Fixed Income SHares: Series R

Fund Profile

Fund profile

Tickers

FXIRX

Fund manager

AllianzGI Managed Accounts Trust

Total assets

$381.14 mm

Liabilities

$223.45 mm

Net assets

$157.69 mm

Number of holdings

255.00

Top 200 of 255 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TSY INFL IX N/B 07/31 0.125	21.56 mm	23.55 mm principal	13.67	Debt	Long	USA
TSY INFL IX N/B 01/30 0.125	18.18 mm	19.47 mm principal	11.53	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	18.13 mm	17.46 mm principal	11.50	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	13.48 mm	13.67 mm principal	8.55	Debt	Long	USA
TSY INFL IX N/B 07/32 0.625	12.88 mm	13.75 mm principal	8.17	Debt	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	12.50 mm	13.30 mm principal	7.92	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/29 0.25	11.09 mm	11.68 mm principal	7.03	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	10.83 mm	10.60 mm principal	6.87	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	10.23 mm	10.40 mm principal	6.49	ABS-mortgage backed security	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	10.23 mm	9.25 mm principal	6.49	Debt	Long	Italy
TSY INFL IX N/B 07/27 0.375	10.05 mm	10.34 mm principal	6.38	Debt	Long	USA
TSY INFL IX N/B 01/34 1.75	9.01 mm	8.90 mm principal	5.71	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	7.44 mm	7.71 mm principal	4.72	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	7.09 mm	7.32 mm principal	4.50	Debt	Long	USA
TSY INFL IX N/B 10/27 1.625	6.95 mm	6.90 mm principal	4.41	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	6.49 mm	6.30 mm principal	4.12	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/31 0.125	6.36 mm	6.92 mm principal	4.04	Debt	Long	USA
TSY INFL IX N/B 02/46 1	6.19 mm	7.42 mm principal	3.93	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	5.52 mm	762.99 mm principal	3.50	Debt	Long	Japan
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	5.36 mm	5.30 mm principal	3.40	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/26 0.125	5.06 mm	5.21 mm principal	3.21	Debt	Long	USA
TSY INFL IX N/B 01/26 0.625	4.86 mm	4.95 mm principal	3.08	Debt	Long	USA
TSY INFL IX N/B 07/26 0.125	4.85 mm	4.97 mm principal	3.07	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	4.71 mm	4.90 mm principal	2.99	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/28 1.75	4.47 mm	4.44 mm principal	2.84	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	4.31 mm	4.77 mm principal	2.73	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF	3.85 mm	3.81 mm principal	2.44	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA	3.72 mm	3.68 mm principal	2.36	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/34 1.875	3.49 mm	3.41 mm principal	2.21	Debt	Long	USA
TSY INFL IX N/B 01/29 0.875	3.41 mm	3.49 mm principal	2.16	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	3.13 mm	435.73 mm principal	1.99	Debt	Long	Japan
TSY INFL IX N/B 02/43 0.625	3.10 mm	3.86 mm principal	1.97	Debt	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	3.03 mm	2.76 mm principal	1.92	Debt	Long	France
TSY INFL IX N/B 02/41 2.125	2.96 mm	2.83 mm principal	1.88	Debt	Long	USA
TSY INFL IX N/B 04/27 0.125	2.90 mm	3.01 mm principal	1.84	Debt	Long	USA
TSY INFL IX N/B 02/42 0.75	2.89 mm	3.47 mm principal	1.83	Debt	Long	USA
TSY INFL IX N/B 02/49 1	2.79 mm	3.41 mm principal	1.77	Debt	Long	USA
TSY INFL IX N/B 04/28 3.625	2.73 mm	2.55 mm principal	1.73	Debt	Long	USA
TSY INFL IX N/B 02/51 0.125	2.60 mm	4.11 mm principal	1.65	Debt	Long	USA
TSY INFL IX N/B 01/26 2	2.39 mm	2.40 mm principal	1.52	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB	2.02 mm	2.00 mm principal	1.28	ABS-mortgage backed security	Long	USA
MAN EURO CLO MECLO 2023 1A A 144A	2.01 mm	1.80 mm principal	1.27	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 02/45 0.75	2.00 mm	2.50 mm principal	1.27	Debt	Long	USA
TSY INFL IX N/B 07/30 0.125	1.94 mm	2.09 mm principal	1.23	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD	1.84 mm	1.80 mm principal	1.17	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/52 0.125	1.83 mm	2.94 mm principal	1.16	Debt	Long	USA
ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A	1.80 mm	1.80 mm principal	1.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 02/40 2.125	1.76 mm	1.69 mm principal	1.12	Debt	Long	USA
TSY INFL IX N/B 02/50 0.25	1.67 mm	2.51 mm principal	1.06	Debt	Long	USA
OPEN TRUST OPEN 2023 AIR A 144A	1.61 mm	1.60 mm principal	1.02	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/54 2.125	1.60 mm	1.54 mm principal	1.01	Debt	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A	1.57 mm	1.40 mm principal	1.00	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 01/29 2.5	1.40 mm	1.35 mm principal	0.89	Debt	Long	USA
TSY INFL IX N/B 02/48 1	1.35 mm	1.64 mm principal	0.86	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA	1.21 mm	1.21 mm principal	0.77	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	1.16 mm	1.08 mm principal	0.73	Debt	Long	France
AVOCA STATIC CLO AVOST 1A A 144A	1.04 mm	929.03 k principal	0.66	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 01/27 0.375	1.01 mm	1.04 mm principal	0.64	Debt	Long	USA
IRS EUR 0.19700 11/08/22-30Y LCH	941.17 k	1.00 contracts	0.60	Interest rate derivative	N/A	N/A
NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M3	920.90 k	925.44 k principal	0.58	ABS-mortgage backed security	Long	USA
NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A	901.06 k	900.00 k principal	0.57	ABS-collateralized bond/debt obligation	Long	Jersey
MAN GLG EURO CLO GLGE 5A A1R 144A	893.24 k	802.47 k principal	0.57	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 02/47 0.875	885.12 k	1.10 mm principal	0.56	Debt	Long	USA
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	868.18 k	1.11 mm principal	0.55	Debt	Long	Canada
TSY INFL IX N/B 07/28 0.75	857.87 k	877.11 k principal	0.54	Debt	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	852.41 k	766.49 k principal	0.54	ABS-collateralized bond/debt obligation	Long	Ireland
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	763.82 k	1.00 contracts	0.48	Interest rate derivative	N/A	USA
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	746.15 k	5.98 mm principal	0.47	Debt	Long	Denmark
MARATHON STATIC CLO LTD MSTAT 2022 18A A1R2 144A	740.87 k	739.63 k principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NYKREDIT REALKREDIT AS COVERED REGS 10/53 3	723.83 k	5.04 mm principal	0.46	Debt	Long	Denmark
RFR USD SOFR/2.86500 02/13/24-30Y LCH	702.88 k	1.00 contracts	0.45	Interest rate derivative	N/A	USA
REALKREDIT DANMARK COVERED REGS 10/53 3	642.05 k	4.47 mm principal	0.41	Debt	Long	Denmark
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2018 2A A1A 144A	633.24 k	568.26 k principal	0.40	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 02/44 1.375	566.81 k	620.80 k principal	0.36	Debt	Long	USA
IRS EUR 0.19500 11/04/22-30Y LCH	545.73 k	1.00 contracts	0.35	Interest rate derivative	N/A	N/A
TSY INFL IX N/B 04/32 3.375	510.71 k	451.86 k principal	0.32	Debt	Long	USA
IRS EUR 0.19000 11/04/22-30Y LCH	497.31 k	1.00 contracts	0.32	Interest rate derivative	N/A	N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M3	460.45 k	500.00 k principal	0.29	ABS-mortgage backed security	Long	USA
IRS EUR 2.50000 03/19/25-10Y LCH	443.64 k	1.00 contracts	0.28	Interest rate derivative	N/A	N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	422.09 k	490.02 k principal	0.27	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 1A1	394.09 k	446.64 k principal	0.25	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 10/25 0.125	356.63 k	363.66 k principal	0.23	Debt	Long	USA
TSY INFL IX N/B 02/53 1.5	287.29 k	317.43 k principal	0.18	Debt	Long	USA
REALKREDIT DANMARK COVERED REGS 10/53 1.5	286.15 k	2.29 mm principal	0.18	Debt	Long	Denmark
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	259.04 k	243.44 k principal	0.16	Debt	Long	Italy
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	255.61 k	256.33 k principal	0.16	ABS-mortgage backed security	Long	USA
IRS EUR 2.87880 06/12/23-9Y* LCH	252.58 k	1.00 contracts	0.16	Interest rate derivative	N/A	N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1	252.38 k	293.52 k principal	0.16	ABS-mortgage backed security	Long	USA
JYSKE REALKREDIT A/S COVERED 10/53 1.5	226.96 k	1.88 mm principal	0.14	Debt	Long	Denmark
MAN GLG EURO CLO GLGE 6A AR 144A	224.51 k	201.49 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A1 144A	200.38 k	208.06 k principal	0.13	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B1	170.65 k	187.12 k principal	0.11	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M2	167.23 k	173.23 k principal	0.11	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH	165.45 k	1.00 contracts	0.10	Interest rate derivative	N/A	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	143.77 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
UBS GROUP AG SR UNSECURED REGS 03/29 VAR	127.49 k	100.00 k principal	0.08	Debt	Long	Switzerland
INF SWAP EM NI 2.763 09/15/23-30Y LCH	123.20 k	1.00 contracts	0.08	Interest rate derivative	N/A	N/A
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	113.80 k	101.75 k principal	0.07	Debt	Long	Italy
EURO-BTP FUTURE DEC24 XEUR 20241206	111.33 k	37.00 contracts	0.07	Interest rate derivative	N/A	Germany
RFR GBP SONIO/4.25000 09/18/24-2Y LCH	107.07 k	1.00 contracts	0.07	Interest rate derivative	N/A	UK
INF SWAP EM NI 2.7 04/15/23-30Y LCH	106.00 k	1.00 contracts	0.07	Interest rate derivative	N/A	N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A	92.89 k	126.46 k principal	0.06	ABS-mortgage backed security	Long	USA
SOLD EUR BOUGHT USD 20241104 BNP PARIBAS	82.80 k	1.00 contracts	0.05	DFE	N/A	N/A
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	80.66 k	645.09 k principal	0.05	Debt	Long	Denmark
INF SWAP US IT 2.703 05/25/21-5Y LCH	68.08 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.736 10/15/23-30Y LCH	66.71 k	1.00 contracts	0.04	Interest rate derivative	N/A	N/A
NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2	63.88 k	499.50 k principal	0.04	Debt	Long	Denmark
INF SWAP US IT 2.813 05/14/21-5Y LCH	61.90 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
3MO EURO EURIBOR SEP26 IFLL 20260914	60.62 k	118.00 contracts	0.04	Interest rate derivative	N/A	UK
GRIFONAS FINANCE PLC GRIF 1 A REGS	60.16 k	55.40 k principal	0.04	ABS-mortgage backed security	Long	UK
RFR USD SOFR/4.25000 12/20/23-2Y LCH	58.20 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
INF SWAP US IT 2.69 06/01/21-5Y LCH	49.20 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
RFR JPY MUTK/0.50000 12/15/21-10Y LCH	48.73 k	1.00 contracts	0.03	Interest rate derivative	N/A	Japan
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1	46.67 k	198.06 k principal	0.03	ABS-mortgage backed security	Long	USA
ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A	39.93 k	39.88 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REALKREDIT DANMARK COVERED REGS 10/53 2	39.18 k	330.73 k principal	0.02	Debt	Long	Denmark
RFR EUR ESTRON/3.47500 02/26/24-1Y LCH	35.92 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
BOUGHT JPY SOLD USD 20241002 THE TORONTO-DOMINION BANK	34.23 k	1.00 contracts	0.02	DFE	N/A	Japan
INF SWAP US IT 2.41875 03/05/21-5Y LCH	30.67 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
INF SWAP EM NI 2.59 12/15/22-30Y LCH	29.60 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
INF SWAP EM NI 2.682 10/15/23-30Y LCH	29.28 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
SOLD EUR BOUGHT USD 20241002 MORGAN STANLEY & CO. INTERNATIONAL PLC	27.50 k	1.00 contracts	0.02	DFE	N/A	N/A
HOME EQUITY ASSET TRUST HEAT 2004 3 M1	23.90 k	24.09 k principal	0.02	ABS-mortgage backed security	Long	USA
SAXON ASSET SECURITIES TRUST SAST 2005 1 M2	23.44 k	24.56 k principal	0.01	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR	17.98 k	17.54 k principal	0.01	ABS-mortgage backed security	Long	USA
INF SWAP EM NI 2.59 03/15/22-30Y LCH	11.78 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1	11.56 k	11.60 k principal	0.01	ABS-other	Long	USA
INF SWAP EM NI 3.0 05/15/22-5Y LCH	10.81 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	10.81 k	100.00 k principal	0.01	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5	10.77 k	99.64 k principal	0.01	Debt	Long	Denmark
SOLD JPY BOUGHT USD 20241105 UBS AG	10.10 k	1.00 contracts	0.01	DFE	N/A	Japan
RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH	9.66 k	1.00 contracts	0.01	Interest rate derivative	N/A	Japan
FANNIE MAE FNR 2007 4 DF	8.52 k	8.57 k principal	0.01	ABS-mortgage backed security	Long	USA
GOLD 100 OZ FUTR DEC24 XCEC 20241227	8.18 k	-3.00 contracts	0.01	Commodity derivative	N/A	USA
INF SWAP EM NI 2.58 03/15/22-30Y LCH	7.71 k	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	6.64 k	54.98 k principal	0.00	Debt	Long	Denmark
FNMA POOL AS6311 FN 12/45 FIXED 3.5	6.51 k	6.89 k principal	0.00	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR	6.06 k	5.88 k principal	0.00	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1	5.89 k	6.15 k principal	0.00	ABS-mortgage backed security	Long	USA
MORTGAGEIT TRUST MHL 2004 2 M2	5.35 k	5.51 k principal	0.00	ABS-mortgage backed security	Long	USA
EURO-BUND FUTURE DEC24 XEUR 20241206	4.95 k	2.00 contracts	0.00	Interest rate derivative	N/A	Germany
REALKREDIT DANMARK COVERED REGS 10/53 2	4.71 k	36.79 k principal	0.00	Debt	Long	Denmark
INF SWAP GB NI 3.5 08/15/24-10Y LCH	4.29 k	1.00 contracts	0.00	Interest rate derivative	N/A	UK
SOLD DKK BOUGHT USD 20241104 JPMorgan Chase Bank, National Association	4.12 k	1.00 contracts	0.00	DFE	N/A	Denmark
STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A1	4.09 k	4.11 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD CAD BOUGHT USD 20241002 STANDARD CHARTERED BANK	3.11 k	1.00 contracts	0.00	DFE	N/A	Canada
NORDEA KREDIT REALKREDIT COVERED 10/53 1	2.94 k	24.20 k principal	0.00	Debt	Long	Denmark
INF SWAP EM NI 2.965 05/15/22-5Y LCH	2.58 k	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5	2.27 k	15.91 k principal	0.00	Debt	Long	Denmark
BOUGHT EUR SOLD USD 20241002 BNP PARIBAS	2.25 k	1.00 contracts	0.00	DFE	N/A	N/A
REALKREDIT DANMARK COVERED REGS 04/47 2.5	1.55 k	10.85 k principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1	1.46 k	12.17 k principal	0.00	Debt	Long	Denmark
EURO-BUXL 30Y BND DEC24 XEUR 20241206	1.45 k	1.00 contracts	0.00	Interest rate derivative	N/A	Germany
SOLD DKK BOUGHT USD 20241002 JPMorgan Chase Bank, National Association	1.24 k	1.00 contracts	0.00	DFE	N/A	Denmark
FNMA POOL 806506 FN 10/44 FLOATING VAR	1.19 k	1.17 k principal	0.00	ABS-mortgage backed security	Long	USA
INF SWAP EM NI 3.13 05/15/22-5Y LCH	921.81	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
SOLD DKK BOUGHT USD 20241104 MORGAN STANLEY & CO. INTERNATIONAL PLC	820.18	1.00 contracts	0.00	DFE	N/A	Denmark
SOLD DKK BOUGHT USD 20241104 BNP PARIBAS	715.43	1.00 contracts	0.00	DFE	N/A	Denmark
BOUGHT AUD SOLD USD 20241002 BARCLAYS BANK PLC	652.43	1.00 contracts	0.00	DFE	N/A	Australia
SOLD DKK BOUGHT USD 20241104 JPMorgan Chase Bank, National Association	448.69	1.00 contracts	0.00	DFE	N/A	Denmark
BOUGHT MXN SOLD USD 20250213 DEUTSCHE BANK AKTIENGESELLSCHAFT	293.71	1.00 contracts	0.00	DFE	N/A	Mexico
SOLD DKK BOUGHT USD 20241104 Citibank, National Association	283.36	1.00 contracts	0.00	DFE	N/A	Denmark
BOUGHT MXN SOLD USD 20250211 Goldman Sachs Bank USA	264.97	1.00 contracts	0.00	DFE	N/A	Mexico
BOUGHT MXN SOLD USD 20241211 BNP PARIBAS	203.42	1.00 contracts	0.00	DFE	N/A	Mexico
RFR JPY MUTK/0.55000 09/14/23-5Y LCH	191.28	1.00 contracts	0.00	Interest rate derivative	N/A	Japan
SOLD PLN BOUGHT USD 20241104 HSBC BANK PLC	67.98	1.00 contracts	0.00	DFE	N/A	Poland
INF SWAP EM NI 2.4875 05/15/22-15Y LCH	54.55	1.00 contracts	0.00	Interest rate derivative	N/A	N/A
SOLD NOK BOUGHT USD 20241002 HSBC BANK PLC	53.91	1.00 contracts	0.00	DFE	N/A	Norway
BOUGHT NOK SOLD USD 20241002 JPMorgan Chase Bank, National Association	44.94	1.00 contracts	0.00	DFE	N/A	Norway
SOLD PLN BOUGHT USD 20241025 DEUTSCHE BANK AKTIENGESELLSCHAFT	40.22	1.00 contracts	0.00	DFE	N/A	Poland
SOLD DKK BOUGHT USD 20241104 MORGAN STANLEY & CO. INTERNATIONAL PLC	34.84	1.00 contracts	0.00	DFE	N/A	Denmark
SOLD PLN BOUGHT USD 20241104 DEUTSCHE BANK AKTIENGESELLSCHAFT	32.33	1.00 contracts	0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20241025 BARCLAYS BANK PLC	31.25	1.00 contracts	0.00	DFE	N/A	Poland
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1	28.78	252.72 principal	0.00	Debt	Long	Denmark
NORDEA KREDIT REALKREDIT COVERED 10/47 2.5	16.38	114.65 principal	0.00	Debt	Long	Denmark
SOLD PLN BOUGHT USD 20241018 JPMorgan Chase Bank, National Association	9.48	1.00 contracts	0.00	DFE	N/A	Poland
REALKREDIT DANMARK COVERED REGS 10/53 1	0.24	2.04 principal	0.00	Debt	Long	Denmark
JYSKE REALKREDIT A/S COVERED 10/53 1.5	0.25	2.03 principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1	0.19	1.62 principal	0.00	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/50 1	0.20	1.65 principal	0.00	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/53 1.5	0.21	1.76 principal	0.00	Debt	Long	Denmark
NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1	0.15	1.25 principal	0.00	Debt	Long	Denmark
REALKREDIT DANMARK COVERED REGS 10/50 1.5	0.22	1.81 principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/53 2	0.18	1.53 principal	0.00	Debt	Long	Denmark
JYSKE REALKREDIT A/S COVERED REGS 10/50 1	0.20	1.69 principal	0.00	Debt	Long	Denmark
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	0.15	1.21 principal	0.00	Debt	Long	Denmark
SOLD JPY BOUGHT USD 20241002 STANDARD CHARTERED BANK	-16.05	1.00 contracts	-0.00	DFE	N/A	Japan
BOUGHT PLN SOLD USD 20241002 DEUTSCHE BANK AKTIENGESELLSCHAFT	-32.73	1.00 contracts	-0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20241018 BANK OF AMERICA CORPORATION	-33.91	1.00 contracts	-0.00	DFE	N/A	Poland
BOUGHT DKK SOLD USD 20241002 MORGAN STANLEY & CO. INTERNATIONAL PLC	-34.81	1.00 contracts	-0.00	DFE	N/A	Denmark
SOLD NOK BOUGHT USD 20241104 JPMorgan Chase Bank, National Association	-45.09	1.00 contracts	-0.00	DFE	N/A	Norway
BOUGHT PLN SOLD USD 20241002 HSBC BANK PLC	-68.46	1.00 contracts	-0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20241104 HSBC BANK PLC	-80.92	1.00 contracts	-0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20241018 DEUTSCHE BANK AKTIENGESELLSCHAFT	-80.91	1.00 contracts	-0.00	DFE	N/A	Poland
SOLD PLN BOUGHT USD 20241018 UBS AG	-81.62	1.00 contracts	-0.00	DFE	N/A	Poland
BOUGHT EUR SOLD USD 20241002 Citibank, National Association	-142.91	1.00 contracts	-0.00	DFE	N/A	N/A
SOLD PLN BOUGHT USD 20241025 JPMorgan Chase Bank, National Association	-171.14	1.00 contracts	-0.00	DFE	N/A	Poland
BOUGHT DKK SOLD USD 20241002 Citibank, National Association	-284.30	1.00 contracts	-0.00	DFE	N/A	Denmark
BOUGHT DKK SOLD USD 20241002 JPMorgan Chase Bank, National Association	-450.55	1.00 contracts	-0.00	DFE	N/A	Denmark
SOLD AUD BOUGHT USD 20241002 BNP PARIBAS	-622.73	1.00 contracts	-0.00	DFE	N/A	Australia