# EDGAR Filing Document

**Accession Number:** 0001098605
**File Stem:** 0001099263-26-007287
**Filing Date:** 2026-5
**Character Count:** 1273931
**Document Hash:** 98d869a0e4493ff593bcf03a4f3198ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007287.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007287

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Managed Accounts Trust
- **CENTRAL INDEX KEY:** 0001098605

**ORGANIZATION NAME:**
- **EIN:** 066484967
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09721
- **FILM NUMBER:** 261043593

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-739-4000

**MAIL ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI Managed Accounts Trust
- **DATE OF NAME CHANGE:** 20130125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ GLOBAL INVESTORS MANAGED ACCOUNTS TRUST
- **DATE OF NAME CHANGE:** 20090626

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ GLOBAL INVESTORS
- **DATE OF NAME CHANGE:** 20090626

## Series and Classes Contracts Data

### Fixed Income SHares: Series M (Series ID: S000004803)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000013019 | Series M     | FXIMX           |

## Nport-Ex

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 135.7% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 0.2%**  |  |  |
| **American Airlines, Inc.**<br>5.918% (TSFR3M + 2.250%) due 04/20/2028 ~ | $2193 | $2177 |
| **Quikrete Holdings, Inc.**<br>5.918% (TSFR1M + 2.250%) due 02/10/2032 ~ | 1188 | 1187 |
| **SkyMiles IP Ltd.**<br>5.168% (TSFR3M + 1.500%) due 10/20/2028 ~ | 330 | 333 |
| Total Loan Participations and Assignments (Cost $3,699) |  | 3697 |
| **CORPORATE BONDS & NOTES 38.4%**  |  |  |
| **BANKING & FINANCE 26.0%**  |  |  |
| **Aircastle Ltd.** <br>5.950% due 02/15/2029 | 1600 | 1644 |
| **Ally Financial, Inc.** <br>6.184% due 07/26/2035 •  | 1600 | 1606 |
| **American Assets Trust LP**  |  |  |
| 3.375% due 02/01/2031  | 4000 | 3608 |
| 6.150% due 10/01/2034  | 4550 | 4515 |
| **Antares Holdings LP** <br>6.500% due 02/08/2029 | 2000 | 2003 |
| **ARES Capital Corp.** <br>2.875% due 06/15/2028 | 3300 | 3117 |
| **ARES Finance Co. II LLC** <br>3.250% due 06/15/2030 | 4950 | 4641 |
| **Athene Global Funding**  |  |  |
| 5.380% due 01/07/2030  | 3000 | 3007 |
| 5.526% due 07/11/2031  | 5000 | 5005 |
| **Aviation Capital Group LLC** <br>3.500% due 11/01/2027 | 1300 | 1277 |
| **Avolon Holdings Funding Ltd.**  |  |  |
| 2.528% due 11/18/2027  | 2696 | 2605 |
| 4.850% due 04/01/2033  | 5500 | 5272 |
| **Banco Bilbao Vizcaya Argentaria SA** <br>6.033% due 03/13/2035 •  | 5000 | 5198 |
| **Banco Santander SA**  |  |  |
| 5.538% due 03/14/2030 •  | 10000 | 10242 |
| 6.033% due 01/17/2035  | 2000 | 2092 |
| **Bank of America Corp.**  |  |  |
| 5.468% due 01/23/2035 •  | 25300 | 25834 |
| 5.511% due 01/24/2036 •  | 15000 | 15302 |
| **Barclays PLC**  |  |  |
| 2.894% due 11/24/2032 •  | 6900 | 6168 |
| 6.692% due 09/13/2034 •  | 4100 | 4438 |
| **BGC Group, Inc.** <br>6.600% due 06/10/2029 | 3750 | 3871 |
| **BNP Paribas SA**  |  |  |
| 1.904% due 09/30/2028 •  | 8000 | 7693 |
| 4.500% due 02/25/2030 •(e)  | 900 | 817 |
| 4.625% due 02/25/2031 •(e)(f)  | 1900 | 1693 |
| **Brookfield Finance, Inc.** <br>6.350% due 01/05/2034 | 2500 | 2651 |
| **CaixaBank SA**  |  |  |
| 6.037% due 06/15/2035 •  | 3000 | 3126 |
| 6.840% due 09/13/2034 •  | 5000 | 5448 |
| **Cantor Fitzgerald LP** <br>7.200% due 12/12/2028 | 8700 | 9042 |
| **Capital One Financial Corp.** <br>7.964% due 11/02/2034 •  | 3000 | 3443 |
| **CI Financial Corp.**  |  |  |
| 3.200% due 12/17/2030  | 3200 | 2849 |
| 4.625% due 12/12/2031  | 1500 | 1737 |
| **Citadel Finance LLC** <br>5.900% due 02/10/2030 | $3000 | 3016 |
| **Citadel LP** <br>6.375% due 01/23/2032 | 3000 | 3111 |
| **Citadel Securities Global Holdings LLC** <br>5.500% due 06/18/2030 | 2500 | 2541 |
| **Citigroup, Inc.** <br>3.785% due 03/17/2033 •  | 2000 | 1877 |
| **Cooperatieve Rabobank UA** <br>5.710% due 01/21/2033 • | 3500 | 3638 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Corebridge Global Funding** <br>4.508% (SOFRRATE + 0.860%) due 12/15/2028 ~ | 7600 | 7589 |
| **Credit Agricole SA** <br>5.862% due 01/09/2036 •  | 3000 | 3092 |
| **Credit Suisse AG AT1 Claim** | 10000 | 3500 |
| **Crown Castle, Inc.**  |  |  |
| 4.300% due 02/15/2029  | 3000 | 2965 |
| 5.200% due 09/01/2034  | 6000 | 5935 |
| **Deloitte LLP**  |  |  |
| 5.690% due 01/30/2037 «(h)  | 700 | 693 |
| 5.790% due 01/30/2040 «(h)  | 1200 | 1178 |
| **Deutsche Bank AG**  |  |  |
| 3.729% due 01/14/2032 •  | 1200 | 1116 |
| 6.819% due 11/20/2029 •  | 6000 | 6301 |
| **Fairfax Financial Holdings Ltd.**  |  |  |
| 4.230% due 06/14/2029  | 300 | 218 |
| 5.750% due 05/20/2035  | $4000 | 4102 |
| 6.500% due 05/20/2055  | 2100 | 2157 |
| **First American Financial Corp.** <br>4.000% due 05/15/2030 | 3850 | 3675 |
| **Ford Motor Credit Co. LLC**  |  |  |
| 2.700% due 08/10/2026  | 400 | 397 |
| 4.950% due 05/28/2027  | 5000 | 5000 |
| 6.125% due 03/08/2034  | 4150 | 4112 |
| **Freedom Mortgage Holdings LLC** <br>8.375% due 04/01/2032 | 4700 | 4628 |
| **GA Global Funding Trust** <br>5.900% due 01/13/2035 | 4900 | 4866 |
| **Global Atlantic Fin Co.** <br>3.125% due 06/15/2031 | 1200 | 1052 |
| **GLP Capital LP/GLP Financing II, Inc.**  |  |  |
| 4.000% due 01/15/2030  | 3278 | 3148 |
| 5.300% due 01/15/2029  | 3150 | 3187 |
| 6.250% due 09/15/2054  | 2500 | 2428 |
| **Goldman Sachs Group, Inc.**  |  |  |
| 5.536% due 01/28/2036 •  | 15000 | 15254 |
| 5.851% due 04/25/2035 •  | 19700 | 20449 |
| **Golub Capital BDC, Inc.**  |  |  |
| 2.050% due 02/15/2027  | 4000 | 3876 |
| 6.000% due 07/15/2029  | 1000 | 997 |
| **Golub Capital Private Credit Fund** <br>5.875% due 05/01/2030 | 1500 | 1473 |
| **Host Hotels & Resorts LP** <br>5.500% due 04/15/2035 | 7650 | 7594 |
| **HSBC Holdings PLC** <br>5.875% due 09/28/2026 •(e)(f) | 11800 | 15589 |
| **Hudson Pacific Properties LP**  |  |  |
| 3.250% due 01/15/2030  | $100 | 81 |
| 3.950% due 11/01/2027  | 100 | 94 |
| 4.650% due 04/01/2029  | 400 | 342 |
| 5.950% due 02/15/2028  | 200 | 190 |
| **Invitation Homes Operating Partnership LP** <br>5.450% due 08/15/2030 | 5000 | 5080 |
| **JPMorgan Chase & Co.**  |  |  |
| 5.294% due 07/22/2035 •  | 4000 | 4051 |
| 5.350% due 06/01/2034 •  | 17000 | 17353 |
| 5.766% due 04/22/2035 •  | 4900 | 5105 |
| **KBC Group NV** <br>6.324% due 09/21/2034 •  | 3000 | 3211 |
| **Kilroy Realty LP**  |  |  |
| 3.050% due 02/15/2030  | 3000 | 2736 |
| 4.750% due 12/15/2028  | 400 | 397 |
| **KKR Financial Holdings LLC** <br>5.400% due 05/23/2033 | 9000 | 8505 |
| **Liberty Mutual Group, Inc.** <br>4.300% due 02/01/2061 | 2000 | 1252 |
| **Maple Grove Funding Trust I** <br>4.161% due 08/15/2051 | 8000 | 5800 |
| **Massachusetts Mutual Life Insurance Co.** <br>5.077% due 02/15/2069 •  | 4500 | 4005 |
| **Morgan Stanley**  |  |  |
| 0.000% due 04/02/2032 þ(h)  | 7000 | 5216 |
| 5.320% due 07/19/2035 •  | 2500 | 2510 |
| 5.587% due 01/18/2036 •  | 10000 | 10199 |
| 5.831% due 04/19/2035 •  | 14300 | 14851 |
| **Nissan Motor Acceptance Co. LLC**  |  |  |
| 2.750% due 03/09/2028  | 3000 | 2807 |
| 5.698% (SOFRINDX + 2.050%) due 09/13/2027 ~  | 200 | 198 |
| **NMI Holdings, Inc.** <br>6.000% due 08/15/2029 | 6000 | 6141 |
| **Nordea Bank Abp** <br>3.750% due 03/01/2029 •(e)(f) | 5850 | 5429 |
| **Prologis LP** <br>4.200% due 02/15/2033 | 3000 | 2150 |
| **Sammons Financial Group, Inc.**  |  |  |
| 3.350% due 04/16/2031  | $3000 | 2756 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 6.875% due 04/15/2034  | 5800 | 6150 |
| **Sixth Street Lending Partners** <br>5.750% due 01/15/2030 | 3100 | 3055 |
| **SMBC Aviation Capital Finance DAC**  |  |  |
| 5.250% due 11/26/2035  | 12500 | 12212 |
| 5.450% due 05/03/2028  | 3600 | 3651 |
| **Stellantis Finance U.S., Inc.** <br>6.450% due 03/18/2035 | 1700 | 1676 |
| **Synchrony Financial** <br>3.950% due 12/01/2027 | 1100 | 1087 |
| **Tesco Property Finance 3 PLC** <br>5.744% due 04/13/2040 | 553 | 718 |
| **Tesco Property Finance 4 PLC** <br>5.801% due 10/13/2040 | 6142 | 7967 |
| **Tesco Property Finance 6 PLC** <br>5.411% due 07/13/2044 | 169 | 211 |
| **UBS Group AG** <br>6.301% due 09/22/2034 •  | $10326 | 10982 |
| **Ventas Realty LP** <br>5.000% due 01/15/2035 | 3000 | 2949 |
| **VICI Properties LP** <br>5.750% due 04/01/2034 | 3000 | 3029 |
| **Wells Fargo & Co.**  |  |  |
| 3.350% due 03/02/2033 •  | 8000 | 7348 |
| 5.211% due 12/03/2035 •  | 20000 | 19920 |
| 5.499% due 01/23/2035 •(i)  | 15400 | 15681 |
|  |  | 507793 |
| **INDUSTRIALS 8.9%**  |  |  |
| **Adventist Health System** <br>4.742% due 12/01/2030 | 1000 | 991 |
| **Air Canada Pass-Through Trust** <br>3.750% due 06/15/2029 | 1626 | 1607 |
| **Alaska Airlines Pass-Through Trust** <br>4.800% due 02/15/2029 | 1934 | 1936 |
| **American Airlines Pass-Through Trust**  |  |  |
| 3.200% due 12/15/2029  | 1578 | 1539 |
| 3.375% due 11/01/2028  | 4066 | 4017 |
| 3.575% due 07/15/2029  | 1480 | 1461 |
| 3.650% due 02/15/2029  | 1986 | 1934 |
| 3.700% due 04/01/2028  | 1822 | 1816 |
| **American Airlines, Inc./AAdvantage Loyalty IP Ltd.**  |  |  |
| 5.500% due 04/20/2026  | 342 | 342 |
| 5.750% due 04/20/2029  | 1700 | 1692 |
| **Bayer U.S. Finance II LLC** <br>4.375% due 12/15/2028 | 6900 | 6832 |
| **Bayer U.S. Finance LLC** <br>6.875% due 11/21/2053 | 3500 | 3691 |
| **Beignet Investor LLC** <br>6.581% due 05/30/2049 | 11800 | 12141 |
| **Boeing Co.**  |  |  |
| 6.298% due 05/01/2029  | 2000 | 2100 |
| 6.528% due 05/01/2034  | 1900 | 2070 |
| 6.858% due 05/01/2054  | 8200 | 9032 |
| **British Airways Pass-Through Trust** <br>3.300% due 06/15/2034 | 2105 | 1995 |
| **Charter Communications Operating LLC/Charter Communications Operating Capital** <br>5.125% due 07/01/2049 | 2000 | 1537 |
| **Conagra Brands, Inc.** <br>5.750% due 08/01/2035 (i) | 3100 | 3109 |
| **DR Horton, Inc.** <br>5.000% due 10/15/2034 | 5500 | 5430 |
| **Elevance Health, Inc.** <br>5.200% due 02/15/2035 | 3000 | 2996 |
| **Energy Transfer LP**  |  |  |
| 5.600% due 09/01/2034  | 4100 | 4180 |
| 5.700% due 04/01/2035  | 4000 | 4110 |
| 6.200% due 04/01/2055  | 4000 | 3890 |
| **Eni SpA** <br>5.500% due 05/15/2034 | 1600 | 1640 |
| **Fidelity National Information Services, Inc.** <br>4.450% due 03/10/2028 | 6000 | 5985 |
| **Fraport AG Frankfurt Airport Services Worldwide** <br>1.875% due 03/31/2028 | 2600 | 2925 |
| **Greensaif Pipelines Bidco SARL** <br>6.103% due 08/23/2042 | $4500 | 4483 |
| **HCA, Inc.** <br>5.450% due 09/15/2034 | 2750 | 2777 |
| **Imperial Brands Finance PLC** <br>3.875% due 07/26/2029 | 4000 | 3906 |
| **Kraft Heinz Foods Co.** <br>4.375% due 06/01/2046 | 5000 | 3913 |
| **Las Vegas Sands Corp.** <br>3.500% due 08/18/2026 | 4750 | 4735 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **MSCI, Inc.**  |  |  |
| 3.250% due 08/15/2033  | 300 | 261 |
| 3.625% due 09/01/2030  | 200 | 189 |
| **NetApp, Inc.** <br>5.700% due 03/17/2035 | 3400 | 3465 |
| **Nissan Motor Co. Ltd.**  |  |  |
| 4.345% due 09/17/2027  | 2700 | 2628 |
| 4.810% due 09/17/2030  | 700 | 636 |
| **Oracle Corp.** <br>5.500% due 08/03/2035 | 7500 | 7164 |
| **Quikrete Holdings, Inc.**  |  |  |
| 6.375% due 03/01/2032  | 1600 | 1624 |
| 6.750% due 03/01/2033  | 500 | 508 |
| **Smith & Nephew PLC** <br>5.400% due 03/20/2034 | 4000 | 4059 |
| **Spirit Airlines Pass-Through Trust** <br>4.100% due 10/01/2029 | 327 | 321 |
| **Tennessee Gas Pipeline Co. LLC** <br>2.900% due 03/01/2030 | 3800 | 3562 |
| **United Airlines Pass-Through Trust**  |  |  |
| 2.700% due 11/01/2033  | 3657 | 3369 |
| 2.875% due 04/07/2030  | 1265 | 1221 |
| 3.450% due 01/07/2030  | 1241 | 1207 |
| 4.000% due 10/11/2027  | 751 | 750 |
| 5.875% due 04/15/2029  | 3940 | 4008 |
| **United Airlines, Inc.** <br>4.625% due 04/15/2029 | 1000 | 982 |
