PIMCO RAE PLUS International Fund Class A (PTSOX)
NASDAQ · Mutual Fund · Delayed Price · Currency is USD
7.45
+0.01 (0.13%)
Mar 7, 2025, 4:00 PM EST

PTSOX Holdings List

Dec 31, 2024
No.SymbolName WeightShares
1FNCL 6.5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE14.76%18,430,000
2n/aPIMCO FUNDS - PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND9.15%1,189,737
3n/aREPO BANK AMERICA REPO6.83%8,700,000
4FNCL 6 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE6.79%8,610,000
5FNCL 4 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE5.39%7,510,000
6FNCL 5.5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE4.41%5,700,000
7TII 1.875 07.15.34UNITED STATES GOVT - TSY INFL IX N/B 07/34 1.8752.83%3,722,163
8B 0 03.20.25UNITED STATES GOVT - TREASURY BILL 03/25 0.000002.68%3,449,000
9AMZNAmazon.com, Inc.2.29%13,314
10B 0 01.30.25UNITED STATES GOVT - TREASURY BILL 01/25 0.000002.06%2,630,000
11B 0 02.06.25UNITED STATES GOVT - TREASURY BILL 02/25 0.000001.99%2,550,000
12FNCL 3 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE1.87%2,800,000
13n/aRFR USD SOFR/1.75000 06/15/22-10Y CME1.71%1
14n/aGNMA PASS THRU POOLS - GNMA II TBA 30 YR 5 JUMBOS1.64%2,150,000
15PERU 6.15 08.12.32 144APERU GOVT - REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.151.56%7,500,000
16FNCL 4.5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE1.53%2,070,000
17n/aBRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 10/25 0.000001.48%12,900,000
18MSFTMicrosoft Corporation1.07%3,240
19AAPLApple Inc.1.05%5,342
20n/aFNMA PASS THRU POOLS - FNMA POOL BM7581 FN 09/31 VARIABLE1.01%1,300,000
21n/aRFR USD SOFR/1.75000 06/15/22-30Y CME1.00%1
22CFLX 2007-3 2A1CHASEFLEX TRUST 2007-3 - CHASEFLEX TRUST CFLX 2007 3 2A10.98%1,451,745
23ABSHE 2004-HE3 M1ASSET BACKED SEC HOME EQTY LN 2004-HE3 - ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M10.85%1,083,499
24DCLO 2024-6A A1DIAMETER CAPITAL CLO 2024-6A - DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A0.79%1,000,000
25G2SF 4.5 1.12GNMA PASS THRU POOLS - GNMA II TBA 30 YR 4.5 JUMBOS0.73%990,000
26BHG 2022-C BBHG SECURITIZATION TRUST 2022-C - BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A0.71%900,000
27WMALT 2007-OA3 2AWASHINGTON MUTUAL MTGE P/T 2007-OA3 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A0.69%987,038
28PGThe Procter & Gamble Company0.67%5,065
29GOOGLAlphabet Inc.0.65%4,388
30GSThe Goldman Sachs Group, Inc.0.64%1,431
31n/aFNMA PASS THRU POOLS - FNMA POOL BS9669 FN 10/28 FIXED 4.720.63%800,000
32n/aFREDDIE MAC REMICS 5484 - FREDDIE MAC FHR 5484 FD0.62%785,980
33MSAC 2007-HE5 A2AMORGAN STANLEY ABS CAPITAL I 2007-HE5 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A0.61%1,853,992
34MANA 2007-A2 A3BMERRILL LYNCH ALTERNATIVE NT 2007-A2 - MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B0.61%3,226,306
35CSMC 2010-16 B9CREDIT SUISSE MORTGAGE TRUST 2010-16 - CREDIT SUISSE MORTGAGE TRUST CSMC 2010 16 B9 144A0.59%851,694
36UNHUnitedHealth Group Incorporated0.57%1,431
37n/aJAMESTOWN CLO XVI LTD 2021-16A - JAMESTOWN CLO LTD JTWN 2021 16A AR 144A0.55%700,000
38n/aRFR USD SOFR/3.00000 06/21/23-10Y CME0.54%1
39PKAIR 2024-2 APK ALIFT LOAN FUNDING 4 LP 2024-2 - PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A0.54%700,000
40FN BM7579FNMA PASS THRU POOLS - FNMA POOL BM7579 FN 10/29 VARIABLE0.54%700,000
41CMLTI 2007-AHL2 A1CITIGROUP MTGE LOAN TR INC 2007-AHL2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A0.53%1,037,428
42BSABS 2007-HE6 2ABEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6 - BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A0.53%771,490
43DBALT 2006-AR6 A6DEUTSCHE ALT-A SECURITIES INC 2006-AR6 - DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR6 A60.52%775,936
44n/aVW CREDIT INC - VW CR INC0.52%660,000
45n/aAVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION) - AVANGRID INC0.52%660,000
46n/aCROWN CASTLE INTERNATIONAL CORP (CCI) - CROWN CASTLE0.52%660,000
47CMLTI 2022-A A1CITIGROUP MORTGAGE LOAN TRUST 2022-A - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A0.51%649,549
48OCT39 2018-3A AROCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A - OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A0.51%642,757
49FFML 2005-FF10 A5FIRST FRANKLIN MTG LOAN ABS 2005-FF10 - FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A50.48%669,046
50FN BS9867FNMA PASS THRU POOLS - FNMA POOL BS9867 FN 11/30 FIXED 5.30.48%600,000
51n/aPERU GOVT - REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.40.48%2,500,000
52CQS 2021-1A ARCQS US CLO 2021-1 LTD - CQS US CLO LTD CQS 2021 1A AR 144A0.47%600,000
53n/aCARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A - CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR0.47%600,000
54n/aAMMC CLO 24 LTD - AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A0.47%600,000
55n/aBRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 04/25 0.000000.47%3,800,000
56FHLT 2006-C 2A2FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 2A20.47%1,502,332
57n/aCVC CORDATUS LOAN FUND XIV DAC 14A - CORDATUS CLO PLC CORDA 14A A1R 144A0.46%569,403
58n/aAVON FINANCE 4A - AVON FINANCE AVON 4A A 144A0.46%465,764
59n/aMEXICO GOVT - MEXICAN UDIBONOS BONDS 08/34 40.46%13,682,705
60BAFC 2006-H 4A1BANC OF AMERICA FUNDING CORP 2006-H - BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A10.45%649,772
61n/aTRINITY SQUARE 2021-1 PLC A - TRINITY SQUARE TRINI 2021 1A AR 144A0.44%448,161
62HDThe Home Depot, Inc.0.44%1,431
63n/aTOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A - TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A0.44%443,532
64NVDANVIDIA Corporation0.42%4,010
65WMALT 2006-AR1 A1AWASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A0.42%664,515
66CATCaterpillar Inc.0.41%1,431
67n/aALBACORE EURO CLO I DAC A - ALBACORE EURO CLO ALBAC 1A AR 144A0.41%500,000
68CWALT 2006-24CB A7COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A70.40%953,093
69FNCL 5 1.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE0.40%530,000
70BNS 5.45 08.01.29 GMTNTHE BANK OF NOVA SCOTIA - BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.450.40%500,000
71GSAMP 2006-HE8 A2DGSAMP TRUST 2006-HE8 - GSAMP TRUST GSAMP 2006 HE8 A2D0.40%605,000
72HART 2024-A A3HYUNDAI AUTO RECEIVABLES TRUST 2024-A - HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A30.40%500,000
73C4US 2022-1A ARCAPITAL FOUR US CLO 2022-1A - CAPITAL FOUR US CLO C4US 2022 1A AR 144A0.39%500,000
74ABBVAbbVie Inc.0.39%2,824
75SAND 2021-1A A1RSANDSTONE PEAK LTD 2021-1A - SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A0.39%500,000
76AIMCO 2015-AA AR3AIMCO CLO SERIES 2015-AA - AIMCO AIMCO 2015 AA AR3 144A0.39%500,000
77PUTNM 2021-1A AR37 CAPITAL CLO I 2021-1A - 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A0.39%500,000
78JTWN 2022-18A A1RJAMESTOWN CLO 2022 XVIIIA LTD - JAMESTOWN CLO LTD JTWN 2022 18A A1R 144A0.39%500,000
79MCCT 2023-2A AMASTER CREDIT CARD TRUST II 2023-2A - MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A0.39%500,000
80BCC 2021-2A A1RBAIN CAPITAL CREDIT CLO 2021-2 LTD - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A0.39%500,000
81CPS 2022-B DCPS AUTO RECEIVABLES TRUST 2022-B - CPS AUTO TRUST CPS 2022 B D 144A0.39%500,000
82EART 2024-5A BEXETER AUTOMOBILE RECEIVABLES TRUST 2024-5A - EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B0.39%500,000
83UBS V4.751 05.12.28 144AUBS GROUP AG SR UNSECURED 144A 05/28 4.7510.39%500,000
84EART 2024-5A CEXETER AUTOMOBILE RECEIVABLES TRUST 2024-5A - EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C0.39%500,000
85n/aFNMA PASS THRU POOLS - FNMA POOL BZ2582 FN 12/29 FIXED 4.30.39%501,000
86n/aSOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 90.38%10,800,000
87OXY 5.55 10.01.34OCCIDENTAL PETROLEUM CORPORATION - OCCIDENTAL PETROLEUM COR SR UNSECURED 10/34 5.550.38%500,000
88SHWThe Sherwin-Williams Company0.38%1,431
89n/aCVC CORDATUS LOAN FUND XXIV DAC 24A - CORDATUS CLO PLC CORDA 24A A 144A0.38%466,073
90n/aPALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A0.38%461,791
91HVMLT 2005-12 1A1AHARBORVIEW MORTGAGE LOAN TRUST 2005-12 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A0.38%952,798
92CRMSalesforce, Inc.0.38%1,431
93SVHE 2007-OPT5 2A3SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A30.37%618,337
94VVisa Inc.0.36%1,431
95CSAB 2006-4 A6ACSAB MORTGAGE BACKED TR 2006-4 - CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A0.35%2,722,323
96LXS 2006-GP4 3A5LEHMAN XS TRUST 2006 GP4 - LEHMAN XS TRUST LXS 2006 GP4 3A50.35%443,393
97CMCSAComcast Corporation0.34%11,561
98n/aRFR USD SOFR/2.75000 06/21/23-30Y CME0.34%1
99ACHV 2024-2PL BACHV ABS TRUST 2024-2PL - ACHV ABS TRUST ACHV 2024 2PL B 144A0.33%425,379
100AXPAmerican Express Company0.33%1,431
101DRSLF 2018-60A ADRYDEN 60 CLO LTD - DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A0.33%419,778
102LNCR 2021-CRE6 ALOANCORE ISSUER LTD 2021-CRE6 - LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A0.33%414,395
103MCDMcDonald's Corporation0.33%1,431
104CIFC 2018-3A ACIFC FUNDING 2018-III LTD 2018-3A - CIFC FUNDING LTD CIFC 2018 3A A 144A0.32%410,406
105BACR V6.224 05.09.34BARCLAYS PLC SR UNSECURED 05/34 VAR0.32%400,000
106GS F 03.15.28GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR0.32%400,000
107OOMLT 2005-1 M1OPTION ONE MORTGAGE LOAN TR 2005-1 - OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M10.32%432,702
108HYNMTR F 08.04.25 144AHYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR0.32%400,000
109FHR 3922 GSFREDDIE MAC REMICS 3922 - FREDDIE MAC FHR 3922 GS0.32%468,428
110SURF 2006-AB1 A4SPECIALTY UNDERWRITING & RESID 2006-AB1 - SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A40.31%416,635
111NYMT 2022-SP1 A1NYMT LOAN TRUST 2022-SP1 - NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A0.31%403,092
112AXP V5.284 07.26.35AMERICAN EXPRESS COMPANY - AMERICAN EXPRESS CO SR UNSECURED 07/35 VAR0.31%400,000
113HART 2024-A A2AHYUNDAI AUTO RECEIVABLES TRUST 2024-A - HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A0.31%391,394
114WFC V3.196 06.17.27 MTNWELLS FARGO & COMPANY - WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR0.31%400,000
115CRVNA 2023-P2 A3CARVANA AUTO RECEIVABLES TRUST 2023-P2 - CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A0.31%386,606
116CBAM 2018-5A ACBAM 2018-5 LTD 5A - CBAM CLO MANAGEMENT CBAM 2018 5A A 144A0.30%385,318
117OPTN 2024-2 AOPORTUN ISSUANCE TRUST 2024-2 - OPORTUN FUNDING LLC OPTN 2024 2 A 144A0.30%380,467
118SAIL 2003-BC8 M3STRUCTURED ASSET INVEST LN TR 2003-BC8 - STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M30.29%420,029
119AMGNAmgen Inc.0.29%1,431
120AREIT 2022-CRE6 AAREIT TRUST 2022-CRE6 - AREIT CRE TRUST AREIT 2022 CRE6 A 144A0.29%373,870
121FHAMS 2006-AA3 A1FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A10.29%454,468
122SABR 2005-FR4 M2SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4 - SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M20.28%391,295
123FG G18659FHLMC PASS THRU POOLS - FED HM LN PC POOL G18659 FG 09/32 FIXED 30.28%375,951
124B 0 03.13.25UNITED STATES GOVT - TREASURY BILL 03/25 0.000000.28%362,000
125n/aCDX ITRAXX XOV42 5Y 35-100% SP JPM0.28%1
126n/aPOLAND GOVT - POLAND GOVERNMENT BOND BONDS 07/29 4.750.28%1,500,000
127FR QE8001FHLMC PASS THRU POOLS - FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.50.27%369,032
128TRVThe Travelers Companies, Inc.0.27%1,431
129JPMJPMorgan Chase & Co.0.27%1,431
130CWL 2007-12 1A1COUNTRYWIDE ASSET-BACKED CERT 2007-12 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A10.27%354,708
131CWL 2007-6 2A3COUNTRYWIDE ASSET-BACKED CERT 2007-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A30.26%323,134
132n/aCHILEAN GOVT - BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.70.26%340,000,000
133RPM 2023-3A ARESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC - RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A0.26%323,252
134INDX 2005-AR5 4A1INDYMAC INDX MTGE LOAN TRUST 2005-AR5 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR5 4A10.26%482,102
135HONHoneywell International Inc.0.25%1,431
136NMFT 2006-MTA1 1A1NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1 - NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A10.25%935,530
137n/aCOLOMBIAN GOVT - TITULOS DE TESORERIA BONDS 04/28 60.25%1,590,700,000
138IBMInternational Business Machines Corporation0.25%1,431
139n/aMEXICO GOVT - MEXICAN UDIBONOS BONDS 11/31 2.750.24%7,592,233
140AESOP 2023-7A AAVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC - AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A0.24%300,000
141GSAR 2023-1A A3GLS AUTO SELECT RECEIVABLES TRUST 2023-1A - GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A0.24%300,000
142CRVNA 2023-P5 A3CARVANA AUTO RECEIVABLES TRUST 2023-P5 - CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A0.24%300,000
143FN BZ1029FNMA PASS THRU POOLS - FNMA POOL BZ1029 FN 06/29 FIXED 4.930.24%300,000
144ATH 5.62 05.08.26 144AATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.620.24%300,000
145JXN 5.6 04.10.26 144AJACKSON NATIONAL LIFE GLOBAL FUNDING - JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.60.24%300,000
146n/aMEXICO GOVT - MEXICAN UDIBONOS BONDS 12/26 30.24%6,674,490
147HERTZ 2023-1A AHERTZ VEHICLE FINANCING III LLC 2023-1A - HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A0.24%300,000
148EIX 5.15 06.01.29SOUTHERN CALIFORNIA EDISON COMPANY - SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.150.24%300,000
149GMCAR 2024-1 A3GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 - GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A30.24%300,000
150RY 4.875 01.19.27 GMTNROYAL BANK OF CANADA SR UNSECURED 01/27 4.8750.24%300,000
151n/aFREDDIE MAC REMICS 5480 - FREDDIE MAC FHR 5480 FG0.23%293,657
152CWALT 2005-65CB 2A6COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A60.23%417,535
153CRB 2023-1 ACRB SECURITIZATION TRUST 2023-1 - CRB SECURITIZATION TRUST CRB 2023 1 A 144A0.23%284,434
154MF1 2021-FL7 AMF1 2021-FL7 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A0.22%286,628
155GCAR 2024-1A A2GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A - GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A0.22%285,388
156SABR 2006-HE2 A2DSECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2 - SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D0.22%725,366
157n/aMEXICO GOVT - MEX BONOS DESARR FIX RT BONDS 03/29 8.50.21%5,900,000
158CWL 2007-QH1 A1COUNTRYWIDE ASSET BACKED CERT 2007-QH1 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A0.21%290,212
159TMST 2007-3 2A1THORNBURG MORTGAGE SECURITIES TR 2007-3 - THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A10.21%276,163
160n/aHYUNDAI CAPITAL AMERICA0.20%260,000
161n/aRFR USD SOFR/3.50000 12/18/24-30Y CME0.20%1
162FHLT 2006-D 1A1FREMONT HOME LOAN TRUST 2006-D - FREMONT HOME LOAN TRUST FHLT 2006 D 1A10.20%441,200
163BAThe Boeing Company0.20%1,431
164n/aPERU GOVT - BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 70.20%900,000
165CWALT 2005-11CB 2A6COUNTRYWIDE ALTERNATIVE LN TR 2005-11CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 11CB 2A60.20%315,416
166FCRT 2023-2 A2FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2 - FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A0.19%240,173
167GSAA 2007-5 2A3AGSAA HOME EQUITY TRUST 2007-5 - GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A0.19%538,255
168INDX 2005-AR12 2A1AINDYMAC INDX MTGE LOAN TRUST 2005-AR12 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A0.18%257,356
169DLLAA 2023-1A A2DLLAA LLC 2023 1A - DLLAA LLC DLLAA 2023 1A A2 144A0.18%230,096
170n/aRFR USD SOFR/3.00000 06/21/23-7Y CME0.18%1
171n/aDJITR TRS EQUITY FEDL01+117 BPS0.18%1
172OCTL 2023-1A AOCTANE RECEIVABLES TRUST 2023-1A - OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A0.18%224,710
173TAST 2024-1A ATRICOLOR AUTO SECURITIZATION TRUST 2024-1 - TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A0.18%223,014
174n/aSOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 80.18%4,400,000
175GSAA 2007-5 1AV1GSAA HOME EQUITY TRUST 2007-5 - GSAA HOME EQUITY TRUST GSAA 2007 5 1AV10.17%608,985
176FNR 2011-60 OAFANNIE MAE REMICS 2011-60 - FANNIE MAE FNR 2011 60 OA0.17%253,802
177CVXChevron Corporation0.16%1,431
178JNJJohnson & Johnson0.16%1,431
179WAMU 2005-AR14 1A3WASHINGTON MUTUAL 2005-AR14 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A30.16%223,724
180HSBC V5.887 08.14.27HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR0.16%200,000
181MIZUHO V5.594 07.10.35MIZUHO FINANCIAL GROUP INC - MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR0.16%200,000
182F 5.8 03.05.27FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.80.16%200,000
183GS V5.798 08.10.26GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR0.16%200,000
184F 5.8 03.08.29FORD MOTOR CREDIT COMPANY LLC - FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.80.16%200,000
185FHR 3848 WXFREDDIE MAC REMICS 3848 - FREDDIE MAC FHR 3848 WX0.16%198,841
186CMALT 2007-A4 1A9CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4 - CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A90.16%238,230
187LLOYDS V3.511 03.18.26LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR0.16%200,000
188JPM V3.96 01.29.27JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR0.16%200,000
189CCMFC 2005-2A A2CHEVY CHASE MORTGAGE FUND CORP 2005-2A - CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A0.16%213,468
190GS 3.5 11.16.26GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.50.15%200,000
191JPM V1.578 04.22.27JP MORGAN CHASE & CO - JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR0.15%200,000
192BAC V1.734 07.22.27BANK OF AMERICA CORPORATION - BANK OF AMERICA CORP SR UNSECURED 07/27 VAR0.15%200,000
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254TMUS 4.2 10.01.29T-MOBILE USA INC - T MOBILE USA INC COMPANY GUAR 10/29 4.20.08%100,000
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258JPMMT 2008-R2 1A1JP MORGAN MORTGAGE TRUST 2008-R2 - JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A0.07%101,666
259MASTR 2006-2 1A26MASTR ASSET SECURITIZATION TRUST 2006-2 - MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A260.07%165,770
260CWHL 2005-9 1A1COUNTRYWIDE HOME LOANS 2005-9 - COUNTRYWIDE HOME LOANS CWHL 2005 9 1A10.07%106,737
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262GNR 2018-19 WFGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF0.07%95,013
263MLMI 2006-A3 6A1MERRILL LYNCH MTGE INVESTORS 2006-A3 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A3 6A10.07%99,535
264GSAA 2006-5 2A1GSAA HOME EQUITY TRUST 2006-5 - GSAA HOME EQUITY TRUST GSAA 2006 5 2A10.07%280,718
265EQIX 1.55 03.15.28EQUINIX INC SR UNSECURED 03/28 1.550.07%100,000
266n/aCZECH REPUBLIC GOVT - CZECH REPUBLIC SR UNSECURED REGS 12/36 4.20.07%2,200,000
267TMST 2004-4 3ATHORNBURG MORTGAGE SECURITIES TR 2004-4 - THORNBURG MORTGAGE SECURITIES TMST 2004 4 3A0.07%93,859
268KOThe Coca-Cola Company0.07%1,431
269n/aSOUTH AFRICA GOVT - REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.250.07%1,800,000
270RALI 2007-QS4 3A2RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A20.07%106,924
271FHR 3951FREDDIE MAC REMICS 3951 - FREDDIE MAC FHR 3951 US0.07%97,955
272CSCOCisco Systems, Inc.0.07%1,431
273RASC 2003-KS4 AIIBRESIDENTIAL ASSET SEC CORP 2003-KS4 - RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB0.07%92,375
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276FNR 2007-32 JSFANNIE MAE REMICS 2007-32 - FANNIE MAE FNR 2007 32 JS0.06%701,063
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281CWALT 2006-19CB A3COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A30.06%136,037
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284EFF 2022-1 A2ENTERPRISE FLEET FINANCING LLC 2022-1 - ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A0.06%76,136
285THRM 2022-2A ATHEOREM FUNDING TRUST 2022-2A - THEOREM FUNDING TRUST THRM 2022 2A A 144A0.06%75,368
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288GSAA 2006-4 2A1GSAA HOME EQUITY TRUST 2006-4 - GSAA HOME EQUITY TRUST GSAA 2006 4 2A10.06%535,382
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305IMSA 2005-1 4AIMPAC SECURED ASSETS CMN OWNER TRUST 2005-1 - IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A0.04%61,765
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380CWHL 2004-15 4ACOUNTRYWIDE HOME LOANS 2004-15 - COUNTRYWIDE HOME LOANS CWHL 2004 15 4A0.01%13,978
381n/aSOLD BRL BOUGHT USD 202502040.01%1
382CHASE 2005-A2 1A3CHASE MORGAGE FINANCE CORP 2005-A2 - CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 1A30.01%14,243
383n/aSOLD BRL BOUGHT USD 202504020.01%1
384BOAMS 2004-E 2A6BANK OF AMERICA MTGE SECURITIES 2004-E - BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E 2A60.01%12,913
385FNR 2007-15 AIFANNIE MAE 2007-15 - FANNIE MAE FNR 2007 15 AI0.01%151,403
386n/aGOOGL US TRS EQUITY FEDL01+145 GST0.01%1
387n/aNVDA US TRS EQUITY FEDL01+145 GST0.01%1
388n/aGENERAL ELECTRIC COMPANY SNR S* ICE0.01%1
389EMCM 2002-B A1EMC MORTGAGE LOAN TRUST 2002-B - EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A0.01%11,713
390FHR 3218 SAFREDDIE MAC 3218 - FREDDIE MAC FHR 3218 SA0.01%135,001
391UXYH5US 10YR ULTRA FUT MAR25 XCBT 202503200.01%-6
392n/aSOLD KRW BOUGHT USD 202501150.01%1
393MLCC 2005-1 2A2MLCC MORTGAGE INVESTORS INC 2005-1 - MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A20.01%11,421
394n/aOIS COP IBR/7.49800 11/25/24-3Y* CME0.01%1
395BOAMS 2004-A 2A2BANK OF AMERICA MTGE SECURITIES 2004-A - BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A20.01%10,212
396n/aMSFT US TRS EQUITY FEDL01+145 GST0.01%1
397n/aSOLD MXN BOUGHT USD 202501060.01%1
398n/aSOLD BRL BOUGHT USD 202504020.01%1
399FNR 2007-22 SWFANNIE MAE REMICS 2007-22 - FANNIE MAE FNR 2007 22 SW0.01%115,778
400JPMMT 2005-S3 1A2JP MORGAN MORTGAGE TRUST 2005-S3 - JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A20.01%20,316
401n/aSOLD TWD BOUGHT USD 202501220.01%1
402n/aSOLD CNH BOUGHT USD 202501150.01%1
403n/aSOLD BRL BOUGHT USD 202504020.01%1
404BOAMS 2004-L 2A1BANK OF AMERICA MTGE SECURITIES 2004-L - BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A10.01%8,455
405JPMMT 2007-A1 2A1JP MORGAN MORTGAGE TRUST 2007-A1 - JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A10.01%8,540
406n/aSOLD TWD BOUGHT USD 202501220.01%1
407CWHL 2004-29 2A1COUNTRYWIDE HOME LOANS 2004-29 - COUNTRYWIDE HOME LOANS CWHL 2004 29 2A10.01%8,780
408n/aSOLD BRL BOUGHT USD 202504020.01%1
409n/aSOLD TWD BOUGHT USD 202501220.01%1
410n/aBANK OF AMERICA CORPORATION SNR S* ICE0.01%1
411n/aSOLD TWD BOUGHT USD 202501220.01%1
412n/aSOLD KRW BOUGHT USD 202501080.01%1
413n/aDJITR TRS EQUITY FEDL01+115 BOA0.01%1
414FNR 2007-4 SLFANNIE MAE 2007-4 - FANNIE MAE FNR 2007 4 SL0.01%66,428
415BHG 2022-C ABHG SECURITIZATION TRUST 2022-C - BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A0.01%6,852
416n/aSOLD CLP BOUGHT USD 202502030.01%1
417n/aSOLD TWD BOUGHT USD 202501220.01%1
418n/aSOLD TWD BOUGHT USD 202501220.01%1
419GSR 2005-AR7 2A1GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A10.01%6,849
420n/aSOLD TWD BOUGHT USD 202501220.01%1
421n/aSOLD TWD BOUGHT USD 202501220.01%1
422n/aSOLD TWD BOUGHT USD 202501220.00%1
423CWHL 2007-5 A51COUNTRYWIDE HOME LOANS 2007-5 - COUNTRYWIDE HOME LOANS CWHL 2007 5 A510.00%12,245
424SBAP 2008-20C 1SMALL BUSINESS ADMIN PART CERTS 2008-20C - SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 10.00%5,782
425n/aSOLD MXN BOUGHT USD 202502110.00%1
426n/aAT&T INC SNR S* ICE0.00%1
427n/aSOLD CNH BOUGHT USD 202501150.00%1
428n/aSOLD CNH BOUGHT USD 202501150.00%1
429BSARM 2006-1 A1BEAR STEARNS ADJ RATE MTGE TR 2006-1 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A10.00%5,562
430FNR 2009-87 HSFANNIE MAE 2009-87 - FANNIE MAE FNR 2009 87 HS0.00%63,674
431n/aSOLD EUR BOUGHT USD 202501150.00%1
432n/aSOLD TWD BOUGHT USD 202501220.00%1
433n/aSOLD TWD BOUGHT USD 202501220.00%1
434JPMMT 2007-A1 3A3JP MORGAN MORTGAGE TRUST 2007-A1 - JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A30.00%5,204
435MSM 2006-8AR 5A4MORGAN STANLEY MORTGAGE LN TR-2006-8AR - MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A40.00%4,974
436WFMBS 2006-AR12 2A1WELLS FARGO MTGE BK SEC TR 2006-AR12 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A10.00%5,091
437FHR 3311 FNFREDDIE MAC 3311 - FREDDIE MAC FHR 3311 FN0.00%4,869
438n/aSOLD KRW BOUGHT USD 202501150.00%1
439n/aBOUGHT TRY SOLD USD 202503130.00%1
440FNR 2007-70 FAFANNIE MAE REMICS 2007-70 - FANNIE MAE FNR 2007 70 FA0.00%4,576
441n/aIRS CLP 5.02000 11/05/24-6Y* CME0.00%1
442n/aSOLD CNH BOUGHT USD 202501150.00%1
443n/aSOLD KRW BOUGHT USD 202501150.00%1
444GSR 2005-AR4 6A1GSR MORTGAGE LOAN TRUST 2005-AR4 - GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A10.00%3,735
445n/aSOLD TWD BOUGHT USD 202501220.00%1
446FNR 2003-66 SAFANNIE MAE 2003-66 - FANNIE MAE FNR 2003 66 SA0.00%37,020
447FNR 2007-25 FBFANNIE MAE REMICS 2007-25 - FANNIE MAE FNR 2007 25 FB0.00%3,366
448n/aSOLD CNH BOUGHT USD 202505120.00%1
449n/aSOLD KRW BOUGHT USD 202501080.00%1
450n/aTURKEY GOVT - TURKIYE GOVERNMENT BOND BONDS 05/26 VAR0.00%100,000
451n/aSOLD EUR BOUGHT USD 202501150.00%1
452MFSH5MSCI EAFE MAR25 IFUS 202503210.00%4
453n/aSOLD CNH BOUGHT USD 202502140.00%1
454n/aBOUGHT TRY SOLD USD 202501280.00%1
455n/aSOLD TWD BOUGHT USD 202504250.00%1
456n/aRFR GBP SONIO/4.32000 10/20/23-10Y LCH0.00%1
457n/aSOLD CZK BOUGHT USD 202501210.00%1
458n/aSOLD PEN BOUGHT USD 202502190.00%1
459FNR 2011-40 SXFANNIE MAE REMICS 2011-40 - FANNIE MAE FNR 2011 40 SX0.00%3,333
460n/aSOLD BRL BOUGHT USD 202504020.00%1
461n/aSOLD CHF BOUGHT USD 202501150.00%1
462n/aSOLD MXN BOUGHT USD 202503190.00%1
463FHR 3828 SYFREDDIE MAC REMICS 3828 - FREDDIE MAC FHR 3828 SY0.00%2,985
464n/aSOLD TWD BOUGHT USD 202504250.00%1
465n/aAT&T INC SNR S* ICE0.00%1
466n/aSOLD JPY BOUGHT USD 202501150.00%1
467n/aOIS MXN TIIE1/9.00000 12/24/24-4Y* CME0.00%1
468n/aSOLD CNH BOUGHT USD 202502140.00%1
469n/aSOLD ILS BOUGHT USD 202503170.00%1
470n/aSOLD GBP BOUGHT USD 202501150.00%1
471n/aSOLD INR BOUGHT USD 202501170.00%1
472n/aSOLD TWD BOUGHT USD 202501220.00%1
473n/aSOLD TWD BOUGHT USD 202504250.00%1
474n/aSOLD TWD BOUGHT USD 202501220.00%1
475n/aIRS PLN 4.93000 11/04/24-5Y* CME0.00%1
476SEMT 2004-3 ASEQUOIA MORTGAGE TRUST 2004-3 - SEQUOIA MORTGAGE TRUST SEMT 2004 3 A0.00%1,376
477n/aSOLD INR BOUGHT USD 202501170.00%1
478MLCC 2006-1 2A1MLCC MORTGAGE INVESTORS INC 2006-1 - MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A10.00%1,403
479n/aSOLD TWD BOUGHT USD 202501220.00%1
480n/aSOLD PEN BOUGHT USD 202502140.00%1
481n/aSOLD TWD BOUGHT USD 202504250.00%1
482n/aSOLD INR BOUGHT USD 202501170.00%1
483n/aSOLD GBP BOUGHT USD 202501150.00%1
484n/aSOLD PEN BOUGHT USD 202502240.00%1
485n/aSOLD AUD BOUGHT USD 202501150.00%1
486n/aSOLD CNH BOUGHT USD 202505120.00%1
487n/aSOLD CNH BOUGHT USD 202505120.00%1
488n/aBOUGHT KRW SOLD USD 202501080.00%1
489n/aSOLD CNH BOUGHT USD 202505120.00%1
490n/aSOLD CNH BOUGHT USD 202501150.00%1
491n/aSOLD CNH BOUGHT USD 202505120.00%1
492n/aSOLD ILS BOUGHT USD 202503170.00%1
493n/aSOLD KRW BOUGHT USD 202503190.00%1
494n/aSOLD INR BOUGHT USD 202501170.00%1
495n/aSOLD ILS BOUGHT USD 202503170.00%1
496PRIME 2006-1 2A7PRIME MORTGAGE TRUST 2006-1 - PRIME MORTGAGE TRUST PRIME 2006 1 2A70.00%816
497n/a317U7NKA1 PIMCO SWAPTION 5.85 PUT USD 202511210.00%3,200,000
498n/aSOLD INR BOUGHT USD 202501170.00%1
499n/aSOLD CNH BOUGHT USD 202501150.00%1
500n/aSOLD KRW BOUGHT USD 202501150.00%1
As of Dec 31, 2024
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