BOUGHT JPY/SOLD USD

NPORT-P false 0000810893 XXXXXXXX S000009851 C000027279 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO International Portfolio S000009851 TQP7DPAB80LXP8753734 2023-03-31 2022-09-30 N 718179613.170000 208229277.230000 509950335.940000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 42540693.240000 AUD CAD EUR GBP JPY NZD USD N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -10807.090000 -0.0021192 N/A DFE JP N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1596518.410000 USD 229500000.000000 JPY 2022-10-04 -10807.090000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC 478272.090000 0.0937880 N/A DFE GB N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 14435485.590000 USD 13357000.000000 GBP 2022-10-04 478272.090000 N N N N/A N/A SOLD SEK/BOUGHT USD 000000000 1.000000 NC 66535.930000 0.0130475 N/A DFE SE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 14430000.000000 SEK 1369497.830000 USD 2022-11-16 66535.930000 N N N N/A N/A BOUGHT AUD/SOLD USD 000000000 1.000000 NC -50017.310000 -0.0098083 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4125622.660000 USD 6371618.000000 AUD 2022-10-04 -50017.310000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -115969.360000 -0.0227413 N/A DFE N/A N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 5644431.980000 USD 5641000.000000 EUR 2022-10-04 -115969.360000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -17626.360000 -0.0034565 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 706537.680000 USD 617000.000000 GBP 2022-10-04 -17626.360000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -21000.170000 -0.0041181 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2101425.790000 USD 301100000.000000 JPY 2022-10-04 -21000.170000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 169806.740000 0.0332987 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3086446.000000 AUD 2144051.870000 USD 2022-10-04 169806.740000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 50170.780000 0.0098384 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6371618.000000 AUD 4127062.640000 USD 2022-11-02 50170.780000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 5674.600000 0.0011128 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 156000.000000 CAD 118607.440000 USD 2022-10-04 5674.600000 N N N N/A N/A IRS AUD 4.50000 06/20/23-1Y (RED) LCH 000000000 1.000000 NC 308844.510000 0.0605636 N/A DIR AU N 2 London Clearing house N/A AUD-BBR-BBSW-Bloomberg 3M N/A N/A Y 2024-06-20 960153.110000 AUD 0.000000 AUD 261500000.000000 AUD -651308.600000 N N N N/A N/A IRS CAD 2.50000 06/15/22-10Y LCH 000000000 1.000000 NC -1179819.000000 -0.2313596 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2032-06-15 0.000000 CAD -1534014.990000 CAD 16700000.000000 CAD 354195.990000 N N N N/A N/A IRS EUR 0.75000 06/15/22-10Y LCH 000000000 1.000000 NC -76868671.370000 -15.0737564 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2032-06-15 0.000000 EUR -28413110.650000 EUR 407900000.000000 EUR -48455560.720000 N N N N/A N/A IRS EUR 1.50000 03/15/23-2Y LCH 000000000 1.000000 NC -1023321.500000 -0.2006708 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2025-03-17 0.000000 EUR -570582.580000 EUR 34100000.000000 EUR -452738.920000 N N N N/A N/A IRS EUR 1.50000 03/15/23-30Y LCH 000000000 1.000000 NC 109451.620000 0.0214632 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2053-03-17 109603.360000 EUR 0.000000 EUR 600000.000000 EUR -151.740000 N N N N/A N/A IRS EUR 1.50000 03/15/23-5Y LCH 000000000 1.000000 NC -9655671.250000 -1.8934533 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2028-03-15 0.000000 EUR -5454558.570000 EUR 135800000.000000 EUR -4201112.680000 N N N N/A N/A IRS EUR 1.58000 05/24/23-1Y (RED) LCH 000000000 1.000000 NC -10483227.970000 -2.0557351 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2024-05-24 0.000000 EUR -4985967.240000 EUR 698400000.000000 EUR -5497260.730000 N N N N/A N/A IRS EUR 1.75000 03/15/23-10Y LCH 000000000 1.000000 NC -11471229.460000 -2.2494797 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2033-03-15 0.000000 EUR -11793500.770000 EUR 97000000.000000 EUR 322271.310000 N N N N/A N/A IRS NZD 3.75000 06/15/22-5Y LCH 000000000 1.000000 NC -1728186.550000 -0.3388931 N/A DIR NZ N 2 London Clearing house N/A NZ$ Bank Bill 3M FRA N/A N/A Y 2027-06-15 0.000000 NZD -999122.030000 NZD 132500000.000000 NZD -729064.520000 N N N N/A N/A OIS GBP SONIO/0.80000 03/10/22-10Y LCH 000000000 1.000000 NC -18689847.340000 -3.6650329 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2032-03-10 0.000000 GBP -2387440.300000 GBP 60900000.000000 GBP -16302407.040000 N N N N/A N/A OIS GBP SONIO/0.80000 03/15/22-10Y LCH 000000000 1.000000 NC -13915519.570000 -2.7287990 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2032-03-15 0.000000 GBP -1883629.850000 GBP 45300000.000000 GBP -12031889.720000 N N N N/A N/A OIS GBP SONIO/0.90000 03/10/22-30Y LCH 000000000 1.000000 NC 13013427.990000 2.5519011 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-03-11 2637917.190000 GBP 0.000000 GBP 24600000.000000 GBP 10375510.800000 N N N N/A N/A OIS JPY MUT+5.89/0.30000 03/18/19-7Y LCH 000000000 1.000000 NC -51361.990000 -0.0100720 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2026-03-18 0.000000 JPY -79576.020000 JPY 4930000000.000000 JPY 28214.030000 N N N N/A N/A OIS JPY