PIMCO Extended Duration Fund

Fund Profile

Fund profile

Tickers

PEDIX, PEDPX

Fund manager

Pimco Funds

Total assets

$1.35 bn

Liabilities

$772.43 mm

Net assets

$573.12 mm

Number of holdings

359.00

Top 200 of 359 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US TREASURY N/B 08/53 4.125	91.25 mm	91.60 mm principal	15.92	Debt	Long	USA
US TREASURY N/B 08/52 3	67.21 mm	83.60 mm principal	11.73	Debt	Long	USA
STRIP PRINC 11/48 0.00000	61.86 mm	172.40 mm principal	10.79	Debt	Long	USA
STRIP PRINC 08/48 0.00000	55.76 mm	153.80 mm principal	9.73	Debt	Long	USA
STRIP PRINC 08/50 0.00000	54.27 mm	161.10 mm principal	9.47	Debt	Long	USA
STRIP PRINC 11/49 0.00000	53.79 mm	155.50 mm principal	9.39	Debt	Long	USA
US TREASURY N/B 02/54 4.25	53.42 mm	52.40 mm principal	9.32	Debt	Long	USA
STRIPS 08/34 0.00000	51.97 mm	76.52 mm principal	9.07	Debt	Long	USA
STRIPS 11/36 0.00000	47.14 mm	76.90 mm principal	8.23	Debt	Long	USA
US TREASURY N/B 05/53 3.625	45.61 mm	50.10 mm principal	7.96	Debt	Long	USA
STRIP PRINC 02/49 0.00000	42.93 mm	120.60 mm principal	7.49	Debt	Long	USA
US TREASURY N/B 08/54 4.25	41.56 mm	40.70 mm principal	7.25	Debt	Long	USA
US TREASURY N/B 11/52 4	41.47 mm	42.60 mm principal	7.23	Debt	Long	USA
STRIP PRINC 05/44 0.00000	38.79 mm	88.50 mm principal	6.77	Debt	Long	USA
US TREASURY N/B 02/53 3.625	35.56 mm	39.10 mm principal	6.21	Debt	Long	USA
STRIP PRINC 08/43 0.00000	34.43 mm	75.90 mm principal	6.01	Debt	Long	USA
STRIPS 05/36 0.00000	32.65 mm	52.00 mm principal	5.70	Debt	Long	USA
STRIPS 05/37 0.00000	32.48 mm	54.35 mm principal	5.67	Debt	Long	USA
STRIP PRINC 05/48 0.00000	28.17 mm	77.00 mm principal	4.92	Debt	Long	USA
STRIP PRINC 08/49 0.00000	25.24 mm	72.30 mm principal	4.40	Debt	Long	USA
STRIPS 11/34 0.00000	23.23 mm	34.60 mm principal	4.05	Debt	Long	USA
STRIP PRINC 02/44 0.00000	22.76 mm	51.40 mm principal	3.97	Debt	Long	USA
STRIPS 05/34 0.00000	21.83 mm	31.80 mm principal	3.81	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	15.54 mm	15.20 mm principal	2.71	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	15.07 mm	14.90 mm principal	2.63	ABS-mortgage backed security	Long	USA
TVA PRIN STRIP BONDS 09/39 0.00000	10.92 mm	21.56 mm principal	1.91	Debt	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	10.74 mm	11.10 mm principal	1.87	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	10.44 mm	11.15 mm principal	1.82	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	8.64 mm	8.95 mm principal	1.51	Debt	Long	USA
TSY INFL IX N/B 01/34 1.75	7.66 mm	7.57 mm principal	1.34	Debt	Long	USA
STRIP PRINC 05/43 0.00000	7.63 mm	16.61 mm principal	1.33	Debt	Long	USA
STRIP PRINC 08/41 0.00000	7.54 mm	14.80 mm principal	1.32	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	5.85 mm	6.47 mm principal	1.02	Debt	Long	USA
STRIPS 08/37 0.00000	5.37 mm	9.10 mm principal	0.94	Debt	Long	USA
STRIP PRINC 05/42 0.00000	4.71 mm	9.70 mm principal	0.82	Debt	Long	USA
STRIP PRINC 02/42 0.00000	4.69 mm	9.50 mm principal	0.82	Debt	Long	USA
US TREASURY N/B 08/44 3.125	4.49 mm	5.26 mm principal	0.78	Debt	Long	USA
STRIPS 08/35 0.00000	4.46 mm	6.87 mm principal	0.78	Debt	Long	USA
FREDDIE MAC NOTES 03/31 0.00000	4.42 mm	5.70 mm principal	0.77	Debt	Long	USA
US TREASURY N/B 11/44 3	4.41 mm	5.28 mm principal	0.77	Debt	Long	USA
FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 A3 144A	4.24 mm	4.56 mm principal	0.74	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	4.13 mm	4.60 mm principal	0.72	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/45 2.5	4.05 mm	5.30 mm principal	0.71	Debt	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	4.00 mm	410.93 k principal	0.70	Short-term investment vehicle	Long	USA
US TREASURY N/B 02/52 2.25	3.75 mm	5.50 mm principal	0.65	Debt	Long	USA
RFR USD SOFR/1.75000 10/23/23-30Y CME	3.75 mm	1.00 contracts	0.65	Interest rate derivative	N/A	USA
US TREASURY N/B 05/45 3	3.74 mm	4.50 mm principal	0.65	Debt	Long	USA
ACE SECURITIES CORP. ACE 2004 RM2 M2	3.49 mm	3.68 mm principal	0.61	ABS-mortgage backed security	Long	USA
VNO MORTGAGE TRUST VNDO 2016 350P A 144A	3.48 mm	3.60 mm principal	0.61	ABS-mortgage backed security	Long	USA
RFC PRINCIPAL STRIP BONDS 04/30 0.00000	3.31 mm	4.10 mm principal	0.58	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4	3.28 mm	3.43 mm principal	0.57	ABS-mortgage backed security	Long	USA
STRIP PRINC 05/45 0.00000	3.25 mm	7.75 mm principal	0.57	Debt	Long	USA
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A	2.92 mm	3.00 mm principal	0.51	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	2.90 mm	2.90 mm principal	0.51	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 12/15/21-30Y CME	2.83 mm	1.00 contracts	0.49	Interest rate derivative	N/A	USA
FREDDIE MAC BONDS 07/32 0.00000	2.65 mm	3.60 mm principal	0.46	Debt	Long	USA
COMM MORTGAGE TRUST COMM 2018 HOME B 144A	2.35 mm	2.50 mm principal	0.41	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2019 36A A1AR 144A	2.20 mm	2.20 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STRIP PRINC 02/45 0.00000	2.20 mm	5.20 mm principal	0.38	Debt	Long	USA
BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A	2.09 mm	1.88 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Ireland
GNMA II TBA 30 YR 4.5 JUMBOS	2.07 mm	2.10 mm principal	0.36	ABS-mortgage backed security	Long	USA
STRIP PRINC 11/44 0.00000	2.05 mm	4.80 mm principal	0.36	Debt	Long	USA
FREDDIE MAC FHR 4973 PO	2.05 mm	2.54 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA POOL BL1276 FN 01/29 FIXED 3.79	1.97 mm	2.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	1.91 mm	1.88 mm principal	0.33	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A	1.87 mm	2.20 mm principal	0.33	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	1.78 mm	1.78 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.75 mm	1.70 mm principal	0.31	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST GSMS 2021 DM A 144A	1.74 mm	1.75 mm principal	0.30	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMA 144A	1.67 mm	1.80 mm principal	0.29	ABS-mortgage backed security	Long	USA
LFT CRE LLC LMNT 2021 FL1 A 144A	1.58 mm	1.58 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A	1.48 mm	1.40 mm principal	0.26	ABS-other	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	1.43 mm	1.49 mm principal	0.25	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4380 ZG	1.39 mm	1.66 mm principal	0.24	ABS-mortgage backed security	Long	USA
STRIP PRINC 08/46 0.00000	1.39 mm	3.50 mm principal	0.24	Debt	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	1.28 mm	28.87 mm principal	0.22	Debt	Long	Mexico
FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A	1.21 mm	1.22 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A	1.16 mm	1.17 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 09/28 4.625	1.14 mm	1.10 mm principal	0.20	Debt	Long	USA
1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A G 144A	1.11 mm	1.30 mm principal	0.19	ABS-mortgage backed security	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1	1.07 mm	1.11 mm principal	0.19	ABS-mortgage backed security	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	1.07 mm	1.07 mm principal	0.19	ABS-mortgage backed security	Long	USA
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	1.07 mm	1.07 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CHASEFLEX TRUST CFLX 2007 2 A1	1.03 mm	1.11 mm principal	0.18	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2017 28A A1R 144A	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 04/28 3.5	997.75 k	1.00 mm principal	0.17	Debt	Long	USA
FREMONT HOME LOAN TRUST FHLT 2005 1 M5	992.69 k	1.02 mm principal	0.17	ABS-mortgage backed security	Long	USA
SARANAC CLO LTD SRANC 2018 6A A1R 144A	990.13 k	988.79 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Jersey
TENN VALLEY AUTHORITY SR UNSECURED 09/60 4.625	989.29 k	1.00 mm principal	0.17	Debt	Long	USA
RFRF USD SOFR/2.33000 10/25/23-30Y CME	874.84 k	1.00 contracts	0.15	Interest rate derivative	N/A	USA
FREDDIE MAC FHR 4398 ZX	816.99 k	891.53 k principal	0.14	ABS-mortgage backed security	Long	USA
COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A	792.53 k	779.55 k principal	0.14	ABS-other	Long	USA
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A	764.12 k	800.00 k principal	0.13	ABS-mortgage backed security	Long	USA
OZLM LTD OZLM 2014 9A A1A4 144A	763.34 k	762.80 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS MORTGAGE SECURITIES TRUST 10/35 1	762.58 k	800.00 k principal	0.13	ABS-mortgage backed security	Long	USA
UNITED MEXICAN STATES SR UNSECURED 05/53 6.338	697.71 k	700.00 k principal	0.12	Debt	Long	Mexico
RESOLUTION FUNDING STRIP BONDS 10/28 0.00000	690.02 k	800.00 k principal	0.12	Debt	Long	USA
1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A H 144A	659.83 k	800.00 k principal	0.12	ABS-mortgage backed security	Long	USA
STRIP PRINC 08/44 0.00000	648.72 k	1.50 mm principal	0.11	Debt	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	636.81 k	686.06 k principal	0.11	ABS-mortgage backed security	Long	USA
US TREASURY N/B 10/28 4.875	629.41 k	600.00 k principal	0.11	Debt	Long	USA
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	569.09 k	600.00 k principal	0.10	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2990 NZ	564.70 k	528.54 k principal	0.10	ABS-mortgage backed security	Long	USA
US TREASURY N/B 04/28 1.25	553.43 k	600.00 k principal	0.10	Debt	Long	USA
US TREASURY N/B 09/28 1.25	548.38 k	600.00 k principal	0.10	Debt	Long	USA
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH D 144A	522.53 k	600.00 k principal	0.09	ABS-mortgage backed security	Long	USA
BDS LTD BDS 2021 FL10 A 144A	502.41 k	503.20 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	496.55 k	495.77 k principal	0.09	ABS-collateralized bond/debt obligation	Long	USA
US TREASURY N/B 08/28 2.875	487.37 k	500.00 k principal	0.09	Debt	Long	USA
MEXICAN UDIBONOS BONDS 11/28 4	481.61 k	9.81 mm principal	0.08	Debt	Long	Mexico
1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A D 144A	462.08 k	500.00 k principal	0.08	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2014 43 PZ	454.58 k	533.65 k principal	0.08	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25	423.27 k	7.80 mm principal	0.07	Debt	Long	South Africa
US TREASURY N/B 07/28 4.125	407.84 k	400.00 k principal	0.07	Debt	Long	USA
US TREASURY N/B 06/28 4	406.05 k	400.00 k principal	0.07	Debt	Long	USA
RFR USD SOFR/4.15500 10/02/23-10Y LCH	393.47 k	1.00 contracts	0.07	Interest rate derivative	N/A	USA
US LONG BOND(CBT) DEC24 XCBT 20241219	379.03 k	-1.61 k contracts	0.07	Interest rate derivative	N/A	USA
ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A	350.85 k	353.03 k principal	0.06	ABS-other	Long	USA
1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A F 144A	348.61 k	400.00 k principal	0.06	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2004 94 ZA	345.27 k	327.73 k principal	0.06	ABS-mortgage backed security	Long	USA
IRS AUD 4.75000 12/20/28-5Y LCH	323.04 k	1.00 contracts	0.06	Interest rate derivative	N/A	Australia
STRIPS 08/42 0.00000	315.58 k	690.00 k principal	0.06	Debt	Long	USA
FANNIE MAE SR UNSECURED 11/30 0.00000	315.56 k	400.00 k principal	0.06	Debt	Long	USA
VIBRANT CLO LTD VIBR 2017 7A A1R 144A	312.44 k	312.22 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A	272.57 k	272.43 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2007 57 Z	260.07 k	253.02 k principal	0.05	ABS-mortgage backed security	Long	USA
UNITED KINGDOM GILT BONDS REGS 07/54 4.375	258.27 k	200.00 k principal	0.05	Debt	Long	UK
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	233.85 k	1.00 contracts	0.04	Interest rate derivative	N/A	UK
RFR USD SOFR/3.86000 02/21/24-10Y LCH	221.91 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1	209.92 k	222.26 k principal	0.04	ABS-mortgage backed security	Long	USA
RFR USD SOFR/4.17000 10/03/23-10Y LCH	196.86 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
FREDDIE MAC NOTES 01/31 0.00000	195.22 k	250.00 k principal	0.03	Debt	Long	USA
FREDDIE MAC NOTES 07/31 0.00000	190.25 k	250.00 k principal	0.03	Debt	Long	USA
IRS EUR 2.50000 03/19/25-10Y LCH	154.84 k	1.00 contracts	0.03	Interest rate derivative	N/A	N/A
FANNIEMAE ACES FNA 2020 M33 X2	153.50 k	2.24 mm principal	0.03	ABS-mortgage backed security	Long	USA
ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A	149.73 k	149.55 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BOUGHT CNH SOLD USD 20241025 BARCLAYS BANK PLC	133.66 k	1.00 contracts	0.02	DFE	N/A	China
US 5YR NOTE (CBT) DEC24 XCBT 20241231	133.18 k	511.00 contracts	0.02	Interest rate derivative	N/A	USA
BOUGHT ZAR SOLD USD 20241018 Citibank, National Association	116.79 k	1.00 contracts	0.02	DFE	N/A	South Africa
MEXICAN UDIBONOS BONDS 12/26 3	114.58 k	2.39 mm principal	0.02	Debt	Long	Mexico
BOUGHT ZAR SOLD USD 20241018 UBS AG	105.30 k	1.00 contracts	0.02	DFE	N/A	South Africa
BOUGHT GBP SOLD USD 20241002 BNP PARIBAS	84.58 k	1.00 contracts	0.01	DFE	N/A	UK
US 10YR NOTE (CBT)DEC24 XCBT 20241219	78.23 k	706.00 contracts	0.01	Interest rate derivative	N/A	USA
STRIPS 05/41 0.00000	78.18 k	160.00 k principal	0.01	Debt	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1	68.26 k	74.06 k principal	0.01	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A	63.76 k	66.64 k principal	0.01	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A	63.48 k	67.47 k principal	0.01	ABS-mortgage backed security	Long	USA
US ULTRA BOND CBT DEC24 XCBT 20241219	63.33 k	-138.00 contracts	0.01	Interest rate derivative	N/A	USA
BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1	61.36 k	102.05 k principal	0.01	ABS-mortgage backed security	Long	USA
IRS EUR 2.95000 06/12/24-5Y LCH	59.17 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
STRIPS 08/41 0.00000	57.91 k	120.00 k principal	0.01	Debt	Long	USA
RFR USD SOFR/3.10000 12/05/24-7Y* CME	56.17 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
STRIPS 11/42 0.00000	54.18 k	120.00 k principal	0.01	Debt	Long	USA
IRS EUR 2.82700 05/06/24-5Y LCH	44.42 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
IRS EUR 2.78000 05/02/24-5Y LCH	39.85 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
FNMA POOL MA3443 FN 08/48 FIXED 4	34.01 k	34.95 k principal	0.01	ABS-mortgage backed security	Long	USA
IRS EUR 2.77000 04/16/24-5Y LCH	31.09 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
STRIPS 11/41 0.00000	28.59 k	60.00 k principal	0.00	Debt	Long	USA
BOUGHT TRY SOLD USD 20241129 BARCLAYS BANK PLC	28.44 k	1.00 contracts	0.00	DFE	N/A	Turkey
BOUGHT PLN SOLD USD 20241002 Goldman Sachs Bank USA	26.07 k	1.00 contracts	0.00	DFE	N/A	Poland
FANNIE MAE FNR 2005 69 EZ	25.63 k	25.65 k principal	0.00	ABS-mortgage backed security	Long	USA
BOUGHT TRY SOLD USD 20250508 JPMorgan Chase Bank, National Association	24.76 k	1.00 contracts	0.00	DFE	N/A	Turkey
BOUGHT TRY SOLD USD 20241126 BARCLAYS BANK PLC	22.47 k	1.00 contracts	0.00	DFE	N/A	Turkey
BOUGHT TRY SOLD USD 20241126 JPMorgan Chase Bank, National Association	22.42 k	1.00 contracts	0.00	DFE	N/A	Turkey
BOUGHT BRL SOLD USD 20241104 Citibank, National Association	22.40 k	1.00 contracts	0.00	DFE	N/A	Brazil
FANNIE MAE FNR 2003 76 EZ	18.60 k	18.08 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD CHF BOUGHT USD 20241002 UBS AG	17.15 k	1.00 contracts	0.00	DFE	N/A	Switzerland
BOUGHT NZD SOLD USD 20241002 BNP PARIBAS	17.06 k	1.00 contracts	0.00	DFE	N/A	New Zealand
SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1	16.43 k	16.38 k principal	0.00	ABS-other	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5	15.75 k	15.57 k principal	0.00	ABS-mortgage backed security	Long	USA
BOUGHT JPY SOLD USD 20241105 THE TORONTO-DOMINION BANK	10.37 k	1.00 contracts	0.00	DFE	N/A	Japan
BOUGHT TRY SOLD USD 20241025 BARCLAYS BANK PLC	9.54 k	1.00 contracts	0.00	DFE	N/A	Turkey
SOLD CAD BOUGHT USD 20241002 STANDARD CHARTERED BANK	9.21 k	1.00 contracts	0.00	DFE	N/A	Canada
BOUGHT AUD SOLD USD 20241002 Wells Fargo Bank, National Association	8.67 k	1.00 contracts	0.00	DFE	N/A	Australia
BOUGHT TRY SOLD USD 20241129 BARCLAYS BANK PLC	8.15 k	1.00 contracts	0.00	DFE	N/A	Turkey
SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A	7.82 k	7.82 k principal	0.00	ABS-other	Long	USA
IRS EUR 2.86000 04/24/24-5Y LCH	7.76 k	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
SOLD EUR BOUGHT USD 20241104 BARCLAYS BANK PLC	6.70 k	1.00 contracts	0.00	DFE	N/A	N/A
BOUGHT PLN SOLD USD 20241025 JPMorgan Chase Bank, National Association	6.62 k	1.00 contracts	0.00	DFE	N/A	Poland
BOUGHT NZD SOLD USD 20241104 Wells Fargo Bank, National Association	6.26 k	1.00 contracts	0.00	DFE	N/A	New Zealand
BOUGHT IDR SOLD USD 20241016 Citibank, National Association	5.25 k	1.00 contracts	0.00	DFE	N/A	Indonesia
BOUGHT CHF SOLD USD 20241002 UBS AG	5.10 k	1.00 contracts	0.00	DFE	N/A	Switzerland
SOLD MXN BOUGHT USD 20241218 Goldman Sachs Bank USA	4.72 k	1.00 contracts	0.00	DFE	N/A	Mexico
BOUGHT IDR SOLD USD 20241023 NOMURA GLOBAL FINANCIAL PRODUCTS INC.	4.65 k	1.00 contracts	0.00	DFE	N/A	Indonesia
BOUGHT IDR SOLD USD 20241016 Citibank, National Association	4.64 k	1.00 contracts	0.00	DFE	N/A	Indonesia
BOUGHT IDR SOLD USD 20241023 Citibank, National Association	4.03 k	1.00 contracts	0.00	DFE	N/A	Indonesia
FANNIE MAE FNR 2003 24 MZ	3.74 k	3.60 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.23100 09/18/24-10Y LCH	3.29 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
BOUGHT PLN SOLD USD 20241018 UBS AG	3.16 k	1.00 contracts	0.00	DFE	N/A	Poland
BOUGHT PLN SOLD USD 20241104 HSBC BANK PLC	3.13 k	1.00 contracts	0.00	DFE	N/A	Poland
BOUGHT PLN SOLD USD 20241018 DEUTSCHE BANK AKTIENGESELLSCHAFT	3.13 k	1.00 contracts	0.00	DFE	N/A	Poland
BOUGHT JPY SOLD USD 20241002 HSBC BANK PLC	3.12 k	1.00 contracts	0.00	DFE	N/A	Japan
SOLD JPY BOUGHT USD 20241002 UBS AG	3.06 k	1.00 contracts	0.00	DFE	N/A	Japan
SOLD PLN BOUGHT USD 20241002 HSBC BANK PLC	2.65 k	1.00 contracts	0.00	DFE	N/A	Poland
SOLD MXN BOUGHT USD 20241218 State Street Bank and Trust Company	2.55 k	1.00 contracts	0.00	DFE	N/A	Mexico
SOLD MXN BOUGHT USD 20241218 Citibank, National Association	2.52 k	1.00 contracts	0.00	DFE	N/A	Mexico
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A	2.17 k	2.36 k principal	0.00	ABS-mortgage backed security	Long	USA
BOUGHT TRY SOLD USD 20250106 BARCLAYS BANK PLC	2.08 k	1.00 contracts	0.00	DFE	N/A	Turkey
SOLD MXN BOUGHT USD 20241218 Citibank, National Association	2.05 k	1.00 contracts	0.00	DFE	N/A	Mexico
BOUGHT CNH SOLD USD 20241025 Citibank, National Association	2.00 k	1.00 contracts	0.00	DFE	N/A	China