979785417 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2057-02-13 0 USD 0 USD 46383400 USD 1 1.68 USD 2037-02-11 XXXX 168835.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 31239500 NC USD -534195.45 -0.091691985253 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-09-06 0 USD 0 USD 31239500 USD 1 1.648 USD 2022-09-01 XXXX -534195.45 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 31239500 NC USD 984044.25 0.168906288624 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-09-06 0 USD 0 USD 31239500 USD 1 1.648 USD 2022-09-01 XXXX 984044.25 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9762800 NC USD -261935.92 -0.044959994537 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 9762800 USD 1 1.724 USD 2023-03-02 XXXX -261935.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 9762800 NC USD 337402.37 0.057913434370 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 9762800 USD 1 1.724 USD 2023-03-02 XXXX 337402.37 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5918800 NC USD 186856.52 0.032072989907 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 5918800 USD 1 1.75 USD 2023-03-02 XXXX 186856.52 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 5918800 NC USD -143175.77 -0.024575406981 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-06 0 USD 0 USD 5918800 USD 1 1.75 USD 2023-03-02 XXXX -143175.77 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8812200 NC USD -214312.7 -0.036785706295 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-07 0 USD 0 USD 8812200 USD 1 1.735 USD 2023-03-03 XXXX -214312.7 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8812200 NC USD 305430.85 0.052425682386 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2053-03-07 0 USD 0 USD 8812200 USD 1 1.735 USD 2023-03-03 XXXX 305430.85 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 85516300 NC USD 802142.89 0.137683827222 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-06-08 0 USD 0 USD 85516300 USD 1 1.3125 USD 2022-06-06 XXXX 802142.89 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 85516300 NC USD -1498245.58 -0.257166382878 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-06-08 0 USD 0 USD 85516300 USD 1 1.5625 USD 2022-06-06 XXXX -1498245.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 85516300 NC USD -2314071.08 -0.397198761879 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-06-08 0 USD 0 USD 85516300 USD 1 1.8125 USD 2022-06-06 XXXX -2314071.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 46929900 NC USD 244504.78 0.041968026276 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-01 0 USD 0 USD 46929900 USD 1 2.31 USD 2022-06-29 XXXX 244504.78 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 46929900 NC USD -418145.41 -0.071772574565 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-07-01 0 USD 0 USD 46929900 USD 1 2.31 USD 2022-06-29 XXXX -418145.41 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 40583000 NC USD -63715.31 -0.010936415248 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2042-04-01 0 USD 0 USD 40583000 USD 1 2.135 USD 2032-03-30 XXXX -63715.31 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 40583000 NC USD 90905.92 0.015603547870 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2042-04-01 0 USD 0 USD 40583000 USD 1 2.135 USD 2032-03-30 XXXX 90905.92 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 6477800 NC USD 197054.68 0.033823453218 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 6477800 USD 1 1.168 USD 2027-06-24 XXXX 197054.68 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 6477800 NC USD -405834.17 -0.069659411608 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 6477800 USD 1 1.168 USD 2027-06-24 XXXX -405834.17 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2455400 NC USD -72188.76 -0.012390840688 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 2455400 USD 1 1.102 USD 2022-11-23 XXXX -72188.76 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 2455400 NC USD 220691.35 0.037880569761 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 2455400 USD 1 1.102 USD 2022-11-23 XXXX 220691.35 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 27375600 NC USD 730928.52 0.125460235718 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 27375600 USD 1 1.96 USD 2031-01-13 XXXX 730928.52 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 27375600 NC USD -104574.79 -0.017949741246 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 27375600 USD 1 1.96 USD 2031-01-13 XXXX -104574.79 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 49314500 NC USD -569089.33 -0.097681345758 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 49314500 USD 1 1.115 USD 2025-01-14 XXXX -569089.33 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 49314500 NC USD 59177.4 0.010157505625 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 49314500 USD 1 1.115 USD 2025-01-14 XXXX 59177.4 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 49314500 NC