0000869392-23-002531.txt : 20231121 0000869392-23-002531.hdr.sgml : 20231121 20231121114429 ACCESSION NUMBER: 0000869392-23-002531 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231121 DATE AS OF CHANGE: 20231121 PERIOD START: 20230930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MASTER INTERMEDIATE INCOME TRUST CENTRAL INDEX KEY: 0000830622 IRS NUMBER: 046584465 STATE OF INCORPORATION: MA FISCAL YEAR END: 1117 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05498 FILM NUMBER: 231425519 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 NPORT-P 1 primary_doc.xml NPORT-P false 0000830622 XXXXXXXX Putnam Master Intermediate Income Trust 811-05498 0000830622 QYQERD8ESA0ALFI8LA12 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Master Intermediate 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Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 186581.09 PA USD 36362.38 0.022553938275 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BM66 1030648.67 PA USD 32568.5 0.020200766251 Long ABS-MBS USGA US N 2 2063-02-20 Variable 1.554 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAE6 1574096.06 PA USD 61232.34 0.037979648659 Long ABS-MBS USGA US N 2 2065-04-20 Variable .047 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UVA5 1267729.55 PA USD 39553.16 0.024533034670 Long ABS-MBS USGA US N 2 2065-03-20 Variable 1.744 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWF9 437103.53 PA USD 27231.55 0.016890497757 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCY0 1435856.44 PA USD 49967.8 0.030992764416 Long ABS-MBS USGA US N 2 2065-06-20 Variable .529 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFK7 2662031.81 PA USD 131770.57 0.081731319630 Long ABS-MBS USGA US N 2 2065-08-20 Variable .749 N N N N N N GNMA 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B4TYDEB6GKMZO031MB27 N/A 29258100 NC USD 34524.56 0.021414021723 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 29258100 USD 1 .7988 USD 2024-04-29 XXXX 34524.56 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6660800 NC USD -188767.07 -0.117083668483 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 6660800 USD 1 2.063 USD 2026-04-13 XXXX -188767.07 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6660800 NC USD 676604.06 0.419666870156 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 6660800 USD 1 2.063 USD 2026-04-13 XXXX 676604.06 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2128300 NC USD -19431.38 -0.012052405401 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 2128300 USD 1 .9876 USD 2030-03-05 XXXX -19431.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2128300 NC USD 147342.21 0.091389703030 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 2128300 USD 1 .9876 USD 2030-03-05 XXXX 147342.21 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4191700 NC USD -15551.21 -0.009645711597 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 4191700 USD 1 .6385 USD 2030-03-26 XXXX -15551.21 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 4191700 NC USD 202333.36 0.125498224056 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 4191700 USD 1 .6385 USD 2030-03-26 XXXX 202333.36 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2134700 NC USD 103020.62 0.063899027087 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 2134700 USD 1 .5644 USD 2030-03-27 XXXX 103020.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 2134700 NC USD -7407.41 -0.004594481107 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-29 0 USD 0 USD 2134700 USD 1 .5644 USD 2030-03-27 XXXX -7407.41 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1980600 NC USD -37373.92 -0.023181350747 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-05-28 0 USD 0 USD 1980600 USD 1 3.49 USD 2030-05-23 XXXX -37373.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1980600 NC USD 50624.14 0.031399862407 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-05-28 0 USD 0 USD 1980600 USD 1 3.49 USD 2030-05-23 XXXX 50624.14 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5609200 NC USD -192339.47 -0.119299466489 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-07-07 0 USD 0 USD 5609200 USD 1 3.3225 USD 2028-07-05 XXXX -192339.47 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5609200 NC USD 131143.1 0.081342128393 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-07-07 0 USD 0 USD 5609200 USD 1 3.3225 USD 2028-07-05 XXXX 131143.1 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4943700 NC USD 220489.02 0.136759358091 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-10-18 0 USD 0 USD 4943700 USD 1 3.49 USD 2023-10-16 XXXX 220489.02 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4943700 NC USD -155380.49 -0.096375484240 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-10-18 0 USD 0 USD 4943700 USD 1 3.77 USD 2023-10-16 XXXX -155380.49 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4943700 NC USD -76726.22 -0.047589801052 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2033-10-18 0 USD 0 USD 4943700 USD 1 4.05 USD 2023-10-16 XXXX -76726.22 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2115600 NC USD 89659.13 0.055611499683 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2033-10-24 0 USD 0 USD 2115600 USD 1 3.519 USD 2023-10-20 XXXX 89659.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2115600 NC USD -36451.79 -0.022609395251 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2033-10-24 0 USD 0 USD 2115600 USD 1 3.519 USD 2023-10-20 XXXX -36451.79 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4889900 NC USD -182002.08 -0.112887651421 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2036-07-29 0 USD 0 USD 4889900 USD 1 3.28 USD 2026-07-27 XXXX -182002.08 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 4889900 NC USD 112809.99 0.069970930156 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2036-07-29 0 USD 0 USD 4889900 USD 1 3.28 USD 2026-07-27 XXXX 112809.99 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 4097800 NC USD -42576.14 -0.026408052321 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Call Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2036-08-19 0 USD 0 USD 4097800 USD 1 3.5475 USD 2026-08-17 XXXX -42576.14 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 4097800 NC USD 40732.13 0.025264296392 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Put Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2036-08-19 0 USD 0 USD 4097800 USD 1 4.0475 USD 2026-08-17 XXXX 40732.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6089700 NC USD -83733.38 -0.051936025202 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-09-19 0 USD 0 USD 6089700 USD 1 3.857 USD 2028-09-15 XXXX -83733.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6089700 NC USD 52249.63 0.032408080272 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2038-09-19 0 USD 0 USD 6089700 USD 1 3.857 USD 2028-09-15 XXXX 52249.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6089700 NC USD -74903.31 -0.046459132498 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-09-18 0 USD 0 USD 6089700 USD 1 3.887 USD 2030-09-16 XXXX -74903.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6089700 NC USD 46099.03 0.028593141515 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-09-18 0 USD 0 USD 6089700 USD 1 3.887 USD 2030-09-16 XXXX 46099.03 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1387400 NC -38687.29 -0.023995974705 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 1387400 AUD 1 1.692 AUD 2025-01-29 XXXX -38687.29 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1387400 NC 175301.51 0.108731591169 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 1387400 AUD 1 1.692 AUD 2025-01-29 XXXX 175301.51 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1940600 NC 214930.31 0.133311541907 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 1940600 AUD 1 1.445 AUD 2030-03-27 XXXX 214930.31 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1940600 NC -55310.93 -0.034306866084 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 1940600 AUD 1 1.445 AUD 2030-03-27 XXXX -55310.93 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 929600 NC 195288.03 0.121128324783 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 929600 AUD 1 1.441 AUD 2025-07-01 XXXX 195288.03 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 929600 NC -47528.02 -0.029479479325 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 929600 AUD 1 1.441 AUD 2025-07-01 XXXX -47528.02 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 701200 NC 173481.84 0.107602932240 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2051-01-31 0 USD 0 USD 701200 EUR 1 .296 EUR 2031-01-29 XXXX 173481.84 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 701200 NC -65275.31 -0.040487319934 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2051-01-31 0 USD 0 USD 701200 EUR 1 .296 EUR 2031-01-29 XXXX -65275.31 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2103600 NC -99036.1 -0.061427609700 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-02-05 0 USD 0 USD 2103600 EUR 1 .44 EUR 2031-02-03 XXXX -99036.1 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2103600 NC 351730.52 0.218162519549 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2041-02-05 0 USD 0 USD 2103600 EUR 1 .44 EUR 2031-02-03 XXXX 351730.52 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2078300 NC -42559.34 -0.026397632042 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 2078300 AUD 1 2 AUD 2036-09-10 XXXX -42559.34 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2078300 NC 111549.56 0.069189142484 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 2078300 AUD 1 2 AUD 2036-09-10 XXXX 111549.56 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2376500 NC -107263.54 -0.066530718296 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 2376500 AUD 1 2.495 AUD 2026-11-23 XXXX -107263.54 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2376500 NC 306067.81 0.189840007579 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 2376500 AUD 1 2.495 AUD 2026-11-23 XXXX 306067.81 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 927600 NC USD 203255.71 0.126070316009 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 927600 USD 1 1.405 USD 2028-12-14 XXXX 203255.71 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 927600 NC USD -100588.94 -0.062390766059 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2058-12-18 0 USD 0 USD 927600 USD 1 1.405 USD 2028-12-14 