Fixed Income SHares: Series LD

Fund Profile

Fund profile

Tickers

FXIDX

Fund manager

AllianzGI Managed Accounts Trust

Total assets

$97.23 mm

Liabilities

$46.51 mm

Net assets

$50.72 mm

Number of holdings

203.00

Top 200 of 203 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	5.62 mm	5.60 mm principal	11.08	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.16 mm	3.20 mm principal	6.22	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	2.08 mm	2.07 mm principal	4.11	Debt	Long	UK
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	1.67 mm	10.60 mm principal	3.28	Debt	Long	Brazil
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	1.65 mm	1.60 mm principal	3.26	ABS-collateralized bond/debt obligation	Long	Ireland
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	1.48 mm	151.78 k principal	2.91	Short-term investment vehicle	Long	USA
AES The AES Corporation	1.25 mm	1.30 mm principal	2.47	Debt	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	1.15 mm	1.15 mm principal	2.26	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/29 2.125	1.12 mm	1.12 mm principal	2.22	Debt	Long	USA
NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR	1.11 mm	1.10 mm principal	2.19	Debt	Long	Japan
GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A	1.06 mm	1.15 mm principal	2.10	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 5115 EM	1.02 mm	1.19 mm principal	2.01	ABS-mortgage backed security	Long	USA
UBER Uber Technologies, Inc.	1.01 mm	1.00 mm principal	1.99	Debt	Long	USA
LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR	998.11 k	1.00 mm principal	1.97	Debt	Long	UK
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A	981.66 k	1.00 mm principal	1.94	ABS-mortgage backed security	Long	USA
IFF International Flavors & Fragrances Inc.	972.46 k	1.00 mm principal	1.92	Debt	Long	USA
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	950.26 k	1.00 mm principal	1.87	ABS-mortgage backed security	Long	USA
BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A	948.68 k	1.00 mm principal	1.87	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	883.00 k	900.00 k principal	1.74	Debt	Long	USA
ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684	806.87 k	800.00 k principal	1.59	Debt	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5	805.39 k	800.00 k principal	1.59	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A	779.38 k	782.48 k principal	1.54	ABS-other	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A	759.41 k	817.51 k principal	1.50	ABS-mortgage backed security	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3	732.34 k	753.99 k principal	1.44	ABS-mortgage backed security	Long	USA
UBS GROUP AG SR UNSECURED 144A 05/26 VAR	698.51 k	700.00 k principal	1.38	Debt	Long	Switzerland
ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A	663.86 k	760.87 k principal	1.31	ABS-other	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A	662.85 k	639.88 k principal	1.31	ABS-collateralized bond/debt obligation	Long	Ireland
LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR	619.66 k	1.00 mm principal	1.22	Debt	Long	UK
BCS Barclays PLC	601.30 k	600.00 k principal	1.19	Debt	Long	UK
BERRY GLOBAL INC SR SECURED 01/26 1.57	579.29 k	600.00 k principal	1.14	Debt	Long	USA
BXMT LTD BXMT 2020 FL3 A 144A	558.15 k	563.44 k principal	1.10	ABS-mortgage backed security	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	557.27 k	538.58 k principal	1.10	ABS-collateralized bond/debt obligation	Long	Ireland
NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A	553.83 k	600.14 k principal	1.09	ABS-other	Long	USA
TORO EUROPEAN CLO TCLO 6A AR 144A	515.63 k	498.79 k principal	1.02	ABS-collateralized bond/debt obligation	Long	Ireland
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR	509.80 k	500.00 k principal	1.01	Debt	Long	USA
LVS Las Vegas Sands Corp.	507.38 k	500.00 k principal	1.00	Debt	Long	USA
VOYA CLO LTD INGIM 2012 4A A1R3 144A	506.90 k	506.04 k principal	1.00	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PCG+A Pacific Gas & Electric Co.	500.27 k	500.00 k principal	0.99	Debt	Long	USA
FANNIE MAE FNR 2024 104 FA	499.69 k	500.00 k principal	0.99	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2024 103 FC	498.73 k	500.00 k principal	0.98	ABS-mortgage backed security	Long	USA
OCP EURO CLO OCPE 2020 4A AR 144A	494.57 k	478.03 k principal	0.98	ABS-collateralized bond/debt obligation	Long	Ireland
IX ORIX Corporation	491.92 k	500.00 k principal	0.97	Debt	Long	Japan
BX TRUST BX 2021 MFM1 A 144A	457.01 k	457.20 k principal	0.90	ABS-mortgage backed security	Long	USA
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1	451.09 k	453.65 k principal	0.89	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A	418.35 k	435.25 k principal	0.82	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A	413.11 k	423.43 k principal	0.81	ABS-mortgage backed security	Long	USA
BPCE SA 144A 10/27 VAR	410.07 k	400.00 k principal	0.81	Debt	Long	France
MFRA TRUST MFRA 2021 RPL1 A1 144A	409.36 k	455.95 k principal	0.81	ABS-mortgage backed security	Long	USA
AG TRUST AG 2024 NLP A 144A	401.84 k	400.00 k principal	0.79	ABS-mortgage backed security	Long	USA
37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A	401.33 k	400.00 k principal	0.79	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INTOWN 2022 STAY TOWN 2022 STAY A 144A	401.03 k	400.00 k principal	0.79	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 5495 AF	400.98 k	400.00 k principal	0.79	ABS-mortgage backed security	Long	USA
TRALEE CDO LTD TRAL 2019 6A A1RR 144A	400.74 k	400.00 k principal	0.79	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ELEVATION CLO LTD AWPT 2022 16A A1AR 144A	400.00 k	400.00 k principal	0.79	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A	400.00 k	400.00 k principal	0.79	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE FNR 2024 100 FA	399.25 k	400.00 k principal	0.79	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2024 101 FB	398.64 k	400.00 k principal	0.79	ABS-mortgage backed security	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134	397.64 k	400.00 k principal	0.78	Debt	Long	USA
FREDDIE MAC FHR 5480 FG	392.81 k	391.54 k principal	0.77	ABS-mortgage backed security	Long	USA
GEMGARTO GMG 2021 1A A 144A	391.15 k	312.36 k principal	0.77	ABS-mortgage backed security	Long	UK
GCAT GCAT 2021 NQM3 A2 144A	384.80 k	450.98 k principal	0.76	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A	384.06 k	385.44 k principal	0.76	ABS-other	Long	USA
GCAT GCAT 2021 NQM3 A3 144A	383.92 k	450.98 k principal	0.76	ABS-mortgage backed security	Long	USA
HARVEST CLO HARVT 21A A2R 144A	368.02 k	365.68 k principal	0.73	ABS-collateralized bond/debt obligation	Long	Ireland
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A	363.84 k	391.68 k principal	0.72	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 5410 FB	355.47 k	352.67 k principal	0.70	ABS-mortgage backed security	Long	USA
GSAMP TRUST GSAMP 2006 HE4 A2D	344.92 k	358.71 k principal	0.68	ABS-mortgage backed security	Long	USA
HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A	330.31 k	329.77 k principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STATE OF ISRAEL SR UNSECURED REGS 10/26 5	319.80 k	300.00 k principal	0.63	Debt	Long	Israel
522 FUNDING CLO LTD MORGN 2018 3A AR 144A	319.19 k	318.81 k principal	0.63	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A	308.33 k	336.25 k principal	0.61	ABS-other	Long	USA
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875	305.71 k	300.00 k principal	0.60	Debt	Long	Italy
ABN AMRO BANK NV 144A 10/26 VAR	303.27 k	300.00 k principal	0.60	Debt	Long	Netherlands
FREDDIE MAC FHR 5493 FK	300.77 k	300.00 k principal	0.59	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	300.53 k	300.00 k principal	0.59	Debt	Long	USA
VICI PROPERTIES LP SR UNSECURED 05/25 4.375	299.41 k	300.00 k principal	0.59	Debt	Long	USA
ARROW ELECTRONICS INC SR UNSECURED 08/29 5.15	298.90 k	300.00 k principal	0.59	Debt	Long	USA
FANNIE MAE FNR 2024 90 FB	297.69 k	295.28 k principal	0.59	ABS-mortgage backed security	Long	USA
WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7	297.33 k	300.00 k principal	0.59	Debt	Long	USA
US TREASURY N/B 10/29 4.125	296.62 k	300.00 k principal	0.58	Debt	Long	USA
BA The Boeing Company	291.11 k	300.00 k principal	0.57	Debt	Long	USA
OKE ONEOK, Inc.	290.99 k	300.00 k principal	0.57	Debt	Long	USA
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A	290.12 k	287.06 k principal	0.57	ABS-mortgage backed security	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A	282.24 k	271.69 k principal	0.56	ABS-collateralized bond/debt obligation	Long	Ireland
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875	279.10 k	280.00 k principal	0.55	Debt	Long	USA
RAAC SERIES RAAC 2006 RP4 M1 144A	277.98 k	279.73 k principal	0.55	ABS-mortgage backed security	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	272.36 k	285.86 k principal	0.54	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A	269.27 k	263.01 k principal	0.53	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A	243.61 k	243.47 k principal	0.48	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A	240.86 k	235.47 k principal	0.47	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A	239.61 k	239.14 k principal	0.47	ABS-mortgage backed security	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2	218.96 k	253.57 k principal	0.43	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ1 M3	218.56 k	219.54 k principal	0.43	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A	210.72 k	221.66 k principal	0.42	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 5491 FL	200.49 k	200.00 k principal	0.40	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2024 103 FJ	199.69 k	200.00 k principal	0.39	ABS-mortgage backed security	Long	USA
6297782 LLC COMPANY GUAR 144A 09/27 4.911	199.39 k	200.00 k principal	0.39	Debt	Long	USA
AMT American Tower Corporation	198.93 k	200.00 k principal	0.39	Debt	Long	USA
CNQ Canadian Natural Resources Limited	197.86 k	200.00 k principal	0.39	Debt	Long	Canada
LCM LTD PARTNERSHIP LCM 30A AR 144A	197.43 k	197.35 k principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE FNR 2024 95 KF	196.06 k	196.20 k principal	0.39	ABS-mortgage backed security	Long	USA
SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831	195.57 k	200.00 k principal	0.39	Debt	Long	USA
RESIMAC RESI 2021 2NCA A1A 144A	186.91 k	187.08 k principal	0.37	ABS-mortgage backed security	Long	Australia
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A	185.08 k	196.92 k principal	0.36	ABS-mortgage backed security	Long	USA
MFRA TRUST MFRA 2023 NQM4 A1 144A	160.72 k	159.94 k principal	0.32	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A	156.78 k	156.53 k principal	0.31	ABS-collateralized bond/debt obligation	Long	USA
TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A	152.49 k	153.18 k principal	0.30	ABS-other	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2	150.73 k	151.95 k principal	0.30	ABS-mortgage backed security	Long	USA
MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A	143.88 k	154.89 k principal	0.28	ABS-mortgage backed security	Long	USA
NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1	123.98 k	125.01 k principal	0.24	ABS-mortgage backed security	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A	123.87 k	119.53 k principal	0.24	ABS-collateralized bond/debt obligation	Long	Ireland
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A	122.01 k	122.34 k principal	0.24	ABS-mortgage backed security	Long	Cayman Islands
AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5	104.28 k	105.30 k principal	0.21	ABS-mortgage backed security	Long	USA
US ULTRA BOND CBT MAR25 XCBT 20250320	103.82 k	-25.00 contracts	0.20	Interest rate derivative	N/A	USA
TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 06/25 3.85	99.53 k	100.00 k principal	0.20	Debt	Long	USA
IMPAC CMB TRUST IMM 2004 10 1A1	98.02 k	102.31 k principal	0.19	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	97.83 k	100.00 k principal	0.19	Debt	Long	USA
SLM STUDENT LOAN TRUST SLMA 2008 5 A4	97.73 k	97.49 k principal	0.19	ABS-other	Long	USA
SOLD EUR BOUGHT USD 20250115 STANDARD CHARTERED BANK	83.80 k	1.00 contracts	0.17	DFE	N/A	N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A	80.29 k	81.19 k principal	0.16	ABS-other	Long	USA
FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1	77.17 k	82.12 k principal	0.15	ABS-mortgage backed security	Long	USA
MFRA TRUST MFRA 2020 NQM2 A1 144A	73.16 k	76.19 k principal	0.14	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	71.50 k	71.66 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US 10YR ULTRA FUT MAR25 XCBT 20250320	69.38 k	-43.00 contracts	0.14	Interest rate derivative	N/A	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1	57.31 k	57.62 k principal	0.11	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.74000 03/03/25-4Y* LCH	55.74 k	1.00 contracts	0.11	Interest rate derivative	N/A	USA
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2	39.87 k	42.43 k principal	0.08	ABS-mortgage backed security	Long	USA
SLM STUDENT LOAN TRUST SLMA 2008 2 A3	38.84 k	38.84 k principal	0.08	ABS-other	Long	USA
SOLD BRL BOUGHT USD 20250402 BANK OF AMERICA CORPORATION	38.72 k	1.00 contracts	0.08	DFE	N/A	Brazil
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	34.91 k	1.00 contracts	0.07	DFE	N/A	Brazil
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 F A2 144A	34.30 k	35.04 k principal	0.07	ABS-other	Long	USA
SOLD AUD BOUGHT USD 20250115 Wells Fargo Bank, National Association	33.95 k	1.00 contracts	0.07	DFE	N/A	Australia
IRS AUD 4.50000 09/20/23-10Y LCH	33.57 k	1.00 contracts	0.07	Interest rate derivative	N/A	Australia
RFR USD SOFR/3.75000 12/18/24-5Y LCH	31.75 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	31.05 k	1.00 contracts	0.06	DFE	N/A	Brazil
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	30.19 k	1.00 contracts	0.06	DFE	N/A	Brazil
US 10YR NOTE (CBT)MAR25 XCBT 20250320	29.92 k	-27.00 contracts	0.06	Interest rate derivative	N/A	USA
CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1	29.02 k	29.53 k principal	0.06	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A	22.51 k	23.62 k principal	0.04	ABS-mortgage backed security	Long	USA
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	20.62 k	1.00 contracts	0.04	DFE	N/A	Brazil
VENTURE CDO LTD VENTR 2017 26A AR 144A	20.01 k	19.98 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/3.8616* 12/02/24-4Y* LCH	19.50 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
SOLD BRL BOUGHT USD 20250402 Goldman Sachs Bank USA	19.37 k	1.00 contracts	0.04	DFE	N/A	Brazil
GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF	15.24 k	15.25 k principal	0.03	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST SEMT 5 A	15.18 k	15.56 k principal	0.03	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2	12.70 k	13.53 k principal	0.03	ABS-mortgage backed security	Long	USA
317U6T2A9 PIMCO SWAPTION 4.1 PUT USD 20250207	12.16 k	10.00 mm contracts	0.02	Interest rate derivative	N/A	USA
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1	9.84 k	9.82 k principal	0.02	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2003 9 A2	9.24 k	9.60 k principal	0.02	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1	8.71 k	8.92 k principal	0.02	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2	8.69 k	9.40 k principal	0.02	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2	8.37 k	8.85 k principal	0.02	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2	7.73 k	7.78 k principal	0.02	ABS-mortgage backed security	Long	USA
SOLD CHF BOUGHT USD 20250115 STANDARD CHARTERED BANK	7.54 k	1.00 contracts	0.01	DFE	N/A	Switzerland
JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1	7.43 k	7.39 k principal	0.01	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1	7.34 k	7.34 k principal	0.01	ABS-mortgage backed security	Long	USA
THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3	5.87 k	6.10 k principal	0.01	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 5A2	5.79 k	5.77 k principal	0.01	ABS-mortgage backed security	Long	USA
SOLD EUR BOUGHT USD 20250115 BNP PARIBAS	5.73 k	1.00 contracts	0.01	DFE	N/A	N/A
BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3	5.72 k	6.76 k principal	0.01	ABS-mortgage backed security	Long	USA
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1	4.26 k	4.52 k principal	0.01	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2	3.38 k	3.66 k principal	0.01	ABS-mortgage backed security	Long	USA
SOLD GBP BOUGHT USD 20250115 BARCLAYS BANK PLC	3.32 k	1.00 contracts	0.01	DFE	N/A	UK
DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A	3.09 k	3.20 k principal	0.01	ABS-mortgage backed security	Long	USA
MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2	3.03 k	3.13 k principal	0.01	ABS-mortgage backed security	Long	USA
MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1	2.78 k	2.88 k principal	0.01	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1	2.70 k	2.83 k principal	0.01	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A	2.47 k	2.55 k principal	0.00	ABS-mortgage backed security	Long	USA
IMPAC CMB TRUST IMM 2003 9F A1	1.99 k	1.99 k principal	0.00	ABS-mortgage backed security	Long	USA
THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1	1.93 k	2.03 k principal	0.00	ABS-mortgage backed security	Long	USA
PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2	1.74 k	1.84 k principal	0.00	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST SEMT 10 2A1	1.68 k	1.72 k principal	0.00	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A	1.57 k	1.59 k principal	0.00	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A	1.57 k	1.71 k principal	0.00	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1	1.50 k	1.56 k principal	0.00	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1	1.42 k	1.49 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD AUD BOUGHT USD 20250115 BARCLAYS BANK PLC	1.31 k	1.00 contracts	0.00	DFE	N/A	Australia
MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1	1.12 k	1.22 k principal	0.00	ABS-mortgage backed security	Long	USA
SOLD GBP BOUGHT USD 20250115 BNP PARIBAS	772.33	1.00 contracts	0.00	DFE	N/A	UK
JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1	769.59	820.77 principal	0.00	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA	683.03	682.18 principal	0.00	ABS-mortgage backed security	Long	USA
MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1	577.96	612.36 principal	0.00	ABS-mortgage backed security	Long	USA
MORGAN STANLEY MORTGAGE LOAN T MSM 2004 10AR 2A2	570.53	607.82 principal	0.00	ABS-mortgage backed security	Long	USA
SOLD AUD BOUGHT USD 20250115 BNP PARIBAS	425.80	1.00 contracts	0.00	DFE	N/A	Australia
SOLD CAD BOUGHT USD 20250115 THE TORONTO-DOMINION BANK	342.72	1.00 contracts	0.00	DFE	N/A	Canada
SOLD CAD BOUGHT USD 20250115 DEUTSCHE BANK AKTIENGESELLSCHAFT	102.80	1.00 contracts	0.00	DFE	N/A	Canada
CAN 10YR BOND FUT MAR25 XMOD 20250320	71.08	-25.00 contracts	0.00	Interest rate derivative	N/A	Canada
SOLD GBP BOUGHT USD 20250115 JPMORGAN CHASE & CO.	-16.68	1.00 contracts	-0.00	DFE	N/A	UK
BOUGHT GBP SOLD USD 20250115 BARCLAYS BANK PLC	-903.01	1.00 contracts	-0.00	DFE	N/A	UK
RFR USD SOFR/4.05900 03/03/25-4Y* LCH	-1.22 k	1.00 contracts	-0.00	Interest rate derivative	N/A	USA
BOUGHT GBP SOLD USD 20250115 STANDARD CHARTERED BANK	-1.23 k	1.00 contracts	-0.00	DFE	N/A	UK
BOUGHT AUD SOLD USD 20250115 BNP PARIBAS	-1.29 k	1.00 contracts	-0.00	DFE	N/A	Australia
US 5YR NOTE (CBT) MAR25 XCBT 20250331	-2.27 k	30.00 contracts	-0.00	Interest rate derivative	N/A	USA
BOUGHT AUD SOLD USD 20250115 BARCLAYS BANK PLC	-2.57 k	1.00 contracts	-0.01	DFE	N/A	Australia
RFR USD SOFR/4.06127 03/03/25-4Y* LCH	-2.61 k	1.00 contracts	-0.01	Interest rate derivative	N/A	USA
AUST 10Y BOND FUT MAR25 XSFE 20250317	-2.86 k	10.00 contracts	-0.01	Interest rate derivative	N/A	Australia
US 2YR NOTE (CBT) MAR25 XCBT 20250331	-4.03 k	264.00 contracts	-0.01	Interest rate derivative	N/A	USA
LONG GILT FUTURE MAR25 IFLL 20250327	-16.87 k	6.00 contracts	-0.03	Interest rate derivative	N/A	UK
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	-22.10 k	1.00 contracts	-0.04	Interest rate derivative	N/A	UK
3 MONTH SOFR FUT SEP25 XCME 20251216	-26.15 k	144.00 contracts	-0.05	Interest rate derivative	N/A	USA