MUTKCALM/0.37390 04/21/22-10Y LC 000000000 1.000000 NC 80810.230000 0.0158467 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2032-04-21 0.000000 JPY 0.000000 JPY 880000000.000000 JPY 80810.230000 N N N N/A N/A OIS JPY MUTKCALM/0.39960 04/22/22-10Y LC 000000000 1.000000 NC 41572.150000 0.0081522 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2032-04-22 0.000000 JPY 0.000000 JPY 558000000.000000 JPY 41572.150000 N N N N/A N/A OIS JPY MUTKCALM/0.42625 04/25/22-10Y LC 000000000 1.000000 NC 9923.660000 0.0019460 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2032-04-26 0.000000 JPY 0.000000 JPY 174000000.000000 JPY 9923.660000 N N N N/A N/A RFR GBP SONIO/0.75000 09/21/22-30Y LCH 000000000 1.000000 NC 39130959.840000 7.6734845 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2052-09-23 17854879.060000 GBP 0.000000 GBP 69800000.000000 GBP 21276080.780000 N N N N/A N/A RFR GBP SONIO/2.00000 03/15/23-30Y LCH 000000000 1.000000 NC 16839532.350000 3.3021907 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2053-03-17 15115313.850000 GBP 0.000000 GBP 54800000.000000 GBP 1724218.500000 N N N N/A N/A RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH 000000000 1.000000 NC 249858.180000 0.0489966 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2038-03-22 153671.810000 JPY 0.000000 JPY 1950000000.000000 JPY 96186.370000 N N N N/A N/A RFR JPY MUTKCALM/0.0500 12/15/21-10Y LCH 000000000 1.000000 NC 5256038.820000 1.0306962 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2031-12-15 2926283.340000 JPY 0.000000 JPY 18250000000.000000 JPY 2329755.480000 N N N N/A N/A RFR JPY MUTKCALM/0.4000 06/15/22-10Y LCH 000000000 1.000000 NC 1082643.520000 0.2123037 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2032-06-15 207635.770000 JPY 0.000000 JPY 12675000000.000000 JPY 875007.750000 N N N N/A N/A RFR JPY MUTKCALM/0.5000 03/15/22-20Y LCH 000000000 1.000000 NC 7954479.170000 1.5598537 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2042-03-17 4250481.630000 JPY 0.000000 JPY 13613900000.000000 JPY 3703997.540000 N N N N/A N/A RFR JPY MUTKCALM/0.8000 06/15/22-30Y LCH 000000000 1.000000 NC 4307180.220000 0.8446274 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2052-06-17 312916.400000 JPY 0.000000 JPY 6450000000.000000 JPY 3994263.820000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC -72886.010000 -0.0142928 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 6046195.000000 USD 8251242.320000 CAD 2022-10-04 -72886.010000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 349739.220000 0.0685830 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 5910551.000000 AUD 4130423.070000 USD 2022-10-04 349739.220000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 175367.640000 0.0343892 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 3814207.600000 CAD 2936581.000000 USD 2022-10-04 175367.640000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 72645.060000 0.0142455 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 8252270.170000 CAD 6046195.000000 USD 2022-11-02 72645.060000 N N N N/A N/A BOUGHT AUD/SOLD USD 000000000 1.000000 NC -42302.340000 -0.0082954 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 3332906.200000 USD 5144382.000000 AUD 2022-10-04 -42302.340000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC 27818.950000 0.0054552 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 607497.970000 USD 569000.000000 GBP 2022-10-04 27818.950000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -3025.080000 -0.0005932 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 717737.000000 USD 103440256.000000 JPY 2022-10-04 -3025.080000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -4087.330000 -0.0008015 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 1258636.830000 USD 181570949.000000 JPY 2022-10-04 -4087.330000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 33570.200000 0.0065830 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 728409.000000 AUD 499497.000000 USD 2022-10-04 33570.200000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 42343.940000 0.0083035 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 5144382.000000 AUD 3333986.520000 USD 2022-11-02 42343.940000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 3021.370000 0.0005925 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 103163353.000000 JPY 717737.000000 USD 2022-11-02 3021.370000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 4074.930000 0.0007991 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 181085744.000000 JPY 1258636.830000 USD 2022-11-02 4074.930000 N N N N/A N/A SOLD NZD/BOUGHT USD 000000000 1.000000 NC 9709.660000 0.0019040 N/A DFE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 843000.000000 NZD 481494.620000 USD 2022-10-04 9709.660000 N N N N/A N/A LONG GILT FUTURE DEC22 IFLL 20221228 000000000 524.000000 NC -7878481.890000 -1.5449508 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long N/A UNITED KINGDOM GOVT 2022-12-28 56400957.550000 GBP -7878481.890000 N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 07386HZJ3 438586.840000 PA USD 425617.080000 0.0834625 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 2.99691 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-4 N/A BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1 073871AN5 21473.920000 PA USD 14648.880000 0.0028726 Long ABS-MBS CORP US