XXXX -100588.94 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9935900 NC USD -917182.93 -0.568887052782 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 9935900 USD 1 1.7 USD 2024-01-11 XXXX -917182.93 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9935900 NC USD 208455.18 0.129295311882 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 9935900 USD 1 1.7 USD 2024-01-11 XXXX 208455.18 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1633300 NC USD 72681.85 0.045081261420 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 1633300 USD 1 1.81 USD 2027-01-12 XXXX 72681.85 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1633300 NC USD -195408.01 -0.121202742946 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 1633300 USD 1 1.81 USD 2027-01-12 XXXX -195408.01 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 6632800 NC USD -271878.47 -0.168633907647 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 6632800 USD 1 1.826 USD 2032-01-13 XXXX -271878.47 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 6632800 NC USD 632570.14 0.392354622891 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2042-01-15 0 USD 0 USD 6632800 USD 1 1.826 USD 2032-01-13 XXXX 632570.14 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 99070400 NC 303752.32 0.188403813948 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-03-12 0 USD 0 USD 99070400 EUR 1 .055 EUR 2024-03-08 XXXX 303752.32 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 49535200 NC -298515.21 -0.185155471687 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2025-03-12 0 USD 0 USD 49535200 EUR 1 .555 EUR 2024-03-08 XXXX -298515.21 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 997300 NC -19409.55 -0.012038865241 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 997300 AUD 1 2.7 AUD 2037-04-01 XXXX -19409.55 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 997300 NC 31977.34 0.019834096464 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 997300 AUD 1 2.7 AUD 2037-04-01 XXXX 31977.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2137300 NC USD -136552.1 -0.084697086240 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-04-09 0 USD 0 USD 2137300 USD 1 2.317 USD 2032-04-07 XXXX -136552.1 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2137300 NC USD 91882.53 0.056990574055 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-04-09 0 USD 0 USD 2137300 USD 1 2.317 USD 2032-04-07 XXXX 91882.53 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1424900 NC -128050.42 -0.079423878987 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2049-04-13 0 USD 0 USD 1424900 EUR 1 1.325 EUR 2029-04-11 XXXX -128050.42 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1424900 NC 206115.98 0.127844412012 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2049-04-13 0 USD 0 USD 1424900 EUR 1 1.325 EUR 2029-04-11 XXXX 206115.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6009600 NC USD -483953.09 -0.300174194318 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2057-05-28 0 USD 0 USD 6009600 USD 1 2.4 USD 2027-05-26 XXXX -483953.09 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6009600 NC USD 764961.98 0.474471288178 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2057-05-28 0 USD 0 USD 6009600 USD 1 2.4 USD 2027-05-26 XXXX 764961.98 N N N BANK OF AMERICA N.A. 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B4TYDEB6GKMZO031MB27 N/A 5245600 NC USD 535051.2 0.331868038860 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2057-12-10 0 USD 0 USD 5245600 USD 1 2.47 USD 2027-12-08 XXXX 535051.2 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12853300 NC USD 436883.67 0.270979163813 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-12-13 0 USD 0 USD 12853300 USD 1 3.0175 USD 2032-12-09 XXXX 436883.67 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12853300 NC USD -388169.66 -0.240764068578 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2042-12-13 0 USD 0 USD 12853300 USD 1 3.0175 USD 2032-12-09 XXXX -388169.66 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 6426700 NC USD -548004.71 -0.339902514739 N/A DIR CORP US N 2 BANK OF AMERICA N.A. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2024-07-17 0 USD 0 USD 1032736 USD -68704.11 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797FJ1 200000 PA USD 198882.17 0.123357607127 Long DBT UST US N 2 2023-11-09 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797FC6 100000 PA USD 99647.78 0.061807007115 Long DBT UST US N 2 2023-10-26 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797FK8 3200000 PA USD 3178820 1.971678148353 Long DBT UST US N 2 2023-11-16 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CCB5 517000 PA USD 422895.66 0.262303034414 Long DBT UST US N 2 2031-05-15 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CAT8 135000 PA USD 122520.6 0.075993981963 Long DBT UST US N 2 2025-10-31 Fixed .25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CAE1 744000 PA USD 571615.2 0.354547032895 Long DBT UST US N 2 2030-08-15 Fixed .625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CEC1 143000 PA USD 130367.38 0.080860984392 Long DBT UST US N 2 2027-02-28 Fixed 1.875 N N N N N N 2023-11-21 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer