SOLD AUD BOUGHT USD 20230705

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 2024-03-31 2023-06-30 N 543738697.730000 20972088.410000 522766609.320000 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 37916049.430000 CAD EUR JPY NZD USD N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC -49441.560000 -0.0094577 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 21410889.000000 AUD 14213425.960000 USD 2023-07-05 -49441.560000 N N N N/A N/A SOLD NZD BOUGHT USD 20230705 000000000 1.000000 NC -16905.020000 -0.0032338 N/A DFE NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2583615.000000 NZD 1568659.160000 USD 2023-07-05 -16905.020000 N N N N/A N/A IRS EUR 1.58000 05/24/23-1Y (RED) LCH 000000000 1.000000 NC -13719914.480000 -2.6244818 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2024-05-24 0.000000 EUR -4325669.820000 EUR 535500000.000000 EUR -9394244.660000 N N N N/A N/A IRS EUR 3.00000 09/20/23-10Y LCH 000000000 1.000000 NC 313928.790000 0.0600514 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-09-20 0.000000 EUR -57578.630000 EUR 192500000.000000 EUR 371507.420000 N N N N/A N/A IRS EUR 3.00000 09/20/23-5Y LCH 000000000 1.000000 NC -983253.570000 -0.1880865 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2028-09-20 0.000000 EUR -1208172.540000 EUR 96000000.000000 EUR 224918.970000 N N N N/A N/A IRS EUR 3.50000 09/20/23-2Y LCH 000000000 1.000000 NC -223423.560000 -0.0427387 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2025-09-20 0.000000 EUR -244903.760000 EUR 33800000.000000 EUR 21480.200000 N N N N/A N/A IRS NZD 3.75000 06/15/22-5Y LCH 000000000 1.000000 NC -3261485.750000 -0.6238895 N/A DIR NZ N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 NZ$ Bank Bill 3M FRA N/A N/A Y 2027-06-15 0.000000 NZD -999122.030000 NZD 132500000.000000 NZD -2262363.720000 N N N N/A N/A OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH 000000000 1.000000 NC -3384075.300000 -0.6473396 N/A DIR CA N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A CANADIAN ON REPO RATE CORRA Y 2025-06-21 0.000000 CAD -4081758.400000 CAD 320800000.000000 CAD 697683.100000 N N N N/A N/A RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH 000000000 1.000000 NC 92907.710000 0.0177723 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2038-03-20 71942.900000 JPY 0.000000 JPY 1000000000.000000 JPY 20964.810000 N N N N/A N/A RFR JPY MUTK/0.0500 12/15/21-10Y LCH 000000000 1.000000 NC 652811.530000 0.1248763 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2031-12-15 850806.150000 JPY 0.000000 JPY 2560000000.000000 JPY -197994.620000 N N N N/A N/A RFR JPY MUTK/0.5000 03/15/22-20Y LCH 000000000 1.000000 NC 7087246.800000 1.3557191 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2042-03-15 4250481.630000 JPY 0.000000 JPY 13613900000.000000 JPY 2836765.170000 N N N N/A N/A RFR JPY MUTK/0.8000 06/15/22-30Y LCH 000000000 1.000000 NC 2787631.710000 0.5332459 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2052-06-15 312916.400000 JPY 0.000000 JPY 6450000000.000000 JPY 2474715.310000 N N N N/A N/A RFR JPY MUTK/0.85000 09/20/23-10Y LCH 000000000 1.000000 NC -1069392.260000 -0.2045640 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2033-09-20 0.000000 JPY -1125616.280000 JPY 6820000000.000000 JPY 56224.020000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 112045.840000 0.0214332 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 6056405.550000 USD 9259851.000000 AUD 2023-07-05 112045.840000 N N N N/A N/A BOUGHT AUD SOLD USD 20230802 000000000 1.000000 NC 148682.660000 0.0284415 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 17417829.080000 USD 26349210.000000 AUD 2023-08-02 148682.660000 N N N N/A N/A BOUGHT CAD SOLD USD 20230705 000000000 1.000000 NC -15503.890000 -0.0029657 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 7468647.000000 USD 9873551.330000 CAD 2023-07-05 -15503.890000 N N N N/A N/A BOUGHT CAD SOLD USD 20230705 000000000 1.000000 NC 4110.000000 0.0007862 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 2222333.460000 USD 2949480.970000 CAD 2023-07-05 4110.000000 N N N N/A N/A BOUGHT GBP SOLD USD 20230705 000000000 1.000000 NC -36585.610000 -0.0069985 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 66348329.800000 USD 52214000.000000 GBP 2023-07-05 -36585.610000 N N N N/A N/A BOUGHT NZD SOLD USD 20230705 000000000 1.000000 NC 21304.020000 0.0040752 N/A DFE NZ N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 2760534.880000 USD 4532898.000000 NZD 2023-07-05 21304.020000 N N N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC -148877.730000 -0.0284788 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 26349210.000000 AUD 17403653.210000 USD 2023-07-05 -148877.730000 N N N N/A N/A SOLD CAD BOUGHT USD 20230802 000000000 1.000000 NC 15445.010000 0.0029545 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 