N 2 2036-08-25 Floating 3.339 Y N N N N N BEAR STEARNS ASSETBK SECU INC 2002- N/A BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 07384YEM4 30851.730000 PA USD 30295.380000 0.0059408 Long ABS-MBS CORP US N 2 2032-10-25 Floating 3.744 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A 17307GTJ7 9061.100000 PA USD 8844.900000 0.0017345 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.80976 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-OA22 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 23245PAA9 64998.920000 PA USD 56720.880000 0.0111228 Long ABS-MBS CORP US N 2 2047-02-25 Floating 3.404 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-31 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1 12667GZB2 209022.510000 PA USD 188009.410000 0.0368682 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.684 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-38 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 38 A3 12667GZ30 681835.400000 PA USD 614693.090000 0.1205398 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.784 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 12668AVL6 24483.600000 PA USD 21719.820000 0.0042592 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.604 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 12668AVP7 164124.290000 PA USD 149165.480000 0.0292510 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.644 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1A1 12668ATN5 674505.490000 PA USD 523108.750000 0.1025803 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.684 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-81 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 12668BBN2 77709.350000 PA USD 64518.090000 0.0126518 Long ABS-MBS CORP US N 2 2037-02-25 Floating 3.644 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 12668RAA6 3040965.270000 PA USD 2351696.740000 0.4611619 Long ABS-MBS CORP US N 2 2047-02-20 Floating 3.17343 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 126694A32 251253.180000 PA USD 196325.890000 0.0384990 Long ABS-MBS CORP US N 2 2046-03-20 Floating 3.41343 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2002-3 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2002 3 1A1 126671RM0 49637.640000 PA USD 49151.050000 0.0096384 Long ABS-MBS CORP US N 2 2032-05-25 Floating 3.454 N N N N N N COUNTRYWIDE HOME LOANS 2004-16 N/A COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A 12669FY23 4223.800000 PA USD 4008.760000 0.0007861 Long ABS-MBS CORP US N 2 2034-09-25 Floating 3.844 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 12669GJY8 6321.840000 PA USD 5779.340000 0.0011333 Long ABS-MBS CORP US N 2 2035-02-25 Floating 3.744 N N N N N N COUNTRYWIDE HOME LOANS 2005-1 N/A COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1 12669GRQ6 309814.500000 PA USD 255660.880000 0.0501345 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.664 Y N N N N N COUNTRYWIDE HOME LOANS 2005-11 N/A COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 12669GUX7 28605.390000 PA USD 20582.720000 0.0040362 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.684 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 12669GPN5 1655801.080000 PA USD 1365782.550000 0.2678266 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.724 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 12669GPR6 10727.160000 PA USD 9708.010000 0.0019037 Long ABS-MBS CORP US N 2 2035-03-25 Floating 3.724 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 12669GTV3 1989.510000 PA USD 1824.990000 0.0003579 Long ABS-MBS CORP US N 2 2035-04-25 Floating 3.664 N N N N N N COUNTRYWIDE HOME LOANS 2005-9 N/A COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 12669GZQ7 85978.770000 PA USD 71299.980000 0.0139817 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.544 N N N N N N CREDIT BASED ASSET SRVC & SEC 2006-CB9 N/A CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 12465MAA2 30621.080000 PA USD 14973.740000 0.0029363 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.204 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB1 N/A CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A 1248MGAJ3 264108.260000 PA USD 95960.910000 0.0188177 Long ABS-MBS CORP US N 2 2037-01-25 Floating 3.154 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 48473.100000 PA USD 45830.310000 0.0089872 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.704 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-8 N/A CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1 22541NX20 2797.360000 PA USD 2689.680000 0.0005274 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 6.5 N N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1 251513AR8 1666.740000 PA USD 1427.740000 0.0002800 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.184 Y N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR2 N/A DSLA MORTGAGE LOAN TRUST DSLA 2005 AR2 2A1A 23332UDC5 138934.010000 PA USD 133892.730000 0.0262560 Long ABS-MBS CORP US N 2 2045-03-19 Floating 3.41343 N N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR4 N/A DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A 23332UEM2 83777.350000 PA USD 72200.360000 0.0141583 Long ABS-MBS CORP US N 2 2045-08-19 Floating 3.51343 N N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR5 N/A DSLA MORTGAGE LOAN TRUST DSLA 2005 AR5 2A1A 23332UFF6 1015548.160000 PA USD 662790.910000 0.1299717 Long ABS-MBS CORP US N 2 2045-09-19 Floating 3.65343 N N N N N N FANNIE MAE 1999-37 N/A FANNIE MAE FNR 1999 37 F 31359V6Z1 766.760000 PA USD 762.840000 0.0001496 Long ABS-MBS USGSE US N 2 2029-06-25 Floating 3.484 N N N N N N FANNIE MAE 2004-11 N/A FANNIE MAE FNR 2004 11 A 31393T7H3 1467.530000 PA USD 1462.410000 0.0002868 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 3.204 N N N N N N FANNIE MAE 2004-63 N/A FANNIE MAE FNR 2004 63 FA 31394ANT9 1587.520000 PA USD 1551.750000 0.0003043 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 3.234 N N N N N N FANNIE MAE-1993-156 N/A FANNIE MAE FNR 1993 156 ZB 31359DJT1 670.810000 PA USD 674.400000 0.0001322 Long ABS-MBS USGSE US N 2 2023-09-25 Fixed 7 N N N N N N FANNIEMAE WHOLE LOAN 2003-W6 N/A FANNIEMAE WHOLE LOAN FNW 2003 W6 F 31393BX75 17702.850000 PA USD 17416.490000 0.0034153 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 2.79371 N N N N N N FANNIEMAE WHOLE LOAN 2004-W12 N/A FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1 31394A6Y7 9478.420000 PA USD 9607.520000 0.0018840 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 6 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 01/23 VAR 3130ATJ99 5200000.000000 PA USD 5200124.280000 1.0197315 Long DBT USGSE US N 2 2023-01-06 Floating 3.06 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 01/23 VAR 3130ATJT5 1100000.000000 PA USD 1100026.290000 0.2157124 Long DBT USGSE US N 2 2023-01-06 Floating 3.06 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 01/23 VAR 3130ATJX6 1100000.000000 PA USD 1100115.020000 0.2157298 Long DBT USGSE US N 2 2023-01-10 Floating 3.06 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 1G2602 FH 10/36 FLOATING VAR 3128QS3K0 10929.760000 PA USD 11106.030000 0.0021779 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 3.331 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 31395M2F5 15377.610000 PA USD 15888.080000 0.0031156 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 2.05917 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-35 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 35 A 313398VT3 10222.790000 PA USD 10167.400000 0.0019938 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 3.364 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 31395A3J2 9210.680000 PA USD 9627.510000 0.0018879 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 2.50402 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-62 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 31395HHV5 33201.340000 PA USD 34637.520000 0.0067923 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 2.30402 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 594243 FN 12/30 FLOATING VAR 31387UEQ0 736.740000 PA USD 725.360000 0.0001422 Long ABS-MBS USGSE US N 2 2030-12-01 Floating 2.633 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 800171 FN 12/34 FLOATING VAR 31405U6G9 2229.460000 PA USD 2231.680000 0.0004376 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 1.632 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 841068 FN 11/34 FLOATING VAR 31407UMR5 8023.790000 PA USD 8275.710000 0.0016228 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 3.486 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 10325364.240000 PA USD 100248961.440000 19.6585735 Long STIV RF US N 1 N N N FREDDIE MAC 2073 N/A FREDDIE MAC FHR 2073 PH 3133TER55 78545.870000 PA USD 81352.640000 0.0159531 Long ABS-MBS USGSE US N 2 2028-07-15 Fixed 6.5 N N N N N N FREDDIE MAC 2395 N/A FREDDIE MAC FHR 2395 FT 31339LMA5 424.970000 PA USD 422.940000 0.0000829 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 3.26771 N N N N N N FREDDIE MAC WHOLE LOAN 2005-S001 N/A FREDDIE MAC WHOLE LOAN FHW 2005 S001 1A2 35562QAB4 640344.410000 PA USD 628265.340000 0.1232013 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 3.234 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008071 G2 11/22 FLOATING VAR 36202J6G8 148.420000 PA USD 148.120000 0.0000290 Long ABS-MBS USGSE US N 2 2022-11-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008216 G2 06/23 FLOATING VAR 36202KDV4 1144.520000 PA USD 1143.510000 0.0002242 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008505 G2 09/24 FLOATING VAR 36202KNW1 11441.830000 PA USD 11372.710000 0.0022302 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 2 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008528 G2 10/24 FLOATING VAR 36202KPM1 6711.580000 PA USD 6630.570000 0.0013002 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008595 G2 02/25 FLOATING VAR 36202KRQ0 8014.120000 PA USD 7955.140000 0.0015600 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008651 G2 07/25 FLOATING VAR 36202KTG0 2829.620000 PA USD 2810.270000 0.0005511 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008696 G2 09/25 FLOATING VAR 36202KUV5 2973.430000 PA USD 2911.380000 0.0005709 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008699 G2 09/25 FLOATING VAR 36202KUY9 2173.390000 PA USD 2156.790000 0.0004229 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 1.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008849 G2 04/26 FLOATING VAR 36202KZN8 3656.650000 PA USD 3586.750000 0.0007034 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008865 G2 05/26 FLOATING VAR 36202KZ65 5505.280000 PA USD 5479.870000 0.0010746 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080397 G2 04/30 FLOATING VAR 36225CNP7 20205.330000 PA USD 19960.530000 0.0039142 Long ABS-MBS USGSE US N 2 2030-04-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080409 G2 05/30 FLOATING VAR 36225CN36 104881.290000 PA USD 104052.660000 0.0204045 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 080418 G2 06/30 FLOATING VAR 36225CPC4 32538.850000 PA USD 32298.250000 0.0063336 Long ABS-MBS USGSE US N 2 2030-06-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 810278 G2 11/24 FLOATING VAR 36208ADM0 13860.450000 PA USD 13623.460000 0.0026715 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 2 N N N N N N GOVERNMENT NATIONAL MTGE ASSOC 2004-68 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC 38374HVU1 198312.740000 PA USD 204087.750000 0.0400211 Long ABS-MBS USGSE US N 2 2034-08-20 Fixed 6 N N N N N N GREENPOINT MTGE FUNDING TR 2005-AR2 N/A GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 39538RBB4 779078.030000 PA USD 581149.750000 0.1139620 Long ABS-MBS CORP US N 2 2045-06-25 Floating 3.544 N N N N N N GSR MTGE LOAN TRUST 2003-2F N/A GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 36228FNB8 70.900000 PA USD 65.980000 0.0000129 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-10 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A 41161PTN3 138528.410000 PA USD 108909.250000 0.0213568 Long ABS-MBS CORP US N 2 2035-11-19 Floating 3.61343 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-3 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A 41161PMG5 132610.400000 PA USD 125809.790000 0.0246710 Long ABS-MBS CORP US N 2 2035-06-19 Floating 3.47343 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-8 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 8 1A2A 41161PQU0 9066.550000 PA USD 6730.040000 0.0013197 Long ABS-MBS CORP US N 2 2035-09-19 Floating 3.65343 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-9 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A 41161PSK0 35728.000000 PA USD 32719.470000 0.0064162 Long ABS-MBS CORP US N 2 2035-06-20 Floating 3.67343 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-1 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A 41161PA86 765207.650000 PA USD 685626.970000 0.1344498 Long ABS-MBS CORP US N 2 2036-03-19 Floating 3.47343 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-16 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A 41161PYW7 12550.310000 PA USD 11660.980000 0.0022867 Long ABS-MBS CORP US N 2 2036-01-19 Floating 3.47343 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-16 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 41161PYZ0 1268625.770000 PA USD 794726.430000 0.1558439 Long ABS-MBS CORP US N 2 2036-01-19 Floating 3.49343 Y N N N N N HOME EQUITY PASS-THRU CERTS 2002-1 N/A HOME EQUITY ASSET TRUST HEAT 2002 1 A4 22541NAD1 1282.980000 PA USD 1162.810000 0.0002280 Long ABS-MBS CORP US N 2 2032-11-25 Floating 3.684 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 44328AAB6 22193.710000 PA USD 9718.290000 0.0019057 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.184 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 27830.410000 PA USD 26295.640000 0.0051565 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.644 N N N N N N MERRILL LYNCH MORTGAGE INVESTO-2006-RM4 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A 59023QAB7 22876.400000 PA USD 5113.510000 0.0010027 Long ABS-MBS CORP US N 2 2037-09-25 Floating 3.244 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B 617526AD0 1333043.150000 PA USD 829930.540000 0.1627473 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.184 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 61755CAA0 42649.950000 PA USD 38048.900000 0.0074613 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.144 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC1 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2B 617505AC6 4571942.900000 PA USD 2369776.990000 0.4647074 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.184 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR5 N/A NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 65535VPU6 13423.470000 PA USD 8695.040000 0.0017051 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.99125 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC DEBENTURES 06/32 6.25 748148QT3 8000000.000000 PA 6854112.980000 1.3440746 Long DBT NUSS CA N 2 2032-06-01 Fixed 6.25 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QO3 N/A RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 761118WP9 116641.440000 PA USD 35996.890000 0.0070589 Long ABS-MBS CORP US N 2 2046-04-25 Floating 3.504 N N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 81743PBW5 327079.520000 PA USD 306365.930000 0.0600776 Long ABS-MBS CORP US N 2 2033-07-20 Floating 3.69343 N N N N N N SEQUOIA MORTGAGE TRUST 2004-9 N/A SEQUOIA MORTGAGE TRUST SEMT 2004 9 A2 81744FDW4 128435.930000 PA USD 115670.440000 0.0226827 Long ABS-MBS CORP US N 2 2034-10-20 Floating 4.783 N N N N N N SEQUOIA MORTGAGE TRUST 5 N/A SEQUOIA MORTGAGE TRUST SEMT 5 A 81743WAA9 2591.410000 PA USD 2503.450000 0.0004909 Long ABS-MBS CORP US N 2 2026-10-19 Floating 3.69343 N N N N N N SLM STUDENT LOAN TRUST 2008-9 N/A SLM STUDENT LOAN TRUST SLMA 2008 9 A 78445JAA5 1696497.410000 PA USD 1684353.540000 0.3302976 Long ABS-O CORP US N 2 2023-04-25 Floating 4.283 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20B N/A SMALL BUSINESS ADMINISTRATION SBAP 2005 20B 1 83162CPH0 3872.630000 PA USD 3791.020000 0.0007434 Long ABS-O CORP US N 2 2025-02-01 Fixed 4.625 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20J N/A SMALL BUSINESS ADMINISTRATION SBAP 2005 20J 1 83162CPV9 2088.310000 PA USD 2047.740000 0.0004016 Long ABS-O CORP US N 2 2025-10-01 Fixed 5.09 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 233203.500000 PA USD 78861.350000 0.0154645 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.204 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR3 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 86359LBY4 1540.960000 PA USD 1438.340000 0.0002821 Long ABS-MBS CORP US N 2 2034-07-19 Floating 3.57343 N N N N N N STRUCTURED ASSET SEC CORP 2005-7XS N/A STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A 86359B7K1 3083.280000 PA USD 3020.110000 0.0005922 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.064 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2004-1 N/A THORNBURG MORTGAGE SECURITIES TMST 2004 1 I1A 885220ET6 51566.310000 PA USD 47831.870000 0.0093797 Long ABS-MBS CORP US N 2 2044-03-25 Floating 3.624 N N N N N N AMORTIZING RESIDENTIAL COLLAT 2001-BC6 N/A AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A 86358RMY0 114187.650000 PA USD 108946.410000 0.0213641 Long ABS-MBS CORP US N 2 2031-10-25 Floating 3.784 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 01/23 0.00000 912796ZK8 24000000.000000 PA USD 23759815.680000 4.6592411 Long DBT UST US N 2 2023-01-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 10/22 0.00000 912796V55 1700000.000000 PA USD 1698773.400000 0.3331253 Long DBT UST US N 2 2022-10-13 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 10/22 0.00000 912796V63 14400000.000000 PA USD 14382668.450000 2.8204057 Long DBT UST US N 2 2022-10-20 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 10/22 0.00000 912796V71 25500000.000000 PA USD 25456331.250000 4.9919236 Long DBT UST US N 2 2022-10-27 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 11/22 0.00000 912796W70 25000000.000000 PA USD 24896622.500000 4.8821661 Long DBT UST US N 2 2022-11-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 11/22 0.00000 912796YG8 26100000.000000 PA USD 26043994.620000 5.1071629 Long DBT UST US N 2 2022-11-01 None 0 N N N N N N WASHINGTON MUTUAL 2002 AR2 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A 929227LE4 2956.770000 PA USD 2792.910000 0.0005477 Long ABS-MBS CORP US N 2 2034-02-27 Floating 2.119 N N N N N N WASHINGTON MUTUAL 2002-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A 929227XB7 1238.950000 PA USD 1138.680000 0.0002233 Long ABS-MBS CORP US N 2 2042-11-25 Floating 2.30402 N N N N N N WASHINGTON MUTUAL 2002-AR9 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A 9393357P4 3954.660000 PA USD 3705.960000 0.0007267 Long ABS-MBS CORP US N 2 2042-08-25 Floating 2.50402 N N N N N N WASHINGTON MUTUAL 2005-AR1 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A 939336X40 6339.430000 PA USD 5921.600000 0.0011612 Long ABS-MBS CORP US N 2 2045-01-25 Floating 3.724 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 92922F4M7 9739.640000 PA USD 9184.010000 0.0018010 Long ABS-MBS CORP US N 2 2045-10-25 Floating 3.664 N N N N N N WASHINGTON MUTUAL 2005-AR2 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A 92922FD21 4777.190000 PA USD 4610.060000 0.0009040 Long ABS-MBS CORP US N 2 2045-01-25 Floating 3.704 N N N N N N WASHINGTON MUTUAL 2005-AR9 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR9 A1A 92922FU48 5366.230000 PA USD 5006.450000 0.0009818 Long ABS-MBS CORP US N 2 2045-07-25 Floating 3.724 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A 93363RAB2 19022.260000 PA USD 17191.500000 0.0033712 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.60402 N N N N N N WASHINGTON MUTUAL 2006-AR15 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A 93363QAC2 221683.680000 PA USD 197125.470000 0.0386558 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.60402 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A 92925DAB6 63161.100000 PA USD 56235.290000 0.0110276 Long ABS-MBS CORP US N 2 2046-12-25 Floating 1.66916 N N N N N N WASHINGTON MUTUAL ASSET BACKED 2006-HE5 N/A WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 93934XAB9 23450.860000 PA USD 10108.620000 0.0019823 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.144 N N N N N N ARGENT SECURITIES INC 2006-M1 N/A ARGENT SECURITIES INC. ARSI 2006 M1 A2B 04012MAP4 1247765.080000 PA USD 371399.150000 0.0728305 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.264 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 288000.000000 PA USD 288000.000000 0.0564761 Long RA US N 2 Repurchase N 1.1500000 2022-10-03 317800.000000 USD 293766.220000 USD UST N N N N/A N/A STATE STREET REPO 000000000 573000.000000 PA USD 573000.000000 0.1123639 Long RA US N 2 Repurchase N 1.1500000 2022-10-03 630500.000000 USD 584517.950000 USD UST N N N N/A N/A REPO SOCIETE GENERALE REPO 000000000 102500000.000000 PA USD 102500000.000000 20.0999966 Long RA US N 2 Repurchase N 2.9600000 2022-10-03 117885000.000000 USD 103959699.510000 USD UST N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -11390.140000 -0.0022336 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 610200.750000 USD 611000.000000 EUR 2022-10-04 -11390.140000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 5819.790000 0.0011412 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 635000.000000 AUD 411997.530000 USD 2022-10-04 5819.790000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -117099.030000 -0.0229628 N/A DFE GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2719000.000000 GBP 2918800.280000 USD 2022-10-04 -117099.030000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -5934.000000 -0.0011636 N/A DFE N/A N 2 BNP Paribas S.A. N/A 270547.530000 USD 270000.000000 EUR 2022-10-04 -5934.000000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -36864.300000 -0.0072290 N/A DFE N/A N 2 BNP Paribas S.A. N/A 1721570.420000 USD 1719000.000000 EUR 2022-10-04 -36864.300000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -56894.240000 -0.0111568 N/A DFE GB N 2 BNP Paribas S.A. N/A 1637928.970000 USD 1416000.000000 GBP 2022-10-04 -56894.240000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -146194.530000 -0.0286684 N/A DFE GB N 2 BNP Paribas S.A. N/A 4801091.270000 USD 4169000.000000 GBP 2022-10-04 -146194.530000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -95372.230000 -0.0187023 N/A DFE GB N 2 BNP Paribas S.A. N/A 2424495.430000 USD 2086000.000000 GBP 2022-10-04 -95372.230000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC 31804.660000 0.0062368 N/A DFE GB N 2 BNP Paribas S.A. N/A 745314.110000 USD 696000.000000 GBP 2022-10-04 31804.660000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -51199.470000 -0.0100401 N/A DFE JP N 2 BNP Paribas S.A. N/A 1600290.880000 USD 224200000.000000 JPY 2022-10-04 -51199.470000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -187556.690000 -0.0367794 N/A DFE JP N 2 BNP Paribas S.A. N/A 14906688.870000 USD 2130300000.000000 JPY 2022-10-04 -187556.690000 N N N N/A N/A BOUGHT SEK/SOLD USD 000000000 1.000000 NC -121653.060000 -0.0238559 N/A DFE SE N 2 BNP Paribas S.A. N/A 1430694.730000 USD 14497331.990000 SEK 2022-11-16 -121653.060000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 117943.150000 0.0231284 N/A DFE CA N 2 BNP Paribas S.A. N/A 3439000.000000 CAD 2607533.060000 USD 2022-10-04 117943.150000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 44462.040000 0.0087189 N/A DFE N/A N 2 BNP Paribas S.A. N/A 2644000.000000 EUR 2635714.500000 USD 2022-10-04 44462.040000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 81958.350000 0.0160718 N/A DFE N/A N 2 BNP Paribas S.A. N/A 2371000.000000 EUR 2405657.140000 USD 2022-10-04 81958.350000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 51691.770000 0.0101366 N/A DFE N/A N 2 BNP Paribas S.A. N/A 2524000.000000 EUR 2525338.220000 USD 2022-10-04 51691.770000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC -105373.380000 -0.0206635 N/A DFE N/A N 2 BNP Paribas S.A. N/A 6336000.000000 EUR 6104224.050000 USD 2022-10-04 -105373.380000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 241095.940000 0.0472783 N/A DFE GB N 2 BNP Paribas S.A. N/A 5050000.000000 GBP 5879673.190000 USD 2022-10-04 241095.940000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 22559.580000 0.0044239 N/A DFE JP N 2 BNP Paribas S.A. N/A 79500000.000000 JPY 571858.270000 USD 2022-10-04 22559.580000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 453110.390000 0.0888538 N/A DFE JP N 2 BNP Paribas S.A. N/A 4573100000.000000 JPY 32050567.720000 USD 2022-10-04 453110.390000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 34661.900000 0.0067971 N/A DFE JP N 2 BNP Paribas S.A. N/A 1585500000.000000 JPY 10989543.400000 USD 2022-10-04 34661.900000 N N N N/A N/A SOLD NZD/BOUGHT USD 000000000 1.000000 NC 50859.030000 0.0099733 N/A DFE NZ N 2 BNP Paribas S.A. N/A 979000.000000 NZD 598756.400000 USD 2022-10-04 50859.030000 N N N N/A N/A BOUGHT EUR/SOLD AUD 000000000 1.000000 NC -1507.210000 -0.0002956 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 150000.000000 AUD 102183.390000 EUR 2022-10-04 -1507.210000 N N N N/A N/A BOUGHT EUR/SOLD NZD 000000000 1.000000 NC -3157.290000 -0.0006191 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 350000.000000 NZD 214052.350000 EUR 2022-10-04 -3157.290000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC 25451.380000 0.0049910 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7488592.740000 USD 7667000.000000 EUR 2022-10-04 25451.380000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -79996.840000 -0.0156872 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1988180.700000 USD 1709000.000000 GBP 2022-10-04 -79996.840000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC 5412.890000 0.0010615 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 520812.490000 USD 471000.000000 GBP 2022-11-02 5412.890000 N N N N/A N/A SOLD AUD/BOUGHT EUR 000000000 1.000000 NC 5704.550000 0.0011186 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 150000.000000 AUD 102183.390000 EUR 2022-10-04 5704.550000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 18271.890000 0.0035831 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 629000.000000 AUD 420611.730000 USD 2022-10-04 18271.890000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 19068.470000 0.0037393 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2695000.000000 EUR 2660303.490000 USD 2022-10-04 19068.470000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -52346.700000 -0.0102651 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8400000.000000 GBP 9326672.880000 USD 2022-10-04 -52346.700000 N N N ASSET BACKED FUNDING CERTS 2004-OPT5 N/A ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 04542BJY9 266695.940000 PA USD 249397.050000 0.0489061 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.784 N N N N N N N/A N/A SOLD MXN/BOUGHT USD 000000000 1.000000 NC -54.140000 -0.0000106 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4650000.000000 MXN 228075.430000 USD 2022-12-09 -54.140000 N N N N/A N/A SOLD NZD/BOUGHT EUR 000000000 1.000000 NC 17061.810000 0.0033458 N/A DFE NZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 350000.000000 NZD 214052.350000 EUR 2022-10-04 17061.810000 N N N N/A N/A SOLD NZD/BOUGHT USD 000000000 1.000000 NC 2510.170000 0.0004922 N/A DFE NZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1506000.000000 NZD 845343.100000 USD 2022-10-04 2510.170000 N N N ASSET BACKED SEC HOME EQTY LN 2007-HE2 N/A ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2 04544TAB7 38137.470000 PA USD 27398.890000 0.0053729 Long ABS-MBS CORP US N 2 2037-05-25 Floating 3.164 N N N N N N N/A N/A EURO-OAT FUTURE DEC22 XEUR 20221208 000000000 -1283.000000 NC 7788666.030000 1.5273382 N/A DIR DE N 1 Eurex N/A Short N/A FRANCE GOVT 2022-12-08 -166128253.280000 EUR 7788666.030000 N N N N/A N/A EURO-BUND FUTURE DEC22 XEUR 20221208 000000000 -2497.000000 NC 8459307.520000 1.6588493 N/A DIR DE N 1 Eurex N/A Short N/A GERMANY GOVT 2022-12-08 -338910664.510000 EUR 8459307.520000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -22488.540000 -0.0044099 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2904406.590000 USD 417100000.000000 JPY 2022-10-04 -22488.540000 N N N N/A N/A SOLD DKK/BOUGHT USD 000000000 1.000000 NC 12465.910000 0.0024445 N/A DFE DK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4575000.000000 DKK 615510.790000 USD 2022-10-03 12465.910000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -60364.010000 -0.0118372 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2023404.360000 USD 2003000.000000 EUR 2022-10-04 -60364.010000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -34174.320000 -0.0067015 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2167901.270000 USD 1911000.000000 GBP 2022-10-04 -34174.320000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC 221114.860000 0.0433601 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3971530.200000 USD 3755000.000000 GBP 2022-10-04 221114.860000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC 165594.460000 0.0324727 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5829576.250000 USD 5366000.000000 GBP 2022-11-02 165594.460000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -294036.250000 -0.0576598 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 15670254.030000 USD 2225400000.000000 JPY 2022-10-04 -294036.250000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -13211.650000 -0.0025908 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1198176.760000 USD 171500000.000000 JPY 2022-10-04 -13211.650000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -9567.610000 -0.0018762 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1213879.090000 USD 174300000.000000 JPY 2022-10-04 -9567.610000 N N N N/A N/A BOUGHT SGD/SOLD USD 000000000 1.000000 NC -4627.600000 -0.0009075 N/A DFE SG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 205282.930000 USD 288163.860000 SGD 2022-10-14 -4627.600000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 5036.810000 0.0009877 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 515000.000000 AUD 334456.550000 USD 2022-10-04 5036.810000 N N N N/A N/A SOLD DKK/BOUGHT USD 000000000 1.000000 NC -1702.240000 -0.0003338 N/A DFE DK N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4575000.000000 DKK 602528.890000 USD 2022-11-01 -1702.240000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 111152.320000 0.0217967 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5626000.000000 EUR 5624914.180000 USD 2022-10-04 111152.320000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 454229.570000 0.0890733 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8750000.000000 GBP 10224041.630000 USD 2022-10-04 454229.570000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -164339.380000 -0.0322265 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5366000.000000 GBP 5827067.650000 USD 2022-10-04 -164339.380000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -288190.600000 -0.0565135 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8671000.000000 GBP 9399495.800000 USD 2022-11-02 -288190.600000 N N N N/A N/A EURO-BTP FUTURE DEC22 XEUR 20221208 000000000 -101.000000 NC 503425.510000 0.0987205 N/A DIR DE N 1 Eurex N/A Short N/A ITALY GOVT 2022-12-08 -11084347.030000 EUR 503425.510000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC 27432.040000 0.0053794 N/A DFE N/A N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1767039.690000 USD 1831000.000000 EUR 2022-10-04 27432.040000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 29062.730000 0.0056991 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 526594.000000 AUD 365898.570000 USD 2022-10-04 29062.730000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 274920.580000 0.0539112 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5621875.300000 CAD 4344756.000000 USD 2022-10-04 274920.580000 N N N 2022-11-03 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer