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POOL B1V7KEBTPIMZEU4LTD58 31418CG32 805965.48 PA USD 846241.27 0.034375667206 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E57 207941.84 PA USD 218982.95 0.008895435947 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FA5 148030.08 PA USD 155890.05 0.006332501935 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJPQ5 349935.04 PA USD 368515.58 0.014969689363 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHAX5 82864.79 PA USD 87264.67 0.00354482978 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FF4 81440.28 PA USD 85764.52 0.003483891299 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E5E67 380511.33 PA USD 406166.13 0.016499114626 Long ABS-MBS USGSE US N 2 2045-11-01 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0.236286423684 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 4.327 N N N N N N FANNIE MAE REMICS N/A 3136AJGA8 5751711.1 PA USD 685825.98 0.02785934282 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 3136AMZR3 12165430.59 PA USD 1337665.74 0.054338111294 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS N/A 3136AMMX4 5301214.37 PA USD 393530.35 0.015985829132 Long ABS-MBS USGSE US N 2 2044-03-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136A9X60 10374995.32 PA USD 1626436.14 0.066068424528 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 3136A94J4 9594099.58 PA USD 1290119.53 0.052406708572 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 4 N N N N N N FANNIE MAE REMICS N/A 31396PCT6 7833.36 PA USD 6999.11 0.000284314987 Long ABS-MBS USGSE US N 2 2037-01-25 Fixed 0 N N N N N N FANNIE MAE REMICS N/A 31396WVP8 15998.91 PA USD 15109.62 0.000613776812 Long ABS-MBS USGSE US N 2 2037-07-25 Fixed 0 N N N N N 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 5702000 USD 1 2.505 USD 2024-11-13 XXXX 421833.96 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 5702000 NC USD -528290.3 -0.021459992776 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 5702000 USD 1 2.505 USD 2024-11-13 XXXX -528290.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 4882137.36 0.19832018963 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-06 -2250504.76 USD 0 USD 18691900 USD 1 3 USD 2047-04-06 XXXX 2631632.6 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 4881389.68 0.198289817678 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2048-04-17 -2122465.25 USD 0 USD 18691900 USD 1 3 USD 2047-04-17 XXXX 2758924.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD 274952.96 0.011169026831 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1179600 USD 1 3.27 USD 2023-10-17 XXXX 274952.96 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD -109089.41 -0.004431385453 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1179600 USD 1 3.27 USD 2023-10-17 XXXX -109089.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 191237000 NC USD 191.24 0.000007768473 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2021-11-20 -1042241.65 USD 0 USD 191237000 USD 1 3.0975 USD 2019-11-18 XXXX -1042050.41 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 382473900 NC USD 382.47 0.00001553654 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 4883632.71 0.198380933127 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 36582400 NC USD 3839322.88 0.155959405782 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-02-20 0 USD 745366.4 USD 36582400 USD 1 2.7225 USD 2020-02-18 XXXX -3093956.48 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 50300800 NC USD 5360053.25 0.217733893699 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 -1511310.4 USD 0 USD 50300800 USD 1 2.764 USD 2021-02-16 XXXX 3848742.85 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 1557587.14 0.063271668573 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2036-02-19 0 USD 701924.8 USD 13718400 USD 1 2.97 USD 2026-02-17 XXXX -855662.34 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 50300800 NC USD 125752 0.005108246378 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 -1511310.4 USD 0 USD 50300800 USD 1 2.764 USD 2021-02-16 XXXX -1385558.4 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 36582400 NC USD 2560.77 0.000104022553 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2030-02-20 0 USD 745366.4 USD 36582400 USD 1 2.7225 USD 2020-02-18 XXXX 742805.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 13718400 NC USD 280815.65 0.011407178629 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. 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