| **UnitedHealth Group, Inc.** <br>5.150% due 07/15/2034 | 5000 | 5044 |
| **Vale Overseas Ltd.** <br>6.400% due 06/28/2054 | 2000 | 2027 |
| **Venture Global Calcasieu Pass LLC** <br>4.125% due 08/15/2031 | 4800 | 4455 |
| **Venture Global LNG, Inc.** <br>7.000% due 01/15/2030 | 6800 | 6947 |
| **Viper Energy Partners LLC** <br>5.700% due 08/01/2035 | 1200 | 1210 |
| **Vmed O2 U.K. Financing I PLC** <br>4.750% due 07/15/2031 | 6000 | 5169 |
| **Volkswagen Group of America Finance LLC** <br>3.750% due 05/13/2030 | 1300 | 1241 |
| **Woodside Finance Ltd.** <br>5.700% due 05/19/2032 | 1400 | 1452 |
|  |  | 174311 |
| **UTILITIES 3.5%**  |  |  |
| **AES Corp.** <br>5.800% due 03/15/2032 | 6250 | 6288 |
| **Black Hills Corp.** <br>6.000% due 01/15/2035 | 3000 | 3116 |
| **Cleveland Electric Illuminating Co.** <br>4.550% due 11/15/2030 | 2500 | 2472 |
| **Dominion Energy, Inc.** <br>3.300% due 04/15/2041 | 2500 | 1856 |
| **E.ON International Finance BV** <br>6.650% due 04/30/2038 | 1300 | 1423 |
| **Edison International** <br>5.750% due 06/15/2027 | 1050 | 1058 |
| **Electricite de France SA** <br>6.000% due 04/22/2064 | 5500 | 5241 |
| **NiSource, Inc.** <br>1.700% due 02/15/2031 | 8200 | 7130 |
| **ONEOK, Inc.**  |  |  |
| 4.750% due 10/15/2031  | 4600 | 4552 |
| 5.050% due 11/01/2034  | 4700 | 4573 |
| **Pacific Gas & Electric Co.**  |  |  |
| 3.300% due 12/01/2027  | 2800 | 2743 |
| 3.750% due 07/01/2028  | 1800 | 1769 |
| 3.950% due 12/01/2047  | 2400 | 1749 |
| 4.300% due 03/15/2045  | 700 | 547 |
| 4.500% due 07/01/2040  | 1800 | 1537 |
| 4.550% due 07/01/2030  | 3400 | 3355 |
| 5.250% due 03/01/2052  | 2000 | 1704 |
| 6.700% due 04/01/2053  | 5000 | 5181 |
| **PacifiCorp** <br>4.150% due 02/15/2050 | 1800 | 1316 |
| **Puget Energy, Inc.** <br>5.725% due 03/15/2035 | 2500 | 2521 |
| **Southern California Edison Co.**  |  |  |
| 4.000% due 04/01/2047  | 3700 | 2752 |
| 4.650% due 10/01/2043  | 200 | 168 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Toledo Edison Co.** <br>2.650% due 05/01/2028 | 4584 | 4355 |
|  |  | 67406 |
| Total Corporate Bonds & Notes (Cost $756,097) |  | 749510 |
| **MUNICIPAL BONDS & NOTES 0.6%**  |  |  |
| **CALIFORNIA 0.3%**  |  |  |
| **Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2021**  |  |  |
| 3.714% due 06/01/2041  | 1200 | 952 |
| 3.850% due 06/01/2050  | 2815 | 2574 |
| **Golden State, California Tobacco Securitization Corp. Revenue Notes, Series 2021** <br>2.587% due 06/01/2029 | 2515 | 2376 |
|  |  | 5902 |
| **ILLINOIS 0.0%**  |  |  |
| **Illinois State General Obligation Bonds, (BABs), Series 2010** <br>7.350% due 07/01/2035 | 782 | 841 |
| **WEST VIRGINIA 0.3%**  |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2020** <br>4.875% due 06/01/2049 | 5930 | 5821 |
| Total Municipal Bonds & Notes (Cost $12,638) |  | 12564 |
| **U.S. GOVERNMENT AGENCIES 47.2%**  |  |  |
| **Federal Home Loan Mortgage Corp.**  |  |  |
| 4.000% due 09/01/2048 | 195 | 187 |
| 4.500% due 06/01/2053 - 10/01/2053 | 7788 | 7542 |
| 5.000% due 07/01/2053 - 01/01/2054 | 68023 | 67347 |
| 5.500% due 10/01/2053 - 01/01/2056 | 19668 | 20070 |
| 6.500% due 01/01/2038 | 11 | 11 |
| **Federal National Mortgage Association**  |  |  |
| 4.500% due 08/01/2039 - 07/01/2053 | 18726 | 18149 |
| 5.000% due 11/01/2053 | 17759 | 17597 |
| 5.500% due 11/01/2053 - 12/01/2055 | 10950 | 11150 |
| 6.500% due 02/01/2054 | 7375 | 7650 |
| **Government National Mortgage Association, TBA**  |  |  |
| 2.500% due 05/01/2056 | 77400 | 66558 |
| 6.000% due 04/01/2056 - 05/01/2056 | 102000 | 103624 |
| **Uniform Mortgage-Backed Security, TBA**  |  |  |
| 4.500% due 05/01/2056 - 06/01/2056 | 106384 | 102569 |
| 5.000% due 05/01/2056 | 76700 | 75555 |
| 5.500% due 05/01/2056 - 06/01/2056 | 168400 | 168873 |
| 6.000% due 06/01/2056 - 07/01/2056 | 201000 | 204566 |
| 6.500% due 05/01/2056 | 47000 | 48587 |
| Total U.S. Government Agencies (Cost $920,203) |  | 920035 |
| **U.S. TREASURY OBLIGATIONS 21.3%**  |  |  |
| **U.S. Treasury Bonds**  |  |  |
| 4.625% due 02/15/2046 (i) | 48000 | 46279 |
| 4.625% due 02/15/2055 (m) | 30000 | 28620 |
| 4.750% due 08/15/2055 | 46900 | 45713 |
| **U.S. Treasury Inflation Protected Securities (d)** |  |  |
| 0.500% due 01/15/2028 (k) | 65922 | 65429 |
| 1.750% due 01/15/2034  | 128121 | 127629 |
| 2.125% due 01/15/2035  | 99237 | 100945 |
| Total U.S. Treasury Obligations (Cost $412,183) |  | 414615 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 7.8%**  |  |  |
| **Angel Oak Mortgage Trust** <br>1.581% due 09/25/2066 ~ | 1698 | 1442 |
| **Atrium Hotel Portfolio Trust** <br>4.900% due 12/15/2036 •  | 1486 | 1468 |
| **Banc of America Funding Trust** <br>4.751% due 01/20/2047 ~ | 14 | 12 |
| **Bank** <br>5.000% due 12/25/2067 | 5000 | 4968 |
| **Bank5**  |  |  |
| 5.769% due 06/15/2057  | 2835 | 2925 |
| 5.788% due 06/15/2057  | 5700 | 5874 |
| **Bear Stearns ALT-A Trust** <br>4.375% due 02/25/2036 ~ | 208 | 145 |
| **Bear Stearns ARM Trust**  |  |  |
| 4.000% due 05/25/2034 ~  | 6 | 5 |
| 5.599% due 10/25/2033 ~  | 4 | 4 |
| **Benchmark Mortgage Trust** <br>6.363% due 07/15/2056 ~ | 6500 | 6726 |
| **BMO Mortgage Trust**  |  |  |
| 5.462% due 02/15/2057  | 3500 | 3562 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 5.857% due 02/15/2057  | 15350 | 15859 |
| **BSST Mortgage Trust** <br>4.973% due 02/15/2037 •  | 300 | 266 |
| **BX Commercial Mortgage Trust**  |  |  |
| 4.663% due 01/17/2039 •  | 4920 | 4920 |
| 4.708% due 12/15/2038 •  | 3133 | 3132 |
| **CHL Mortgage Pass-Through Trust** <br>4.433% due 03/25/2035 •  | 38 | 35 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 5.750% due 09/25/2035 •  | 16 | 17 |
| 6.190% due 09/25/2035 •  | 6 | 6 |
| **COMM Mortgage Trust** <br>5.087% due 12/15/2038 •  | 7974 | 7903 |
| **Countrywide Alternative Loan Trust**  |  |  |
| 4.193% due 05/25/2036 •  | 22 | 20 |
| 6.000% due 08/25/2034  | 1585 | 1581 |
| **DC Commercial Mortgage Trust** <br>6.314% due 09/12/2040 | 1100 | 1122 |
| **DSLA Mortgage Loan Trust**  |  |  |
| 4.311% due 08/19/2045 •  | 252 | 228 |
| 4.909% due 07/19/2044 ~  | 137 | 131 |
| **Eurosail-U.K. PLC** <br>4.815% due 06/13/2045 •  | 242 | 321 |
| **GreenPoint MTA Trust** <br>4.253% due 06/25/2045 •  | $546 | 437 |
| **GS Mortgage Securities Corp. Trust** <br>4.920% due 07/15/2035 •  | 1298 | 857 |
| **GSR Mortgage Loan Trust**  |  |  |
| 4.860% due 09/25/2035 ~  | 27 | 26 |
| 5.270% due 03/25/2033 •  | 2 | 2 |
| 5.986% due 09/25/2035 ~  | 1 | 1 |
| **HarborView Mortgage Loan Trust**  |  |  |
| 4.171% due 01/19/2038 •  | 56 | 50 |
| 4.470% due 06/20/2035 •  | 92 | 87 |
| **HomeBanc Mortgage Trust** <br>4.313% due 01/25/2036 •  | 97 | 95 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 4.519% due 04/15/2037 •  | 939 | 930 |
| 5.137% due 12/15/2036 •  | 100 | 46 |
| **JP Morgan Mortgage Trust**  |  |  |
| 5.132% due 02/25/2035 ~  | 3 | 3 |
| 5.681% due 11/25/2033 ~  | 3 | 3 |
| 5.818% due 07/25/2035 ~  | 43 | 43 |
| **Legacy Mortgage Asset Trust** <br>5.892% due 10/25/2066 þ | 2006 | 2008 |
| **LUX** <br>6.363% due 08/15/2040 •  | 4500 | 4528 |
| **MFA Trust**  |  |  |
| 1.381% due 04/25/2065 ~  | 359 | 353 |
| 1.947% due 04/25/2065 ~  | 365 | 359 |
| **Morgan Stanley Capital I Trust** <br>2.428% due 04/05/2042 ~ | 5000 | 4432 |
| **Morgan Stanley Mortgage Loan Trust** <br>4.804% due 08/25/2034 ~ | 101 | 97 |
| **Morgan Stanley Residential Mortgage Loan Trust**  |  |  |
| 5.016% due 09/25/2070 ~  | 1399 | 1397 |
| 5.021% due 11/25/2070 þ  | 2847 | 2842 |
| 5.044% due 07/25/2069 ~  | 3041 | 3034 |
| **Natixis Commercial Mortgage Securities Trust** <br>4.887% due 08/15/2038 •  | 1114 | 1094 |
| **OBX Trust**  |  |  |
| 4.940% due 09/25/2062 þ  | 4799 | 4770 |
| 6.567% due 06/25/2063 þ  | 1238 | 1239 |
| **Project Cashmere** <br>4.543% due 12/30/2057 «(a) | 54300 | 37464 |
| **PRPM LLC** <br>4.500% due 06/25/2065 þ | $3540 | 3467 |
| **RALI Trust** <br>4.213% due 04/25/2046 •  | 700 | 171 |
| **SMRT Commercial Mortgage Trust** <br>4.673% due 01/15/2039 •  | 2900 | 2899 |
| **Structured Adjustable Rate Mortgage Loan Trust** <br>5.939% due 02/25/2034 ~ | 7 | 6 |
| **Structured Asset Mortgage Investments II Trust** <br>4.413% due 09/25/2045 •  | 120 | 114 |
| **Towd Point Mortgage Trust**  |  |  |
| 4.103% due 01/25/2066 ~  | 2055 | 2029 |
| 4.793% due 10/25/2059 •  | 1543 | 1544 |
| **Verus Securitization Trust**  |  |  |
| 4.858% due 12/25/2070 þ  | 4105 | 4093 |
| 6.665% due 09/25/2068 þ  | 4558 | 4580 |
| **WaMu Mortgage Pass-Through Certificates Trust**  |  |  |
| 4.413% due 01/25/2045 •  | 12 | 12 |
| 4.533% due 11/25/2034 •  | 221 | 217 |
| 4.859% due 02/25/2046 •  | 205 | 191 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Warwick Finance Residential Mortgages Number Three PLC** <br>4.695% due 12/21/2049 ~•  | 252 | 333 |
| **Wells Fargo Commercial Mortgage Trust** <br>3.862% due 12/15/2039 | $2556 | 2469 |
| **Wells Fargo Mortgage-Backed Securities Trust** <br>6.180% due 10/25/2037 ~ | 1014 | 1002 |
| Total Non-Agency Mortgage-Backed Securities (Cost $150,870) |  | 151996 |
| **ASSET-BACKED SECURITIES 12.8%**  |  |  |
| **AUTOMOBILE ABS OTHER 0.2%**  |  |  |
| **Santander Drive Auto Receivables Trust**  |  |  |
| 5.980% due 04/16/2029  | 2300 | 2323 |
| 6.400% due 03/17/2031  | 2300 | 2364 |
|  |  | 4687 |
| **AUTOMOBILE SEQUENTIAL 1.3%**  |  |  |
| **Avis Budget Rental Car Funding AESOP LLC** <br>6.020% due 02/20/2030 | 7500 | 7787 |
| **Octane Receivables Trust** <br>6.440% due 03/20/2029 | 378 | 379 |
| **Santander Drive Auto Receivables Trust** <br>5.930% due 07/17/2028 | 270 | 270 |
| **Upgrade Auto Receivables Trust**  |  |  |
| 4.590% due 10/15/2031  | 8067 | 8001 |
| 4.600% due 01/15/2031  | 8500 | 8486 |
|  |  | 24923 |
| **CMBS OTHER 0.8%**  |  |  |
| **Arbor Realty Commercial Real Estate Notes Ltd.** <br>5.137% due 11/15/2036 •  | 2319 | 2325 |
| **FS Rialto Issuer LLC** <br>0.000% due 01/19/2044 •  | 3800 | 3800 |
| **LRECS LLC** <br>5.177% due 08/19/2043 •  | 7600 | 7587 |
| **Starwood Ltd.** <br>4.994% due 04/18/2038 •  | 809 | 809 |
|  |  | 14521 |
| **HOME EQUITY OTHER 1.0%**  |  |  |
| **ACE Securities Corp. Home Equity Loan Trust** <br>4.573% due 04/25/2034 •  | 175 | 166 |
| **Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates**  |  |  |
| 4.708% due 01/25/2035 •  | 557 | 583 |
| 4.813% due 01/25/2035 •  | 1269 | 1256 |
| **Centex Home Equity Loan Trust** <br>4.753% due 10/25/2035 •  | 1451 | 1451 |
| **GSAMP Trust** <br>4.573% due 07/25/2045 •  | 70 | 73 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.033% due 02/25/2037 •  | 130 | 36 |
| **Morgan Stanley ABS Capital I, Inc. Trust** <br>5.043% due 07/25/2037 •  | 7000 | 6260 |
| **RCKT Mortgage Trust**  |  |  |
| 5.582% due 12/25/2044 þ  | 1721 | 1729 |
| 6.808% due 09/25/2043 ~  | 394 | 396 |
| **Residential Asset Securities Corporation Trust**  |  |  |
| 4.513% due 01/25/2036 •  | 870 | 866 |
| 4.753% due 08/25/2035 •  | 1206 | 1202 |
| **Securitized Asset-Backed Receivables LLC Trust** <br>4.573% due 02/25/2034 •  | 4174 | 4425 |
| **Structured Asset Investment Loan Trust** <br>4.498% due 03/25/2034 •  | 864 | 925 |
|  |  | 19368 |
| **HOME EQUITY SEQUENTIAL 0.0%**  |  |  |
| **Morgan Stanley Mortgage Loan Trust** <br>4.513% due 04/25/2037 •  | 83 | 22 |
| **MANUFACTURING HOUSE SEQUENTIAL 0.0%**  |  |  |
| **Conseco Finance Corp.** <br>6.530% due 02/01/2031 ~ | 461 | 415 |
| **OTHER ABS 9.5%**  |  |  |
| **AASET MT-1 Ltd.** <br>5.522% due 02/16/2050 | 4732 | 4730 |
| **AASET Trust** <br>2.798% due 01/15/2047 | 4126 | 3904 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Anchorage Capital CLO 28 Ltd.** <br>4.829% due 04/20/2037 •  | 3900 | 3891 |
| **Birch Grove CLO Ltd.** <br>5.258% due 07/17/2037 •  | 6200 | 6216 |
| **BlueMountain EUR CLO DAC** <br>2.846% due 04/15/2034 •  | 5998 | 6923 |
| **BlueMountain Fuji EUR CLO V DAC** <br>2.926% due 01/15/2033 •  | 4354 | 5037 |
| **BNPP AM Euro CLO DAC** <br>2.616% due 04/15/2031 •  | 1548 | 1792 |
| **Cairn CLO VII DAC** <br>2.696% due 01/31/2030 •  | 2493 | 2886 |
| **Capital Four CLO IV DAC** <br>3.635% due 04/15/2038 •  | 1000 | 1157 |
| **Capital Four U.S. CLO I Ltd.** <br>4.805% due 01/18/2035 •  | $1300 | 1298 |
| **CARS-DB7 LP** <br>5.750% due 09/15/2053 | 6545 | 6574 |
| **Castlelake Aircraft Structured Trust** <br>5.087% due 11/15/2050 | 10711 | 10591 |
| **DataBank Issuer II LLC** <br>5.180% due 09/27/2055 | 3000 | 2916 |
| **Domino's Pizza Master Issuer LLC** <br>5.217% due 07/25/2055 | 11500 | 11468 |
| **ECAF I Ltd.**  |  |  |
| 3.473% due 06/15/2040  | 41 | 37 |
| 4.947% due 06/15/2040  | 120 | 112 |
| **ECMC Group Student Loan Trust** <br>4.526% due 02/27/2068 •  | 3518 | 3501 |
| **Fortress Credit BSL XX Ltd.** <br>4.911% due 01/23/2037 •  | 1400 | 1401 |
| **Gallatin CLO VIII Ltd.** <br>5.024% due 07/15/2031 •  | 4125 | 4129 |
| **Harvest CLO XVI DAC** <br>3.336% due 10/15/2038 •  | 3100 | 3581 |
| **Hayfin Emerald CLO VI DAC** <br>3.266% due 10/15/2038 •  | 2500 | 2888 |
| **Home Partners of America Trust** <br>2.200% due 01/17/2041 | $2133 | 2005 |
| **MACH 1 Cayman Ltd.** <br>3.474% due 10/15/2039 | 366 | 363 |
| **Man GLG Euro CLO V DAC** <br>2.840% due 12/15/2031 •  | 157 | 182 |
| **METAL LLC** <br>4.581% due 10/15/2042 | $1409 | 986 |
| **Mountain View CLO XIV Ltd.** <br>6.813% due 10/15/2034 •  | 3300 | 3304 |
| **Navesink CLO 2 Ltd.** <br>4.862% due 01/15/2036 •  | 1600 | 1600 |
| **Navient Private Education Refi Loan Trust** <br>2.600% due 08/15/2068 | 1256 | 1215 |
| **Nelnet Student Loan Trust**  |  |  |
| 4.650% due 08/20/2054  | 9280 | 9173 |
| 5.023% due 06/22/2065 •  | 2529 | 2550 |
| **OCP Euro CLO DAC** <br>3.256% due 10/20/2039 •  | 6300 | 7279 |
| **Pagaya AI Debt Trust** <br>5.373% due 01/17/2033 | $595 | 597 |
| **Progress Residential Trust** <br>2.393% due 12/17/2040 | 1723 | 1632 |
| **Providus CLO V DAC** <br>3.214% due 11/15/2039 •  | 2800 | 3234 |
| **QTS Issuer ABS II LLC** <br>5.044% due 10/05/2055 | $2500 | 2453 |
| **Slam Ltd.** <br>5.807% due 05/15/2050 | 6841 | 6932 |
| **SMB Private Education Loan Trust** <br>5.472% due 10/16/2056 •  | 1317 | 1345 |
| **Stonepeak ABS** <br>2.301% due 02/28/2033 | 493 | 482 |
| **Switch ABS Issuer LLC** <br>5.121% due 10/25/2055 | 14800 | 14480 |
| **Symphony CLO 52 Ltd.** <br>4.815% due 01/20/2036 •  | 2700 | 2700 |
| **Symphony CLO XXIX Ltd.** <br>4.822% due 10/15/2035 •  | 18800 | 18776 |
| **Symphony CLO XXXII Ltd.** <br>4.821% due 10/23/2035 | 6600 | 6601 |
| **Tikehau CLO V DAC** <br>3.216% due 10/15/2038 •  | 2750 | 3178 |
| **Toro European CLO 6 DAC** <br>2.951% due 01/12/2032 •  | 1591 | 1840 |
| **VB-S1 Issuer LLC**  |  |  |
| 3.706% due 02/15/2057  | $2000 | 1835 |
| 4.693% due 03/15/2056  | 4200 | 4132 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Wave LLC** <br>3.597% due 09/15/2044 | 1005 | 986 |
|  |  | 184892 |
| Total Asset-Backed Securities (Cost $250,385) |  | 248828 |
| **SOVEREIGN ISSUES 6.0%**  |  |  |
| **Canada Government Bonds** <br>3.250% due 12/01/2034 | 12200 | 8680 |
| **Eagle Funding Luxco SARL** <br>5.500% due 08/17/2030 | $23100 | 23250 |
| **Mexico Government International Bonds**  |  |  |
| 6.875% due 05/13/2037  | 4000 | 4200 |
| 7.375% due 05/13/2055  | 1700 | 1790 |
| **Peru Government International Bonds**  |  |  |
| 5.400% due 08/12/2034  | 14900 | 4068 |
| 6.150% due 08/12/2032  | 23000 | 6912 |
| 6.850% due 08/12/2035  | 98600 | 28932 |
| **Province of Quebec**  |  |  |
| 3.600% due 09/01/2033  | 600 | 429 |
| 4.450% due 09/01/2034  | 5500 | 4130 |
| **Republic of South Africa Government Bonds** <br>8.875% due 02/28/2035 | 606300 | 35214 |
| Total Sovereign Issues (Cost $112,097) |  | 117605 |
|  | SHARES |  |
| **PREFERRED SECURITIES 1.3%**  |  |  |
| **BANKING & FINANCE 1.3%**  |  |  |
| **Capital Farm Credit ACA**<br>8.393% due 06/15/2026 •(e) | 4700000 | 4687 |
| **CoBank ACB**  |  |  |
| 4.250% due 01/01/2027 •(e) | 2000000 | 1968 |
| 6.450% due 10/01/2027 •(e) | 5500000 | 5544 |
| **Compeer Financial ACA**<br>7.875% due 02/15/2031 •(e) | 9000000 | 9222 |
| **Farm Credit Bank of Texas**<br>7.750% due 06/15/2029 •(e) | 2700000 | 2823 |
| **MetLife Capital Trust IV**<br>7.875% due 12/15/2067 | 600000 | 649 |
| Total Preferred Securities (Cost $24,571) |  | 24893 |
| **SHORT-TERM INSTRUMENTS 0.1%**  |  |  |
| **MUTUAL FUNDS 0.1%**  |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class** <br> 3.740% (g) | 2459595 | 2460 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **U.S. TREASURY BILLS 0.0%**  |  |  |
| 4.311% due 04/21/2026 - 05/26/2026 (b)(c)(m) | $658 | 656 |
| Total Short-Term Instruments (Cost $3,115) |  | 3116 |
| Total Investments in Securities (Cost $2,645,858) |  | 2646859 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 7.0%**  |  |  |
| **SHORT-TERM INSTRUMENTS 7.0%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 7.0%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 13977817 | 136130 |
| Total Short-Term Instruments (Cost $136,136) |  | 136130 |
| Total Investments in Affiliates (Cost $136,136) |  | 136130 |
| Total Investments 142.7% (Cost $2,781,994) |  | $2782989 |
| **Financial Derivative Instruments (j)(l) 0.3**%(Cost or Premiums, net $(653)) |  | 5903 |
| Other Assets and Liabilities, net (43.0)% |  | (838289) |
| Net Assets 100.0% |  | $1950603 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** |
| **(b)** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** |
| **(c)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(d)** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** |
| **(e)** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** |
| **(f)** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** | **Contingent convertible security.** |
| **(g)** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** |
| **(h)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| Issuer Description | Issuer Description | Issuer Description | Coupon | Maturity<br>Date | Maturity<br>Date | Maturity<br>Date | Acquisition<br>Date | Acquisition<br>Date | Acquisition<br>Date | Cost | Cost | Market<br>Value | Market<br>Value | Market Value<br>as Percentage<br>of Net Assets |
| Deloitte LLP | Deloitte LLP | Deloitte LLP | 5.690 | 01/30/2037 | 01/30/2037 | 01/30/2037 | 10/30/2024 | 10/30/2024 | 10/30/2024 | 700 | 700 | 693 | 693 | 0.04 |
| Deloitte LLP | Deloitte LLP | Deloitte LLP | 5.790 | 01/30/2040 | 01/30/2040 | 01/30/2040 | 10/30/2024 | 10/30/2024 | 10/30/2024 | 1200 | 1200 | 1178 | 1178 | 0.06 |
| Morgan Stanley | Morgan Stanley | Morgan Stanley | 0.000 | 04/02/2032 | 04/02/2032 | 04/02/2032 | 02/11/2020 | 02/11/2020 | 02/11/2020 | 6328 | 6328 | 5216 | 5216 | 0.27 |
|  |  |  |  |  |  |  |  |  | $ | 8228 | 8228 | 7087 | 0.52%  | 0.52%  |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** |
| Counterparty | Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Borrowing Rate<sup>(1)</sup> | Settlement Date | Settlement Date | Settlement Date | Maturity Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Reverse<br>Repurchase<br>Agreements | Payable for<br>Reverse<br>Repurchase<br>Agreements |
| BRC | BRC | BRC | 3.250%  | 3.250%  | 03/20/2026 | 03/20/2026 | 03/20/2026 | 05/01/2026 | 05/01/2026 | 05/01/2026 | (2993) | (2993) | (2996) | (2996) |
|  |  |  | 3.550  | 3.550  | 12/12/2025 | 12/12/2025 | 12/12/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (9116) | (9116) | (9215) | (9215) |
| DEU | DEU | DEU | 3.650  | 3.650  | 03/31/2026 | 03/31/2026 | 03/31/2026 | 04/07/2026 | 04/07/2026 | 04/07/2026 | (4376) | (4376) | (4377) | (4377) |
| JPS | JPS | JPS | 1.250  | 1.250  | 03/26/2026 | 03/26/2026 | 03/26/2026 | 04/01/2026 | 04/01/2026 | 04/01/2026 | (9312) | (9312) | (9314) | (9314) |
|  |  |  | 1.490  | 1.490  | 03/27/2026 | 03/27/2026 | 03/27/2026 | 04/02/2026 | 04/02/2026 | 04/02/2026 | (3168) | (3168) | (3169) | (3169) |
|  |  |  | 3.660  | 3.660  | 04/01/2026 | 04/01/2026 | 04/01/2026 | 04/07/2026 | 04/07/2026 | 04/07/2026 | (6588) | (6588) | (6587) | (6587) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  |  |  |  |  | **(35658)** | **(35658)** |
| **(i)** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $29,340 and cash of $100 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(22374) at a weighted average interest rate of 2.946%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. |
| **(j)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** |
| **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Expiration<br>Month | # of<br>Contracts | # of<br>Contracts | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset |  | Liability |
| Canada Government 10-Year Bond June Futures  | Canada Government 10-Year Bond June Futures  | 06/2026 | 868 | 868 | 868 | $74882 | 74882 | 74882 | (1281) | (1281) | (1281) | 299 | $ | $0 |
| Long Guilt June Futures  | Long Guilt June Futures  | 06/2026 | 350 | 350 | 350 | 40670 | 40670 | 40670 | (2175) | (2175) | (2175) | 306 |  | 0 |
| U.S. Treasury 2-Year Note June Futures  | U.S. Treasury 2-Year Note June Futures  | 06/2026 | 856 | 856 | 856 | 177573 | 177573 | 177573 | (1321) | (1321) | (1321) | 67 |  | 0 |
| U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | 06/2026 | 897 | 897 | 897 | 99609 | 99609 | 99609 | (1739) | (1739) | (1739) | 210 |  | 0 |
|  |  |  |  |  |  |  |  |  | (6516) | (6516) | $ | 882 | $ | 0 |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | Description | Description | Description |  | Expiration<br>Month | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Asset | Liability |
| U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | 06/2026 | 06/2026 | 06/2026 | 3828 | (434538) | (434538) | $9686 | 9686 | 9686 | 0 | 0 | 0 | (1136) |
| U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | 06/2026 | 06/2026 | 06/2026 | 42 | (4783) | (4783) | 130 | 130 | 130 | 0 | 0 | 0 | (16) |
|  |  |  |  |  |  |  |  |  |  |  |  |  | 9816 | 9816 | $ | 0 | 0 | $ | (1152) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **3300** | **3300** | **$** | **882** | **882** | **$** | **(1152)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Reference Entity | Reference Entity | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> |  | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(4)</sup> | Market<br>Value<sup>(4)</sup> | Asset | Asset | Liability |
| CREDIT AGRICOLE SA/LONDON BRA SNR SE ICE  | CREDIT AGRICOLE SA/LONDON BRA SNR SE ICE  | 1.000% | Quarterly | 12/20/2035 | 12/20/2035 |  |  | % | EUR | 6700 | 0 | $ | (94) | $ | (94) | (94) | 5 | 5 | 0 |
| Deutsche Bank  | Deutsche Bank  | 1.000 | Quarterly | 12/20/2032 | 12/20/2032 | 1.263 | 1.263 |  |  | 4400 | (59) |  | (19) |  | (78) | (78) | 5 | 5 | 0 |
| ZF Europe Finance BV  | ZF Europe Finance BV  | 5.000 | Quarterly | 12/20/2029 | 12/20/2029 | 3.160 | 3.160 |  |  | 100 | 7 |  | 0 |  | 7 | 7 | 0 | 0 | (1) |
