Period RanUnderlyingDivs ReceivOpt Premium

Opt Premium
Period P&LResult
08/02/2015 0 0 157436250 118872499 38563751 Gain
08/02/2015 0 0 0 4020000 -4020000 Loss
09/24/2015 0 0 2420000 1280000 1140000 Gain
10/29/2015 0 0 0 2520000 -2520000 Loss
11/26/2015 0 0 160000 2340000 -2180000 Loss
12/31/2015 0 0 0 2040000 -2040000 Loss
01/28/2016 0 0 1840000 2500000 -660000 Loss
02/25/2016 0 0 7940000 2160000 5780000 Gain
03/31/2016 0 0 3920000 2560000 1360000 Gain
04/28/2016 0 0 1620000 2440000 -820000 Loss
05/26/2016 0 0 10780000 2180000 8600000 Gain
06/30/2016 0 0 23700000 4650000 19050000 Gain
07/28/2016 0 0 3600000 6000000 -2400000 Loss
08/24/2016 0 0 0 5820000 -5820000 Loss
09/29/2016 0 0 17790000 4440000 13350000 Gain
10/27/2016 0 0 13080000 5370000 7710000 Gain
11/24/2016 0 0 0 7740000 -7740000 Loss
12/29/2016 0 0 15260000 3762500 11497500 Gain
01/25/2017 0 0 997500 3832500 -2835000 Loss
02/23/2017 0 0 5075000 4532500 542500 Gain
03/30/2017 0 0 0 1627500 -1627500 Loss
04/27/2017 0 0 0 3657500 -3657500 Loss
05/25/2017 0 0 5670000 3132500 2537500 Gain
06/29/2017 0 0 10465000 4060000 6405000 Gain
07/27/2017 0 0 10115000 3885000 6230000 Gain
08/31/2017 0 0 0 3762500 -3762500 Loss
09/28/2017 0 0 11497500 4270000 7227500 Gain
10/26/2017 0 0 0 4777500 -4777500 Loss
11/30/2017 0 0 5722500 1907500 3815000 Gain
12/28/2017 0 0 2730000 2633750 96250 Gain
01/25/2018 0 0 0 2721250 -2721250 Loss
02/22/2018 0 0 0 1785000 -1785000 Loss
03/28/2018 0 0 1802500 2047500 -245000 Loss
04/26/2018 0 0 0 2581250 -2581250 Loss
05/31/2018 0 0 0 2073750 -2073750 Loss
06/28/2018 0 0 0 1960000 -1960000 Loss
07/26/2018 0 0 1251250 1802500 -551250 Loss
Period RanUnderlyingDivs ReceivOpt Premium
Opt Premium
Period P&LResult
08/02/2015 0 0 192633750 168519999 24113750 Gain
08/02/2015 0 0 20000 4020000 -4000000 Loss
09/24/2015 0 0 2940000 1700000 1240000 Gain
10/29/2015 0 0 660000 2520000 -1860000 Loss
11/26/2015 0 0 1000000 2340000 -1340000 Loss
12/31/2015 0 0 700000 2040000 -1340000 Loss
01/28/2016 0 0 2700000 2500000 200000 Gain
02/25/2016 0 0 9280000 8100000 1180000 Gain
03/31/2016 0 0 5060000 2560000 2500000 Gain
04/28/2016 0 0 2580000 2440000 140000 Gain
05/26/2016 0 0 11580000 8960000 2620000 Gain
06/30/2016 0 0 25020000 19350000 5670000 Gain
07/28/2016 0 0 6240000 6090000 150000 Gain
08/24/2016 0 0 1710000 5820000 -4110000 Loss
09/29/2016 0 0 19500000 13230000 6270000 Gain
10/27/2016 0 0 14850000 6450000 8400000 Gain
11/24/2016 0 0 2370000 7740000 -5370000 Loss
12/29/2016 0 0 16117500 10272500 5845000 Gain
01/25/2017 0 0 997500 3832500 -2835000 Loss
02/23/2017 0 0 6317500 4532500 1785000 Gain
03/30/2017 0 0 437500 1627500 -1190000 Loss
04/27/2017 0 0 1242500 3657500 -2415000 Loss
05/25/2017 0 0 6667500 3132500 3535000 Gain
06/29/2017 0 0 11392500 5775000 5617500 Gain
07/27/2017 0 0 10815000 3885000 6930000 Gain
08/31/2017 0 0 752500 3762500 -3010000 Loss
09/28/2017 0 0 12477500 5267500 7210000 Gain
10/26/2017 0 0 1470000 4777500 -3307500 Loss
11/30/2017 0 0 6466250 4130000 2336250 Gain
12/28/2017 0 0 3123750 2633750 490000 Gain
01/25/2018 0 0 1050000 2721250 -1671250 Loss
02/22/2018 0 0 455000 1785000 -1330000 Loss
03/28/2018 0 0 2327500 2047500 280000 Gain
04/26/2018 0 0 805000 2581250 -1776250 Loss
05/31/2018 0 0 848750 2073750 -1225000 Loss
06/28/2018 0 0 708750 1960000 -1251250 Loss
07/26/2018 0 0 1951250 2205000 -253750 Loss
Period RanUnderlyingDivs ReceivOpt PremiuOpt PremiuPeriod P&LResult
08/02/2015 0 0 55987500 32227500 23760000 Gain
08/02/2015 0 0 0 2580000 -2580000 Loss
10/29/2015 0 0 3480000 3840000 -360000 Loss
12/31/2015 0 0 1540000 6160000 -4620000 Loss
02/25/2016 0 0 3420000 0 3420000 Gain
04/28/2016 0 0 3660000 0 3660000 Gain
06/30/2016 0 0 6030000 30000 6000000 Gain
08/24/2016 0 0 5160000 0 5160000 Gain
10/27/2016 0 0 5310000 0 5310000 Gain
12/29/2016 0 0 3570000 0 3570000 Gain
02/23/2017 0 0 4252500 5652500 -1400000 Loss
04/27/2017 0 0 2362500 0 2362500 Gain
06/29/2017 0 0 2415000 0 2415000 Gain
08/31/2017 0 0 4130000 0 4130000 Gain
10/26/2017 0 0 4130000 0 4130000 Gain
12/28/2017 0 0 2108750 0 2108750 Gain
02/22/2018 0 0 1268750 3447500 -2178750 Loss
04/26/2018 0 0 1723750 8750000 -7026250 Loss
06/28/2018 0 0 1426250 1767500 -341250 Loss
Period RanUnderlyingDivs ReceivOpt PremiumOpt PremiumPeriod P&L Result
08/01/2013 0 0 178170000 154365000 23805000 Gain
08/01/2013 0 0 4260000 2630000 1630000 Gain
09/26/2013 0 0 2810000 1550000 1260000 Gain
10/31/2013 0 0 2450000 2020000 430000 Gain
11/28/2013 0 0 2240000 150000 2090000 Gain
12/26/2013 0 0 2710000 0 2710000 Gain
01/30/2014 0 0 1950000 0 1950000 Gain
02/26/2014 0 0 1750000 3730000 -1980000 Loss
03/27/2014 0 0 2210000 0 2210000 Gain
04/24/2014 0 0 1910000 0 1910000 Gain
05/29/2014 0 0 710000 2110000 -1400000 Loss
06/26/2014 0 0 1780000 5370000 -3590000 Loss
07/31/2014 0 0 1880000 2380000 -500000 Loss
08/28/2014 0 0 1950000 3010000 -1060000 Loss
09/25/2014 0 0 2650000 0 2650000 Gain
10/30/2014 0 0 2350000 2940000 -590000 Loss
11/27/2014 0 0 2250000 0 2250000 Gain
12/24/2014 0 0 2300000 3890000 -1590000 Loss
01/29/2015 0 0 2320000 990000 1330000 Gain
02/26/2015 0 0 2190000 7110000 -4920000 Loss
03/26/2015 0 0 2670000 1000000 1670000 Gain
04/30/2015 0 0 2820000 840000 1980000 Gain
05/28/2015 0 0 2290000 2700000 -410000 Loss
06/25/2015 0 0 2410000 1110000 1300000 Gain
07/30/2015 0 0 2570000 0 2570000 Gain
08/27/2015 0 0 2160000 0 2160000 Gain
09/24/2015 0 0 2240000 2300000 -60000 Loss
10/29/2015 0 0 2340000 3555000 -1215000 Loss
11/26/2015 0 0 1650000 1095000 555000 Gain
12/31/2015 0 0 2220000 0 2220000 Gain
01/28/2016 0 0 2190000 1875000 315000 Gain
02/25/2016 0 0 1965000 3060000 -1095000 Loss
03/31/2016 0 0 2070000 6450000 -4380000 Loss
04/28/2016 0 0 765000 0 765000 Gain
05/26/2016 0 0 2130000 0 2130000 Gain
06/30/2016 0 0 3350000 1275000 2075000 Gain
07/28/2016 0 0 3425000 200000 3225000 Gain
08/24/2016 0 0 2875000 0 2875000 Gain
09/29/2016 0 0 3225000 1250000 1975000 Gain
10/27/2016 0 0 2875000 0 2875000 Gain
11/24/2016 0 0 2525000 2625000 -100000 Loss
12/29/2016 0 0 2240000 4305000 -2065000 Loss
01/25/2017 0 0 3220000 32970000 -29750000 Loss
02/23/2017 0 0 9030000 0 9030000 Gain
03/30/2017 0 0 1190000 1855000 -665000 Loss
04/27/2017 0 0 4235000 0 4235000 Gain
05/25/2017 0 0 4165000 6545000 -2380000 Loss
06/29/2017 0 0 4060000 8925000 -4865000 Loss
07/27/2017 0 0 5880000 2205000 3675000 Gain
08/31/2017 0 0 5005000 0 5005000 Gain
09/28/2017 0 0 3395000 16940000 -13545000 Loss
10/26/2017 0 0 5355000 1365000 3990000 Gain
11/30/2017 0 0 4655000 8680000 -4025000 Loss
12/28/2017 0 0 4515000 0 4515000 Gain
01/25/2018 0 0 5635000 0 5635000 Gain
02/22/2018 0 0 3535000 0 3535000 Gain
03/28/2018 0 0 3605000 0 3605000 Gain
04/26/2018 0 0 3780000 0 3780000 Gain
05/31/2018 0 0 4025000 0 4025000 Gain
06/28/2018 0 0 3185000 1260000 1925000 Gain
07/26/2018 0 0 4025000 2100000 1925000 Gain
Period RanUnderlyingDivs ReceivOpt PremiuOpt PremiuPeriod P&L Result
08/01/2013 0 0 90650000 64270000 26380000 Gain
08/01/2013 0 0 0 0 0 Unchanged
10/31/2013 0 0 1940000 0 1940000 Gain
12/26/2013 0 0 1630000 0 1630000 Gain
02/27/2014 0 0 2170000 0 2170000 Gain
04/24/2014 0 0 2220000 0 2220000 Gain
06/26/2014 0 0 2180000 5380000 -3200000 Loss
08/28/2014 0 0 2470000 0 2470000 Gain
10/30/2014 0 0 2580000 0 2580000 Gain
12/24/2014 0 0 1990000 990000 1000000 Gain
02/26/2015 0 0 2100000 4000000 -1900000 Loss
04/30/2015 0 0 3310000 0 3310000 Gain
06/25/2015 0 0 780000 0 780000 Gain
08/27/2015 0 0 2270000 0 2270000 Gain
10/29/2015 0 0 3705000 1095000 2610000 Gain
12/31/2015 0 0 2145000 0 2145000 Gain
02/25/2016 0 0 3075000 6450000 -3375000 Loss
04/28/2016 0 0 3165000 0 3165000 Gain
06/30/2016 0 0 3575000 50000 3525000 Gain
08/24/2016 0 0 4100000 0 4100000 Gain
10/27/2016 0 0 3525000 0 3525000 Gain
12/29/2016 0 0 1050000 32970000 -31920000 Loss
02/23/2017 0 0 2100000 0 2100000 Gain
04/27/2017 0 0 4865000 0 4865000 Gain
06/29/2017 0 0 4025000 3955000 70000 Gain
08/31/2017 0 0 4725000 4690000 35000 Gain
10/26/2017 0 0 7035000 3430000 3605000 Gain
12/28/2017 0 0 5075000 0 5075000 Gain
02/22/2018 0 0 4830000 0 4830000 Gain
04/26/2018 0 0 3465000 0 3465000 Gain
06/28/2018 0 0 4550000 1260000 3290000 Gain
Period RanUnderlyingDivs ReceivOpt PremiumOpt PremiumPeriod P&L Result
08/01/2013 0 0 139445000 125210000 14235000 Gain
08/01/2013 0 0 2590000 2080000 510000 Gain
09/26/2013 0 0 1280000 1130000 150000 Gain
10/31/2013 0 0 970000 800000 170000 Gain
11/28/2013 0 0 600000 570000 30000 Gain
12/26/2013 0 0 3570000 400000 3170000 Gain
01/30/2014 0 0 2800000 800000 2000000 Gain
02/26/2014 0 0 780000 2190000 -1410000 Loss
03/27/2014 0 0 740000 400000 340000 Gain
04/24/2014 0 0 1440000 1090000 350000 Gain
05/29/2014 0 0 830000 460000 370000 Gain
06/26/2014 0 0 860000 3960000 -3100000 Loss
07/31/2014 0 0 570000 630000 -60000 Loss
08/28/2014 0 0 530000 530000 0 Gain
09/25/2014 0 0 660000 480000 180000 Gain
10/30/2014 0 0 450000 330000 120000 Gain
11/27/2014 0 0 1600000 380000 1220000 Gain
12/24/2014 0 0 710000 1230000 -520000 Loss
01/29/2015 0 0 860000 410000 450000 Gain
02/26/2015 0 0 530000 3680000 -3150000 Loss
03/26/2015 0 0 780000 820000 -40000 Loss
04/30/2015 0 0 960000 770000 190000 Gain
05/28/2015 0 0 560000 630000 -70000 Loss
06/25/2015 0 0 950000 660000 290000 Gain
07/30/2015 0 0 2270000 400000 1870000 Gain
08/27/2015 0 0 1910000 770000 1140000 Gain
09/24/2015 0 0 880000 510000 370000 Gain
10/29/2015 0 0 660000 1125000 -465000 Loss
11/26/2015 0 0 345000 1620000 -1275000 Loss
12/31/2015 0 0 9525000 1110000 8415000 Gain
01/28/2016 0 0 915000 1050000 -135000 Loss
02/25/2016 0 0 690000 1230000 -540000 Loss
03/31/2016 0 0 870000 4515000 -3645000 Loss
04/28/2016 0 0 2160000 1110000 1050000 Gain
05/26/2016 0 0 870000 1050000 -180000 Loss
06/30/2016 0 0 1225000 1350000 -125000 Loss
07/28/2016 0 0 2400000 1250000 1150000 Gain
08/24/2016 0 0 8550000 1650000 6900000 Gain
09/29/2016 0 0 825000 875000 -50000 Loss
10/27/2016 0 0 1200000 650000 550000 Gain
11/24/2016 0 0 900000 750000 150000 Gain
12/29/2016 0 0 560000 1575000 -1015000 Loss
01/25/2017 0 0 1225000 29820000 -28595000 Loss
02/23/2017 0 0 22960000 4725000 18235000 Gain
03/30/2017 0 0 1400000 1260000 140000 Gain
04/27/2017 0 0 1610000 735000 875000 Gain
05/25/2017 0 0 875000 1190000 -315000 Loss
06/29/2017 0 0 1085000 3045000 -1960000 Loss
07/27/2017 0 0 2135000 2240000 -105000 Loss
08/31/2017 0 0 8085000 1050000 7035000 Gain
09/28/2017 0 0 1260000 13055000 -11795000 Loss
10/26/2017 0 0 2485000 2695000 -210000 Loss
11/30/2017 0 0 1505000 3290000 -1785000 Loss
12/28/2017 0 0 3570000 1820000 1750000 Gain
01/25/2018 0 0 8715000 1995000 6720000 Gain
02/22/2018 0 0 2695000 1365000 1330000 Gain
03/28/2018 0 0 4480000 1645000 2835000 Gain
04/26/2018 0 0 3955000 1505000 2450000 Gain
05/31/2018 0 0 2310000 1715000 595000 Gain
06/28/2018 0 0 1645000 1820000 -175000 Loss
07/26/2018 0 0 5075000 3220000 1855000 Gain
Period RanUnderlyingDivs ReceivOpt PremiuOpt PremiuPeriod P&LResult
08/01/2013 0 0 44913112 27113864 17799249 Gain
08/01/2013 0 0 2240000 0 2240000 Gain
10/31/2013 0 0 1480000 960000 520000 Gain
12/26/2013 0 0 20000 0 20000 Gain
02/27/2014 0 0 2260000 0 2260000 Gain
04/24/2014 0 0 1759996 6399986 -4639990 Loss
06/26/2014 0 0 2644144 0 2644144 Gain
08/28/2014 0 0 482508 250904 231604 Gain
10/30/2014 0 0 579010 0 579010 Gain
12/24/2014 0 0 482508 0 482508 Gain
02/26/2015 0 0 1775629 0 1775629 Gain
04/30/2015 0 0 849214 0 849214 Gain
06/25/2015 0 0 1717728 0 1717728 Gain
08/27/2015 0 0 1891431 2759946 -868514 Loss
10/29/2015 0 0 2161636 0 2161636 Gain
12/31/2015 0 0 965016 0 965016 Gain
02/25/2016 0 0 2200236 7141118 -4940882 Loss
04/28/2016 0 0 2817847 656211 2161636 Gain
06/30/2016 0 0 1519900 303980 1215920 Gain
08/24/2016 0 0 1302772 0 1302772 Gain
10/27/2016 0 0 3039800 0 3039800 Gain
12/29/2016 0 0 130277 2996375 -2866098 Loss
02/23/2017 0 0 1302772 0 1302772 Gain
04/27/2017 0 0 651386 0 651386 Gain
06/29/2017 0 0 2344989 0 2344989 Gain
08/31/2017 0 0 217129 0 217129 Gain
10/26/2017 0 0 1302772 3951741 -2648969 Loss
12/28/2017 0 0 2214712 0 2214712 Gain
02/22/2018 0 0 1259346 0 1259346 Gain
04/26/2018 0 0 1737029 0 1737029 Gain
06/28/2018 0 0 1563326 1693603 -130277 Loss
Period RanUnderlyingDivs ReceivOpt PremiuOpt PremiuPeriod P&LResult
08/01/2013 0 0 97245696 69064528 28181168 Gain
08/01/2013 0 0 2420000 20000 2400000 Gain
09/26/2013 0 0 1260000 0 1260000 Gain
10/31/2013 0 0 420000 0 420000 Gain
11/28/2013 0 0 900000 2960000 -2060000 Loss
12/26/2013 0 0 1720000 5220000 -3500000 Loss
01/30/2014 0 0 1020000 1780000 -760000 Loss
02/26/2014 0 0 1460000 0 1460000 Gain
03/27/2014 0 0 719998 0 719998 Gain
04/24/2014 0 0 1099998 5419988 -4319991 Loss
05/29/2014 0 0 2939994 0 2939994 Gain
06/26/2014 0 0 2142336 0 2142336 Gain
07/31/2014 0 0 1254521 2277438 -1022917 Loss
08/28/2014 0 0 1080818 0 1080818 Gain
09/25/2014 0 0 1042217 250904 791313 Gain
10/30/2014 0 0 907115 0 907115 Gain
11/27/2014 0 0 926415 2431840 -1505425 Loss
12/24/2014 0 0 1138719 1215920 -77201 Loss
01/29/2015 0 0 1158019 0 1158019 Gain
02/26/2015 0 0 1100118 501808 598310 Gain
03/26/2015 0 0 984316 0 984316 Gain
04/30/2015 0 0 772013 0 772013 Gain
05/28/2015 0 0 752712 0 752712 Gain
06/25/2015 0 0 849214 154403 694812 Gain
07/30/2015 0 0 752712 1717728 -965016 Loss
08/27/2015 0 0 1389623 984316 405307 Gain
09/24/2015 0 0 1158019 829914 328105 Gain
10/29/2015 0 0 1505425 0 1505425 Gain
11/26/2015 0 0 926415 0 926415 Gain
12/31/2015 0 0 1119419 3860064 -2740645 Loss
01/28/2016 0 0 1775630 347406 1428224 Gain
02/25/2016 0 0 2238837 3589860 -1351022 Loss
03/31/2016 0 0 2007233 1351022 656211 Gain
04/28/2016 0 0 1698428 887815 810613 Gain
05/26/2016 0 0 1582626 0 1582626 Gain
06/30/2016 0 0 1737029 0 1737029 Gain
07/28/2016 0 0 1867306 1302772 564534 Gain
08/24/2016 0 0 2431840 0 2431840 Gain
09/29/2016 0 0 1867306 1780455 86851 Gain
10/27/2016 0 0 2431840 4863681 -2431840 Loss
11/24/2016 0 0 2127860 2301563 -173703 Loss
12/29/2016 0 0 1433049 86851 1346197 Gain
01/25/2017 0 0 1563326 0 1563326 Gain
02/23/2017 0 0 2301563 2084435 217129 Gain
03/30/2017 0 0 1780455 303980 1476474 Gain
04/27/2017 0 0 1042217 0 1042217 Gain
05/25/2017 0 0 1519900 0 1519900 Gain
06/29/2017 0 0 1476474 0 1476474 Gain
07/27/2017 0 0 1389623 0 1389623 Gain
08/31/2017 0 0 1259346 0 1259346 Gain
09/28/2017 0 0 2388415 1867306 521109 Gain
10/26/2017 0 0 2127860 6253304 -4125443 Loss
11/30/2017 0 0 4082018 0 4082018 Gain
12/28/2017 0 0 2952949 0 2952949 Gain
01/25/2018 0 0 3083226 86851 2996375 Gain
02/22/2018 0 0 1650177 868514 781663 Gain
03/28/2018 0 0 1563326 3083226 -1519900 Loss
04/26/2018 0 0 2344989 1042217 1302772 Gain
05/31/2018 0 0 2084435 5080809 -2996375 Loss
06/28/2018 0 0 1954157 0 1954157 Gain
07/26/2018 0 0 2562118 2258137 303980 Gain
Period RanUnderlyingDivs ReceivOpt PremiuOpt PremiuPeriod P&LResult
08/01/2013 0 0 39839128 28545246 11293882 Gain
08/01/2013 0 0 1240000 140000 1100000 Gain
10/31/2013 0 0 1140000 0 1140000 Gain
12/26/2013 0 0 1620000 0 1620000 Gain
02/27/2014 0 0 1060000 0 1060000 Gain
04/24/2014 0 0 1239997 0 1239997 Gain
06/26/2014 0 0 1717728 4207470 -2489741 Loss
08/28/2014 0 0 965016 0 965016 Gain
10/30/2014 0 0 849214 1466824 -617610 Loss
12/24/2014 0 0 1351022 0 1351022 Gain
02/26/2015 0 0 1235220 656211 579010 Gain
04/30/2015 0 0 656211 0 656211 Gain
06/25/2015 0 0 965016 3647760 -2682744 Loss
08/27/2015 0 0 1370323 0 1370323 Gain
10/29/2015 0 0 1119419 0 1119419 Gain
12/31/2015 0 0 887815 6137502 -5249687 Loss
02/25/2016 0 0 1852831 0 1852831 Gain
04/28/2016 0 0 1852831 0 1852831 Gain
06/30/2016 0 0 1259346 43426 1215920 Gain
08/24/2016 0 0 1737029 0 1737029 Gain
10/27/2016 0 0 1780455 0 1780455 Gain
12/29/2016 0 0 1650177 0 1650177 Gain
02/23/2017 0 0 1346197 0 1346197 Gain
04/27/2017 0 0 911940 0 911940 Gain
06/29/2017 0 0 1476474 0 1476474 Gain
08/31/2017 0 0 1302772 0 1302772 Gain
10/26/2017 0 0 911940 0 911940 Gain
12/28/2017 0 0 1780455 2258137 -477683 Loss
02/22/2018 0 0 1737029 0 1737029 Gain
04/26/2018 0 0 1172494 9423381 -8250887 Loss
06/28/2018 0 0 1650177 564534 1085643 Gain