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 |
|---|---|---|---|---|
| C000118565 | PMZAX | NOT_LISTED | not exchange-listed | — |
| C000118566 | PMZCX | NOT_LISTED | not exchange-listed | — |
| C000118564 | PMZDX | NOT_LISTED | not exchange-listed | — |
| C000118561 | PMZIX | NOT_LISTED | not exchange-listed | — |
| C000200465 | PMZNX | NOT_LISTED | not exchange-listed | — |
| C000118562 | PMZPX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
3,584 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| N/A CITIGROUP REVERSE REPO | — | 000000000 — | RA OTHER | -1,931,760,571.75 PA |
| -14.176% |
| US |
| N/A REVERSE REPO WELLS FARGO REVERSE REPO | — | 000000000 — | RA OTHER | -1,012,449,995 PA | -$1.01B | -7.430% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | — | 01F030652 US01F0306526 | ABS-MBS USGSE | -971,605,000 PA | -$852.71M | -6.244% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | — | 01F030660 US01F0306609 | ABS-MBS USGSE | -885,605,000 PA | -$776.68M | -5.688% | US |
| N/A REVERSE REPO GOLDMAN | — | 000000000 — | RA OTHER | -691,605,315.97 PA | -$693.04M | -5.075% | US |
| N/A REVERSE REPO DEUTSCHE REVERSE REPO | — | 000000000 — | RA OTHER | -662,074,280.47 PA | -$662.98M | -4.855% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | — | 01F052656 US01F0526560 | ABS-MBS USGSE | -645,750,000 PA | -$647.89M | -4.745% | US |
| N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR | — | 000000000 — | RA OTHER | -615,999,271.57 PA | -$616.94M | -4.518% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | — | 01F022659 US01F0226591 | ABS-MBS USGSE | -476,235,000 PA | -$400.28M | -2.931% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | — | 01F052649 US01F0526495 | ABS-MBS USGSE | -351,882,208 PA | -$353.56M | -2.589% | US |
| UMBS PASS THRU POOLS FNMA TBA 15 YR 5.5 SINGLE FAMILY MORTGAGE | — | 01F052458 US01F0524581 | ABS-MBS USGSE | -257,100,000 PA | -$261.92M | -1.918% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | — | 01F042657 US01F0426571 | ABS-MBS USGSE | -260,850,000 PA | -$251.51M | -1.842% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | — | 01F042640 US01F0426407 | ABS-MBS USGSE | -250,850,000 PA | -$242.13M | -1.773% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | — | 01F032666 US01F0326664 | ABS-MBS USGSE | -199,210,000 PA | -$182.23M | -1.334% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | — | 01F042665 US01F0426654 | ABS-MBS USGSE | -161,850,000 PA | -$155.96M | -1.142% | US |
| GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS | — | 21H032647 US21H0326478 | ABS-MBS USGSE | -113,000,000 PA | -$103.66M | -0.759% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | — | 01F060659 US01F0606594 | ABS-MBS USGSE | -99,000,000 PA | -$100.80M | -0.738% | US |
| UMBS PASS THRU POOLS FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | — | 01F020448 US01F0204481 | ABS-MBS USGSE | -107,900,000 PA | -$99.28M | -0.727% | US |
| GNMA PASS THRU POOLS GNMA II TBA 30 YR 3 JUMBOS | — | 21H030658 US21H0306587 | ABS-MBS USGSE | -70,000,000 PA | -$62.45M | -0.457% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | — | 01F020653 US01F0206536 | ABS-MBS USGSE | -60,152,000 PA | -$48.44M | -0.355% | US |
| N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | — | 000000000 — | RA OTHER | -43,515,852.43 PA | -$43.61M | -0.319% | US |
| N/A REVERSE REPO DEUTSCHE REVERSE REPO | — | 000000000 — | RA OTHER | -37,892,479 PA | -$37.97M | -0.278% | US |
| N/A REVERSE REPO CIBC | — | 000000000 — | RA OTHER | -27,759,289.97 PA | -$27.82M | -0.204% | US |
| UMBS PASS THRU POOLS FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE | — | 01F030447 US01F0304471 | ABS-MBS USGSE | -26,025,000 PA | -$24.86M | -0.182% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | — | 01F040644 US01F0406441 | ABS-MBS USGSE | -22,100,000 PA | -$20.86M | -0.153% | US |
| N/A RFR USD SOFR/3.50000 03/18/26-5Y CME | — | 000000000 EZ6G3TM0YT98 | DIR OTHER | 1 NC | -$19.29M | -0.141% | US |
| GNMA PASS THRU POOLS GNMA II TBA 30 YR 3 JUMBOS | — | 21H030641 US21H0306413 | ABS-MBS USGSE | -17,000,000 PA | -$15.18M | -0.111% | US |
| N/A REVERSE REPO WELLS FARGO REVERSE REPO | — | 000000000 — | RA OTHER | -14,233,623.07 PA | -$14.25M | -0.104% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | — | 01F030645 US01F0306450 | ABS-MBS USGSE | -16,000,000 PA | -$14.06M | -0.103% | US |
| N/A 3 MONTH SOFR FUT DEC26 XCME 20270316 | — | 000000000 — | DIR OTHER | 13,878 NC | -$13.87M | -0.102% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | — | 01F022642 US01F0226427 | ABS-MBS USGSE | -15,935,000 PA | -$13.40M | -0.098% | US |
| UMBS PASS THRU POOLS FNMA TBA 15 YR 1.5 SINGLE FAMILY MORTGAGE | — | 01F012445 US01F0124457 | ABS-MBS USGSE | -9,500,000 PA | -$8.54M | -0.063% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | — | 01F020646 US01F0206460 | ABS-MBS USGSE | -9,898,000 PA | -$7.97M | -0.058% | US |
| N/A US 10YR NOTE (CBT)JUN26 XCBT 20260618 | — | 000000000 — | DIR OTHER | 3,819 NC | -$7.80M | -0.057% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 1.5 SINGLE FAMILY MORTGAGE | — | 01F012643 US01F0126437 | ABS-MBS USGSE | -7,800,000 PA | -$6.02M | -0.044% | US |
| N/A US 10YR ULTRA FUT JUN26 XCBT 20260618 | — | 000000000 — | DIR OTHER | 2,242 NC | -$5.78M | -0.042% | US |
| N/A FED FUND 30DAY MAY26 XCBT 20260529 | — | 000000000 — | DIR OTHER | 2,398 NC | -$3.87M | -0.028% | US |
| N/A RFR USD SOFR/4.25000 03/20/24-5Y CME | — | 000000000 EZFWJFM3X2Y3 | DIR OTHER | 1 NC | -$3.58M | -0.026% | US |
| N/A 317UBKVA0 PIMCO SWAPTION 3.78 PUT USD 20260714 | — | 000000000 EZC3JR8W6V91 | DIR OTHER | -316,500,000 NC | -$3.47M | -0.025% | US |
| N/A US 5YR NOTE (CBT) JUN26 XCBT 20260630 | — | 000000000 — | DIR OTHER | 1,823 NC | -$2.87M | -0.021% | US |
| N/A 3 MONTH SOFR FUT JUN26 XCME 20260915 | — | 000000000 — | DIR OTHER | 2,312 NC | -$1.96M | -0.014% | US |
| N/A RFR USD SOFR/3.75000 06/20/24-7Y CME | — | 000000000 EZCCSW1V4GN3 | DIR OTHER | 1 NC | -$1.88M | -0.014% | US |
| N/A 317UBG9A4 PIMCO SWAPTION 3.624 PUT USD 2026070 | — | 000000000 EZ4KWX62ZLB6 | DIR OTHER | -190,500,000 NC | -$1.77M | -0.013% | US |
| N/A 3175KL926 PIMCO FLOOR USD 0.02593 USD SOFR COM | — | 000000000 — | DIR OTHER | -880,000,000 NC | -$1.27M | -0.009% | US |
| N/A 31750SLU7 PIMCO CDSOPT PUT USD 95.20703125 202 | — | 000000000 — | DIR OTHER | -220,500,000 NC | -$1.26M | -0.009% | US |
| N/A RFR USD SOFR/3.50000 03/18/26-2Y CME | — | 000000000 EZXH6Z90LT57 | DIR OTHER | 1 NC | -$1.24M | -0.009% | US |
| N/A 317UBW2A6 PIMCO SWAPTION 3.724 PUT USD 2026051 | — | 000000000 — | DIR OTHER | -142,100,000 NC | -$1.23M | -0.009% | US |
| N/A 31750SLB9 PIMCO CDSOPT PUT USD 102.17187500 20 | — | 000000000 — | DIR OTHER | -186,500,000 NC | -$1.01M | -0.007% | US |
| N/A RFR USD SOFR/3.75000 09/17/25-10Y CME | — | 000000000 EZ14KKW1SWH7 | DIR OTHER | 1 NC | -$929.9K | -0.007% | US |
| N/A 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050 | — | 000000000 EZCFM0YSMNZ8 | DIR OTHER | -156,500,000 NC | -$927.3K | -0.007% | 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 ($19.52B), not of the fund’s net assets ($13.66B). The two differ by cash, derivatives filed with no market value, and rounding.