9869630.290000 CAD 7468647.000000 USD 2023-08-02 15445.010000 N N N N/A N/A SOLD CAD BOUGHT USD 20230802 000000000 1.000000 NC -4129.370000 -0.0007899 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 2948312.020000 CAD 2222333.460000 USD 2023-08-02 -4129.370000 N N N N/A N/A SOLD GBP BOUGHT USD 20230802 000000000 1.000000 NC 37758.810000 0.0072229 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 52214000.000000 GBP 66362793.080000 USD 2023-08-02 37758.810000 N N N N/A N/A SOLD NZD BOUGHT USD 20230802 000000000 1.000000 NC -21267.400000 -0.0040682 N/A DFE NZ N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 4532898.000000 NZD 2760249.310000 USD 2023-08-02 -21267.400000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 24375.870000 0.0046629 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1387601.380000 USD 2119608.000000 AUD 2023-07-05 24375.870000 N N N N/A N/A BOUGHT AUD SOLD USD 20230802 000000000 1.000000 NC -132200.530000 -0.0252886 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 18558167.790000 USD 27638366.000000 AUD 2023-08-02 -132200.530000 N N N N/A N/A BOUGHT AUD SOLD USD 20230802 000000000 1.000000 NC 59027.290000 0.0112913 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 8411541.300000 USD 12705584.000000 AUD 2023-08-02 59027.290000 N N N N/A N/A BOUGHT AUD SOLD USD 20230802 000000000 1.000000 NC 6703.590000 0.0012823 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1093320.360000 USD 1650001.000000 AUD 2023-08-02 6703.590000 N N N N/A N/A BOUGHT GBP SOLD USD 20230802 000000000 1.000000 NC 77251.170000 0.0147774 N/A DFE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 14994310.700000 USD 11865000.000000 GBP 2023-08-02 77251.170000 N N N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC 132382.840000 0.0253235 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 27638366.000000 AUD 18543685.280000 USD 2023-07-05 132382.840000 N N N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC -59083.230000 -0.0113020 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 12705584.000000 AUD 8404743.820000 USD 2023-07-05 -59083.230000 N N N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC -6682.800000 -0.0012784 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 1650001.000000 AUD 1092465.660000 USD 2023-07-05 -6682.800000 N N N N/A N/A SOLD DKK BOUGHT USD 20230802 000000000 1.000000 NC -2105.480000 -0.0004028 N/A DFE DK N 2 UBS AG BFM8T61CT2L1QCEMIK50 2158544.200000 DKK 314753.860000 USD 2023-08-02 -2105.480000 N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 07386HZJ3 265428.600000 PA USD 241919.380000 0.0462767 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 4.36453 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 20158.530000 PA USD 13317.840000 0.0025476 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.1645 Y N N N N N BEAR STEARNS ASSETBK SECU INC 2002- N/A BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1 07384YEM4 11145.610000 PA USD 10798.110000 0.0020656 Long ABS-MBS CORP US N 3 2032-10-25 Floating 5.81043 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A 17307GTJ7 8079.490000 PA USD 7879.230000 0.0015072 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.41808 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-OA22 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 23245PAA9 58478.640000 PA USD 53215.730000 0.0101796 Long ABS-MBS CORP US N 2 2047-02-25 Floating 5.47043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-31 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1 12667GZB2 189851.850000 PA USD 176122.240000 0.0336904 Long ABS-MBS CORP US N 2 2035-08-25 Floating 5.75043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-38 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 38 A3 12667GZ30 631847.180000 PA USD 571304.720000 0.1092849 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.85043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 12668AVL6 23946.010000 PA USD 21588.810000 0.0041297 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.67043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 12668AVP7 155783.010000 PA USD 140733.900000 0.0269210 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.71043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-62 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1A1 12668ATN5 641276.530000 PA USD 486839.250000 0.0931275 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.75043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-81 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 12668BBN2 74027.340000 PA USD 61310.240000 0.0117280 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.71043 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 12668RAA6 2851683.770000 PA USD 2224866.570000 0.4255946 Long ABS-MBS CORP US N 2 2047-02-20 Floating 5.33657 