Fixed Income SHares: Series LD

Fund Profile

Fund profile

Tickers

FXIDX

Fund manager

AllianzGI Managed Accounts Trust

Total assets

$105.51 mm

Liabilities

$56.73 mm

Net assets

$48.78 mm

Number of holdings

202.00

Top 200 of 202 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TSY INFL IX N/B 04/29 2.125	7.42 mm	7.22 mm principal	15.22	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	3.48 mm	3.40 mm principal	7.12	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.24 mm	3.20 mm principal	6.64	ABS-mortgage backed security	Long	USA
LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875	2.10 mm	2.10 mm principal	4.30	Debt	Long	Netherlands
HSBC HSBC Holdings plc	2.09 mm	2.07 mm principal	4.28	Debt	Long	UK
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	2.05 mm	1.84 mm principal	4.20	ABS-collateralized bond/debt obligation	Long	Ireland
AES The AES Corporation	1.25 mm	1.30 mm principal	2.56	Debt	Long	USA
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A	1.20 mm	1.20 mm principal	2.47	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	1.20 mm	6.90 mm principal	2.46	Debt	Long	Brazil
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	1.16 mm	1.16 mm principal	2.37	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A	1.10 mm	1.18 mm principal	2.25	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 5115 EM	1.08 mm	1.23 mm principal	2.21	ABS-mortgage backed security	Long	USA
UBER Uber Technologies, Inc.	1.01 mm	1.00 mm principal	2.07	Debt	Long	USA
LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR	999.02 k	1.00 mm principal	2.05	Debt	Long	UK
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A	971.96 k	1.00 mm principal	1.99	ABS-mortgage backed security	Long	USA
IFF International Flavors & Fragrances Inc.	965.39 k	1.00 mm principal	1.98	Debt	Long	USA
BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A	953.38 k	1.00 mm principal	1.95	ABS-mortgage backed security	Long	USA
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	948.49 k	1.00 mm principal	1.94	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	888.32 k	900.00 k principal	1.82	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A	831.66 k	835.26 k principal	1.71	ABS-other	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5	812.25 k	800.00 k principal	1.67	Debt	Long	USA
ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684	811.95 k	800.00 k principal	1.66	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A	776.19 k	833.24 k principal	1.59	ABS-mortgage backed security	Long	USA
BXMT LTD BXMT 2020 FL3 A 144A	775.33 k	787.28 k principal	1.59	ABS-mortgage backed security	Long	Cayman Islands
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3	770.08 k	788.92 k principal	1.58	ABS-mortgage backed security	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A	711.21 k	640.20 k principal	1.46	ABS-collateralized bond/debt obligation	Long	Ireland
ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A	708.53 k	795.05 k principal	1.45	ABS-other	Long	USA
UBS GROUP AG SR UNSECURED 144A 05/26 VAR	698.08 k	700.00 k principal	1.43	Debt	Long	Switzerland
LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR	692.92 k	1.00 mm principal	1.42	Debt	Long	UK
AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 VAR	691.50 k	1.00 mm principal	1.42	Debt	Long	Australia
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	662.98 k	596.16 k principal	1.36	ABS-collateralized bond/debt obligation	Long	Ireland
VOYA CLO LTD INGIM 2012 4A A1R3 144A	621.81 k	621.00 k principal	1.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A	619.06 k	618.86 k principal	1.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BCS Barclays PLC	602.27 k	600.00 k principal	1.23	Debt	Long	UK
NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A	596.38 k	640.25 k principal	1.22	ABS-other	Long	USA
BERRY GLOBAL INC SR SECURED 01/26 1.57	577.55 k	600.00 k principal	1.18	Debt	Long	USA
GEMGARTO GMG 2021 1A A 144A	569.02 k	425.56 k principal	1.17	ABS-mortgage backed security	Long	UK
TCW CLO TCW 2018 1A A1R 144A	567.08 k	566.80 k principal	1.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TORO EUROPEAN CLO TCLO 6A AR 144A	554.72 k	499.15 k principal	1.14	ABS-collateralized bond/debt obligation	Long	Ireland
OCP EURO CLO OCPE 2020 4A AR 144A	552.83 k	497.75 k principal	1.13	ABS-collateralized bond/debt obligation	Long	Ireland
LVS Las Vegas Sands Corp.	513.58 k	500.00 k principal	1.05	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR	512.82 k	500.00 k principal	1.05	Debt	Long	USA
IX ORIX Corporation	504.33 k	500.00 k principal	1.03	Debt	Long	Japan
ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5	500.61 k	500.00 k principal	1.03	Debt	Long	Israel
PCG+A Pacific Gas & Electric Co.	499.71 k	500.00 k principal	1.02	Debt	Long	USA
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1	469.90 k	466.65 k principal	0.96	ABS-mortgage backed security	Long	USA
BX TRUST BX 2021 MFM1 A 144A	455.36 k	457.20 k principal	0.93	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A	442.06 k	455.27 k principal	0.91	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A	441.96 k	449.98 k principal	0.91	ABS-mortgage backed security	Long	USA
HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A	430.49 k	433.00 k principal	0.88	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MFRA TRUST MFRA 2021 RPL1 A1 144A	429.37 k	473.48 k principal	0.88	ABS-mortgage backed security	Long	USA
BPCE SA 144A 10/27 VAR	415.33 k	400.00 k principal	0.85	Debt	Long	France
HARVEST CLO HARVT 21A A2R 144A	410.81 k	384.92 k principal	0.84	ABS-collateralized bond/debt obligation	Long	Ireland
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A	409.19 k	410.70 k principal	0.84	ABS-other	Long	USA
GCAT GCAT 2021 NQM3 A2 144A	408.53 k	469.11 k principal	0.84	ABS-mortgage backed security	Long	USA
GCAT GCAT 2021 NQM3 A3 144A	407.53 k	469.11 k principal	0.84	ABS-mortgage backed security	Long	USA
INTOWN 2022 STAY TOWN 2022 STAY A 144A	401.82 k	400.00 k principal	0.82	ABS-mortgage backed security	Long	USA
AG TRUST AG 2024 NLP A 144A	400.91 k	400.00 k principal	0.82	ABS-mortgage backed security	Long	USA
TRALEE CDO LTD TRAL 2019 6A A1RR 144A	400.29 k	400.00 k principal	0.82	ABS-collateralized bond/debt obligation	Long	Cayman Islands
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A	400.00 k	400.00 k principal	0.82	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134	396.40 k	400.00 k principal	0.81	Debt	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A	370.72 k	397.97 k principal	0.76	ABS-mortgage backed security	Long	USA
522 FUNDING CLO LTD MORGN 2018 3A AR 144A	366.24 k	365.69 k principal	0.75	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GSAMP TRUST GSAMP 2006 HE4 A2D	359.00 k	371.30 k principal	0.74	ABS-mortgage backed security	Long	USA
NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A	335.14 k	361.37 k principal	0.69	ABS-other	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A	334.40 k	300.00 k principal	0.69	ABS-collateralized bond/debt obligation	Long	Ireland
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A	316.94 k	311.60 k principal	0.65	ABS-mortgage backed security	Long	USA
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875	315.18 k	300.00 k principal	0.65	Debt	Long	Italy
ABN AMRO BANK NV 144A 10/26 VAR	305.49 k	300.00 k principal	0.63	Debt	Long	Netherlands
ARROW ELECTRONICS INC SR UNSECURED 08/29 5.15	304.81 k	300.00 k principal	0.62	Debt	Long	USA
WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7	303.89 k	300.00 k principal	0.62	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	300.13 k	300.00 k principal	0.62	Debt	Long	USA
OKE ONEOK, Inc.	299.07 k	300.00 k principal	0.61	Debt	Long	USA
VICI PROPERTIES LP SR UNSECURED 05/25 4.375	298.60 k	300.00 k principal	0.61	Debt	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A	295.69 k	286.64 k principal	0.61	ABS-mortgage backed security	Long	USA
RAAC SERIES RAAC 2006 RP4 M1 144A	295.45 k	296.29 k principal	0.61	ABS-mortgage backed security	Long	USA
BA The Boeing Company	289.01 k	300.00 k principal	0.59	Debt	Long	USA
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875	279.81 k	280.00 k principal	0.57	Debt	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A	278.98 k	280.50 k principal	0.57	ABS-mortgage backed security	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	265.34 k	285.86 k principal	0.54	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A	261.95 k	259.49 k principal	0.54	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A	256.83 k	251.63 k principal	0.53	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A	255.56 k	255.39 k principal	0.52	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	247.75 k	25.44 k principal	0.51	Short-term investment vehicle	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2	226.72 k	257.70 k principal	0.46	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A	223.96 k	233.92 k principal	0.46	ABS-mortgage backed security	Long	USA
RESIMAC RESI 2021 2NCA A1A 144A	223.39 k	223.80 k principal	0.46	ABS-mortgage backed security	Long	Australia
BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ1 M3	221.97 k	222.97 k principal	0.46	ABS-mortgage backed security	Long	USA
LCM LTD PARTNERSHIP LCM 30A AR 144A	214.31 k	214.13 k principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A	213.78 k	227.69 k principal	0.44	ABS-mortgage backed security	Long	USA
6297782 LLC COMPANY GUAR 144A 09/27 4.911	201.58 k	200.00 k principal	0.41	Debt	Long	USA
SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831	199.14 k	200.00 k principal	0.41	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A	186.13 k	186.92 k principal	0.38	ABS-mortgage backed security	Long	Cayman Islands
GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A	180.15 k	200.00 k principal	0.37	ABS-mortgage backed security	Long	USA
TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A	171.16 k	172.18 k principal	0.35	ABS-other	Long	USA
MFRA TRUST MFRA 2023 NQM4 A1 144A	170.77 k	169.15 k principal	0.35	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2	168.78 k	169.91 k principal	0.35	ABS-mortgage backed security	Long	USA
NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1	166.21 k	167.82 k principal	0.34	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A	162.91 k	162.55 k principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A	150.82 k	135.42 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A	147.20 k	158.03 k principal	0.30	ABS-mortgage backed security	Long	USA
APIDOS CLO LTD APID 2017 27A A1R 144A	124.42 k	124.38 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US 2YR NOTE (CBT) DEC24 XCBT 20241231	122.96 k	227.00 contracts	0.25	Interest rate derivative	N/A	USA
SLM STUDENT LOAN TRUST SLMA 2008 5 A4	111.54 k	111.30 k principal	0.23	ABS-other	Long	USA
AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5	108.67 k	108.61 k principal	0.22	ABS-mortgage backed security	Long	USA
IMPAC CMB TRUST IMM 2004 10 1A1	103.75 k	107.35 k principal	0.21	ABS-mortgage backed security	Long	USA
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85	99.26 k	100.00 k principal	0.20	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	97.63 k	100.00 k principal	0.20	Debt	Long	USA
GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 A2B	89.68 k	89.66 k principal	0.18	ABS-other	Long	USA
IRS AUD 4.50000 09/20/23-10Y LCH	84.85 k	1.00 contracts	0.17	Interest rate derivative	N/A	Australia
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A	84.68 k	85.71 k principal	0.17	ABS-other	Long	USA
MFRA TRUST MFRA 2020 NQM2 A1 144A	80.50 k	84.58 k principal	0.17	ABS-mortgage backed security	Long	USA
FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1	79.93 k	82.91 k principal	0.16	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	78.63 k	78.92 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1	58.15 k	58.18 k principal	0.12	ABS-mortgage backed security	Long	USA
SLM STUDENT LOAN TRUST SLMA 2008 2 A3	51.20 k	51.19 k principal	0.10	ABS-other	Long	USA
VENTURE CDO LTD VENTR 2017 26A AR 144A	47.52 k	47.49 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2	42.24 k	44.50 k principal	0.09	ABS-mortgage backed security	Long	USA
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	41.14 k	1.00 contracts	0.08	Interest rate derivative	N/A	UK
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A	38.32 k	38.97 k principal	0.08	ABS-other	Long	USA
CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1	30.26 k	30.52 k principal	0.06	ABS-mortgage backed security	Long	USA
SOLD EUR BOUGHT USD 20241104 Wells Fargo Bank, National Association	29.62 k	1.00 contracts	0.06	DFE	N/A	N/A
BOUGHT AUD SOLD USD 20241002 BARCLAYS BANK PLC	25.57 k	1.00 contracts	0.05	DFE	N/A	Australia
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A	23.53 k	24.66 k principal	0.05	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST SEMT 5 A	17.30 k	17.70 k principal	0.04	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF	15.63 k	15.64 k principal	0.03	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2	13.02 k	13.77 k principal	0.03	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2003 9 A2	11.47 k	11.85 k principal	0.02	ABS-mortgage backed security	Long	USA
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1	10.51 k	10.31 k principal	0.02	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2	9.25 k	9.30 k principal	0.02	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1	8.94 k	9.11 k principal	0.02	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2	8.94 k	9.64 k principal	0.02	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2	8.73 k	9.19 k principal	0.02	ABS-mortgage backed security	Long	USA
IMPAC CMB TRUST IMM 2003 9F A1	8.00 k	8.01 k principal	0.02	ABS-mortgage backed security	Long	USA
SOLD EUR BOUGHT USD 20241002 MORGAN STANLEY & CO. INTERNATIONAL PLC	7.81 k	1.00 contracts	0.02	DFE	N/A	N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1	7.64 k	7.59 k principal	0.02	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1	7.59 k	7.54 k principal	0.02	ABS-mortgage backed security	Long	USA
BOUGHT AUD SOLD USD 20241002 Wells Fargo Bank, National Association	6.99 k	1.00 contracts	0.01	DFE	N/A	Australia
JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2	6.15 k	6.10 k principal	0.01	ABS-mortgage backed security	Long	USA
THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3	6.07 k	6.26 k principal	0.01	ABS-mortgage backed security	Long	USA
BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3	5.87 k	6.90 k principal	0.01	ABS-mortgage backed security	Long	USA
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1	4.38 k	4.62 k principal	0.01	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2	3.62 k	3.88 k principal	0.01	ABS-mortgage backed security	Long	USA
MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2	3.36 k	3.30 k principal	0.01	ABS-mortgage backed security	Long	USA
DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A	3.21 k	3.31 k principal	0.01	ABS-mortgage backed security	Long	USA
SOLD CAD BOUGHT USD 20241002 STANDARD CHARTERED BANK	3.00 k	1.00 contracts	0.01	DFE	N/A	Canada
317U6T2A9 PIMCO SWAPTION 4.1 PUT USD 20250207	3.00 k	10.00 mm contracts	0.01	Interest rate derivative	N/A	USA
MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1	2.91 k	3.01 k principal	0.01	ABS-mortgage backed security	Long	USA
SOLD CAD BOUGHT USD 20241104 MORGAN STANLEY & CO. INTERNATIONAL PLC	2.84 k	1.00 contracts	0.01	DFE	N/A	Canada
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1	2.77 k	2.89 k principal	0.01	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A	2.44 k	2.55 k principal	0.01	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST SEMT 10 2A1	2.24 k	2.30 k principal	0.00	ABS-mortgage backed security	Long	USA
THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1	2.01 k	2.10 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	1.94 k	1.00 contracts	0.00	DFE	N/A	Brazil
PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2	1.83 k	1.96 k principal	0.00	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A	1.74 k	1.88 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD CHF BOUGHT USD 20241104 BARCLAYS BANK PLC	1.74 k	1.00 contracts	0.00	DFE	N/A	Switzerland
BOUGHT AUD SOLD USD 20241002 THE TORONTO-DOMINION BANK	1.70 k	1.00 contracts	0.00	DFE	N/A	Australia
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A	1.69 k	1.69 k principal	0.00	ABS-mortgage backed security	Long	USA
BOUGHT AUD SOLD USD 20241002 BARCLAYS BANK PLC	1.63 k	1.00 contracts	0.00	DFE	N/A	Australia
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1	1.62 k	1.68 k principal	0.00	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1	1.47 k	1.54 k principal	0.00	ABS-mortgage backed security	Long	USA
BOUGHT GBP SOLD USD 20241002 BANK OF AMERICA CORPORATION	1.32 k	1.00 contracts	0.00	DFE	N/A	UK
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	1.21 k	1.00 contracts	0.00	DFE	N/A	Brazil
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1	1.18 k	1.27 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD GBP BOUGHT USD 20241104 STANDARD CHARTERED BANK	1.17 k	1.00 contracts	0.00	DFE	N/A	UK
BOUGHT GBP SOLD USD 20241002 BARCLAYS BANK PLC	1.13 k	1.00 contracts	0.00	DFE	N/A	UK
SOLD CHF BOUGHT USD 20241002 State Street Bank and Trust Company	863.34	1.00 contracts	0.00	DFE	N/A	Switzerland
JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1	789.18	836.10 principal	0.00	ABS-mortgage backed security	Long	USA
US ULTRA BOND CBT DEC24 XCBT 20241219	693.14	-17.00 contracts	0.00	Interest rate derivative	N/A	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA	691.65	691.51 principal	0.00	ABS-mortgage backed security	Long	USA
MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1	622.49	658.48 principal	0.00	ABS-mortgage backed security	Long	USA
MORGAN STANLEY MORTGAGE LOAN T MSM 2004 10AR 2A2	610.12	644.53 principal	0.00	ABS-mortgage backed security	Long	USA
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	-18.95	1.00 contracts	-0.00	DFE	N/A	Brazil
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	-38.40	1.00 contracts	-0.00	DFE	N/A	Brazil
SOLD GBP BOUGHT USD 20241002 BANK OF AMERICA CORPORATION	-303.86	1.00 contracts	-0.00	DFE	N/A	UK
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	-860.69	1.00 contracts	-0.00	DFE	N/A	Brazil
BOUGHT GBP SOLD USD 20241002 STANDARD CHARTERED BANK	-1.19 k	1.00 contracts	-0.00	DFE	N/A	UK
SOLD AUD BOUGHT USD 20241002 BNP PARIBAS	-1.20 k	1.00 contracts	-0.00	DFE	N/A	Australia
SOLD AUD BOUGHT USD 20241104 THE TORONTO-DOMINION BANK	-1.71 k	1.00 contracts	-0.00	DFE	N/A	Australia
BOUGHT CHF SOLD USD 20241002 BARCLAYS BANK PLC	-1.76 k	1.00 contracts	-0.00	DFE	N/A	Switzerland
BOUGHT CAD SOLD USD 20241002 MORGAN STANLEY & CO. INTERNATIONAL PLC	-2.83 k	1.00 contracts	-0.01	DFE	N/A	Canada
SOLD AUD BOUGHT USD 20241002 BANK OF AMERICA CORPORATION	-3.49 k	1.00 contracts	-0.01	DFE	N/A	Australia
US 10YR NOTE (CBT)DEC24 XCBT 20241219	-5.29 k	-27.00 contracts	-0.01	Interest rate derivative	N/A	USA
SOLD AUD BOUGHT USD 20241104 Wells Fargo Bank, National Association	-7.03 k	1.00 contracts	-0.01	DFE	N/A	Australia
US 10YR ULTRA FUT DEC24 XCBT 20241219	-7.76 k	-61.00 contracts	-0.02	Interest rate derivative	N/A	USA
LONG GILT FUTURE DEC24 IFLL 20241227	-9.37 k	14.00 contracts	-0.02	Interest rate derivative	N/A	UK
SOLD GBP BOUGHT USD 20241002 BARCLAYS BANK PLC	-9.68 k	1.00 contracts	-0.02	DFE	N/A	UK
US 5YR NOTE (CBT) DEC24 XCBT 20241231	-14.00 k	-59.00 contracts	-0.03	Interest rate derivative	N/A	USA
AUST 10Y BOND FUT DEC24 XSFE 20241216	-15.57 k	28.00 contracts	-0.03	Interest rate derivative	N/A	Australia
BOUGHT EUR SOLD USD 20241002 Wells Fargo Bank, National Association	-29.61 k	1.00 contracts	-0.06	DFE	N/A	N/A
SOLD AUD BOUGHT USD 20241002 THE TORONTO-DOMINION BANK	-39.34 k	1.00 contracts	-0.08	DFE	N/A	Australia
3 MONTH SOFR FUT JUN25 XCME 20250916	-55.46 k	180.00 contracts	-0.11	Interest rate derivative	N/A	USA
RFR USD SOFR/3.75000 12/18/24-5Y LCH	-62.16 k	1.00 contracts	-0.13	Interest rate derivative	N/A	USA
3 MONTH SOFR FUT DEC24 XCME 20250318	-67.10 k	-132.00 contracts	-0.14	Interest rate derivative	N/A	USA
REVERSE REPO ROYAL BANK OF CAN	-94.92 k	-94.78 k principal	-0.19	Repurchase agreement	Short	USA
REVERSE REPO SOCIETE GENERALE REVERSE REPO	-728.87 k	-727.74 k principal	-1.49	Repurchase agreement	Short	USA
REVERSE REPO NOMURA	-1.21 mm	-1.21 mm principal	-2.48	Repurchase agreement	Short	USA
REVERSE REPO TORONTO DOMINIO	-1.44 mm	-1.44 mm principal	-2.96	Repurchase agreement	Short	USA
REVERSE REPO TORONTO DOMINIO	-1.90 mm	-1.90 mm principal	-3.89	Repurchase agreement	Short	USA