1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
8 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000026652 | PCRAX | NOT_LISTED | not exchange-listed | — |
| C000026654 | PCRCX | NOT_LISTED | not exchange-listed | — |
| C000026655 | PCRDX | NOT_LISTED | not exchange-listed | — |
| C000026650 | PCRIX | NOT_LISTED | not exchange-listed | — |
| C000200453 | PCRNX | NOT_LISTED | not exchange-listed | — |
| C000064156 | PCRPX | NOT_LISTED | not exchange-listed | — |
| C000026651 | PCRRX | NOT_LISTED | not exchange-listed | — |
| C000088664 | PCSRX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
1,172 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 … | — | 64830NAA9 US64830NAA90 | ABS-MBS CORP | 329,231.27 PA | $319.4K | 0.007% | US |
| N/A SOLD NZD BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $316.4K NZD | 0.007% | NZ |
| N/A SOLD CHF BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $311.5K CHF | 0.007% | CH |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | — | 01F062663 US01F0626634 | ABS-MBS USGSE | 300,000 PA | $310.1K | 0.007% | US |
| N/A BOUGHT JPY SOLD USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $306.0K JPY | 0.007% | JP |
| N/A BOUGHT EUR SOLD USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $305.5K EUR | 0.007% | N/A |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29C… | — | 12667GUG6 US12667GUG62 | ABS-MBS CORP | 577,840.52 PA | $301.3K | 0.007% | US |
| MORGAN STANLEY MORTGAGE TRUST-2006-15XS MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS … | — | 61750YAJ8 US61750YAJ82 | ABS-MBS CORP | 1,442,462.8 PA | $301.0K | 0.007% | US |
| STRUCTURED ASSET INVEST LN TR 2003-BC2 STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 … | — | 86358EAK2 US86358EAK29 | ABS-MBS CORP | 262,093.72 PA | $299.7K | 0.007% | US |
| N/A RFR USD SOFR/4.01000 03/31/26-28Y* LCH | — | 000000000 — | DIR OTHER | 1 NC | $299.5K | 0.007% | US |
| N/A SOLD AUD BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $293.2K AUD | 0.006% | AU |
| N/A WTI CRUDE FUTURE FEB27 XNYM 20270120 | — | 000000000 — | DCO OTHER | 44 NC | $283.4K | 0.006% | US |
| FNMA PASS THRU POOLS FNMA POOL FS3519 FN 11/52 FIXED VAR | — | 3140XJ4D2 US3140XJ4D27 | ABS-MBS USGSE | 289,493.27 PA | $280.4K | 0.006% | US |
| N/A LEAN HOGS FUTURE JUN26 XCME 20260612 | — | 000000000 — | DCO OTHER | -191 NC | $279.6K | 0.006% | US |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURIT… JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL1… | — | 46651QAA5 US46651QAA58 | ABS-MBS CORP | 275,649.47 PA | $275.2K | 0.006% | US |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6 MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 | — | 61755CAA0 US61755CAA09 | ABS-MBS CORP | 298,185.23 PA | $273.7K | 0.006% | US |
| STRUCTURED ARM LOAN TRUST 2005-19XS STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS… | — | 863579YR3 US863579YR37 | ABS-MBS CORP | 282,372.96 PA | $273.2K | 0.006% | US |
| GSR MORTGAGE LOAN TRUST 2005-AR7 GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 | — | 362341XE4 US362341XE41 | ABS-MBS CORP | 318,651.63 PA | $272.2K | 0.006% | US |
| N/A COMM SWAP TBL/BCOMTR UAG | — | 000000000 — | DCO OTHER | 1 NC | $271.1K | 0.006% | US |
| N/A SOLD CAD BOUGHT USD 20260504 | — | 000000000 — | DFE OTHER | 1 NC | $260.4K CAD | 0.006% | CA |
| RALI SERIES 2005-QO1 TRUST RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 … | — | 761118EN4 US761118EN47 | ABS-MBS CORP | 376,507.45 PA | $257.2K | 0.006% | US |
| UNITED STATES GOVT US TREASURY N/B 08/35 4.25 | — | 91282CNT4 US91282CNT44 | DBT UST | 258,000 PA | $257.1K | 0.006% | US |
| RESIDENTIAL FUNDING MTGE SEC 2007-S6 RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1… | — | 762009AK4 US762009AK44 | ABS-MBS CORP | 319,327.86 PA | $255.2K | 0.006% | US |
| N/A WTI CRUDE FUTURE JAN27 XNYM 20261221 | — | 000000000 — | DCO OTHER | 26 NC | $252.7K | 0.006% | US |
| LUMINENT MORTGAGE TRUST 2006-6 LUMINENT MORTGAGE TRUST LUM 2006 6 A1 | — | 55027YAD0 US55027YAD04 | ABS-MBS CORP | 265,813.07 PA | $247.2K | 0.005% | US |
| N/A IRS EUR 3.05000 01/13/26-30Y LCH | — | 000000000 EZGKQ6CRN719 | DIR OTHER | 1 NC | $245.6K EUR | 0.005% | N/A |
| N/A IRS EUR 2.46500 12/08/25-2Y LCH | — | 000000000 EZCPCC8Y87B8 | DIR OTHER | 1 NC | $241.6K EUR | 0.005% | N/A |
| N/A WTI CRUDE FUTURE MAY26 XNYM 20260421 | — | 000000000 — | DCO OTHER | 49 NC | $240.7K | 0.005% | US |
| N/A SOYBEAN MEAL FUTR MAY26 XCBT 20260514 | — | 000000000 — | DCO OTHER | 141 NC | $233.3K | 0.005% | US |
| N/A SNG KEROS V SNG GAMAY26 IFEU 20260529 | — | 000000000 GB00KFNSNC99 | DCO OTHER | -11 NC | $230.9K | 0.005% | GB |
| N/A SOLD JPY BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $230.4K JPY | 0.005% | JP |
| N/A TRS R 3.78/91282CGW5 BPS | — | 000000000 — | DCR OTHER | 1 NC | $227.3K | 0.005% | US |
| N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH | — | 000000000 EZCHL9CX9GW0 | DIR OTHER | 1 NC | $226.8K JPY | 0.005% | JP |
| AVOLON HOLDINGS FUNDING LIMITED AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11… | — | 05401AAR2 US05401AAR23 | DBT CORP | 234,000 PA | $226.1K | 0.005% | KY |
| N/A SOLD EUR BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $220.3K EUR | 0.005% | N/A |
| HARBORVIEW MORTGAGE LOAN TR 2005-2 HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2… | — | 41161PLR2 US41161PLR28 | ABS-MBS CORP | 225,234.15 PA | $219.3K | 0.005% | US |
| N/A BRENT CRUDE FUTR OCT26 IFEU 20260828 | — | 000000000 GB00H7Q1BB78 | DCO OTHER | 12 NC | $216.2K | 0.005% | GB |
| UNITED STATES GOVT US TREASURY N/B 08/45 4.875 | — | 912810UN6 US912810UN62 | DBT UST | 212,000 PA | $211.4K | 0.005% | US |
| CHASE MORTGAGE FINANCE CORP 2006-A1 CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 … | — | 16163CAN2 US16163CAN20 | ABS-MBS CORP | 243,139.75 PA | $207.9K | 0.005% | US |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-4R CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1… | — | 12639QAA4 US12639QAA40 | ABS-MBS CORP | 224,331.24 PA | $202.9K | 0.004% | US |
| N/A LME PRI ALUM FUTR MAY26 XLME 20260518 | — | 000000000 GB00G4266C24 | DCO OTHER | 28 NC | $200.1K | 0.004% | GB |
| N/A SOLD JPY BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $199.6K JPY | 0.004% | JP |
| JP MORGAN MORTGAGE TRUST 2006-A4 JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2 | — | 46628LAG3 US46628LAG32 | ABS-MBS CORP | 296,011.57 PA | $199.4K | 0.004% | US |
| UNITED STATES GOVT TREASURY BILL 06/26 0.00000 | — | 912797TZ0 US912797TZ01 | DBT UST | 200,000 PA | $198.6K | 0.004% | US |
| STRUCTURED ASSET MTG INV INC 2005-AR5 STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 … | — | 86359LPF0 US86359LPF03 | ABS-MBS CORP | 200,872.97 PA | $194.2K | 0.004% | US |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR14 INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14… | — | 45668GAD4 US45668GAD43 | ABS-MBS CORP | 193,712.31 PA | $188.7K | 0.004% | US |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2 BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3… | — | 07388DAS7 US07388DAS71 | ABS-MBS CORP | 216,270.37 PA | $186.7K | 0.004% | US |
| N/A NATURAL GAS FUTR JUL26 XNYM 20260626 | — | 000000000 — | DCO OTHER | -97 NC | $186.2K | 0.004% | US |
| GSAA HOME EQUITY TRUST 2007-4 GSAA HOME EQUITY TRUST GSAA 2007 4 A3A | — | 3622EBAC2 US3622EBAC25 | ABS-MBS CORP | 469,497.66 PA | $186.0K | 0.004% | US |
| N/A SOLD EUR BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $183.4K EUR | 0.004% | N/A |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($5.27B), not of the fund’s net assets ($4.57B). The two differ by cash, derivatives filed with no market value, and rounding.