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1 N/A COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 126694A32 230090.260000 PA USD 188459.680000 0.0360504 Long ABS-MBS CORP US N 2 2046-03-20 Floating 5.57657 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2002-3 N/A COUNTRYWIDE ASSET BACKED CERTI CWL 2002 3 1A1 126671RM0 34220.790000 PA USD 33212.420000 0.0063532 Long ABS-MBS CORP US N 3 2032-05-25 Floating 5.89043 N N N N N N COUNTRYWIDE HOME LOANS 2004-16 N/A COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A 12669FY23 3591.720000 PA USD 3320.540000 0.0006352 Long ABS-MBS CORP US N 3 2034-09-25 Floating 5.91043 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 12669GJY8 5622.680000 PA USD 5134.880000 0.0009823 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.81043 N N N N N N COUNTRYWIDE HOME LOANS 2005-1 N/A COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1 12669GRQ6 294850.970000 PA USD 241955.650000 0.0462837 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.73043 Y N N N N N COUNTRYWIDE HOME LOANS 2005-11 N/A COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 12669GUX7 28602.820000 PA USD 19586.100000 0.0037466 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.75043 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 12669GPN5 1569482.660000 PA USD 1297531.180000 0.2482047 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.79043 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 12669GPR6 10141.220000 PA USD 9496.010000 0.0018165 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.79043 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1 12669GTV3 1925.760000 PA USD 1724.630000 0.0003299 Long ABS-MBS CORP US N 3 2035-04-25 Floating 5.73043 N N N N N N COUNTRYWIDE HOME LOANS 2005-9 N/A COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 12669GZQ7 79887.480000 PA USD 67660.750000 0.0129428 Long ABS-MBS CORP US N 2 2035-05-25 Floating 5.61043 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 29252.040000 PA USD 13749.710000 0.0026302 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.27043 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 256797.210000 PA USD 79544.940000 0.0152161 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.22043 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 40435.460000 PA USD 38590.890000 0.0073820 Long ABS-MBS CORP US N 2 2032-01-25 Floating 5.77043 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 2256.000000 PA USD 2150.780000 0.0004114 Long ABS-MBS CORP US N 3 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 1506.530000 PA USD 1139.760000 0.0002180 Long ABS-MBS CORP US N 3 2036-10-25 Floating 5.25043 Y N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR2 N/A DSLA MORTGAGE LOAN TRUST DSLA 2005 AR2 2A1A 23332UDC5 123480.840000 PA USD 120868.500000 0.0231209 Long ABS-MBS CORP US N 2 2045-03-19 Floating 5.57657 N N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR4 N/A DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A 23332UEM2 80306.130000 PA USD 68587.330000 0.0131201 Long ABS-MBS CORP US N 2 2045-08-19 Floating 5.67657 N N N N N N DSLA MORTGAGE LOAN TRUST 2005-AR5 N/A DSLA MORTGAGE LOAN TRUST DSLA 2005 AR5 2A1A 23332UFF6 992764.250000 PA USD 574205.110000 0.1098397 Long ABS-MBS CORP US N 2 2045-09-19 Floating 5.81657 N N N N N N FANNIE MAE 1999-37 N/A FANNIE MAE FNR 1999 37 F 31359V6Z1 643.220000 PA USD 640.570000 0.0001225 Long ABS-MBS USGSE US N 2 2029-06-25 Floating 5.55043 N N N N N N FANNIE MAE 2004-11 N/A FANNIE MAE FNR 2004 11 A 31393T7H3 1138.960000 PA USD 1136.050000 0.0002173 Long ABS-MBS USGSE US N 2 2034-03-25 Floating 5.258 N N N N N N FANNIE MAE 2004-63 N/A FANNIE MAE FNR 2004 63 FA 31394ANT9 395.900000 PA USD 389.250000 0.0000745 Long ABS-MBS USGSE US N 2 2034-08-25 Floating 5.288 N N N N N N FANNIE MAE-1993-156 N/A FANNIE MAE FNR 1993 156 ZB 31359DJT1 61.800000 PA USD 61.560000 0.0000118 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 15743.890000 PA USD 15515.360000 0.0029679 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 5.50043 N N N N N N FANNIEMAE WHOLE LOAN 2004-W12 N/A FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1 31394A6Y7 8316.870000 PA USD 8272.970000 0.0015825 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A FED HM LN PC POOL 1G2602 FH 10/36 FLOATING VAR 3128QS3K0 10458.470000 PA USD 10229.360000 0.0019568 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 4.833 N N N N N N FHLMC STRUCTURED PASS THROUGH SEC T-63 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 31395M2F5 14048.060000 PA USD 13535.540000 0.0025892 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.1762 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-35 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 35 A 313398VT3 8766.060000 PA USD 8724.900000 0.0016690 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 5.43043 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-61 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 31395A3J2 8354.260000 PA USD 7765.610000 0.0014855 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.3762 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-62 N/A FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 31395HHV5 29696.990000 PA USD 27301.420000 0.0052225 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.1762 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 594243 FN 12/30 FLOATING VAR 31387UEQ0 657.230000 PA USD 641.220000 0.0001227 Long ABS-MBS USGSE US N 2 2030-12-01 Floating 4.633 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 800171 FN 12/34 FLOATING VAR 31405U6G9 1986.960000 PA USD 1935.430000 0.0003702 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.621 N N N N N N FNMA PASS THRU POOLS N/A FNMA POOL 841068 FN 11/34 FLOATING VAR 31407UMR5 6981.340000 PA USD 7132.400000 0.0013644 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.536 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 9400811.680000 PA USD 91404091.930000 17.4846844 Long STIV RF US N 1 N N N FREDDIE MAC 2073 N/A FREDDIE MAC FHR 2073 PH 3133TER55 60774.430000 PA USD 61603.240000 0.0117841 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 391.890000 PA USD 391.200000 0.0000748 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 5.64329 N N N N N N FREDDIE MAC WHOLE LOAN 2005-S001 N/A FREDDIE MAC WHOLE LOAN FHW 2005 S001 1A2 35562QAB4 584035.780000 PA USD 554701.060000 0.1061087 Long ABS-MBS USGSE US N 2 2035-09-25 Floating 5.30043 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008505 G2 09/24 FLOATING VAR 36202KNW1 6458.040000 PA USD 6394.540000 0.0012232 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008528 G2 10/24 FLOATING VAR 36202KPM1 3398.260000 PA USD 3345.540000 0.0006400 Long ABS-MBS USGSE US N 2 2024-10-20 Floating 2.75 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008595 G2 02/25 FLOATING VAR 36202KRQ0 4995.300000 PA USD 4889.250000 0.0009353 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 3.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008651 G2 07/25 FLOATING VAR 36202KTG0 1899.910000 PA USD 1864.200000 0.0003566 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008696 G2 09/25 FLOATING VAR 36202KUV5 2128.370000 PA USD 2069.690000 0.0003959 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008699 G2 09/25 FLOATING VAR 36202KUY9 1532.500000 PA USD 1501.670000 0.0002873 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A GNMA II POOL 008849 G2 04/26 FLOATING VAR 36202KZN8 2848.650000 PA USD 2769.880000 0.0005299 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 4150.580000 PA USD 4087.760000 0.0007819 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 17962.220000 PA USD 17363.690000 0.0033215 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 91850.170000 PA USD 89554.270000 0.0171308 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 28258.470000 PA USD 27473.110000 0.0052553 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 6809.610000 PA USD 6712.810000 0.0012841 Long ABS-MBS USGSE US N 2 2024-11-20 Floating 3 N N N N N N GOVERNMENT NATIONAL MTGE ASSOC 2004-68 N/A GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC 38374HVU1 176965.010000 PA USD 178549.320000 0.0341547 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 727095.770000 PA USD 535596.920000 0.1024543 Long ABS-MBS CORP US N 2 2045-06-25 Floating 5.61043 N N N N N N GSR MTGE LOAN TRUST 2003-2F N/A GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 36228FNB8 70.030000 PA USD 66.800000 0.0000128 Long ABS-MBS CORP US N 3 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 68449.750000 PA USD 49349.600000 0.0094401 Long ABS-MBS CORP US N 2 2035-11-19 Floating 5.77657 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-3 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A 41161PMG5 107485.660000 PA USD 102620.290000 0.0196302 Long ABS-MBS CORP US N 2 2035-06-19 Floating 5.63657 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-8 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 8 1A2A 41161PQU0 8767.070000 PA USD 6318.170000 0.0012086 Long ABS-MBS CORP US N 2 2035-09-19 Floating 5.81657 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-9 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A 41161PSK0 33062.030000 PA USD 30138.080000 0.0057651 Long ABS-MBS CORP US N 2 2035-06-20 Floating 5.83657 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-1 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A 41161PA86 732424.140000 PA USD 665265.310000 0.1272586 Long ABS-MBS CORP US N 2 2036-03-19 Floating 5.62629 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-16 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A 41161PYW7 12048.090000 PA USD 11090.470000 0.0021215 Long ABS-MBS CORP US N 2 2036-01-19 Floating 5.63657 Y N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-16 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A 41161PYZ0 1237879.140000 PA USD 767321.170000 0.1467808 Long ABS-MBS CORP US N 2 2036-01-19 Floating 5.65657 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 1071.810000 0.0002050 Long ABS-MBS CORP US N 3 2032-11-25 Floating 5.75043 N N N N N N HSI ASSET SEC CORP TRUST 2006-HE1 N/A HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 44328AAB6 21632.980000 PA USD 8711.130000 0.0016664 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.25043 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 25873.140000 0.0049493 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.71043 N N N N N N MERRILL LYNCH MORTGAGE INVESTO-2006-RM4 N/A MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A 59023QAB7 22573.120000 PA USD 4899.600000 0.0009372 Long ABS-MBS CORP US N 2 2037-09-25 Floating 5.31043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE1 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B 617526AD0 1275827.960000 PA USD 701962.840000 0.1342784 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.25043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-HE6 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 61755CAA0 39832.940000 PA USD 34605.670000 0.0066197 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.21043 N N N N N N MORGAN STANLEY ABS CAPITAL I 2007-NC1 N/A MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2B 617505AC6 4447369.550000 PA USD 2105579.980000 0.4027763 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.25043 N N N N N N NOMURA ASSET ACCEPTANCE CORP 2005-AR5 N/A NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 65535VPU6 11511.350000 PA USD 6662.810000 0.0012745 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.83359 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC DEBENTURES 06/32 6.25 748148QT3 8000000.000000 PA 7046280.610000 1.3478827 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 116641.430000 PA USD 34465.610000 0.0065929 Long ABS-MBS CORP US N 2 2046-04-25 Floating 5.57043 N N N N N N SEQUOIA MORTGAGE TRUST 2003-4 N/A SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 81743PBW5 208455.570000 PA USD 190887.520000 0.0365149 Long ABS-MBS CORP US N 2 2033-07-20 Floating 5.85657 N N N N N N SEQUOIA MORTGAGE TRUST 2004-9 N/A SEQUOIA MORTGAGE TRUST SEMT 2004 9 A2 81744FDW4 117160.080000 PA USD 100451.390000 0.0192153 Long ABS-MBS CORP US N 3 2034-10-20 Floating 5.65229 N N N N N N SEQUOIA MORTGAGE TRUST 5 N/A SEQUOIA MORTGAGE TRUST SEMT 5 A 81743WAA9 1928.790000 PA USD 1792.990000 0.0003430 Long ABS-MBS CORP US N 3 2026-10-19 Floating 5.84629 N N N N N N SMALL BUSINESS ADMIN PART CERT 2005-20B N/A SMALL BUSINESS ADMINISTRATION SBAP 2005 20B 1 83162CPH0 2928.090000 PA USD 2861.340000 0.0005473 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 1194.700000 PA USD 1161.090000 0.0002221 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 227426.180000 PA USD 66047.310000 0.0126342 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.27043 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR3 N/A STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 86359LBY4 1254.580000 PA USD 1117.740000 0.0002138 Long ABS-MBS CORP US N 3 2034-07-19 Floating 5.72629 N N N N N N STRUCTURED ASSET SEC CORP 2005-7XS N/A STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A 86359B7K1 1951.480000 PA USD 1917.110000 0.0003667 Long ABS-MBS CORP US N 2 2035-04-25 Floating 6.67043 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2004-1 N/A THORNBURG MORTGAGE SECURITIES TMST 2004 1 I1A 885220ET6 35549.680000 PA USD 32185.850000 0.0061568 Long ABS-MBS CORP US N 3 2044-03-25 Floating 5.69043 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 08/23 0.00000 912796Z44 2057000.000000 PA USD 2041623.930000 0.3905421 Long DBT UST US N 2 2023-08-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 09/23 0.00000 912796CQ0 453000.000000 PA USD 448263.780000 0.0857484 Long DBT UST US N 2 2023-09-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 09/23 0.00000 912797GS0 415000.000000 PA USD 410799.190000 0.0785818 Long DBT UST US N 2 2023-09-12 None 0 N N N N N N AMORTIZING RESIDENTIAL COLLAT 2001-BC6 N/A AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A 86358RMY0 107148.920000 PA USD 103069.800000 0.0197162 Long ABS-MBS CORP US N 2 2031-10-25 Floating 5.85043 N N N N N N WASHINGTON MUTUAL 2002 AR2 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A 929227LE4 2454.880000 PA USD 2312.550000 0.0004424 Long ABS-MBS CORP US N 2 2034-02-27 Floating 3.823 N N N N N N WASHINGTON MUTUAL 2002-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A 929227XB7 842.200000 PA USD 781.250000 0.0001494 Long ABS-MBS CORP US N 2 2042-11-25 Floating 5.1762 N N N N N N WASHINGTON MUTUAL 2002-AR9 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A 9393357P4 3607.990000 PA USD 3407.040000 0.0006517 Long ABS-MBS CORP US N 2 2042-08-25 Floating 5.3762 N N N N N N WASHINGTON MUTUAL 2005-AR1 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A 939336X40 5788.040000 PA USD 5502.050000 0.0010525 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.79043 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 92922F4M7 8554.190000 PA USD 8081.540000 0.0015459 Long ABS-MBS CORP US N 2 2045-10-25 Floating 5.73043 N N N N N N WASHINGTON MUTUAL 2005-AR2 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A 92922FD21 4230.630000 PA USD 4157.220000 0.0007952 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.77043 N N N N N N WASHINGTON MUTUAL 2005-AR9 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR9 A1A 92922FU48 4877.350000 PA USD 4583.180000 0.0008767 Long ABS-MBS CORP US N 2 2045-07-25 Floating 5.79043 N N N N N N WASHINGTON MUTUAL 2006-AR13 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A 93363RAB2 17454.030000 PA USD 15789.530000 0.0030204 Long ABS-MBS CORP US N 2 2046-10-25 Floating 5.4762 N N N N N N WASHINGTON MUTUAL 2006-AR15 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A 93363QAC2 213483.630000 PA USD 188359.300000 0.0360312 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.4762 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A 92925DAB6 57571.170000 PA USD 51105.920000 0.0097760 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.00754 N N N N N N WASHINGTON MUTUAL ASSET BACKED 2006-HE5 N/A WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 93934XAB9 22684.930000 PA USD 8246.940000 0.0015776 Long ABS-MBS CORP US N 2 2036-10-25 Floating 5.27043 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 950000.000000 PA USD 950000.000000 0.1817255 Long RA US N 2 Repurchase N 2.4000000 2023-07-03 973500.000000 USD 969088.830000 USD UST N N N N/A N/A STATE STREET REPO 000000000 2028000.000000 PA USD 2028000.000000 0.3879360 Long RA US N 2 Repurchase N 2.4000000 2023-07-03 2229200.000000 USD 2068627.940000 USD UST N N N N/A N/A PARIBAS REPO 000000000 96600000.000000 PA USD 96600000.000000 18.4786094 Long RA US N 2 Repurchase N 5.1000000 2023-07-03 103592277.790000 USD 98561493.890000 USD UST N N N N/A N/A PARIBAS REPO 000000000 16500000.000000 PA USD 16500000.000000 3.1562842 Long RA US N 2 Repurchase N 5.1600000 2023-07-03 19053588.290000 USD 16904668.390000 USD UST N N N N/A N/A CITIGROUP REPO REPO 5807 000000000 21500000.000000 PA USD 21500000.000000 4.1127340 Long RA US N 2 Repurchase N 5.1300000 2023-07-03 24090000.000000 USD 21926134.540000 USD UST N N N N/A N/A CITIGROUP REPO REPO 5807 000000000 7700000.000000 PA USD 7700000.000000 1.4729326 Long RA US N 2 Repurchase N 5.1000000 2023-07-03 8697000.000000 USD 7851080.900000 USD UST N N N N/A N/A PARIBAS REPO 000000000 100000.000000 PA USD 100000.000000 0.0191290 Long RA US N 2 Repurchase N 5.1800000 2023-07-03 110800.000000 USD 101966.300000 USD UST N N N N/A N/A PARIBAS REPO 000000000 224800000.000000 PA USD 224800000.000000 43.0019814 Long RA US N 2 Repurchase N 5.1200000 2023-07-03 243355900.000000 USD 228702263.420000 USD UST N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 31001.050000 0.0059302 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 1733442.250000 USD 2648717.000000 AUD 2023-07-05 31001.050000 N N N N/A N/A BOUGHT AUD SOLD USD 20230802 000000000 1.000000 NC 37255.640000 0.0071266 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 9680977.350000 USD 14577041.000000 AUD 2023-08-02 37255.640000 N N N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC -37174.050000 -0.0071110 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 14577041.000000 AUD 9673324.410000 USD 2023-07-05 -37174.050000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 281308.990000 0.0538116 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 13919320.120000 USD 21317459.000000 AUD 2023-07-05 281308.990000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 57991.120000 0.0110931 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2156927.580000 USD 3324954.000000 AUD 2023-07-05 57991.120000 N N N N/A N/A BOUGHT DKK SOLD USD 20230705 000000000 1.000000 NC -964.720000 -0.0001845 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 271287.000000 USD 1844544.070000 DKK 2023-07-05 -964.720000 N N N ARGENT SECURITIES INC 2006-M1 N/A ARGENT SECURITIES INC. ARSI 2006 M1 A2B 04012MAP4 1220491.660000 PA USD 322976.020000 0.0617821 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.33043 N N N N N N N/A N/A SOLD CAD BOUGHT USD 20230705 000000000 1.000000 NC -252186.910000 -0.0482408 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 12649143.370000 CAD 9296137.960000 USD 2023-07-05 -252186.910000 N N N N/A N/A SOLD DKK BOUGHT USD 20230705 000000000 1.000000 NC -2185.420000 -0.0004180 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1017113.090000 DKK 146874.900000 USD 2023-07-05 -2185.420000 N N N N/A N/A SOLD DKK BOUGHT USD 20230802 000000000 1.000000 NC 972.700000 0.0001861 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1841464.960000 DKK 271287.000000 USD 2023-08-02 972.700000 N N N N/A N/A SOLD EUR BOUGHT USD 20230705 000000000 1.000000 NC 2751.580000 0.0005263 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1684000.000000 EUR 1840332.960000 USD 2023-07-05 2751.580000 N N N N/A N/A SOLD MXN BOUGHT USD 20230718 000000000 1.000000 NC -19047.970000 -0.0036437 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4813152.010000 MXN 261442.260000 USD 2023-07-18 -19047.970000 N N N N/A N/A SOLD NZD BOUGHT USD 20230705 000000000 1.000000 NC -6939.060000 -0.0013274 N/A DFE NZ N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 992022.000000 NZD 601864.710000 USD 2023-07-05 -6939.060000 N N N N/A N/A SOLD NZD BOUGHT USD 20230705 000000000 1.000000 NC -1192.060000 -0.0002280 N/A DFE NZ N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 89261.000000 NZD 53587.400000 USD 2023-07-05 -1192.060000 N N N N/A N/A BOUGHT AUD SOLD USD 20230802 000000000 1.000000 NC 39501.240000 0.0075562 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 6907918.450000 USD 10420909.000000 AUD 2023-08-02 39501.240000 N N N N/A N/A BOUGHT EUR SOLD USD 20230705 000000000 1.000000 NC 2576.970000 0.0004929 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 737256.860000 USD 678000.000000 EUR 2023-07-05 2576.970000 N N N N/A N/A BOUGHT JPY SOLD USD 20230705 000000000 1.000000 NC -1233197.820000 -0.2358984 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 33594294.680000 USD 4669544472.000000 JPY 2023-07-05 -1233197.820000 N N N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC -168290.150000 -0.0321922 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 37808000.000000 AUD 25017515.790000 USD 2023-07-05 -168290.150000 N N N N/A N/A SOLD AUD BOUGHT USD 20230705 000000000 1.000000 NC -39390.810000 -0.0075351 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 10420909.000000 AUD 6902499.580000 USD 2023-07-05 -39390.810000 N N N N/A N/A SOLD EUR BOUGHT USD 20230705 000000000 1.000000 NC -1634.560000 -0.0003127 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1528000.000000 EUR 1665719.560000 USD 2023-07-05 -1634.560000 N N N N/A N/A SOLD JPY BOUGHT USD 20230705 000000000 1.000000 NC 20921.440000 0.0040021 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 78247940.000000 JPY 563199.000000 USD 2023-07-05 20921.440000 N N N N/A N/A SOLD NZD BOUGHT USD 20230705 000000000 1.000000 NC -3738.280000 -0.0007151 N/A DFE NZ N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 868000.000000 NZD 528953.210000 USD 2023-07-05 -3738.280000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 126148.060000 0.0241309 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6003625.990000 USD 9201790.000000 AUD 2023-07-05 126148.060000 N N N N/A N/A BOUGHT EUR SOLD USD 20230705 000000000 1.000000 NC 3671.580000 0.0007023 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 324779.720000 USD 301000.000000 EUR 2023-07-05 3671.580000 N N N N/A N/A BOUGHT EUR SOLD USD 20230705 000000000 1.000000 NC 3049.770000 0.0005834 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 537094.400000 USD 495000.000000 EUR 2023-07-05 3049.770000 N N N N/A N/A BOUGHT GBP SOLD USD 20230705 000000000 1.000000 NC 59967.060000 0.0114711 N/A DFE GB N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 15008574.800000 USD 11865000.000000 GBP 2023-07-05 59967.060000 N N N N/A N/A SOLD AUD BOUGHT USD 20230802 000000000 1.000000 NC -158853.150000 -0.0303870 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 37808000.000000 AUD 25047013.590000 USD 2023-08-02 -158853.150000 N N N N/A N/A SOLD EUR BOUGHT USD 20230705 000000000 1.000000 NC -77757.720000 -0.0148743 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4290000.000000 EUR 4603491.750000 USD 2023-07-05 -77757.720000 N N N N/A N/A SOLD DKK BOUGHT USD 20230705 000000000 1.000000 NC -6602.900000 -0.0012631 N/A DFE DK N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 2989129.020000 DKK 431461.000000 USD 2023-07-05 -6602.900000 N N N N/A N/A EURO-OAT FUTURE SEP23 XEUR 20230907 000000000 -312.000000 NC 343925.050000 0.0657894 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A FRANCE GOVT 2023-09-07 -43714358.670000 EUR 343925.050000 N N N N/A N/A EURO-BUND FUTURE SEP23 XEUR 20230907 000000000 -2075.000000 NC 2726692.400000 0.5215889 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2023-09-07 -302819552.560000 EUR 2726692.400000 N N N N/A N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907 000000000 -85.000000 NC -161428.580000 -0.0308797 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2023-09-07 -12948183.260000 EUR -161428.580000 N N N N/A N/A BOUGHT EUR SOLD USD 20230705 000000000 1.000000 NC 70958.510000 0.0135737 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 3512543.410000 USD 3284000.000000 EUR 2023-07-05 70958.510000 N N N N/A N/A BOUGHT EUR SOLD USD 20230705 000000000 1.000000 NC 21877.880000 0.0041850 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1144615.290000 USD 1069000.000000 EUR 2023-07-05 21877.880000 N N N N/A N/A BOUGHT EUR SOLD USD 20230705 000000000 1.000000 NC 8892.170000 0.0017010 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 472327.180000 USD 441000.000000 EUR 2023-07-05 8892.170000 N N N N/A N/A BOUGHT GBP SOLD USD 20230705 000000000 1.000000 NC 16445.310000 0.0031458 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 792544.250000 USD 637000.000000 GBP 2023-07-05 16445.310000 N N N N/A N/A BOUGHT JPY SOLD USD 20230705 000000000 1.000000 NC 211.070000 0.0000404 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 358314.610000 USD 51733463.000000 JPY 2023-07-05 211.070000 N N N N/A N/A SOLD CAD BOUGHT USD 20230705 000000000 1.000000 NC -432.360000 -0.0000827 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 173000.000000 CAD 130158.320000 USD 2023-07-05 -432.360000 N N N N/A N/A SOLD GBP BOUGHT USD 20230705 000000000 1.000000 NC -1697685.760000 -0.3247502 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 52826000.000000 GBP 65391298.010000 USD 2023-07-05 -1697685.760000 N N N N/A N/A SOLD GBP BOUGHT USD 20230705 000000000 1.000000 NC -595.240000 -0.0001139 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 25000.000000 GBP 31154.740000 USD 2023-07-05 -595.240000 N N N N/A N/A SOLD JPY BOUGHT USD 20230802 000000000 1.000000 NC -204.290000 -0.0000391 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 51514748.000000 JPY 358314.610000 USD 2023-08-02 -204.290000 N N N N/A N/A EURO-BTP FUTURE SEP23 XEUR 20230907 000000000 -111.000000 NC -121443.030000 -0.0232308 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A ITALY GOVT 2023-09-07 -14063619.160000 EUR -121443.030000 N N N N/A N/A JPN 10Y BOND(OSE) SEP23 XOSE 20230912 000000000 -271.000000 NC -1151473.750000 -0.2202654 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE 3538001249AILNPRUX57 Short N/A JAPAN GOVT 2023-09-12 -278991302.540000 JPY -1151473.750000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 253381.220000 0.0484693 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 13387116.180000 USD 20476610.000000 AUD 2023-07-05 253381.220000 N N N ASSET BACKED FUNDING CERTS 2004-OPT5 N/A ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1 04542BJY9 252185.240000 PA USD 245072.050000 0.0468798 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.85043 N N N N N N N/A N/A BOUGHT JPY SOLD USD 20230705 000000000 1.000000 NC -1659.340000 -0.0003174 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 186330.000000 USD 26647053.000000 JPY 2023-07-05 -1659.340000 N N N N/A N/A BOUGHT JPY SOLD USD 20230802 000000000 1.000000 NC -99470.620000 -0.0190277 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11119464.000000 USD 1583437248.000000 JPY 2023-08-02 -99470.620000 N N N N/A N/A SOLD JPY BOUGHT USD 20230705 000000000 1.000000 NC 99022.920000 0.0189421 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1590194546.000000 JPY 11119464.000000 USD 2023-07-05 99022.920000 N N N N/A N/A SOLD JPY BOUGHT USD 20230802 000000000 1.000000 NC 1666.840000 0.0003188 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 26533820.000000 JPY 186330.000000 USD 2023-08-02 1666.840000 N N N ASSET BACKED SEC HOME EQTY LN 2007-HE2 N/A ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2 04544TAB7 35922.930000 PA USD 24584.150000 0.0047027 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.23043 N N N N N N N/A N/A BOUGHT MXN SOLD USD 20230816 000000000 1.000000 NC 6.970000 0.0000013 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1593.280000 USD 27611.540000 MXN 2023-08-16 6.970000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 92590.910000 0.0177117 N/A DFE AU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 5209894.560000 USD 7959895.000000 AUD 2023-07-05 92590.910000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 115461.210000 0.0220866 N/A DFE AU N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 6238390.440000 USD 9538167.000000 AUD 2023-07-05 115461.210000 N N N N/A N/A BOUGHT AUD SOLD USD 20230705 000000000 1.000000 NC 367184.720000 0.0702387 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 18887852.210000 USD 28904949.000000 AUD 2023-07-05 367184.720000 N N N N/A N/A BOUGHT AUD SOLD USD 20230802 000000000 1.000000 NC 49561.390000 0.0094806 N/A DFE AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 14224666.680000 USD 21410889.000000 AUD 2023-08-02 49561.390000 N N N 2023-08-17 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX