1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
6 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000069769 | PEFAX | NOT_LISTED | not exchange-listed | — |
| C000126844 | PEFCX | NOT_LISTED | not exchange-listed | — |
| C000126845 | PEFDX | NOT_LISTED | not exchange-listed | — |
| C000126843 | PEFFX | NOT_LISTED | not exchange-listed | — |
| C000069768 | PEFIX | NOT_LISTED | not exchange-listed | — |
| C000069770 | PEFPX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
1,342 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| NELNET STUDENT LOAN TRUST 2023-AA NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 14… | — | 64032PAB8 US64032PAB85 | ABS-O CORP | 127,109.48 PA | $131.5K | 0.062% | US |
| NELNET STUDENT LOAN TRUST 2023-AA NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 14… | — | 64032PAA0 US64032PAA03 | ABS-O CORP | 127,109.48 PA | $129.8K | 0.062% | US |
| N/A CDX ITRAXX XOV44 5Y 35-100% SP BOA | — | 000000000 EZBL882X12N4 | DCR OTHER | 1 NC | $126.1K EUR | 0.060% | N/A |
| FIRST HORIZON MTGE PASS-THRU TR 2005-AR4 FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4… | — | 32051GTX3 US32051GTX33 | ABS-MBS CORP | 135,745.02 PA | $124.1K | 0.059% | US |
| N/A 317UA4ZA3 PIMCO FPPSWAPTION 4.6275 CALL USD | — | 000000000 — | DIR OTHER | 2,200,000 NC | $122.7K | 0.058% | US |
| N/A RFR USD SOFR/1.75000 06/15/22-30Y CME | — | 000000000 EZ2TNCR649W7 | DIR OTHER | 1 NC | $122.1K | 0.058% | US |
| N/A RFR USD SOFR/3.25000 06/21/23-5Y CME | — | 000000000 EZ628FWCQP43 | DIR OTHER | 1 NC | $118.1K | 0.056% | US |
| NIGERIA GOVT YI4360529 NIGERIA OMO BILL | — | 990ACHUB3 — | DBT NUSS | 179,400,000 PA | $112.4K NGN | 0.053% | US |
| WASHINGTON MUTUAL 2006-AR18 WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18… | — | 933637AE0 US933637AE07 | ABS-MBS CORP | 124,533.39 PA | $108.8K | 0.052% | US |
| N/A 317UAANA2 PIMCO FPPSWAPTION 4.11 CALL USD | — | 000000000 EZYTQ6PZV898 | DIR OTHER | 1,900,000 NC | $107.6K | 0.051% | US |
| FANNIE MAE-ACES 2020-M33 FANNIEMAE ACES FNA 2020 M33 X2 | — | 3136BBAR3 US3136BBAR38 | ABS-MBS USGSE | 2,274,768.85 PA | $103.8K | 0.049% | US |
| MF1 2021-FL7 LTD MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A… | — | 55284AAA6 US55284AAA60 | ABS-CBDO CORP | 102,563.36 PA | $102.6K | 0.049% | KY |
| MORGAN STANLEY MORGAN STANLEY SR UNSECURED 07/35 VAR | — | 61747YFT7 US61747YFT73 | DBT CORP | 100,000 PA | $100.4K | 0.048% | US |
| HOST HOTELS & RESORTS LP HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5… | — | 44107TBC9 US44107TBC99 | DBT CORP | 100,000 PA | $99.3K | 0.047% | US |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2… RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A … | — | 76089EAA1 US76089EAA10 | ABS-O CORP | 98,568.48 PA | $99.1K | 0.047% | US |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH … UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5… | — | 90932WAA1 US90932WAA18 | DBT CORP | 93,974.55 PA | $96.1K | 0.046% | US |
| N/A RFR USD SOFR/3.75000 12/17/25-30Y CME | — | 000000000 EZ9XTCS56VG3 | DIR OTHER | 1 NC | $95.8K | 0.046% | US |
| UNITED STATES GOVT US TREASURY N/B 08/35 4.25 | — | 91282CNT4 US91282CNT44 | DBT UST | 96,000 PA | $95.7K | 0.045% | US |
| N/A 317UBRFA3 PIMCO FPPSWAPTION 4.296 CALL USD | — | 000000000 EZ3ZCRQ7X7Q0 | DIR OTHER | 1,200,000 NC | $95.1K | 0.045% | US |
| FANNIE MAE 2007-96 FANNIE MAE FNR 2007 96 AF | — | 31396XNT7 US31396XNT71 | ABS-MBS USGSE | 88,248.51 PA | $88.5K | 0.042% | US |
| N/A RFR USD SOFR/3.75000 09/17/25-10Y CME | — | 000000000 EZ14KKW1SWH7 | DIR OTHER | 1 NC | $88.0K | 0.042% | US |
| N/A JPN 10Y BOND(OSE) JUN26 XOSE 20260615 | — | 000000000 — | DIR OTHER | -9 NC | $85.7K JPY | 0.041% | JP |
| FREDDIE MAC 3355 FREDDIE MAC FHR 3355 BF | — | 31397KC90 US31397KC909 | ABS-MBS USGSE | 85,356.33 PA | $85.5K | 0.041% | US |
| SOUTHERN CALIFORNIA EDISON COMPANY SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65 | — | 842400FZ1 US842400FZ13 | DBT CORP | 100,000 PA | $84.0K | 0.040% | US |
| N/A 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | — | 000000000 EZX9WWMK7VM7 | DCR OTHER | 44,400,000 NC | $83.3K | 0.040% | US |
| N/A RFR USD SOFR/3.84199 12/02/24-4Y* LCH | — | 000000000 EZSGM4VHBMV4 | DIR OTHER | 1 NC | $83.2K | 0.040% | US |
| N/A SOLD NZD BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $83.0K NZD | 0.039% | NZ |
| N/A RFR USD SOFR/3.75000 09/17/25-10Y LCH | — | 000000000 EZ14KKW1SWH7 | DIR OTHER | 1 NC | $82.0K | 0.039% | US |
| N/A 317UA1EA2 PIMCO FPPSWAPTION 4.52 PUT USD | — | 000000000 — | DIR OTHER | 1,400,000 NC | $81.7K | 0.039% | US |
| PETROLEOS MEXICANOS (PEMEX) PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35 | — | 71654QCL4 US71654QCL41 | DBT CORP | 100,000 PA | $76.6K | 0.036% | MX |
| SOUTH AFRICA GOVT SOUTH AFRICAN T BILLS BILLS 06/26 0.00000 | — | ACI30CS02 ZAM000707892 | DBT NUSS | 1,300,000 PA | $75.9K ZAR | 0.036% | ZA |
| N/A 31750RHA8 PIMCO FXVAN PUT USD ZAR 18.00000000 | — | 000000000 EZ2ND5BTGGB7 | DFE OTHER | 1,040,000 NC | $74.3K | 0.035% | LU |
| N/A 317UA1FA1 PIMCO FPPSWAPTION 4.52 CALL USD | — | 000000000 — | DIR OTHER | 1,400,000 NC | $73.4K | 0.035% | US |
| BLUEMOUNTAIN CLO XXII LTD 2018-22A BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A | — | 09629PAA4 US09629PAA49 | ABS-CBDO CORP | 73,063.75 PA | $73.1K | 0.035% | KY |
| N/A 317UBQXA5 PIMCO FPPSWAPTION 4.296 PUT USD | — | 000000000 EZTL0L7K1GQ9 | DIR OTHER | 1,200,000 NC | $70.7K | 0.034% | US |
| N/A OIS COP IBR/8.59000 09/02/25-4Y* CME | — | 000000000 EZZTX0MKN293 | DIR OTHER | 1 NC | $70.5K COP | 0.034% | CO |
| N/A SOLD SGD BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $67.8K SGD | 0.032% | SG |
| PUBLIC POWER GENERATION AGENCY PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 F… | — | 744434CW9 US744434CW90 | DBT MUN | 60,000 PA | $66.4K | 0.032% | US |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR10 INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR10… | — | 45660LKW8 US45660LKW80 | ABS-MBS CORP | 82,615.88 PA | $66.3K | 0.032% | US |
| FREDDIE MAC-3891 FREDDIE MAC FHR 3891 BF | — | 3137ADTZ0 US3137ADTZ01 | ABS-MBS USGSE | 66,423.03 PA | $66.1K | 0.031% | US |
| WASHINGTON MUTUAL 2006-AR16 WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16… | — | 92925GAJ2 US92925GAJ22 | ABS-MBS CORP | 71,241.77 PA | $64.8K | 0.031% | US |
| N/A RFR GBP SONIO/4.50000 09/17/25-30Y LCH | — | 000000000 EZZCXJYKYFY2 | DIR OTHER | 1 NC | $60.8K GBP | 0.029% | GB |
| CHILEAN GOVT BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5… | — | ACI2QBM79 CL0002951094 | DBT NUSS | 55,000,000 PA | $60.5K CLP | 0.029% | CL |
| N/A INF SWAP US IT 2.35 08/12/24-10Y LCH | — | 000000000 — | DIR OTHER | 1 NC | $59.6K | 0.028% | US |
| UNITED STATES GOVT US TREASURY N/B 08/45 4.875 | — | 912810UN6 US912810UN62 | DBT UST | 59,000 PA | $58.8K | 0.028% | US |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 | — | 80287DAC1 US80287DAC11 | ABS-O CORP | 58,742.02 PA | $58.8K | 0.028% | US |
| N/A SOLD CHF BOUGHT USD 20260402 | — | 000000000 — | DFE OTHER | 1 NC | $58.4K CHF | 0.028% | CH |
| N/A CDX ITRAXX XOV44 5Y 35-100% SP MYC | — | 000000000 EZBL882X12N4 | DCR OTHER | 1 NC | $58.0K EUR | 0.028% | N/A |
| N/A RFR USD SOFR/3.75000 09/16/26-10Y LCH | — | 000000000 EZDPHV206J49 | DIR OTHER | 1 NC | $57.9K | 0.027% | US |
| N/A 317UA81A1 PIMCO FPPSWAPTION 4.693 CALL USD | — | 000000000 EZZQVWDYT3J3 | DIR OTHER | 1,000,000 NC | $57.8K | 0.027% | US |
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 ($356.47M), not of the fund’s net assets ($210.41M). The two differ by cash, derivatives filed with no market value, and rounding.