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.a
N-PORT Item C.4.b
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.
1,172 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| AMMC CLO 2022-27A LTD AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A … | — | 00173UAS3 US00173UAS33 | ABS-CBDO CORP |
| 2,000,000 PA |
| $2.00M |
| 0.044% |
| KY |
| THAYER PARK CLO LTD 2017-1A THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A | — | 883310AW4 US883310AW48 | ABS-CBDO CORP | 2,000,000 PA | $2.00M | 0.044% | KY |
| TOWD POINT MORTGAGE TRUST 2019-HY2 TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 14… | — | 89177HAA0 US89177HAA05 | ABS-MBS CORP | 1,943,350.58 PA | $1.98M | 0.043% | US |
| LEHMAN ABS MANUFACTURED HOUSING 2001-B LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 | — | 52519SAM5 US52519SAM52 | ABS-O CORP | 2,025,266.01 PA | $1.94M | 0.042% | US |
| N/A WTI CRUDE FUTURE DEC26 XNYM 20261120 | — | 000000000 — | DCO OTHER | 441 NC | $1.92M | 0.042% | US |
| SEC ASSET BACKED REC LLC 2006-FR3 SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 … | — | 813765AC8 US813765AC80 | ABS-MBS CORP | 3,485,016.64 PA | $1.87M | 0.041% | US |
| FLATIRON CLO LTD 2019-1A FLATIRON CLO LTD FLAT 2019 1A AR2 144A | — | 33883JAW1 US33883JAW18 | ABS-CBDO CORP | 1,810,822.94 PA | $1.81M | 0.040% | KY |
| CAPITAL FOUR US CLO I LTD 2021-1A CAPITAL FOUR US CLO C4US 2021 1A AR 144A | — | 14016TAL3 US14016TAL35 | ABS-CBDO CORP | 1,800,000 PA | $1.80M | 0.039% | KY |
| LEHMAN XS TRUST 2006-8 LEHMAN XS TRUST LXS 2006 8 3A4 | — | 52522HAM4 US52522HAM43 | ABS-MBS CORP | 1,830,206.02 PA | $1.79M | 0.039% | US |
| N/A COMM SWAP TBL/BCOMTR SOG | — | 000000000 — | DCO OTHER | 1 NC | $1.78M | 0.039% | US |
| N/A BRENT CRUDE FUTR DEC27 IFEU 20271029 | — | 000000000 GB00H7Q1BT52 | DCO OTHER | 407 NC | $1.73M | 0.038% | GB |
| UNITED STATES GOVT TREASURY BILL 04/26 0.00000 | — | 912797SN8 US912797SN89 | DBT UST | 1,700,000 PA | $1.70M | 0.037% | US |
| GSAMP TRUST 2007-HE2 GSAMP TRUST GSAMP 2007 HE2 A2D | — | 362440AE9 US362440AE97 | ABS-MBS CORP | 2,271,408.15 PA | $1.68M | 0.037% | US |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR12 INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12… | — | 45661VAA4 US45661VAA44 | ABS-MBS CORP | 1,786,013.82 PA | $1.67M | 0.037% | US |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A7 J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 … | — | 466286AD3 US466286AD37 | ABS-MBS CORP | 1,763,735.46 PA | $1.66M | 0.036% | US |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19 COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 | — | 12667CAD4 US12667CAD48 | ABS-MBS CORP | 1,625,448.3 PA | $1.62M | 0.035% | US |
| MADISON PARK FUNDING XLIX LTD 2021-49A MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A | — | 55820VAL7 US55820VAL71 | ABS-CBDO CORP | 1,600,000 PA | $1.60M | 0.035% | KY |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19 COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1… | — | 12668RAA6 US12668RAA68 | ABS-MBS CORP | 1,954,495.11 PA | $1.60M | 0.035% | US |
| N/A BRENT CRUDE FUTR NOV26 IFEU 20260930 | — | 000000000 GB00H7Q1BC85 | DCO OTHER | 101 NC | $1.57M | 0.034% | GB |
| CIM TRUST 2021-R3 CIM TRUST CIM 2021 R3 A1A 144A | — | 12566LAB0 US12566LAB09 | ABS-MBS CORP | 1,686,944.01 PA | $1.57M | 0.034% | US |
| UNITED STATES GOVT US TREASURY N/B 02/56 4.75 | — | 912810UR7 US912810UR76 | DBT UST | 1,600,000 PA | $1.56M | 0.034% | US |
| N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH | — | 000000000 EZ0098TXC0B7 | DIR OTHER | 1 NC | $1.55M | 0.034% | US |
| N/A BOUGHT BRL SOLD USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $1.54M BRL | 0.034% | BR |
| POPULAR ABS MTGE PASS THRU TRUST 2007-A POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3 | — | 73316NAC9 US73316NAC92 | ABS-MBS CORP | 1,593,269.22 PA | $1.50M | 0.033% | US |
| TIKEHAU CLO V BV 5A TIKEHAU TIKEH 5A AR 144A | — | ACI2YQ816 XS3052010652 | ABS-CBDO CORP | 1,300,000 PA | $1.50M EUR | 0.033% | IE |
| PFP 2026-13 LTD PFP III PFP 2026 13 A 144A | — | 716966AA4 US716966AA43 | ABS-CBDO CORP | 1,500,000 PA | $1.50M | 0.033% | KY |
| GALAXY XXII CLO LTD 2016-22A GALAXY CLO LTD GALXY 2016 22A AR4 144A | — | 36320TBM4 US36320TBM45 | ABS-CBDO CORP | 1,500,000 PA | $1.50M | 0.033% | KY |
| N/A SOLD GBP BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $1.41M GBP | 0.031% | GB |
| KKR CLO 33 LTD 33A KKR FINANCIAL CLO LTD KKR 33A AR 144A | — | 48254QAF1 US48254QAF19 | ABS-CBDO CORP | 1,400,000 PA | $1.40M | 0.031% | KY |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-… CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A … | — | ACI1YDTG1 XS2350015942 | ABS-CBDO CORP | 1,134,834.75 PA | $1.31M EUR | 0.029% | IE |
| JYSKE REALKREDIT A/S JYSKE REALKREDIT A/S COVERED 10/53 2 | — | ACI22BY64 DK0009406746 | DBT CORP | 10,229,341.5 PA | $1.31M DKK | 0.029% | DK |
| N/A COMM SWAP TBL/BCOMF1TC GST | — | 000000000 — | DCO OTHER | 1 NC | $1.31M | 0.029% | US |
| PPMC-2021-5A PPM CLO, LTD. PPMC 2021 5A AR 144A | — | 69356TAJ0 US69356TAJ07 | ABS-CBDO CORP | 1,300,000 PA | $1.30M | 0.029% | KY |
| GUGGENHEIM CLO 2022-2A LTD GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A | — | 40172PAL6 US40172PAL67 | ABS-CBDO CORP | 1,300,000 PA | $1.30M | 0.028% | KY |
| N/A RFR JPY MUTK/0.55000 09/14/23-5Y LCH | — | 000000000 EZ0DH7NGQM44 | DIR OTHER | 1 NC | $1.29M JPY | 0.028% | JP |
| N/A VARS GOLDLNPM 0.06325225 04/10/26 JPM | — | 000000000 — | DIR OTHER | 1 NC | $1.29M | 0.028% | US |
| HOME EQUITY PASS-THRU CERTS 2005-8 HOME EQUITY ASSET TRUST HEAT 2005 8 M2 | — | 437084QA7 US437084QA78 | ABS-MBS CORP | 1,297,745.76 PA | $1.28M | 0.028% | US |
| LOANCORE 2022-CRE7 ISSUER LTD LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7… | — | 53946PAA8 US53946PAA84 | ABS-CBDO CORP | 1,282,252.71 PA | $1.28M | 0.028% | KY |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007… SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 … | — | 81378AAA9 US81378AAA97 | ABS-MBS CORP | 1,334,051.54 PA | $1.27M | 0.028% | US |
| N/A SOLD JPY BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $1.27M JPY | 0.028% | JP |
| N/A RFR USD SOFR/3.32500 07/06/26-4Y* LCH | — | 000000000 EZ0Z577Y94F3 | DIR OTHER | 1 NC | $1.25M | 0.027% | US |
| TCI-SYMPHONY CLO LTD 2016-1A TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | — | 87229WAQ4 US87229WAQ42 | ABS-CBDO CORP | 1,229,645.06 PA | $1.23M | 0.027% | KY |
| N/A COMM SWAP TBL/BCOMTR MAA | — | 000000000 — | DCO OTHER | 1 NC | $1.22M | 0.027% | US |
| N/A NY HARB ULSD FUT JUN26 XNYM 20260529 | — | 000000000 — | DCO OTHER | 17 NC | $1.20M | 0.026% | US |
| WELLFLEET CLO 2021-1 LTD WELLFLEET CLO LTD WELF 2021 1A A1R 144A | — | 94950CAL0 US94950CAL00 | ABS-CBDO CORP | 1,200,000 PA | $1.20M | 0.026% | KY |
| WHETSTONE PARK CLO LTD 2021-1A WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A | — | 96329YAN7 US96329YAN76 | ABS-CBDO CORP | 1,200,000 PA | $1.20M | 0.026% | KY |
| NORDEA KREDIT REALKREDITAKTIESELSKAB NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | — | BL6K5DII1 DK0002050368 | DBT CORP | 9,462,139.51 PA | $1.18M DKK | 0.026% | DK |
| BEAR STEARNS ALT-A TRUST II 2007-1 BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 | — | 07389KAA9 US07389KAA97 | ABS-MBS CORP | 2,479,290.29 PA | $1.16M | 0.025% | US |
| GSAMP TRUST 2006-SD3 GSAMP TRUST GSAMP 2006 SD3 A 144A | — | 36244RAA8 US36244RAA86 | ABS-MBS CORP | 1,215,705.45 PA | $1.15M | 0.025% | US |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1 INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 | — | 45661JAA1 US45661JAA16 | ABS-MBS CORP | 3,670,312.13 PA | $1.15M | 0.025% | US |