ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1

NPORT-P false 0000810893 XXXXXXXX S000009847 C000027275 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO U.S. Government and Short-Term Investments Portfolio S000009847 8NMWJD2XVDNZZAHXSJ80 2022-03-31 2021-09-30 N 2889915708.370000 677471571.680000 2212444136.690000 0.000000 0.000000 615827342.110000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 2573346.270000 USD N ASSET BACKED SEC CORP HEQ LN 2001-HE2 N/A ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1 04541GBN1 268266.450000 PA USD 262117.000000 0.0118474 Long ABS-MBS CORP US N 2 2031-06-15 Floating 0.60375 N N N N N N ASSET BACKED SEC HOME EQTY LN 2007-HE2 N/A ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2 04544TAB7 20849.980000 PA USD 16851.190000 0.0007617 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.166 N N N N N N ASSET BACKED SECURITIES CORP 2001-HE3 N/A ASSET BACKED SECURITIES CORP H ABSHE 2001 HE3 A1 04541GBU5 8538.530000 PA USD 8485.090000 0.0003835 Long ABS-MBS CORP US N 2 2031-11-15 Floating 0.62375 N N N N N N N/A N/A IRS USD 0.75000 03/30/21-10Y LCH 000000000 1.000000 NC USD 918283.760000 0.0415054 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-03-31 137858.790000 USD 0.000000 USD 13500000.000000 USD 780424.970000 N N N N/A N/A IRS USD 2.25000 06/20/18-10Y LCH 000000000 1.000000 NC USD -24184130.360000 -1.0930956 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-06-20 19857425.770000 USD 0.000000 USD 349800000.000000 USD -44041556.130000 N N N N/A N/A IRS USD 2.60590 12/21/17-30Y LCH 000000000 1.000000 NC USD -7063348.000000 -0.3192554 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2047-12-23 0.000000 USD 0.000000 USD 40000000.000000 USD -7063348.000000 N N N N/A N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221 000000000 18212.000000 NC USD -31188379.410000 -1.4096799 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2021-12-21 2399004147.140000 USD -31188379.410000 N N N N/A N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231 000000000 -1765.000000 NC USD 1234469.920000 0.0557967 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-12-31 -216729590.290000 USD 1234469.920000 N N N N/A N/A US LONG BOND(CBT) DEC21 XCBT 20211221 000000000 -2973.000000 NC USD 10189554.630000 0.4605565 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-12-21 -474239953.130000 USD 10189554.630000 N N N N/A N/A US ULTRA BOND CBT DEC21 XCBT 20211221 000000000 -1500.000000 NC USD 9017042.700000 0.4075602 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-12-21 -287414062.500000 USD 9017042.700000 N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 07384MZV7 131144.060000 PA USD 136291.620000 0.0061602 Long ABS-MBS CORP US N 2 2034-01-25 Floating 2.53572 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1 073868AV3 7210724.560000 PA USD 5456898.960000 0.2466457 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.08119 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 073868BE0 14240983.700000 PA USD 9563573.900000 0.4322628 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.97261 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 07387QAX8 884909.030000 PA USD 866690.520000 0.0391734 Long ABS-MBS CORP US N 2 2034-02-25 Floating 0.406 N N N N N N BEAR STEARNS ARM 2003-1 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 2A1 07384MTJ1 1606.420000 PA USD 1685.650000 0.0000762 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.875 N N N N N N BEAR STEARNS ARM 2003-1 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 07384MTK8 27443.820000 PA USD 28550.340000 0.0012904 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.59083 N N N N N N BEAR STEARNS ARM 2003-1 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 07384MTN2 17432.830000 PA USD 18643.060000 0.0008426 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.49999 N N N N N N BEAR STEARNS ARM TR 2004-8 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2 07384MZ96 286385.260000 PA USD 278416.390000 0.0125841 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.60095 N N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 07384MSJ2 8763.270000 PA USD 8262.500000 0.0003735 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.83189 N N N N N N BEAR STEARNS ASSETBK SECU INC 2002- N/A BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 07384YEM4 13437.220000 PA USD 13407.190000 0.0006060 Long ABS-MBS CORP US N 2 2032-10-25 Floating 0.746 N N N N N N CHEVY CHASE MTGE FUNDING CORP 2004-3A N/A CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A 16678RBU0 162382.220000 PA USD 162183.380000 0.0073305 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.336 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A 17307GW53 108920.380000 PA USD 110654.570000 0.0050015 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.47 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-OA22 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 23245PAA9 308166.210000 PA USD 291484.280000 0.0131748 Long ABS-MBS CORP US N 2 2047-02-25 Floating 0.246 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-14 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1 12667GCB7 406909.200000 PA USD 400475.600000 0.0181010 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.506 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 12668AVP7 194476.210000 PA USD 195477.800000 0.0088354 Long ABS-MBS CORP US N 2 2035-12-25 Floating 0.646 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 12668BDE0 197271.000000 PA USD 189024.970000 0.0085437 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.09211 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14 12668BLY7 974639.450000 PA USD 614999.540000 0.0277973 Long ABS-MBS CORP US N 2 2036-03-25 Fixed 5.5 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 12668RAA6 3196369.440000 PA USD 2513064.600000 0.1135877 Long ABS-MBS CORP US N 2 2047-02-20 Floating 0.26738 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 126694A32 2351231.530000 PA USD 2008882.110000 0.0907992 Long ABS-MBS CORP US N 2 2046-03-20 Floating 0.50738 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 12668BB44 34472.800000 PA USD 32116.300000 0.0014516 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.486 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A 126680AA5 1926606.700000 PA USD 1856293.260000 0.0839024 Long ABS-MBS CORP US N 2 2047-05-25 Floating 0.266 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 12669GJY8 413322.200000 PA USD 419160.130000 0.0189456 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.746 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1 12669GKF7 214782.820000 PA USD 204479.220000 0.0092422 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.766 N N N N N N COUNTRYWIDE HOME LOANS 2005-11 N/A COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1 12669GUM1 245151.250000 PA USD 219810.920000 0.0099352 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.51831 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 12669GTV3 58407.960000 PA USD 56949.830000 0.0025741 Long ABS-MBS CORP US N 2 2035-04-25 Floating 0.666 N N N N N N COUNTRYWIDE HOME LOANS 2005-9 N/A COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 12669GZQ7 652818.840000 PA USD 575893.610000 0.0260297 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.546 N N N N N N COUNTRYWIDE HOME LOANS 2006-HYB5 N/A COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1 170256AD3 2389925.700000 PA USD 2308380.000000 0.1043362 Long ABS-MBS CORP US N 2 2036-09-20 Floating 2.70793 Y N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB1 N/A CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A 1248MGAJ3 945304.380000 PA USD 381988.990000 0.0172655 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.156 Y N N N N N CS FIRST BOSTON MTGE SEC CORP 2001-HE17 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 22540A7A0 46333.590000 PA USD 45630.980000 0.0020625 Long ABS-MBS CORP US N 2 2032-01-25 Floating 0.706 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2002-AR21 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1 22540V4R0 1154.360000 PA USD 1070.990000 0.0000484 Long ABS-MBS CORP US N 2 2032-06-25 Floating 0.098 N N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR4 N/A DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A 23332UEM2 216009.020000 PA USD 210960.740000 0.0095352 Long ABS-MBS CORP US N 2 2045-08-19 Floating 0.60738 N N N N N N FANNIE MAE 2002-21 N/A FANNIE MAE FNR 2002 21 FD 31392CRD8 51602.370000 PA USD 52212.550000 0.0023599 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 0.986 N N N N N N FANNIE MAE 2004-11 N/A FANNIE MAE FNR 2004 11 A 31393T7H3 82642.390000 PA USD 82379.270000 0.0037235 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 0.206 N N N N N N FANNIE MAE 2006-118 N/A FANNIE MAE FNR 2006 118 A2 31396L4T4 151001.120000 PA USD 149726.130000 0.0067675 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 0.14438 N N N N N N FANNIE MAE 2006-15 N/A FANNIE MAE FNR 2006 15 FC 31395BVE0 74291.120000 PA USD 74019.340000 0.0033456 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 0.201387 N N N N N N FANNIE MAE WHOLE LOAN 2002 W11 N/A FANNIEMAE WHOLE LOAN FNW 2002 W11 AV1 31392EW63 646.260000 PA USD 634.130000 0.0000287 Long ABS-O USGSE US N 2 2032-11-25 Floating 0.39866 N N N N N N FANNIE MAE-G92-23 N/A FANNIE MAE FNR G92 23 F 31358MPZ1 4.520000 PA USD 4.520000 0.0000002 Long ABS-MBS USGSE US N 2 2022-04-25 Floating 0.786 N N N N N N FANNIEMAE GRANTOR TRUST 2001-T13 N/A FANNIEMAE GRANTOR TRUST FNGT 2001 T13 A1 31392A5E4 221948.270000 PA USD 221896.620000 0.0100295 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 0.367618 N N N N N N FANNIEMAE GRANTOR TRUST 2002-T7 N/A FANNIEMAE GRANTOR TRUST FNGT 2002 T7 A1 31392DQH8 197303.570000 PA USD 193448.320000 0.0087436 Long ABS-O USGSE US N 2 2032-07-25 Floating 0.306 N N N N N N FANNIEMAE WHOLE LOAN 2003-W-8 N/A FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 31393CX40 108799.960000 PA USD 109642.790000 0.0049557 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 0.436 N N N N N N FANNIEMAE WHOLE LOAN 2003-W9 N/A FANNIEMAE WHOLE LOAN FNW 2003 W9 A 31393B6U4 91377.400000 PA USD 89993.120000 0.0040676 Long ABS-O USGSE US N 2 2033-06-25 Floating 0.32438 N N N N N N FANNIEMAIE WHOLE LOAN 2002-W2 N/A FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1 31392CEQ3 325.640000 PA USD 316.710000 0.0000143 Long ABS-O USGSE US N 2 2032-06-25 Floating 0.34438 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 01/32 0.00000 3134A4NU4 563000.000000 PA USD 463803.680000 0.0209634 Long DBT USGSE US N 2 2032-01-15 None 0 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 03/30 0.00000 3134A4CM4 6750000.000000 PA USD 5851663.490000 0.2644886 Long DBT USGSE US N 2 2030-03-15 None 0 N N N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NOTES 07/30 0.00000 3134A4NR1 14422000.000000 PA USD 12427302.120000 0.5617002 Long DBT USGSE US N 2 2030-07-15 None 0 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 1B2793 FH 02/35 FLOATING VAR 3128JM7F8 151248.880000 PA USD 151153.870000 0.0068320 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 2.176 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 765063 FH 02/25 FLOATING VAR 31348MTU1 2124.920000 PA USD 2128.550000 0.0000962 Long ABS-MBS USGSE US N 2 2025-02-01 Floating 4.667 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 785504 FH 03/25 FLOATING VAR 31348SDH4 116.580000 PA USD 116.710000 0.0000053 Long ABS-MBS USGSE US N 2 2025-03-01 Floating 2.344 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 786778 FH 07/29 FLOATING VAR 31295KQ72 3413.760000 PA USD 3424.350000 0.0001548 Long ABS-MBS USGSE US N 2 2029-07-01 Floating 2.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 788881 FH 12/31 FLOATING VAR 31295M2N9 269.820000 PA USD 270.260000 0.0000122 Long ABS-MBS USGSE US N 2 2031-12-01 Floating 2.354 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 789084 FH 02/32 FLOATING VAR 31295NCV8 579.760000 PA USD 579.660000 0.0000262 Long ABS-MBS USGSE US N 2 2032-02-01 Floating 2.35 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 789433 FH 05/32 FLOATING VAR 31295NPS1 4585.840000 PA USD 4572.670000 0.0002067 Long ABS-MBS USGSE US N 2 2032-05-01 Floating 2.333 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 846524 FH 02/24 FLOATING VAR 3128HDG94 2131.630000 PA USD 2137.890000 0.0000966 Long ABS-MBS USGSE US N 2 2024-02-01 Floating 1.86 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 847076 FH 01/32 FLOATING VAR 3128HD2H1 4256.720000 PA USD 4258.480000 0.0001925 Long ABS-MBS USGSE US N 2 2032-01-01 Floating 2.529 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR 3128JRGY6 719666.570000 PA USD 761763.950000 0.0344309 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 1.984 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A82915 FG 11/38 FIXED 5.5 312929GY2 20828.480000 PA USD 23518.650000 0.0010630 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A89085 FG 10/39 FIXED 5.5 312936CW5 11832.140000 PA USD 13245.800000 0.0005987 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL A89493 FG 10/39 FIXED 5.5 312936RN9 19378.390000 PA USD 21695.040000 0.0009806 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 31395M2F5 299413.040000 PA USD 301643.850000 0.0136340 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 1.3175 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-34 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 34 A1V 3133985T2 327605.600000 PA USD 322359.520000 0.0145703 Long ABS-O USGSE US N 2 2031-07-25 Floating 0.326 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-59 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1 31394PPQ0 425333.520000 PA USD 494068.910000 0.0223314 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 6.5 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 31395A3J2 597158.400000 PA USD 615407.380000 0.0278157 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 1.49211 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-62 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 31395HHV5 959608.620000 PA USD 984855.920000 0.0445144 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 1.29211 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 124598 FN 12/22 FLOATING VAR 31365DKK0 664.030000 PA USD 665.190000 0.0000301 Long ABS-MBS USGSE US N 2 2022-12-01 Floating 2.19 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 149196 FN 09/22 FLOATING VAR 31366HUV5 179.820000 PA USD 180.110000 0.0000081 Long ABS-MBS USGSE US N 2 2022-09-01 Floating 2.25 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 257202 FN 04/28 FIXED 4.5 31371NU37 358.540000 PA USD 387.760000 0.0000175 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 325080 FN 10/25 FLOATING VAR 31374VCR3 3959.430000 PA USD 3966.030000 0.0001793 Long ABS-MBS USGSE US N 2 2025-10-01 Floating 2.723 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 368121 FN 05/25 FLOATING VAR 31376W4E7 1365.420000 PA USD 1363.220000 0.0000616 Long ABS-MBS USGSE US N 2 2025-05-01 Floating 2.193 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 425442 FN 08/28 FLOATING VAR 31379PS78 6110.980000 PA USD 6125.340000 0.0002769 Long ABS-MBS USGSE US N 2 2028-08-01 Floating 2.848 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 446726 FN 09/28 FLOATING VAR 31380QHB6 3586.800000 PA USD 3594.690000 0.0001625 Long ABS-MBS USGSE US N 2 2028-09-01 Floating 2.27 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 516801 FN 12/29 FLOATING VAR 31383YDE4 5202.880000 PA USD 5220.050000 0.0002359 Long ABS-MBS USGSE US N 2 2029-12-01 Floating 2.895 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 535228 FN 12/29 FLOATING VAR 31384VSR4 772.890000 PA USD 774.300000 0.0000350 Long ABS-MBS USGSE US N 2 2029-12-01 Floating 2.647 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 535594 FN 12/29 FLOATING VAR 31384V7F3 3691.290000 PA USD 3706.720000 0.0001675 Long ABS-MBS USGSE US N 2 2029-12-01 Floating 2.4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 545228 FN 09/31 FLOATING VAR 31385HVV1 1509.360000 PA USD 1498.980000 0.0000678 Long ABS-MBS USGSE US N 2 2031-09-01 Floating 2.12 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 555847 FN 09/33 FLOATING VAR 31385XP84 217.290000 PA USD 219.520000 0.0000099 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 2.662 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 563479 FN 11/30 FLOATING VAR 31386G6Q1 397.090000 PA USD 403.870000 0.0000183 Long ABS-MBS USGSE US N 2 2030-11-01 Floating 1.493 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 576836 FN 02/41 FLOATING VAR 31386XY91 301.090000 PA USD 306.490000 0.0000139 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 1.293 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 635099 FN 06/32 FLOATING VAR 31389TRU8 129.060000 PA USD 128.940000 0.0000058 Long ABS-MBS USGSE US N 2 2032-06-01 Floating 2.251 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 664885 FN 10/32 FLOATING VAR 31391EUJ8 4510.790000 PA USD 4510.860000 0.0002039 Long ABS-MBS USGSE US N 2 2032-10-01 Floating 2.248 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 675632 FN 12/32 FLOATING VAR 31391SSV3 2463.160000 PA USD 2474.980000 0.0001119 Long ABS-MBS USGSE US N 2 2032-12-01 Floating 2.125 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 732218 FN 06/43 FLOATING VAR 31402LPB2 351412.070000 PA USD 358863.680000 0.0162202 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 1.292 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 735362 FN 03/35 FLOATING VAR 31402Q5X5 161095.620000 PA USD 166821.770000 0.0075402 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 1.546 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 775852 FN 03/44 FLOATING VAR 31404Q5M7 428881.000000 PA USD 438545.060000 0.0198217 Long ABS-MBS USGSE US N 2 2044-03-01 Floating 1.293 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 795297 FN 07/44 FLOATING VAR 31405PRS1 101538.780000 PA USD 103831.000000 0.0046930 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 1.293 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 803338 FN 09/44 FLOATING VAR 31405YPX3 265573.820000 PA USD 271593.690000 0.0122757 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 1.293 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 806506 FN 10/44 FLOATING VAR 31406DAF3 411786.020000 PA USD 421136.400000 0.0190349 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 1.293 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 844214 FN 11/35 FLOATING VAR 31407X3X7 80177.120000 PA USD 81342.130000 0.0036766 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 1.942 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 844532 FN 11/35 FLOATING VAR 31407YHH5 86604.710000 PA USD 90281.250000 0.0040806 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 1.87 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 846576 FN 12/35 FLOATING VAR 31408BQ50 24180.310000 PA USD 24216.440000 0.0010946 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 2.112 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 866888 FN 01/36 FLOATING VAR 31409CCZ6 273049.380000 PA USD 288771.540000 0.0130522 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 2.015 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 884729 FN 08/36 FLOATING VAR 31410B4N1 15573.100000 PA USD 15661.440000 0.0007079 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 2.185 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 930543 FN 02/29 FIXED 4.5 31412NZG4 39500.670000 PA USD 42731.290000 0.0019314 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 930770 FN 03/29 FIXED 4.5 31412PCF6 15707.740000 PA USD 16993.830000 0.0007681 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AE4948 FN 09/40 FIXED 4 31419FQA7 244560.290000 PA USD 262444.200000 0.0118622 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AE8748 FN 12/40 FIXED 4 31419KWJ0 92843.730000 PA USD 103353.840000 0.0046715 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AH6225 FN 03/41 FIXED 4 3138A74K1 81141.630000 PA USD 91282.710000 0.0041259 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AJ4494 FN 12/41 FIXED 4 3138AV7G4 532217.450000 PA USD 588803.250000 0.0266132 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL AJ5116 FN 12/41 FIXED 4 3138AWVJ9 148887.140000 PA USD 163482.750000 0.0073892 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 938061.440000 PA USD 9251161.950000 0.4181422 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A FNMA POOL MA0096 FN 06/29 FIXED 4.5 31417YDA2 7400.290000 PA USD 8005.600000 0.0003618 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA0200 FN 10/29 FIXED 4.5 31417YGJ0 18918.690000 PA USD 20465.250000 0.0009250 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA0232 FN 11/29 FIXED 4.5 31417YHJ9 91377.570000 PA USD 98847.390000 0.0044678 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL MA0427 FN 05/30 FIXED 4 31417YPM3 21132.050000 PA USD 22803.660000 0.0010307 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4 N N N N N N FREDDIE MAC 1935 N/A FREDDIE MAC FHR 1935 FJ 3133T8Z67 1950.860000 PA USD 1965.490000 0.0000888 Long ABS-MBS USGSE US N 2 2027-02-15 Floating 0.78375 N N N N N N FREDDIE MAC 2469 N/A FREDDIE MAC FHR 2469 FV 31392RDQ1 14545.940000 PA USD 14632.570000 0.0006614 Long ABS-MBS USGSE US N 2 2030-06-15 Floating 0.58375 N N N N N N FREDDIE MAC 2477 N/A FREDDIE MAC FHR 2477 FZ 31392PU94 13916.120000 PA USD 14026.320000 0.0006340 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 0.63375 N N N N N N FREDDIE MAC 2585 N/A FREDDIE MAC FHR 2585 FD 31393MH61 18356.550000 PA USD 18489.700000 0.0008357 Long ABS-MBS USGSE US N 2 2032-12-15 Floating 0.58375 N N N N N N FREDDIE MAC 2739 N/A FREDDIE MAC FHR 2739 PG 31394NGR3 1886690.710000 PA USD 2126852.660000 0.0961314 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5 N N N N N N FREDDIE MAC 2990 N/A FREDDIE MAC FHR 2990 EZ 31395V2K4 497621.730000 PA USD 538530.810000 0.0243410 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 4.5 N N N N N N FREDDIE MAC 3031 N/A FREDDIE MAC FHR 3031 LZ 31396AAZ7 106582.980000 PA USD 115091.080000 0.0052020 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 4.5 N N N N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A 36829JAA9 44603.650000 PA USD 26289.520000 0.0011883 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.166 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008173 G2 04/23 FLOATING VAR 36202KCJ2 8445.060000 PA USD 8537.550000 0.0003859 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008191 G2 05/23 FLOATING VAR 36202KC45 14483.590000 PA USD 14697.730000 0.0006643 Long ABS-MBS USGSE US N 2 2023-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008303 G2 10/23 FLOATING VAR 36202KGL3 4884.330000 PA USD 4949.680000 0.0002237 Long ABS-MBS USGSE US N 2 2023-10-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008373 G2 02/24 FLOATING VAR 36202KJS5 4497.120000 PA USD 4565.730000 0.0002064 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008420 G2 05/24 FLOATING VAR 36202KK95 21001.120000 PA USD 21345.030000 0.0009648 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008530 G2 10/24 FLOATING VAR 36202KPP4 4637.310000 PA USD 4739.750000 0.0002142 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 2.125 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008592 G2 02/25 FLOATING VAR 36202KRM9 2113.000000 PA USD 2132.390000 0.0000964 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008651 G2 07/25 FLOATING VAR 36202KTG0 87891.480000 PA USD 90415.960000 0.0040867 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008675 G2 08/25 FLOATING VAR 36202KT88 4026.750000 PA USD 4059.390000 0.0001835 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008682 G2 08/25 FLOATING VAR 36202KUF0 3117.260000 PA USD 3160.760000 0.0001429 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008684 G2 08/25 FLOATING VAR 36202KUH6 1378.520000 PA USD 1419.920000 0.0000642 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008814 G2 02/26 FLOATING VAR 36202KYK5 3471.160000 PA USD 3517.480000 0.0001590 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008945 G2 08/26 FLOATING VAR 36202K5E1 7543.090000 PA USD 7638.160000 0.0003452 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080058 G2 04/27 FLOATING VAR 36225CB47 3447.720000 PA USD 3511.050000 0.0001587 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080070 G2 05/27 FLOATING VAR 36225CCG9 1801.100000 PA USD 1840.920000 0.0000832 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080409 G2 05/30 FLOATING VAR 36225CN36 39253.110000 PA USD 41150.090000 0.0018599 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080592 G2 04/32 FLOATING VAR 36225CUS3 5233.510000 PA USD 5377.830000 0.0002431 Long ABS-MBS USGSE US N 2 2032-04-20 Floating 1.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 810277 G2 03/25 FLOATING VAR 36208ADL2 29527.880000 PA USD 29685.440000 0.0013417 Long ABS-MBS USGSE US N 2 2025-03-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 873877 G2 02/30 FLOATING VAR 36208ALN9 207974.710000 PA USD 210041.980000 0.0094937 Long ABS-MBS USGSE US N 2 2030-02-20 Floating 2 N N N N N N GREENPOINT MTGE FUNDING TR 2005-AR1 N/A GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 39538RAB5 306653.000000 PA USD 292075.150000 0.0132015 Long ABS-MBS CORP US N 2 2045-06-25 Floating 0.526 N N N N N N GSAMP TRUST 2006-S1 N/A GSAMP TRUST GSAMP 2006 S1 A2A 3623413A5 138897.750000 PA USD 21178.930000 0.0009573 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.266 N N N N N N GSAMP TRUST 2007-FM1 N/A GSAMP TRUST GSAMP 2007 FM1 A2A 3622MAAB7 451667.010000 PA USD 279110.880000 0.0126155 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.156 N N N N N N GSR MORTGAGE LOAN TRUST 2006-AR2 N/A GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1 36297TAB8 1995547.360000 PA USD 1643836.930000 0.0742996 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.72348 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-2 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A 41161PLR2 765855.740000 PA USD 741934.010000 0.0335346 Long ABS-MBS CORP US N 2 2035-05-19 Floating 0.52738 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2007-1 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A 41164MAC1 847085.600000 PA USD 797401.400000 0.0360417 Long ABS-MBS CORP US N 2 2037-03-19 Floating 0.21738 N N N N N N HOME EQUITY PASS-THRU CERTS 2002-3 N/A HOME EQUITY ASSET TRUST HEAT 2002 3 A4 22541NHE2 1009.790000 PA USD 980.540000 0.0000443 Long ABS-MBS CORP US N 2 2033-02-25 Floating 1.006 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 44328AAB6 103884.960000 PA USD 53833.290000 0.0024332 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.186 N N N N N N IMPAC CMB TRUST 2003-9F N/A IMPAC CMB TRUST IMM 2003 9F A1 45254NFL6 18522.590000 PA USD 18455.040000 0.0008341 Long ABS-MBS CORP US N 2 2033-07-25 Floating 1.086 N N N N N N INDYMAC INDX MTGE LOAN TR 2005-AR2 N/A INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A 45660LCL1 1000400.320000 PA USD 978301.880000 0.0442182 Long ABS-MBS CORP US N 2 2035-02-25 Floating 0.726 N N N N N N ISRAEL GOVERNMENT AID BOND 213800T8ZHTFZIBYPE21 AID ISRAEL US GOVT GUAR 11/24 0.00000 465139VE0 39013000.000000 PA USD 38218978.160000 1.7274551 Long DBT NUSS IL N 2 2024-11-01 None 0 N N N N N N JP MORGAN MORTGAGE ACQ CORP 2005-RM1 N/A JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2 46629NAC7 29155.000000 PA USD 17110.550000 0.0007734 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.246 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A2 466247E74 389972.600000 PA USD 341169.360000 0.0154205 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.8614 Y N N N N N JP MORGAN MORTGAGE TRUST 2007-A1 N/A JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 46630GAJ4 252880.410000 PA USD 258357.340000 0.0116775 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.6944 N N N N N N L.A. ARENA FUNDING LLC 1 N/A L.A. ARENA FUNDING, LLC LAAF 1 A 144A 501673AA5 5668.250000 PA USD 5657.190000 0.0002557 Long ABS-MBS CORP US N 2 2026-12-15 Fixed 7.656 N N N N N N LEHMAN ABS MTGE LN TR 2007-1 N/A LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A 52521MAB8 448516.340000 PA USD 370525.450000 0.0167473 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.176 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-4 N/A LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 542514HN7 1547680.100000 PA USD 1516177.380000 0.0685295 Long ABS-MBS CORP US N 2 2034-10-25 Floating 0.646 N N N N N N MASTR ADJUSTABLE RT MTGE TRUST 2004-4 N/A MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1 576433ME3 99862.370000 PA USD 103380.560000 0.0046727 Long ABS-MBS CORP US N 2 2034-05-25 Floating 2.65077 N N N N N N MASTR ASSET BACKED SEC TR 2006-HE4 N/A MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1 576449AA0 82584.100000 PA USD 36470.940000 0.0016484 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.186 N N N N N N MERRILL LYNCH MORTGAGE INV 2007-HE2 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A 59024LAB7 283146.830000 PA USD 121604.680000 0.0054964 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.326 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS 2003-A1 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A 589929F37 28644.900000 PA USD 28181.720000 0.0012738 Long ABS-MBS CORP US N 2 2032-12-25 Floating 1.65475 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 61755CAA0 180787.700000 PA USD 166036.350000 0.0075047 Long ABS-MBS CORP US N 2 2037-05-25 Floating 0.146 N N N N N N MORGAN STANLEY IXIS RE CAP TR 2006-2 N/A MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 617463AA2 33473.530000 PA USD 15078.930000 0.0006816 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.136 N N N N N N NEW CENTURY HOME EQUITY LOAN TR 2006-1 N/A NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B 64352VQR5 344911.160000 PA USD 338595.700000 0.0153041 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.266 N N N N N N RALI SERIES 2005-QO1 TRUST N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 761118EN4 570852.630000 PA USD 491446.740000 0.0222128 Long ABS-MBS CORP US N 2 2035-08-25 Floating 0.386 N N N N N N RENAISSANCE HOME EQUITY LOAN TRUST 2002-2 N/A RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A 759950AG3 1852.680000 PA USD 1830.700000 0.0000827 Long ABS-MBS CORP US N 2 2032-08-25 Floating 0.786 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QO2 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 761118HU5 255504.590000 PA USD 252309.910000 0.0114041 Long ABS-MBS CORP US N 2 2045-09-25 Floating 1.44738 N N N N N N RESIDENTIAL ASSET MTGE PROD INC 2004-SL2 N/A RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4 7609856D8 239263.130000 PA USD 265351.930000 0.0119936 Long ABS-MBS CORP US N 2 2031-10-25 Fixed 8.5 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2003-S9 N/A RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 76111JZ72 13352.330000 PA USD 14027.170000 0.0006340 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.5 N N N N N N RESOLUTION FUNDING CORP N/A RFC PRINCIPAL STRIP BONDS 01/30 0.00000 76116FAB3 18000000.000000 PA USD 15697854.900000 0.7095255 Long DBT USGSE US N 2 2030-01-15 None 0 N N N N N N SALOMON BROTHERS MTGE SEC VII 2002-WMC1 N/A SALOMON BROTHERS MORTGAGE SECU SBM7 2002 WMC1 M1 79549AKF5 117069.270000 PA USD 119102.420000 0.0053833 Long ABS-MBS CORP US N 2 2032-01-25 Floating 1.436 N N N N N N SBA PASS THRU POOLS N/A SBA POOL 504886 SBA 03/25 FLOATING VAR 83164FNB6 434.000000 PA USD 434.290000 0.0000196 Long ABS-MBS CORP US N 2 2025-03-25 Floating 1 N N N N N N SBA PASS THRU POOLS N/A SBA POOL 505017 SBA 05/25 FLOATING VAR 83164FSE5 29986.430000 PA USD 30013.600000 0.0013566 Long ABS-MBS CORP US N 2 2025-05-25 Floating 1 N N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4 N/A SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2A 81377XAB8 484826.970000 PA USD 185014.000000 0.0083624 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.246 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A 81377JAB9 1535734.810000 PA USD 508361.390000 0.0229774 Long ABS-MBS CORP US N 2 2036-12-25 Floating 0.146 Y N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 81743PBW5 513547.050000 PA USD 518465.390000 0.0234341 Long ABS-MBS CORP US N 2 2033-07-20 Floating 0.78738 N N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A SEQUOIA MORTGAGE TRUST SEMT 2003 4 2M1 81743PBX3 363087.420000 PA USD 352130.020000 0.0159159 Long ABS-MBS CORP US N 2 2033-07-20 Floating 0.79238 N N N N N N SEQUOIA MORTGAGE TRUST 5 N/A SEQUOIA MORTGAGE TRUST SEMT 5 A 81743WAA9 189290.910000 PA USD 188532.330000 0.0085215 Long ABS-MBS CORP US N 2 2026-10-19 Floating 0.78738 N N N N N N SMALL BUSINESS ADMIN PART CERT 2003-20C N/A SMALL BUSINESS ADMINISTRATION SBAP 2003 20C 1 83162CMW0 16576.920000 PA USD 16884.030000 0.0007631 Long ABS-O CORP US N 2 2023-03-01 Fixed 4.5 N N N N N N SMALL BUSINESS ADMIN PART CERT 2004-20D N/A SMALL BUSINESS ADMINISTRATION SBAP 2004 20D 1 83162CNR0 261566.630000 PA USD 270381.240000 0.0122209 Long ABS-O CORP US N 2 2024-04-01 Fixed 4.77 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20I N/A SMALL BUSINESS ADMINISTRATION SBAP 2005 20I 1 83162CPU1 1329002.140000 PA USD 1384621.280000 0.0625833 Long ABS-O CORP US N 2 2025-09-01 Fixed 4.76 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2003-20H N/A SMALL BUSINESS ADMINISTRATION SBAP 2003 20H 1 83162CND1 83803.890000 PA USD 87289.090000 0.0039454 Long ABS-O CORP US N 2 2023-08-01 Fixed 5.24 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2004-20A N/A SMALL BUSINESS ADMINISTRATION SBAP 2004 20A 1 83162CNM1 116935.290000 PA USD 121201.900000 0.0054782 Long ABS-O CORP US N 2 2024-01-01 Fixed 4.93 N N N N N N SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 N/A SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A 83611DAA6 496859.910000 PA USD 204012.170000 0.0092211 Long ABS-MBS CORP US N 2 2036-11-25 Floating 0.146 N N N N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1 N/A SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 83612TAB8 235904.390000 PA USD 199430.100000 0.0090140 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.166 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-19 N/A STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 863579JG4 221483.060000 PA USD 209317.620000 0.0094609 Long ABS-MBS CORP US N 2 2035-01-25 Floating 1.49211 Y N N N N N STRUCTURED ASSET MTG INV INC 2004-AR1 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 86359LAQ2 120031.730000 PA USD 122257.990000 0.0055259 Long ABS-MBS CORP US N 2 2034-03-19 Floating 0.78738 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR3 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 86359LBY4 61107.040000 PA USD 62697.300000 0.0028338 Long ABS-MBS CORP US N 2 2034-07-19 Floating 0.66738 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR3 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 86360KAE8 8820087.690000 PA USD 8696161.050000 0.3930568 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.526 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 01F0406A0 -17000000.000000 PA USD -18214902.450000 -0.8232932 Short ABS-MBS USGSE US N 2 2051-10-14 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 01F0426B4 -3000000.000000 PA USD -3249142.470000 -0.1468576 Short ABS-MBS USGSE US N 2 2051-11-10 Fixed 4.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 01/24 2.5 9128285Z9 12050000.000000 PA USD 12649675.720000 0.5717512 Long DBT UST US N 2 2024-01-31 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/24 2.375 9128286G0 4870000.000000 PA USD 5103417.590000 0.2306688 Long DBT UST US N 2 2024-02-29 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/38 4.375 912810PW2 78530000.000000 PA USD 107515545.510000 4.8595824 Long DBT UST US N 2 2038-02-15 Fixed 4.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/41 1.875 912810SW9 117900000.000000 PA USD 115366991.600000 5.2144590 Long DBT UST US N 2 2041-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/43 3.125 912810QZ4 41250000.000000 PA USD 49166454.980000 2.2222688 Long DBT UST US N 2 2043-02-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/44 3.625 912810RE0 55000000.000000 PA USD 70814648.300000 3.2007429 Long DBT UST US N 2 2044-02-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 03/24 2.125 912828W71 4700000.000000 PA USD 4901035.170000 0.2215213 Long DBT UST US N 2 2024-03-31 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/28 2.875 9128284N7 9680000.000000 PA USD 10679384.400000 0.4826962 Long DBT UST US N 2 2028-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/38 4.5 912810PX0 31463000.000000 PA USD 43727424.960000 1.9764307 Long DBT UST US N 2 2038-05-15 Fixed 4.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/42 3 912810QW1 201200000.000000 PA USD 235317546.370000 10.6360899 Long DBT UST US N 2 2042-05-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 05/43 2.875 912810RB6 140960000.000000 PA USD 161812169.100000 7.3137290 Long DBT UST US N 2 2043-05-15 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 07/22 2 912828XQ8 333000000.000000 PA USD 338321210.130000 15.2917402 Long DBT UST US N 2 2022-07-31 Fixed 2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 07/24 2.125 9128282N9 21600000.000000 PA USD 22603218.700000 1.0216402 Long DBT UST US N 2 2024-07-31 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 07/25 0.25 91282CAB7 77900000.000000 PA USD 76427203.130000 3.4544241 Long DBT UST US N 2 2025-07-31 Fixed 0.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/24 1.875 9128282U3 8680000.000000 PA USD 9027539.040000 0.4080347 Long DBT UST US N 2 2024-08-31 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/24 2.375 912828D56 4300000.000000 PA USD 4532300.790000 0.2048549 Long DBT UST US N 2 2024-08-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/43 3.625 912810RC4 53000000.000000 PA USD 68044961.070000 3.0755561 Long DBT UST US N 2 2043-08-15 Fixed 3.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/44 3.125 912810RH3 45000000.000000 PA USD 53868163.950000 2.4347808 Long DBT UST US N 2 2044-08-15 Fixed 3.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 08/50 1.375 912810SP4 365100000.000000 PA USD 308195740.360000 13.9301027 Long DBT UST US N 2 2050-08-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 09/24 2.125 9128282Y5 27200000.000000 PA USD 28500500.000000 1.2881907 Long DBT UST US N 2 2024-09-30 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 10/24 2.25 9128283D0 49610000.000000 PA USD 52212587.230000 2.3599505 Long DBT UST US N 2 2024-10-31 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/21 8 912810EL8 23352000.000000 PA USD 23578869.580000 1.0657385 Long DBT UST US N 2 2021-11-15 Fixed 8 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/23 2.875 9128285P1 5010000.000000 PA USD 5286137.120000 0.2389275 Long DBT UST US N 2 2023-11-30 Fixed 2.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/24 2.125 9128283J7 4000000.000000 PA USD 4196562.480000 0.1896799 Long DBT UST US N 2 2024-11-30 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/24 2.25 912828G38 38950000.000000 PA USD 41008568.260000 1.8535414 Long DBT UST US N 2 2024-11-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/25 2.25 912828M56 47400000.000000 PA USD 50149570.190000 2.2667045 Long DBT UST US N 2 2025-11-15 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/40 1.375 912810ST6 37030000.000000 PA USD 33274926.560000 1.5039895 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/42 2.75 912810QY7 110900000.000000 PA USD 124749503.630000 5.6385380 Long DBT UST US N 2 2042-11-15 Fixed 2.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/43 3.75 912810RD2 54720000.000000 PA USD 71606250.000000 3.2365224 Long DBT UST US N 2 2043-11-15 Fixed 3.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/44 3 912810RJ9 237300000.000000 PA USD 278688456.440000 12.5964065 Long DBT UST US N 2 2044-11-15 Fixed 3 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/50 1.625 912810SS8 229500000.000000 PA USD 206254160.730000 9.3224573 Long DBT UST US N 2 2050-11-15 Fixed 1.625 N N N N N N WASHINGTON MUTUAL 2002-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A 929227XB7 177806.600000 PA USD 176559.890000 0.0079803 Long ABS-MBS CORP US N 2 2042-11-25 Floating 1.29211 N N N N N N WASHINGTON MUTUAL 2004-AR1 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A 92922FLD8 43867.170000 PA USD 45524.010000 0.0020576 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.42668 N N N N N N WASHINGTON MUTUAL 2005-AR15 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 92922F5T1 643765.960000 PA USD 639360.350000 0.0288984 Long ABS-MBS CORP US N 2 2045-11-25 Floating 0.606 N N N N N N WASHINGTON MUTUAL 2005-AR19 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 92925CBA9 277049.410000 PA USD 284764.880000 0.0128711 Long ABS-MBS CORP US N 2 2045-12-25 Floating 0.626 N N N N N N WASHINGTON MUTUAL 2006 AR7 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A 93363CAC3 3553151.800000 PA USD 3512627.750000 0.1587668 Long ABS-MBS CORP US N 2 2046-07-25 Floating 1.763 N N N N N N WASHINGTON MUTUAL 2006-AR11 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A 93363TAB8 1264023.760000 PA USD 1294210.670000 0.0584969 Long ABS-MBS CORP US N 2 2046-09-25 Floating 1.763 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A 93363RAB2 487952.760000 PA USD 480516.510000 0.0217188 Long ABS-MBS CORP US N 2 2046-10-25 Floating 1.763 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A 92925DAB6 1067533.540000 PA USD 1037975.880000 0.0469153 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.90916 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A 92925DAD2 732704.460000 PA USD 719322.710000 0.0325126 Long ABS-MBS CORP US N 2 2046-12-25 Floating 1.782 N N N N N N WASHINGTON MUTUAL 2006-AR19 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A 933638AB4 513703.170000 PA USD 516027.060000 0.0233238 Long ABS-MBS CORP US N 2 2047-01-25 Floating 0.82211 N N N N N N WASHINGTON MUTUAL 2006-AR3 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A 92925CDA7 1086765.100000 PA USD 1103697.880000 0.0498859 Long ABS-MBS CORP US N 2 2046-02-25 Floating 1.08738 N N N N N N WASHINGTON MUTUAL 2006-AR4 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A 93934FPT3 362713.130000 PA USD 360055.240000 0.0162741 Long ABS-MBS CORP US N 2 2046-05-25 Floating 1.806 N N N N N N WASHINGTON MUTUAL 2006-AR5 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A 93362YAB8 1522304.560000 PA USD 1554277.520000 0.0702516 Long ABS-MBS CORP US N 2 2046-06-25 Floating 1.06738 N N N N N N WASHINGTON MUTUAL 2006-AR9 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A 93363DAB3 8575670.310000 PA USD 8480718.770000 0.3833190 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.763 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1 N/A WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A 939336PL1 95.330000 PA USD 96.770000 0.0000044 Long ABS-MBS CORP US N 2 2033-02-25 Floating 2.1 N N N N N N WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2 N/A WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2 939336D59 35041.610000 PA USD 35890.650000 0.0016222 Long ABS-MBS CORP US N 2 2033-05-25 Floating 2.25882 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 3542000.000000 PA USD 3542000.000000 0.1600944 Long RA US N 2 Repurchase N 0.0000001 2021-10-01 3134600.000000 USD 3612852.910000 USD UST N N N N/A N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO 000000000 -281197875.000000 PA USD -281210481.180000 -12.7103992 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-01 309100000.000000 USD 269971624.700000 USD UST N N N N/A N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO 000000000 -27636000.000000 PA USD -27636429.890000 -1.2491357 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-07 22400000.000000 USD 26306874.940000 USD UST N N N N/A N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO 000000000 -285512500.000000 PA USD -285516386.120000 -12.9050213 Short RA US N 2 Reverse repurchase N 0.0700000 2021-10-08 235000000.000000 USD 275817772.850000 USD UST N N N 2021-11-05 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer