PIMCO TRENDS Managed Futures Strategy Fund

Fund Profile

Fund profile

Tickers

PQTIX, PQTPX, PQTAX, PQTCX, PQTNX

Fund manager

Pimco Funds

Total assets

$4.90 bn

Liabilities

$2.23 bn

Net assets

$2.67 bn

Number of holdings

1.36 k

Top 200 of 1363 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	859.32 mm	88.03 mm principal	32.22	Short-term investment vehicle	Long	USA
GNMA II TBA 30 YR 6 JUMBOS	447.32 mm	439.80 mm principal	16.77	ABS-mortgage backed security	Long	USA
GOLD CMX WR FAC 5001 HSBC SOC	252.91 mm	96.32 k shares	9.48	Commodity	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	245.05 mm	237.80 mm principal	9.19	ABS-mortgage backed security	Long	USA
FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE	212.01 mm	209.40 mm principal	7.95	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	146.97 mm	143.80 mm principal	5.51	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK REPO REPO	132.70 mm	132.70 mm principal	4.98	Repurchase agreement	Long	USA
GOLD CMX WR FAC 2001 JPM SOC	105.10 mm	40.03 k shares	3.94	Commodity	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	82.84 mm	8.51 mm principal	3.11	Short-term investment vehicle	Long	USA
TREASURY BILL 10/24 0.00000	69.92 mm	70.20 mm principal	2.62	Debt	Long	USA
SILVER CMX WR FAC 8001 ASAHI BOS	64.64 mm	2.08 mm shares	2.42	Commodity	Long	USA
TREASURY BILL 12/24 0.00000	49.64 mm	50.14 mm principal	1.86	Debt	Long	USA
MSFT Microsoft Corporation	43.55 mm	101.21 k shares	1.63	Common equity	Long	USA
TSLA Tesla, Inc.	36.29 mm	138.69 k shares	1.36	Common equity	Long	USA
HSIC Henry Schein, Inc.	30.16 mm	413.72 k shares	1.13	Common equity	Long	USA
TREASURY BILL 10/24 0.00000	29.41 mm	29.44 mm principal	1.10	Debt	Long	USA
OIS CAD CAONREPO/3.5000 03/19/25-10Y LCH	28.97 mm	1.00 contracts	1.09	Interest rate derivative	N/A	Canada
NEE NextEra Energy, Inc.	28.23 mm	334.01 k shares	1.06	Common equity	Long	USA
TREASURY BILL 11/24 0.00000	27.07 mm	27.19 mm principal	1.01	Debt	Long	USA
FREDDIE MAC NOTES 04/25 5.375	25.01 mm	25.00 mm principal	0.94	Debt	Long	USA
RFR USD SOFR/4.00000 03/19/25-10Y LCH	23.42 mm	1.00 contracts	0.88	Interest rate derivative	N/A	USA
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/25 3.5	23.15 mm	23.26 mm principal	0.87	Debt	Long	Ireland
DEUTSCHE BANK REPO REPO	20.70 mm	20.70 mm principal	0.78	Repurchase agreement	Long	USA
DBS GROUP HOLDINGS LTD SR UNSECURED 144A 09/25 VAR	20.04 mm	20.00 mm principal	0.75	Debt	Long	Singapore
OKTA Okta, Inc.	19.80 mm	266.35 k shares	0.74	Common equity	Long	USA
EVERGREEN CREDIT CARD TRUST EVGRN 2021 1 A 144A	19.74 mm	19.78 mm principal	0.74	ABS-mortgage backed security	Long	Canada
IRS HUF 12.51000 10/19/22-5Y CME	19.61 mm	1.00 contracts	0.74	Interest rate derivative	N/A	Hungary
IRS HUF 8.50000 01/25/23-5Y CME	19.34 mm	1.00 contracts	0.73	Interest rate derivative	N/A	Hungary
IRS HUF 8.74000 04/28/23-5Y CME	17.67 mm	1.00 contracts	0.66	Interest rate derivative	N/A	Hungary
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM Fixed Income Clearing Corp	16.40 mm	16.40 mm principal	0.61	Repurchase agreement	Long	USA
HCA INC COMPANY GUAR 02/25 5.375	16.01 mm	16.00 mm principal	0.60	Debt	Long	USA
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A	15.95 mm	15.90 mm principal	0.60	ABS-mortgage backed security	Long	Canada
IRS PLN 7.45300 10/19/22-5Y CME	15.13 mm	1.00 contracts	0.57	Interest rate derivative	N/A	Poland
IRS HUF 9.80000 11/16/22-5Y CME	14.77 mm	1.00 contracts	0.55	Interest rate derivative	N/A	Hungary
SILVER CMX WR FAC 8001 ASAHI SOC	13.52 mm	435.65 k shares	0.51	Commodity	Long	USA
IRS HUF 7.77000 10/27/23-5Y CME	13.30 mm	1.00 contracts	0.50	Interest rate derivative	N/A	Hungary
MUFG Mitsubishi UFJ Financial Group, Inc.	13.17 mm	13.13 mm principal	0.49	Debt	Long	Japan
IRS ILS 0.69167 09/13/21-5Y LCH	12.46 mm	1.00 contracts	0.47	Interest rate derivative	N/A	Israel
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625	12.39 mm	12.51 mm principal	0.46	Debt	Long	France
BCS Barclays PLC	12.23 mm	12.39 mm principal	0.46	Debt	Long	UK
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR	11.98 mm	12.00 mm principal	0.45	Debt	Long	USA
IRS HUF 12.50000 10/19/22-5Y CME	10.68 mm	1.00 contracts	0.40	Interest rate derivative	N/A	Hungary
ZCS BRL 10.68925 04/04/24-01/02/29 CME	10.47 mm	1.00 contracts	0.39	Interest rate derivative	N/A	Brazil
WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR	9.97 mm	10.00 mm principal	0.37	Debt	Long	USA
Credit Suisse Group AG	9.71 mm	9.60 mm principal	0.36	Debt	Long	Switzerland
IRS CZK 5.10300 11/16/22-5Y CME	9.65 mm	1.00 contracts	0.36	Interest rate derivative	N/A	Czechia
WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2	9.57 mm	9.70 mm principal	0.36	Debt	Long	USA
IRS CZK 5.78800 10/20/22-5Y CME	9.29 mm	1.00 contracts	0.35	Interest rate derivative	N/A	Czechia
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2022 2 A	9.04 mm	9.10 mm principal	0.34	ABS-mortgage backed security	Long	USA
AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR	9.01 mm	9.00 mm principal	0.34	Debt	Long	USA
ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5	8.55 mm	8.62 mm principal	0.32	Debt	Long	USA
IRS CZK 4.44000 12/12/22-5Y CME	8.18 mm	1.00 contracts	0.31	Interest rate derivative	N/A	Czechia
IRS PLN 1.40500 08/10/21-5Y CME	8.17 mm	1.00 contracts	0.31	Interest rate derivative	N/A	Poland
IRS PLN 6.72000 07/11/22-5Y CME	8.15 mm	1.00 contracts	0.31	Interest rate derivative	N/A	Poland
IRS ZAR 9.18500 06/12/23-5Y CME	8.07 mm	1.00 contracts	0.30	Interest rate derivative	N/A	South Africa
IRS EUR 2.50000 03/19/25-10Y LCH	8.03 mm	1.00 contracts	0.30	Interest rate derivative	N/A	N/A
IRS HUF 9.62500 08/15/22-5Y CME	7.79 mm	1.00 contracts	0.29	Interest rate derivative	N/A	Hungary
BANK OF MONTREAL SR UNSECURED 12/24 VAR	7.61 mm	7.60 mm principal	0.29	Debt	Long	Canada
ZCS BRL 7.33545 03/17/21-01/02/25 CME	7.56 mm	1.00 contracts	0.28	Interest rate derivative	N/A	Brazil
SCBFY Standard Chartered PLC	7.36 mm	7.40 mm principal	0.28	Debt	Long	UK
IRS HUF 10.10000 07/15/22-5Y CME	7.22 mm	1.00 contracts	0.27	Interest rate derivative	N/A	Hungary
IRS PLN 6.45500 11/16/22-5Y CME	7.15 mm	1.00 contracts	0.27	Interest rate derivative	N/A	Poland
IRS PLN 5.83000 12/08/22-5Y CME	7.07 mm	1.00 contracts	0.27	Interest rate derivative	N/A	Poland
OIS COP IBR/10.44250 11/21/22-5Y CME	7.02 mm	1.00 contracts	0.26	Interest rate derivative	N/A	Colombia
JPMORGAN CHASE + CO SR UNSECURED 10/25 VAR	6.99 mm	7.00 mm principal	0.26	Debt	Long	USA
BANK OF QUEENSLAND LTD COVERED REGS 05/25 VAR	6.94 mm	10.00 mm principal	0.26	Debt	Long	Australia
IRS CZK 4.28000 11/08/23-10Y CME	6.92 mm	1.00 contracts	0.26	Interest rate derivative	N/A	Czechia
IRS PLN 5.80000 12/07/22-5Y CME	6.92 mm	1.00 contracts	0.26	Interest rate derivative	N/A	Poland
IRS ZAR 8.35200 11/09/23-5Y CME	6.91 mm	1.00 contracts	0.26	Interest rate derivative	N/A	South Africa
ES Eversource Energy	6.86 mm	6.86 mm principal	0.26	Debt	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR	6.84 mm	6.80 mm principal	0.26	Debt	Long	USA
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/25 6.051	6.78 mm	6.75 mm principal	0.25	Debt	Long	USA
LME PRI ALUM FUTR OCT24 XLME 20241014	6.73 mm	1.63 k contracts	0.25	Commodity derivative	N/A	UK
BOUGHT GBP SOLD USD 20241002 Goldman Sachs Bank USA	6.73 mm	1.00 contracts	0.25	DFE	N/A	UK
ZCS BRL 9.87 12/27/23-01/02/29 CME	6.71 mm	1.00 contracts	0.25	Interest rate derivative	N/A	Brazil
DEUTSCHE BANK REPO REPO	6.70 mm	6.70 mm principal	0.25	Repurchase agreement	Long	USA
IRS ILS 1.10500 01/21/22-5Y LCH	6.58 mm	1.00 contracts	0.25	Interest rate derivative	N/A	Israel
ZCS BRL 6.84729 02/24/21-01/02/25 CME	6.56 mm	1.00 contracts	0.25	Interest rate derivative	N/A	Brazil
BOUGHT GBP SOLD USD 20241002 UBS AG	6.50 mm	1.00 contracts	0.24	DFE	N/A	UK
NMR Nomura Holdings, Inc.	6.38 mm	6.43 mm principal	0.24	Debt	Long	Japan
IRS HUF 10.07000 07/18/22-5Y CME	6.31 mm	1.00 contracts	0.24	Interest rate derivative	N/A	Hungary
IRS CZK 5.17500 07/11/22-5Y CME	6.26 mm	1.00 contracts	0.23	Interest rate derivative	N/A	Czechia
ZCS BRL 10.2344 01/22/24-01/02/29 CME	6.06 mm	1.00 contracts	0.23	Interest rate derivative	N/A	Brazil
PNC The PNC Financial Services Group, Inc.	5.98 mm	6.00 mm principal	0.22	Debt	Long	USA
IRS CZK 4.68000 12/08/22-5Y CME	5.86 mm	1.00 contracts	0.22	Interest rate derivative	N/A	Czechia
RAI Reynolds American Inc	5.78 mm	5.80 mm principal	0.22	Debt	Long	USA
LME NICKEL FUTURE NOV24 XLME 20241118	5.74 mm	949.00 contracts	0.22	Commodity derivative	N/A	UK
IRS CZK 4.64000 12/07/22-5Y CME	5.70 mm	1.00 contracts	0.21	Interest rate derivative	N/A	Czechia
ZCS BRL 5.85742 02/18/20-01/02/25 CME	5.68 mm	1.00 contracts	0.21	Interest rate derivative	N/A	Brazil
BOUGHT CLP SOLD USD 20241218 JPMorgan Chase Bank, National Association	5.51 mm	1.00 contracts	0.21	DFE	N/A	Chile
OIS COP IBR/9.14000 02/07/23-5Y CME	5.47 mm	1.00 contracts	0.21	Interest rate derivative	N/A	Colombia
IRS CZK 4.19500 03/21/23-10Y CME	5.44 mm	1.00 contracts	0.20	Interest rate derivative	N/A	Czechia
IRS CZK 4.56000 12/09/22-5Y CME	5.44 mm	1.00 contracts	0.20	Interest rate derivative	N/A	Czechia
IRS ZAR 8.37000 07/20/23-5Y CME	5.42 mm	1.00 contracts	0.20	Interest rate derivative	N/A	South Africa
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A	5.42 mm	6.01 mm principal	0.20	ABS-mortgage backed security	Long	USA
IRS ZAR 8.50000 10/17/22-5Y CME	5.38 mm	1.00 contracts	0.20	Interest rate derivative	N/A	South Africa
BOUGHT THB SOLD USD 20241016 Citibank, National Association	5.36 mm	1.00 contracts	0.20	DFE	N/A	Thailand
IRS ZAR 8.45900 05/22/24-5Y CME	5.32 mm	1.00 contracts	0.20	Interest rate derivative	N/A	South Africa
IRS ILS 1.17800 02/04/22-5Y LCH	5.25 mm	1.00 contracts	0.20	Interest rate derivative	N/A	Israel
OIS CAD CAONREPO/3.25000 03/19/25-5Y LCH	5.18 mm	1.00 contracts	0.19	Interest rate derivative	N/A	Canada
FREDDIE MAC FHR 5442 FB	5.07 mm	5.04 mm principal	0.19	ABS-mortgage backed security	Long	USA
CDX ITRAXX MAIN42 5Y ICE	5.07 mm	1.00 contracts	0.19	Credit derivative	N/A	N/A
ZCS BRL 10.095 02/06/24-01/02/29 CME	5.06 mm	1.00 contracts	0.19	Interest rate derivative	N/A	Brazil
BOUGHT ZAR SOLD USD 20241018 Citibank, National Association	5.04 mm	1.00 contracts	0.19	DFE	N/A	South Africa
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR	5.00 mm	5.00 mm principal	0.19	Debt	Long	USA
CREDIT AGRICOLE LONDON SR UNSECURED 144A 10/24 3.25	5.00 mm	5.00 mm principal	0.19	Debt	Long	France
COFF ROBUSTA 10TN NOV24 IFEU 20241125	4.97 mm	392.00 contracts	0.19	Commodity derivative	N/A	UK
T MOBILE USA INC COMPANY GUAR 04/25 3.5	4.97 mm	5.00 mm principal	0.19	Debt	Long	USA
GENERAL MOTORS FINL CO SR UNSECURED 02/25 2.9	4.96 mm	5.00 mm principal	0.19	Debt	Long	USA
MS Morgan Stanley	4.92 mm	5.00 mm principal	0.18	Debt	Long	USA
ZCS BRL 9.6419 08/18/21-01/02/25 CME	4.90 mm	1.00 contracts	0.18	Interest rate derivative	N/A	Brazil
IRS ZAR 8.51000 05/17/24-5Y CME	4.89 mm	1.00 contracts	0.18	Interest rate derivative	N/A	South Africa
NY HARB ULSD FUT DEC24 XNYM 20241129	4.67 mm	-646.00 contracts	0.18	Commodity derivative	N/A	USA
IRS ZAR 8.35500 11/03/23-5Y CME	4.67 mm	1.00 contracts	0.17	Interest rate derivative	N/A	South Africa
IRS CZK 5.14000 07/11/22-5Y CME	4.63 mm	1.00 contracts	0.17	Interest rate derivative	N/A	Czechia
IRS ZAR 8.41100 07/19/23-5Y CME	4.56 mm	1.00 contracts	0.17	Interest rate derivative	N/A	South Africa
IRS PLN 6.36500 11/17/22-5Y CME	4.55 mm	1.00 contracts	0.17	Interest rate derivative	N/A	Poland
IRS MXN 7.11270 09/30/21-5Y* CME	4.54 mm	1.00 contracts	0.17	Interest rate derivative	N/A	Mexico
IRS PLN 6.65000 07/08/22-5Y CME	4.41 mm	1.00 contracts	0.17	Interest rate derivative	N/A	Poland
LME ZINC FUTURE NOV24 XLME 20241118	4.32 mm	953.00 contracts	0.16	Commodity derivative	N/A	UK
ZCS BRL 6.62643 10/07/20-01/02/25 CME	4.27 mm	1.00 contracts	0.16	Interest rate derivative	N/A	Brazil
IRS PLN 6.31000 11/18/22-5Y CME	4.21 mm	1.00 contracts	0.16	Interest rate derivative	N/A	Poland
LUV Southwest Airlines Co.	4.00 mm	4.00 mm principal	0.15	Debt	Long	USA
IRS ZAR 8.53000 05/16/24-5Y CME	3.97 mm	1.00 contracts	0.15	Interest rate derivative	N/A	South Africa
HSCEI FUTURES OCT24 XHKF 20241030	3.85 mm	688.00 contracts	0.14	Equity derivative	N/A	Hong Kong
IRS PLN 5.67000 12/09/22-5Y CME	3.84 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Poland
ZCS BRL 6.63644 10/07/20-01/02/25 CME	3.83 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Brazil
IRS ILS 0.96500 01/14/22-5Y LCH	3.82 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Israel
IRS HUF 8.80000 04/27/23-5Y CME	3.81 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Hungary
ZCS BRL 10.9629 04/11/24-01/02/29 CME	3.81 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Brazil
ZCS BRL 8.18969 07/07/21-01/02/25 CME	3.71 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Brazil
SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A	3.71 mm	3.70 mm principal	0.14	ABS-other	Long	USA
IRS ZAR 7.70500 01/10/23-5Y CME	3.71 mm	1.00 contracts	0.14	Interest rate derivative	N/A	South Africa
IRS CZK 4.19000 11/09/23-5Y CME	3.70 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Czechia
IRS ILS 2.45000 05/20/22-5Y LCH	3.67 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Israel
LME PRI ALUM FUTR NOV24 XLME 20241118	3.62 mm	1.51 k contracts	0.14	Commodity derivative	N/A	UK
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR	3.61 mm	3.52 mm principal	0.14	Debt	Long	USA
IRS HUF 8.71200 04/28/23-5Y CME	3.59 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Hungary
IRS PLN 1.18800 03/19/21-5Y CME	3.58 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Poland
IRS ILS 2.66630 07/18/22-5Y LCH	3.55 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Israel
ZCS BRL 8.74062 08/04/21-01/02/25 CME	3.52 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Brazil
IRS CZK 2.01500 08/10/21-5Y CME	3.50 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Czechia
IRS PLN 5.49000 12/12/22-5Y CME	3.48 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Poland
IRS ILS 4.36000 05/02/24-5Y LCH	3.46 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Israel
LME ZINC FUTURE OCT24 XLME 20241014	3.45 mm	542.00 contracts	0.13	Commodity derivative	N/A	UK
ZCS BRL 10.27639 07/13/23-01/02/29 CME	3.43 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Brazil
IRS CZK 4.80500 08/19/22-5Y CME	3.40 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Czechia
IRS PLN 5.75000 12/08/22-5Y CME	3.39 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Poland
IRS HUF 2.55750 08/06/21-5Y CME	3.38 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Hungary
IRS PLN 5.43000 03/16/23-5Y CME	3.38 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Poland
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125	3.37 mm	3.37 mm principal	0.13	Debt	Long	USA
SOLD CAD BOUGHT USD 20241002 THE TORONTO-DOMINION BANK	3.36 mm	1.00 contracts	0.13	DFE	N/A	Canada
SILVER CMX WR FAC 3002 MTB INC SOC	3.36 mm	108.10 k shares	0.13	Commodity	Long	USA
IRS ZAR 8.54100 05/17/24-5Y CME	3.35 mm	1.00 contracts	0.13	Interest rate derivative	N/A	South Africa
IRS CZK 4.42000 03/22/23-5Y CME	3.35 mm	1.00 contracts	0.13	Interest rate derivative	N/A	Czechia
GENERAL MOTORS FINL CO COMPANY GUAR 04/25 4.35	3.35 mm	3.36 mm principal	0.13	Debt	Long	USA
IRS CZK 4.63000 03/21/23-5Y CME	3.32 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Czechia
ZCS BRL 10.58295 08/16/23-01/02/29 CME	3.29 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Brazil
IRS CZK 4.29000 04/18/24-10Y CME	3.29 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Czechia
IRS KRW 3.00000 03/19/25-5Y LCH	3.29 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Korea, Republic of
OIS COP IBR/9.22000 03/23/23-5Y CME	3.26 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Colombia
OIS SGD SIBSORA/2.50000 03/19/25-5Y LCH	3.24 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Singapore
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3	3.22 mm	3.26 mm principal	0.12	Debt	Long	USA
IRS CLP 5.15778 06/15/23-5Y CME	3.21 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Chile
CDX HY42 5Y ICE	3.21 mm	1.00 contracts	0.12	Credit derivative	N/A	USA
IRS MXN 4.80000 02/11/21-5Y* CME	3.16 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Mexico
IRS PLN 5.30000 01/12/23-5Y CME	3.13 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Poland
ZCS BRL 10.51185 06/26/23-01/02/29 CME	3.12 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Brazil
IRS CZK 4.51000 03/22/23-5Y CME	3.10 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Czechia
IRS CZK 4.02000 11/22/23-10Y CME	3.10 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Czechia
HANG SENG IDX FUT OCT24 XHKF 20241030	3.09 mm	224.00 contracts	0.12	Equity derivative	N/A	Hong Kong
BOUGHT BRL SOLD USD 20241002 Citibank, National Association	3.05 mm	1.00 contracts	0.11	DFE	N/A	Brazil
CARMAX AUTO OWNER TRUST CARMX 2022 4 A3	3.04 mm	3.02 mm principal	0.11	ABS-other	Long	USA
IRS MXN 9.76500 09/29/23-10Y* CME	3.03 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Mexico
MUFG Mitsubishi UFJ Financial Group, Inc.	3.01 mm	3.00 mm principal	0.11	Debt	Long	Japan
CDX IG42 5Y ICE	3.00 mm	1.00 contracts	0.11	Credit derivative	N/A	USA
IRS ZAR 8.36000 11/06/23-5Y CME	3.00 mm	1.00 contracts	0.11	Interest rate derivative	N/A	South Africa
IRS PLN 5.54000 06/01/23-5Y CME	2.99 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Poland
IRS CLP 5.45800 03/20/23-5Y CME	2.97 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Chile
ATHENE GLOBAL FUNDING SECURED 144A 01/25 1.716	2.97 mm	3.00 mm principal	0.11	Debt	Long	USA
TREASURY BILL 10/24 0.00000	2.93 mm	2.94 mm principal	0.11	Debt	Long	USA
3MO EURO EURIBOR DEC25 IFLL 20251215	2.93 mm	2.59 k contracts	0.11	Interest rate derivative	N/A	UK
IRS PLN 2.98300 11/08/21-5Y CME	2.92 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Poland
CDX IG43 5Y ICE	2.91 mm	1.00 contracts	0.11	Credit derivative	N/A	USA
IRS PLN 5.05400 05/15/24-5Y CME	2.91 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Poland
IRS HUF 8.65000 01/19/23-5Y CME	2.90 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Hungary
ZCS BRL 10.32069 12/22/21-01/04/27 CME	2.90 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Brazil
IRS CLP 5.30000 03/22/23-5Y CME	2.88 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Chile
OIS COP IBR/8.99200 02/08/23-5Y CME	2.83 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Colombia
ZCS BRL 9.955 01/02/24-01/02/29 CME	2.80 mm	1.00 contracts	0.11	Interest rate derivative	N/A	Brazil
ZCS BRL 10.80375 08/21/23-01/02/29 CME	2.80 mm	1.00 contracts	0.10	Interest rate derivative	N/A	Brazil
3 MONTH SOFR FUT DEC25 XCME 20260317	2.79 mm	2.79 k contracts	0.10	Interest rate derivative	N/A	USA
OIS COP IBR/8.07000 11/14/23-5Y CME	2.75 mm	1.00 contracts	0.10	Interest rate derivative	N/A	Colombia
OIS COP IBR/8.99000 02/08/23-5Y CME	2.75 mm	1.00 contracts	0.10	Interest rate derivative	N/A	Colombia
IRS HUF 10.64000 09/29/22-5Y CME	2.75 mm	1.00 contracts	0.10	Interest rate derivative	N/A	Hungary
IRS CLP 5.47500 11/13/23-5Y CME	2.73 mm	1.00 contracts	0.10	Interest rate derivative	N/A	Chile
BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2B	2.73 mm	2.73 mm principal	0.10	ABS-other	Long	USA
IRS ZAR 8.25000 11/22/23-5Y CME	2.68 mm	1.00 contracts	0.10	Interest rate derivative	N/A	South Africa
LME LEAD FUTURE OCT24 XLME 20241014	2.66 mm	-1.26 k contracts	0.10	Commodity derivative	N/A	UK
IRS HUF 8.32000 01/20/23-5Y CME	2.66 mm	1.00 contracts	0.10	Interest rate derivative	N/A	Hungary