Fixed Income SHares: Series R

Fund Profile

Fund profile

Tickers

FXIRX

Fund manager

AllianzGI Managed Accounts Trust

Total assets

$348.33 mm

Liabilities

$202.38 mm

Net assets

$145.95 mm

Number of holdings

251.00

Top 200 of 251 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TSY INFL IX N/B 07/31 0.125	20.82 mm	23.64 mm principal	14.26	Debt	Long	USA
TSY INFL IX N/B 01/30 0.125	17.76 mm	19.54 mm principal	12.17	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	14.34 mm	14.12 mm principal	9.83	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	12.84 mm	13.72 mm principal	8.80	Debt	Long	USA
TSY INFL IX N/B 07/32 0.625	12.34 mm	13.80 mm principal	8.45	Debt	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	11.89 mm	13.30 mm principal	8.15	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/29 0.25	10.86 mm	11.72 mm principal	7.44	Debt	Long	USA
TSY INFL IX N/B 07/34 1.875	10.43 mm	10.76 mm principal	7.15	Debt	Long	USA
TSY INFL IX N/B 07/27 0.375	10.01 mm	10.38 mm principal	6.86	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	9.78 mm	10.40 mm principal	6.70	ABS-mortgage backed security	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	9.52 mm	9.21 mm principal	6.52	Debt	Long	Italy
TSY INFL IX N/B 01/34 1.75	8.57 mm	8.93 mm principal	5.87	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	7.12 mm	7.74 mm principal	4.88	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	7.02 mm	7.35 mm principal	4.81	Debt	Long	USA
TSY INFL IX N/B 10/27 1.625	6.89 mm	6.93 mm principal	4.72	Debt	Long	USA
TSY INFL IX N/B 01/31 0.125	6.17 mm	6.95 mm principal	4.23	Debt	Long	USA
FED HM LN PC POOL SD8409 FR 03/54 FIXED 6	5.85 mm	5.82 mm principal	4.01	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/46 1	5.61 mm	7.45 mm principal	3.85	Debt	Long	USA
FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5	5.17 mm	5.24 mm principal	3.55	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/26 0.125	5.10 mm	5.22 mm principal	3.49	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	5.08 mm	766.47 mm principal	3.48	Debt	Long	Japan
FNMA POOL MA5217 FN 12/53 FIXED 6.5	4.94 mm	4.84 mm principal	3.39	ABS-mortgage backed security	Long	USA
FNMA POOL MA5328 FN 04/54 FIXED 6	4.55 mm	4.53 mm principal	3.12	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/28 1.75	4.42 mm	4.45 mm principal	3.03	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	4.15 mm	4.78 mm principal	2.84	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF	3.77 mm	3.72 mm principal	2.58	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA	3.63 mm	3.58 mm principal	2.49	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 10/29 1.625	3.55 mm	3.61 mm principal	2.43	Debt	Long	USA
TSY INFL IX N/B 01/29 0.875	3.34 mm	3.50 mm principal	2.29	Debt	Long	USA
TSY INFL IX N/B 04/27 0.125	2.89 mm	3.02 mm principal	1.98	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	2.89 mm	437.72 mm principal	1.98	Debt	Long	Japan
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	2.85 mm	2.77 mm principal	1.95	Debt	Long	France
TSY INFL IX N/B 02/43 0.625	2.84 mm	3.87 mm principal	1.95	Debt	Long	USA
TSY INFL IX N/B 02/41 2.125	2.75 mm	2.84 mm principal	1.88	Debt	Long	USA
TSY INFL IX N/B 04/28 3.625	2.68 mm	2.56 mm principal	1.84	Debt	Long	USA
TSY INFL IX N/B 02/42 0.75	2.67 mm	3.48 mm principal	1.83	Debt	Long	USA
TSY INFL IX N/B 02/49 1	2.50 mm	3.42 mm principal	1.71	Debt	Long	USA
TSY INFL IX N/B 01/26 2	2.41 mm	2.41 mm principal	1.65	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	2.38 mm	2.60 mm principal	1.63	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/51 0.125	2.27 mm	4.12 mm principal	1.56	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	2.10 mm	2.30 mm principal	1.44	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB	2.01 mm	1.98 mm principal	1.38	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/30 0.125	1.89 mm	2.09 mm principal	1.29	Debt	Long	USA
MAN EURO CLO MECLO 2023 1A A 144A	1.87 mm	1.80 mm principal	1.28	ABS-collateralized bond/debt obligation	Long	Ireland
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD	1.82 mm	1.78 mm principal	1.25	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/45 0.75	1.82 mm	2.51 mm principal	1.25	Debt	Long	USA
TSY INFL IX N/B 02/40 2.125	1.64 mm	1.69 mm principal	1.12	Debt	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A	1.63 mm	1.57 mm principal	1.11	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 02/52 0.125	1.60 mm	2.95 mm principal	1.10	Debt	Long	USA
TSY INFL IX N/B 02/50 0.25	1.47 mm	2.52 mm principal	1.01	Debt	Long	USA
RFR USD SOFR/2.86500 02/13/24-30Y LCH	1.45 mm	1.00 contracts	0.99	Interest rate derivative	N/A	USA
TSY INFL IX N/B 02/54 2.125	1.43 mm	1.54 mm principal	0.98	Debt	Long	USA
TSY INFL IX N/B 01/29 2.5	1.38 mm	1.35 mm principal	0.94	Debt	Long	USA
TSY INFL IX N/B 02/48 1	1.21 mm	1.65 mm principal	0.83	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA	1.21 mm	1.20 mm principal	0.83	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	1.06 mm	1.08 mm principal	0.73	Debt	Long	France
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	1.04 mm	1.00 contracts	0.71	Interest rate derivative	N/A	USA
AVOCA STATIC CLO AVOST 1A AR 144A	1.04 mm	1.00 mm principal	0.71	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 01/27 0.375	1.01 mm	1.05 mm principal	0.69	Debt	Long	USA
FNMA POOL MA5355 FN 05/54 FIXED 6.5	937.15 k	917.32 k principal	0.64	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/28 0.75	845.70 k	880.28 k principal	0.58	Debt	Long	USA
NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M3	822.81 k	834.11 k principal	0.56	ABS-mortgage backed security	Long	USA
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	815.11 k	1.11 mm principal	0.56	Debt	Long	Canada
IRS EUR 0.19700 11/08/22-30Y LCH	812.94 k	1.00 contracts	0.56	Interest rate derivative	N/A	N/A
TSY INFL IX N/B 02/47 0.875	800.15 k	1.10 mm principal	0.55	Debt	Long	USA
OPEN TRUST OPEN 2023 AIR A 144A	796.76 k	788.97 k principal	0.55	ABS-mortgage backed security	Long	USA
MAN GLG EURO CLO GLGE 5A A1R 144A	791.90 k	764.74 k principal	0.54	ABS-collateralized bond/debt obligation	Long	Ireland
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	716.49 k	692.47 k principal	0.49	ABS-collateralized bond/debt obligation	Long	Ireland
NYKREDIT REALKREDIT AS COVERED REGS 10/53 3	667.83 k	5.01 mm principal	0.46	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/53 3	591.92 k	4.45 mm principal	0.41	Debt	Long	Denmark
TSY INFL IX N/B 02/44 1.375	518.87 k	623.04 k principal	0.36	Debt	Long	USA
US LONG BOND(CBT) MAR25 XCBT 20250320	495.56 k	-184.00 contracts	0.34	Interest rate derivative	N/A	USA
TSY INFL IX N/B 04/32 3.375	491.04 k	453.49 k principal	0.34	Debt	Long	USA
IRS EUR 0.19500 11/04/22-30Y LCH	471.03 k	1.00 contracts	0.32	Interest rate derivative	N/A	N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M3	455.23 k	500.00 k principal	0.31	ABS-mortgage backed security	Long	USA
IRS EUR 0.19000 11/04/22-30Y LCH	429.28 k	1.00 contracts	0.29	Interest rate derivative	N/A	N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	409.28 k	479.02 k principal	0.28	ABS-mortgage backed security	Long	USA
IRS EUR 2.50000 03/19/25-10Y LCH	402.31 k	1.00 contracts	0.28	Interest rate derivative	N/A	N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 1A1	388.72 k	441.95 k principal	0.27	ABS-mortgage backed security	Long	USA
SOLD EUR BOUGHT USD 20250115 HSBC BANK PLC	346.02 k	1.00 contracts	0.24	DFE	N/A	N/A
TSY INFL IX N/B 01/26 0.625	314.48 k	318.84 k principal	0.22	Debt	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2018 2A A1A 144A	292.66 k	282.43 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Ireland
REALKREDIT DANMARK COVERED REGS 10/53 1.5	262.54 k	2.27 mm principal	0.18	Debt	Long	Denmark
TSY INFL IX N/B 02/53 1.5	255.40 k	318.58 k principal	0.17	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	253.38 k	254.05 k principal	0.17	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL QI4230 FR 04/54 FIXED 6.5	248.86 k	243.67 k principal	0.17	ABS-mortgage backed security	Long	USA
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1	244.14 k	288.12 k principal	0.17	ABS-mortgage backed security	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	241.48 k	244.33 k principal	0.17	Debt	Long	Italy
MEXICAN UDIBONOS BONDS 08/34 4	213.25 k	5.01 mm principal	0.15	Debt	Long	Mexico
IRS EUR 2.87880 06/12/23-9Y* LCH	212.26 k	1.00 contracts	0.15	Interest rate derivative	N/A	N/A
JYSKE REALKREDIT A/S COVERED 10/53 1.5	210.53 k	1.88 mm principal	0.14	Debt	Long	Denmark
MAN GLG EURO CLO GLGE 6A AR 144A	195.41 k	188.52 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
US 10YR NOTE (CBT)MAR25 XCBT 20250320	191.30 k	-175.00 contracts	0.13	Interest rate derivative	N/A	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A1 144A	188.62 k	196.60 k principal	0.13	ABS-mortgage backed security	Long	USA
EURO-OAT FUTURE MAR25 XEUR 20250306	186.99 k	-80.00 contracts	0.13	Interest rate derivative	N/A	Germany
RFR USD SOFR/3.50000 06/20/24-30Y CME	171.03 k	1.00 contracts	0.12	Interest rate derivative	N/A	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH	167.86 k	1.00 contracts	0.12	Interest rate derivative	N/A	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B1	166.84 k	183.99 k principal	0.11	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M2	159.94 k	167.06 k principal	0.11	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	155.90 k	1.00 contracts	0.11	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.763 09/15/23-30Y LCH	135.62 k	1.00 contracts	0.09	Interest rate derivative	N/A	N/A
SOLD JPY BOUGHT USD 20250115 THE TORONTO-DOMINION BANK	130.70 k	1.00 contracts	0.09	DFE	N/A	Japan
INF SWAP EM NI 2.7 04/15/23-30Y LCH	118.36 k	1.00 contracts	0.08	Interest rate derivative	N/A	N/A
UBS GROUP AG SR UNSECURED REGS 03/29 VAR	118.07 k	100.00 k principal	0.08	Debt	Long	Switzerland
FNMA POOL MA5273 FN 02/54 FIXED 6.5	114.68 k	112.28 k principal	0.08	ABS-mortgage backed security	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	104.88 k	102.12 k principal	0.07	Debt	Long	Italy
RFR JPY MUTK/0.50000 12/15/21-10Y LCH	102.90 k	1.00 contracts	0.07	Interest rate derivative	N/A	Japan
FED HM LN PC POOL SD8447 FR 07/54 FIXED 6	99.22 k	98.59 k principal	0.07	ABS-mortgage backed security	Long	USA
SOLD JPY BOUGHT USD 20250115 UBS AG	91.17 k	1.00 contracts	0.06	DFE	N/A	Japan
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A	88.77 k	124.16 k principal	0.06	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) MAR25 XCBT 20250331	77.39 k	-184.00 contracts	0.05	Interest rate derivative	N/A	USA
SOLD JPY BOUGHT USD 20250115 JPMORGAN CHASE & CO.	75.56 k	1.00 contracts	0.05	DFE	N/A	Japan
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	74.05 k	640.19 k principal	0.05	Debt	Long	Denmark
INF SWAP EM NI 2.736 10/15/23-30Y LCH	73.82 k	1.00 contracts	0.05	Interest rate derivative	N/A	N/A
INF SWAP US IT 2.703 05/25/21-5Y LCH	73.69 k	1.00 contracts	0.05	Interest rate derivative	N/A	USA
INF SWAP US IT 2.813 05/14/21-5Y LCH	67.28 k	1.00 contracts	0.05	Interest rate derivative	N/A	USA
NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2	59.28 k	499.44 k principal	0.04	Debt	Long	Denmark
SOLD JPY BOUGHT USD 20250115 BANK OF AMERICA CORPORATION	57.15 k	1.00 contracts	0.04	DFE	N/A	Japan
GRIFONAS FINANCE PLC GRIF 1 A REGS	56.20 k	55.40 k principal	0.04	ABS-mortgage backed security	Long	UK
INF SWAP US IT 2.69 06/01/21-5Y LCH	53.25 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
RFR EUR ESTRON/3.47500 02/26/24-1Y LCH	47.71 k	1.00 contracts	0.03	Interest rate derivative	N/A	N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1	43.62 k	198.06 k principal	0.03	ABS-mortgage backed security	Long	USA
GOLD 100 OZ FUTR FEB25 XCEC 20250226	38.67 k	-5.00 contracts	0.03	Commodity derivative	N/A	USA
REALKREDIT DANMARK COVERED REGS 10/53 2	36.40 k	330.55 k principal	0.02	Debt	Long	Denmark
INF SWAP EM NI 2.59 12/15/22-30Y LCH	35.51 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
INF SWAP US IT 2.2147 10/10/24-1Y LCH	33.80 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.682 10/15/23-30Y LCH	32.99 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
INF SWAP US IT 2.41875 03/05/21-5Y LCH	32.78 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
SOLD DKK BOUGHT USD 20250115 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK	32.55 k	1.00 contracts	0.02	DFE	N/A	Denmark
EURO-SCHATZ FUT MAR25 XEUR 20250306	29.17 k	-123.00 contracts	0.02	Interest rate derivative	N/A	Germany
SOLD EUR BOUGHT USD 20250115 Citibank, National Association	24.05 k	1.00 contracts	0.02	DFE	N/A	N/A
HOME EQUITY ASSET TRUST HEAT 2004 3 M1	22.24 k	22.60 k principal	0.02	ABS-mortgage backed security	Long	USA
SAXON ASSET SECURITIES TRUST SAST 2005 1 M2	22.02 k	23.14 k principal	0.02	ABS-mortgage backed security	Long	USA
INF SWAP EM NI 2.59 03/15/22-30Y LCH	20.96 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
3MO EURO EURIBOR SEP26 IFLL 20260914	18.42 k	241.00 contracts	0.01	Interest rate derivative	N/A	UK
FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR	17.60 k	17.21 k principal	0.01	ABS-mortgage backed security	Long	USA
SOLD CAD BOUGHT USD 20250115 BNP PARIBAS	17.31 k	1.00 contracts	0.01	DFE	N/A	Canada
ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A	15.22 k	15.21 k principal	0.01	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INF SWAP EM NI 2.58 03/15/22-30Y LCH	14.64 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
INF SWAP EM NI 3.0 05/15/22-5Y LCH	14.23 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH	13.51 k	1.00 contracts	0.01	Interest rate derivative	N/A	Japan
SOLD DKK BOUGHT USD 20250115 MORGAN STANLEY & CO. INTERNATIONAL PLC	11.22 k	1.00 contracts	0.01	DFE	N/A	Denmark
MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1	10.55 k	10.55 k principal	0.01	ABS-other	Long	USA
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	10.01 k	100.00 k principal	0.01	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5	9.98 k	99.62 k principal	0.01	Debt	Long	Denmark
FANNIE MAE FNR 2007 4 DF	8.34 k	8.44 k principal	0.01	ABS-mortgage backed security	Long	USA
SOLD BRL BOUGHT USD 20250204 Citibank, National Association	7.90 k	1.00 contracts	0.01	DFE	N/A	Brazil
SHORT EURO-BTP FU MAR25 XEUR 20250306	7.59 k	-60.00 contracts	0.01	Interest rate derivative	N/A	Germany
RFR JPY MUTK/0.55000 09/14/23-5Y LCH	6.40 k	1.00 contracts	0.00	Interest rate derivative	N/A	Japan
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	6.17 k	54.97 k principal	0.00	Debt	Long	Denmark
FNMA POOL AS6311 FN 12/45 FIXED 3.5	6.04 k	6.73 k principal	0.00	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR	5.87 k	5.73 k principal	0.00	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1	5.67 k	5.98 k principal	0.00	ABS-mortgage backed security	Long	USA
MORTGAGEIT TRUST MHL 2004 2 M2	5.10 k	5.27 k principal	0.00	ABS-mortgage backed security	Long	USA
REALKREDIT DANMARK COVERED REGS 10/53 2	4.36 k	36.77 k principal	0.00	Debt	Long	Denmark
STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1	3.48 k	3.50 k principal	0.00	ABS-mortgage backed security	Long	USA
EURO-BOBL FUTURE MAR25 XEUR 20250306	3.41 k	-4.00 contracts	0.00	Interest rate derivative	N/A	Germany
INF SWAP EM NI 2.965 05/15/22-5Y LCH	3.24 k	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
SOLD GBP BOUGHT USD 20250115 STANDARD CHARTERED BANK	3.02 k	1.00 contracts	0.00	DFE	N/A	UK
NORDEA KREDIT REALKREDIT COVERED 10/53 1	2.71 k	23.99 k principal	0.00	Debt	Long	Denmark
INF SWAP EM NI 3.13 05/15/22-5Y LCH	2.10 k	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5	2.08 k	15.75 k principal	0.00	Debt	Long	Denmark
SOLD DKK BOUGHT USD 20250115 BARCLAYS BANK PLC	1.90 k	1.00 contracts	0.00	DFE	N/A	Denmark
SOLD AUD BOUGHT USD 20250115 BNP PARIBAS	1.80 k	1.00 contracts	0.00	DFE	N/A	Australia
INF SWAP EM NI 2.421 05/15/22-30Y LCH	1.79 k	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
SOLD MXN BOUGHT USD 20250319 Citibank, National Association	1.72 k	1.00 contracts	0.00	DFE	N/A	Mexico
REALKREDIT DANMARK COVERED REGS 04/47 2.5	1.42 k	10.74 k principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1	1.34 k	12.06 k principal	0.00	Debt	Long	Denmark
SOLD AUD BOUGHT USD 20250115 HSBC BANK PLC	1.28 k	1.00 contracts	0.00	DFE	N/A	Australia
FNMA POOL 806506 FN 10/44 FLOATING VAR	1.16 k	1.15 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD MXN BOUGHT USD 20250318 BARCLAYS BANK PLC	1.09 k	1.00 contracts	0.00	DFE	N/A	Mexico
SOLD MXN BOUGHT USD 20250319 BANK OF AMERICA CORPORATION	1.01 k	1.00 contracts	0.00	DFE	N/A	Mexico
US 2YR NOTE (CBT) MAR25 XCBT 20250331	732.19	-196.00 contracts	0.00	Interest rate derivative	N/A	USA
SOLD AUD BOUGHT USD 20250115 MORGAN STANLEY & CO. INTERNATIONAL PLC	319.45	1.00 contracts	0.00	DFE	N/A	Australia
SOLD NOK BOUGHT USD 20250115 UBS AG	235.38	1.00 contracts	0.00	DFE	N/A	Norway
SOLD PLN BOUGHT USD 20250124 HSBC BANK PLC	219.38	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20250124 JPMORGAN CHASE & CO.	175.76	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20250117 Goldman Sachs Bank USA	171.57	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20250131 Goldman Sachs Bank USA	151.73	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20250131 BNP PARIBAS	150.56	1.00 contracts	0.00	DFE	N/A	Poland
INF SWAP EM NI 2.4875 05/15/22-15Y LCH	115.35	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
SOLD PLN BOUGHT USD 20250131 BNP PARIBAS	70.04	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20250131 BNP PARIBAS	64.40	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20250117 DEUTSCHE BANK AKTIENGESELLSCHAFT	61.66	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20250117 JPMORGAN CHASE & CO.	26.75	1.00 contracts	0.00	DFE	N/A	Poland
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1	26.59	252.50 principal	0.00	Debt	Long	Denmark
NORDEA KREDIT REALKREDIT COVERED 10/47 2.5	15.00	113.52 principal	0.00	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/53 1	0.22	2.02 principal	0.00	Debt	Long	Denmark
JYSKE REALKREDIT A/S COVERED 10/53 1.5	0.23	2.02 principal	0.00	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/53 1.5	0.20	1.76 principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	0.21	1.83 principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1	0.18	1.61 principal	0.00	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/50 1.5	0.21	1.81 principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/53 2	0.17	1.53 principal	0.00	Debt	Long	Denmark
JYSKE REALKREDIT A/S COVERED REGS 10/50 1	0.19	1.68 principal	0.00	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/50 1	0.18	1.64 principal	0.00	Debt	Long	Denmark
NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1	0.14	1.24 principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	0.14	1.21 principal	0.00	Debt	Long	Denmark
317U7OVA7 PIMCO SWAPTION 3.6 CALL GBP 20250127	-549.43	-1.60 mm contracts	-0.00	Interest rate derivative	N/A	USA
BOUGHT MXN SOLD USD 20250211 Goldman Sachs Bank USA	-595.26	1.00 contracts	-0.00	DFE	N/A	Mexico