USD 255942.26 0.043931212685 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 49314500 USD 1 1.76 USD 2028-01-14 XXXX 255942.26 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 49314500 NC USD 44876.2 0.007702775957 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 49314500 USD 1 1.76 USD 2028-01-14 XXXX 44876.2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 16948300 NC USD 141179.34 0.024232729727 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 16948300 USD 1 1.918 USD 2031-01-22 XXXX 141179.34 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 16948300 NC USD -496076.74 -0.085149098758 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-01-24 0 USD 0 USD 16948300 USD 1 1.918 USD 2031-01-22 XXXX -496076.74 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14080100 NC USD 62234.04 0.010682162639 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 14080100 USD 1 1.625 USD 2041-01-22 XXXX 62234.04 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14080100 NC USD 236968.08 0.040674389302 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 14080100 USD 1 1.625 USD 2041-01-22 XXXX 236968.08 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 51153500 NC USD 28645.96 0.004916936192 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 -95912.81 USD 0 USD 51153500 USD 1 .485 USD 2024-01-29 XXXX -67266.85 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 51153500 NC USD 985216.41 0.169107484043 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 109980.03 USD 51153500 USD 1 .985 USD 2024-01-29 XXXX -875236.38 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7647900 NC USD -27838.36 -0.004778315679 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 7647900 USD 1 1.985 USD 2031-01-29 XXXX -27838.36 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7647900 NC USD 190585.67 0.032713079909 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 7647900 USD 1 1.985 USD 2031-01-29 XXXX 190585.67 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 14355800 NC USD -392774.69 -0.067417816987 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 14355800 USD 1 1.5 USD 2023-02-01 XXXX -392774.69 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 14355800 NC USD 806221.73 0.138383939769 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 14355800 USD 1 1.5 USD 2023-02-01 XXXX 806221.73 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2871200 NC USD -176349.1 -0.030269443659 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 2871200 USD 1 1.715 USD 2023-02-01 XXXX -176349.1 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2871200 NC USD 166558.31 0.028588903377 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2053-02-03 0 USD 0 USD 2871200 USD 1 1.715 USD 2023-02-01 XXXX 166558.31 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 20098200 NC USD 726348.95 0.124674175364 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 20098200 USD 1 1.405 USD 2024-02-02 XXXX 726348.95 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 5742300 NC USD -23371.16 -0.004011543075 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 5742300 USD 1 1.937 USD 2026-02-02 XXXX -23371.16 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 5742300 NC USD 152170.95 0.026119384774 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 5742300 USD 1 1.937 USD 2026-02-02 XXXX 152170.95 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 20098200 NC USD -199977.09 -0.034325070322 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 20098200 USD 1 1.405 USD 2024-02-02 XXXX -199977.09 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 10707100 NC USD -20985.92 -0.003602128523 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 10707100 USD 1 2.031 USD 2031-02-03 XXXX -20985.92 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 10707100 NC USD 249154.22 0.042766079468 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 10707100 USD 1 2.031 USD 2031-02-03 XXXX 249154.22 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14355800 NC USD 526570.74 0.090383241802 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 14355800 USD 1 1.3875 USD 2024-02-02 XXXX 526570.74 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 14355800 NC USD -146285.6 -0.025109193794 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 14355800 USD 1 1.3875 USD 2024-02-02 XXXX -146285.6 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 8493000 NC USD -679.44 -0.000116622488 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 8493000 USD 1 2.16 USD 2025-02-19 XXXX -679.44 N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 N/A 8493000 NC USD 111088.44 0.019067776789 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 8493000 USD 1 2.16 USD 2025-02-19 XXXX 111088.44 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2480200 NC USD -23065.86 -0.003959139852 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 2480200 USD 1 2.095 USD 2026-02-26 XXXX -23065.86 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2480200 NC USD -9077.53 -0.001558112760 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 2480200 USD 1 2.095 USD 2026-02-26 XXXX -9077.53 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2820300 NC USD 23154.66 0.003974381929 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 2820300 USD 1 2.405 USD 2031-03-03 XXXX 23154.66 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2820300 NC USD 30290.02 0.005199130893 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 2820300 USD 1 2.405 USD 2031-03-03 XXXX 30290.02 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 28930400 NC USD 38188.13 0.006554802091 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 28930400 USD 1 1.29 USD 2024-03-18 XXXX 38188.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 20251300 NC USD -85055.46 -0.014599345584 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 20251300 USD 1 2.29 USD 2024-03-18 XXXX -85055.46 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8587600 NC USD -16745.82 -0.002874336501 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 8587600 USD 1 2.285 USD 2041-03-26 XXXX -16745.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 8587600 NC USD 146933.84 0.025220460958 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 8587600 USD 1 2.285 USD 2041-03-26 XXXX 146933.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 57860800 NC USD -395767.87 -0.067931581408 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 57860800 USD 1 2.17 USD 2024-04-29 XXXX -395767.87 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 115721600 NC USD 211770.53 0.036349355491 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 115721600 USD 1 1.085 USD 2024-04-29 XXXX 211770.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 116294800 NC USD 1971196.86 0.338346111741 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 116294800 USD 1 .305 USD 2022-05-09 XXXX 1971196.86 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 232589600 NC USD -3000405.84 -0.515004701058 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 232589600 USD 1 .805 USD 2022-05-09 XXXX -3000405.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 11629500 NC USD -325393.41 -0.055852156268 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 11629500 USD 1 1.7875 USD 2022-05-09 XXXX -325393.41 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 23259000 NC USD 121644.57 0.020879683866 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 23259000 USD 1 2.2875 USD 2022-05-09 XXXX 121644.57 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 6879800 NC USD 36050.15 0.006187828485 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 6879800 USD 1 2.427 USD 2031-06-03 XXXX 36050.15 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 6879800 NC USD 64601.32 0.011088494447 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 6879800 USD 1 2.427 USD 2031-06-03 XXXX 64601.32 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 12539500 NC USD 158750.07 0.027248657916 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 12539500 USD 1 2.232 USD 2031-06-09 XXXX 158750.07 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 12539500 NC USD 81882.94 0.014054798346 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2051-06-11 0 USD 0 USD 12539500 USD 1 2.232 USD 2031-06-09 XXXX 81882.94 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 71961800 NC USD -1925697.77 -0.330536419822 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 71961800 USD 1 1.194 USD 2023-06-22 XXXX -1925697.77 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 71961800 NC USD 440406.22 0.075593531599 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-06-26 0 USD 0 USD 71961800 USD 1 1.194 USD 2023-06-22 XXXX 440406.22 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 71961800 NC USD 90671.87 0.015563374355 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 71961800 USD 1 1.9 USD 2026-06-22 XXXX 90671.87 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 71961800 NC USD 500854.13 0.085969113930 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2028-06-24 0 USD 0 USD 71961800 USD 1 1.9 USD 2026-06-22 XXXX 500854.13 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7937900 NC USD 59693.01 0.010246007510 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 7937900 USD 1 1.87 USD 2041-07-09 XXXX 59693.01 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 7937900 NC USD 14605.74 0.002507002440 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-07-11 0 USD 0 USD 7937900 USD 1 1.87 USD 2041-07-09 XXXX 14605.74 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 25975700 NC USD -939541.07 -0.161267539690 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-08-23 0 USD 0 USD 25975700 USD 1 2.07 USD 2023-08-21 XXXX -939541.07 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 23512000 NC USD -619776.32 -0.106381514843 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2033-09-01 0 USD 0 USD 23512000 USD 1 2.41 USD 2023-08-30 XXXX -619776.32 N N N CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 2054-10-09 0 USD 0 USD 20805700 USD 1 2.485 USD 2024-10-07 XXXX 494551.49 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 176037200 NC USD -401364.82 -0.068892269967 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 176037200 USD 1 1.39 USD 2024-12-09 XXXX -401364.82 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 176037200 NC USD 2036750.4 0.349598050003 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2026-12-11 0 USD 0 USD 176037200 USD 1 1.39 USD 2024-12-09 XXXX 2036750.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4497500 NC USD -196630.7 -0.033750679166 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 4497500 USD 1 2.8175 USD 2027-03-23 XXXX -196630.7 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 4497500 NC USD 171399.72 0.029419907262 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 4497500 USD 1 2.8175 USD 2027-03-23 XXXX 171399.72 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4579000 NC USD 129952.02 0.022305616234 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 4579000 USD 1 2.902 USD 2024-11-08 XXXX 129952.02 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 4579000 NC USD -220295.69 -0.037812656695 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2049-11-12 0 USD 0 USD 4579000 USD 1 2.902 USD 2024-11-08 XXXX -220295.69 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4579000 NC USD 118367.15 0.020317131065 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 4579000 USD 1 2.689 USD 2024-11-12 XXXX 118367.15 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4579000 NC USD -256378.21 -0.044006041329 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2049-11-14 0 USD 0 USD 4579000 USD 1 2.689 USD 2024-11-12 XXXX -256378.21 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7631600 NC USD -200100.55 -0.034346261616 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 7631600 USD 1 2.5 USD 2029-11-09 XXXX -200100.55 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 7631600 NC USD 179724.18 0.030848759311 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-11-13 0 USD 0 USD 7631600 USD 1 2.5 USD 2029-11-09 XXXX 179724.18 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4579000 NC USD 113330.25 0.019452572297 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 4579000 USD 1 2.505 USD 2024-11-13 XXXX 113330.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4579000 NC USD -303541.91 -0.052101455254 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 4579000 USD 1 2.505 USD 2024-11-13 XXXX -303541.91 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 219200 NC USD 30444.69 0.005225679228 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 219200 USD 1 3.27 USD 2023-10-17 XXXX 30444.69 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 219200 NC USD -18910.38 -0.003245872431 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 219200 USD 1 3.27 USD 2023-10-17 XXXX -18910.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18291600 NC USD 1677156.8 0.287875601659 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 935920.2 USD 18291600 USD 1 2.97 USD 2026-02-17 XXXX -741236.6 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18291600 NC USD 680630.44 0.116826821095 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 935920.2 USD 18291600 USD 1 2.97 USD 2026-02-17 XXXX 255289.76 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18291600 NC USD 665631.32 0.114252296940 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 938968.8 USD 18291600 USD 1 3.01 USD 2026-02-27 XXXX 273337.48 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18291600 NC USD 1720142.06 0.295253807194 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 938968.8 USD 18291600 USD 1 3.01 USD 2026-02-27 XXXX -781173.26 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 97081400 NC USD -824221.09 -0.141473440160 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 97081400 USD 1 2.2275 USD 2022-05-16 XXXX -824221.09 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 97081400 NC USD -2912.44 -0.000499905803 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 97081400 USD 1 2.2275 USD 2022-05-16 XXXX -2912.44 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 67957000 NC USD 614331.28 0.105446900879 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 67957000 USD 1 1.245 USD 2022-08-26 XXXX 614331.28 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 67957000 NC USD -1539905.62 -0.264317121008 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2024-08-31 0 USD 0 USD 67957000 USD 1 1.245 USD 2022-08-26 XXXX -1539905.62 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 17746600 NC USD 429645.19 0.073746454459 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -914393.57 USD 0 USD 17746600 USD 1 1.613 USD 2024-08-27 XXXX -484748.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 17746600 NC USD 1519641.36 0.260838861826 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2034-08-29 -914393.57 USD 0 USD 17746600 USD 1 1.613 USD 2024-08-27 XXXX 605247.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 17746600 NC USD 1515382.17 0.260107793101 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 743582.54 USD 17746600 USD 1 1.512 USD 2022-08-30 XXXX -771799.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 17746600 NC USD 47205.96 0.008102667644 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 743582.54 USD 17746600 USD 1 1.512 USD 2022-08-30 XXXX 696376.58 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14564900 NC USD 1261174.69 0.216474346752 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 937979.56 USD 14564900 USD 1 1.865 USD 2029-10-10 XXXX -323195.13 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 14564900 NC USD 710330.17 0.121924631654 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2039-10-12 0 USD 937979.56 USD 14564900 USD 1 1.865 USD 2029-10-10 XXXX 227649.39 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16895300 NC USD 814860.32 0.139866710667 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 937980.45 USD 16895300 USD 1 1.9875 USD 2026-10-19 XXXX 123120.13 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16895300 NC USD 1267823.31 0.217615549222 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2036-10-21 0 USD 937980.45 USD 16895300 USD 1 1.9875 USD 2026-10-19 XXXX -329842.86 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35660900 NC USD 674704.23 0.115809616700 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 391200.07 USD 35660900 USD 1 3.229 USD 2023-11-30 XXXX -283504.16 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 35660900 NC USD 3253700.52 0.558481469838 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2033-12-04 0 USD 4047512.15 USD 35660900 USD 1 3.229 USD 2023-11-30 XXXX 793811.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 36043400 NC USD 964881.82 0.165617153067 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 594230.78 USD 36043400 USD 1 2.9425 USD 2024-02-13 XXXX -370651.04 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 36043400 NC USD 2724881.04 0.467712243029 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2034-02-15 0 USD 3327932.29 USD 36043400 USD 1 2.9425 USD 2024-02-13 XXXX 603051.25 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 34601700 NC USD 1669532.03 0.286566847909 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 1132445.5 USD 34601700 USD 1 3.195 USD 2025-11-28 XXXX -537086.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 34601700 NC USD 9294016.62 1.595271608660 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 9240755 USD 34601700 USD 1 3.195 USD 2025-11-28 XXXX -53261.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 73288200 NC USD 2808403.82 0.482048511734 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 -1675314.8 USD 0 USD 73288200 USD 1 3.312 USD 2028-11-27 XXXX 1133089.02 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 73288200 NC USD 8293292.71 1.423502339569 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-11-29 -8243729.68 USD 0 USD 73288200 USD 1 3.312 USD 2028-11-27 XXXX 49563.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 21626000 NC USD 4969222.28 0.852942225576 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 4586634.31 USD 21626000 USD 1 2.7875 USD 2029-04-24 XXXX -382587.97 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 21626000 NC USD 1823071.8 0.312921183811 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2059-04-26 0 USD 1492073.86 USD 21626000 USD 1 2.7875 USD 2029-04-24 XXXX -330997.94 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 6092600 NC USD -44902.46 -0.007707283355 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2055-01-16 0 USD 0 USD 6092600 USD 1 2.032 USD 2025-01-14 XXXX -44902.46 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 6092600 NC USD 117709.03 0.020204168049 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2055-01-16 0 USD 0 USD 6092600 USD 1 2.032 USD 2025-01-14 XXXX 117709.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5474400 NC USD -61860.72 -0.010618084123 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2055-01-24 0 USD 0 USD 5474400 USD 1 1.727 USD 2025-01-22 XXXX -61860.72 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 5474400 NC USD 138283.34 0.023735645768 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2055-01-24 0 USD 0 USD 5474400 USD 1 1.727 USD 2025-01-22 XXXX 138283.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 12942000 NC USD -697185.54 -0.119668421459 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 12942000 USD 1 1.275 USD 2030-03-05 XXXX -697185.54 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 12942000 NC USD 977250.42 0.167740161581 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. 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Smith NPORT Principal Financial Officer