|  |  |  |  |  |  |  |  |  |  |  | (52) | $ | (113) | $ | (165) | (165) | 10 | 10 | (1) |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Floating Rate Index | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date |  |  | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Market<br>Value | Asset | Asset | Liability |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.264% | Annual | Annual | 06/30/2031 | $ | $ | 58500 | $0 | 0 | 1388 | 1388 | 1388 | 1388 | $0 | 0 | $(62) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.266 | Annual | Annual | 06/30/2031 |  |  | 194300 | 0 | 0 | 4586 | 4586 | 4586 | 4586 | 0 | 0 | (206) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.715 | Annual | Annual | 08/07/2034 |  |  | 10000 | (55) | (55) | 127 | 127 | 72 | 72 | 0 | 0 | (10) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.613 | Annual | Annual | 08/22/2034 |  |  | 5700 | (20) | (20) | 106 | 106 | 86 | 86 | 0 | 0 | (6) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.555 | Annual | Annual | 08/28/2034 |  |  | 5700 | (21) | (21) | 132 | 132 | 111 | 111 | 0 | 0 | (5) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.565 | Annual | Annual | 08/28/2034 |  |  | 5700 | (21) | (21) | 128 | 128 | 107 | 107 | 0 | 0 | (5) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.599 | Annual | Annual | 08/28/2034 |  |  | 5700 | (21) | (21) | 113 | 113 | 92 | 92 | 0 | 0 | (6) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.605 | Annual | Annual | 08/28/2034 |  |  | 4000 | (16) | (16) | 78 | 78 | 62 | 62 | 0 | 0 | (4) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.643 | Annual | Annual | 08/28/2034 |  |  | 5700 | (21) | (21) | 93 | 93 | 72 | 72 | 0 | 0 | (6) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.514 | Annual | Annual | 09/04/2034 |  |  | 5700 | (22) | (22) | 151 | 151 | 129 | 129 | 0 | 0 | (5) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.525 | Annual | Annual | 09/04/2034 |  |  | 5700 | (21) | (21) | 145 | 145 | 124 | 124 | 0 | 0 | (5) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.232 | Annual | Annual | 09/10/2034 |  |  | 2850 | (14) | (14) | 141 | 141 | 127 | 127 | 0 | 0 | (3) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.240 | Annual | Annual | 09/16/2034 |  |  | 5100 | (23) | (23) | 247 | 247 | 224 | 224 | 0 | 0 | (5) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.278 | Annual | Annual | 09/16/2034 |  |  | 10100 | (44) | (44) | 457 | 457 | 413 | 413 | 0 | 0 | (9) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/18/2034 |  |  | 11500 | 38 | 38 | 9 | 9 | 47 | 47 | 0 | 0 | (11) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 4.012 | Annual | Annual | 02/14/2035 |  |  | 90700 | 40 | 40 | (1428) | (1428) | (1388) | (1388) | 0 | 0 | (88) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.640 | Annual | Annual | 08/15/2035 |  |  | 36000 | 72 | 72 | 481 | 481 | 553 | 553 | 0 | 0 | (31) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.700 | Annual | Annual | 08/15/2035 |  |  | 35900 | (32) | (32) | 414 | 414 | 382 | 382 | 0 | 0 | (31) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.715 | Annual | Annual | 08/15/2035 |  |  | 61348 | 157 | 157 | 423 | 423 | 580 | 580 | 0 | 0 | (54) |
| Receive | CAONREPO | CAONREPO | CAONREPO | 3.500 | Semi-Annual | Semi-Annual | 06/01/2032 | CAD | CAD | 76900 | (577) | (577) | (1284) | (1284) | (1861) | (1861) | 0 | 0 | (138) |
| Receive | CAONREPO | CAONREPO | CAONREPO | 2.850 | Semi-Annual | Semi-Annual | 06/01/2033 |  |  | 400 | 0 | 0 | 3 | 3 | 3 | 3 | 0 | 0 | (1) |
| Receive | CAONREPO | CAONREPO | CAONREPO | 2.900 | Semi-Annual | Semi-Annual | 06/01/2033 |  |  | 300 | 0 | 0 | 2 | 2 | 2 | 2 | 0 | 0 | (1) |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | CAONREPO | CAONREPO | 2.740 | Semi-Annual | Semi-Annual | 06/01/2034 | 4000 |  | 0 |  | 72 |  | 72 |  | 0 | 0 |  | (7) |
|  |  |  |  |  |  |  |  |  | $(601) | (601) | $6584 | 6584 | $5983 | 5983 | $0 | 0 | 0 | $(699) | (699) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | $**(653)** | **(653)** | $**6471** | **6471** | $**5818** | **5818** | $**10** | **10** | **10** | $**(700)** | **(700)** |
| **(k)** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $43,506 and cash of $3,136 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **(l)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  |  |  |  |  |  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Settlement<br>Month | Settlement<br>Month |  | Currency to<br>be Delivered | Currency to<br>be Delivered |  | Currency to<br>be Received | Currency to<br>be Received | Currency to<br>be Received | Asset | Asset | Asset | Asset | Liability | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | 04/2026  | 04/2026  | 04/2026  | CAD | 44340 | 44340 | $ | $32370 | 32370 | 32370 | 494 | 494 | 494 | 494 | $0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | SGD | 22 | 22 |  | 17 | 17 | 17 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 04/2026  | 04/2026  | BRL | 12225 | 12225 |  | 2341 | 2341 | 2341 | 0 | 0 | 0 | 0 | (19) | (19) | (19) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | CNH | 6828 | 6828 |  | 990 | 990 | 990 | 0 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | INR | 160005 | 160005 |  | 1704 | 1704 | 1704 | 17 | 17 | 17 | 17 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | KRW | 1041169 | 1041169 |  | 709 | 709 | 709 | 29 | 29 | 29 | 29 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | PLN | 3542 | 3542 |  | 957 | 957 | 957 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $2342 | 2342 | BRL | 12225 | 12225 | 12225 | 18 | 18 | 18 | 18 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1704 | 1704 | INR | 160291 | 160291 | 160291 | 0 | 0 | 0 | 0 | (17) | (17) | (17) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 308 | 308 | MXN | 5674 | 5674 | 5674 | 9 | 9 | 9 | 9 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 3159 | 3159 | PLN | 11664 | 11664 | 11664 | 0 | 0 | 0 | 0 | (17) | (17) | (17) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | ILS | 18851 | 18851 | $ | $6070 | 6070 | 6070 | 61 | 61 | 61 | 61 | 0 | 0 | 0 |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | MXN | 34958 | 34958 |  | 1950 | 1950 | 1950 | 12 | 12 | 12 | 12 | 0 | 0 | 0 |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | $ | $906 | 906 | BRL | 4806 | 4806 | 4806 | 10 | 10 | 10 | 10 | 0 | 0 | 0 |
|  |  |  | 07/2026  | 07/2026  | 07/2026  | PEN | 11700 | 11700 | $ | $3463 | 3463 | 3463 | 119 | 119 | 119 | 119 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | 04/2026  | 04/2026  | 04/2026  | AUD | 2378 | 2378 |  | 1696 | 1696 | 1696 | 55 | 55 | 55 | 55 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | BRL | 27063 | 27063 |  | 5185 | 5185 | 5185 | 0 | 0 | 0 | 0 | (39) | (39) | (39) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | CNH | 2277 | 2277 |  | 331 | 331 | 331 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | ILS | 6677 | 6677 |  | 2162 | 2162 | 2162 | 38 | 38 | 38 | 38 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | KRW | 1559741 | 1559741 |  | 1041 | 1041 | 1041 | 22 | 22 | 22 | 22 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | THB | 158957 | 158957 |  | 4913 | 4913 | 4913 | 91 | 91 | 91 | 91 | (3) | (3) | (3) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $1656 | 1656 | AUD | 2378 | 2378 | 2378 | 0 | 0 | 0 | 0 | (15) | (15) | (15) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 5220 | 5220 | BRL | 27063 | 27063 | 27063 | 5 | 5 | 5 | 5 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 8878 | 8878 | IDR | 150230126 | 150230126 | 150230126 | 0 | 0 | 0 | 0 | (42) | (42) | (42) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1593 | 1593 | ILS | 5046 | 5046 | 5046 | 12 | 12 | 12 | 12 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 7040 | 7040 | INR | 651925 | 651925 | 651925 | 0 | 0 | 0 | 0 | (172) | (172) | (172) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1427 | 1427 | JPY | 227600 | 227600 | 227600 | 7 | 7 | 7 | 7 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 711 | 711 | KRW | 1062291 | 1062291 | 1062291 | 0 | 0 | 0 | 0 | (17) | (17) | (17) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 2530 | 2530 | PLN | 9123 | 9123 | 9123 | 0 | 0 | 0 | 0 | (72) | (72) | (72) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 78 | 78 | SGD | 101 | 101 | 101 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1 | 1 | THB | 31 | 31 | 31 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 6058 | 6058 | TWD | 193665 | 193665 | 193665 | 9 | 9 | 9 | 9 | (1) | (1) | (1) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | ZAR | 15223 | 15223 | $ | $899 | 899 | 899 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | ILS | 5041 | 5041 |  | 1593 | 1593 | 1593 | 0 | 0 | 0 | 0 | (12) | (12) | (12) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | INR | 525925 | 525925 |  | 5558 | 5558 | 5558 | 31 | 31 | 31 | 31 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | SGD | 100 | 100 |  | 78 | 78 | 78 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | TWD | 120837 | 120837 |  | 3750 | 3750 | 3750 | 0 | 0 | 0 | 0 | (38) | (38) | (38) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $2170 | 2170 | BRL | 11391 | 11391 | 11391 | 16 | 16 | 16 | 16 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  |  | 2787 | 2787 | IDR | 47436141 | 47436141 | 47436141 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  |  | 552 | 552 | THB | 18121 | 18121 | 18121 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | IDR | 38867724 | 38867724 | $ | $2310 | 2310 | 2310 | 26 | 26 | 26 | 26 | 0 | 0 | 0 |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | $ | $845 | 845 | IDR | 14235169 | 14235169 | 14235169 | 0 | 0 | 0 | 0 | (8) | (8) | (8) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  |  | 2268 | 2268 | MXN | 39490 | 39490 | 39490 | 0 | 0 | 0 | 0 | (79) | (79) | (79) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | 04/2026  | 04/2026  | CAD | 62 | 62 | $ | $45 | 45 | 45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | GBP | 13358 | 13358 |  | 18066 | 18066 | 18066 | 386 | 386 | 386 | 386 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | TRY | 502811 | 502811 |  | 10959 | 10959 | 10959 | 0 | 0 | 0 | 0 | (128) | (128) | (128) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $156 | 156 | PLN | 561 | 561 | 561 | 0 | 0 | 0 | 0 | (5) | (5) | (5) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1811 | 1811 | SEK | 16435 | 16435 | 16435 | 0 | 0 | 0 | 0 | (75) | (75) | (75) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 24951 | 24951 | TRY | 1142099 | 1142099 | 1142099 | 161 | 161 | 161 | 161 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | ZAR | 121308 | 121308 | $ | $7413 | 7413 | 7413 | 253 | 253 | 253 | 253 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | TRY | 211444 | 211444 |  | 4535 | 4535 | 4535 | 0 | 0 | 0 | 0 | (30) | (30) | (30) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $45 | 45 | CAD | 62 | 62 | 62 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  |  | 12 | 12 | CHF | 10 | 10 | 10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 06/2026  | 06/2026  | 06/2026  | ILS | 250 | 250 | $ | $81 | 81 | 81 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | 04/2026  | 04/2026  | 04/2026  | JPY | 233753 | 233753 |  | 1464 | 1464 | 1464 | 0 | 0 | 0 | 0 | (9) | (9) | (9) |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | 04/2026  | $13480 | 10126 | 0 | (77) |
|  | 04/2026  | 20005 | 34653 | 0 | (92) |
|  | 04/2026  | 8917 | 32253 | 0 | (229) |
|  | 05/2026  | 10126 | $13479 | 77 | 0 |
|  | 05/2026  | 34653 | 20027 | 93 | 0 |
|  | 05/2026  | $1464 | 233048 | 9 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 6413 | $4723 | 113 | 0 |
|  | 04/2026  | 2308 | 334 | 0 | (1) |
|  | 04/2026  | 303 | 350 | 0 | 0 |
|  | 04/2026  | 1269 | 1697 | 17 | 0 |
|  | 04/2026  | 1221173 | 13066 | 193 | 0 |
|  | 04/2026  | 11385 | 1177 | 1 | 0 |
|  | 04/2026  | 5360 | 576 | 10 | 0 |
|  | 04/2026  | 193 | 6 | 0 | 0 |
|  | 04/2026  | 8429 | 264 | 0 | 0 |
|  | 04/2026  | $1330 | 992 | 0 | (17) |
|  | 04/2026  | 32102 | 2958396 | 0 | (938) |
|  | 05/2026  | 0 | 5 | 0 | 0 |
|  | 06/2026  | 225438 | $13 | 0 | 0 |
|  | 06/2026  | 1790 | 581 | 10 | 0 |
|  | 06/2026  | $591 | 9938041 | 0 | (8) |
|  | 06/2026  | 3002 | 53161 | 0 | (53) |
|  | 07/2026  | 9978 | $2947 | 93 | 0 |
|  | 08/2026  | 3802 | 1106 | 20 | 0 |
|  | 09/2026  | $783 | 14013 | 0 | (13) |
|  | 01/2027  | 6192 | $1817 | 63 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 9027 | 1305 | 0 | (5) |
|  | 04/2026  | 13471 | 4352 | 66 | 0 |
|  | 04/2026  | 495097 | 5259 | 41 | (1) |
|  | 04/2026  | $13082 | 19070 | 75 | 0 |
|  | 04/2026  | 2716 | 18610 | 0 | (14) |
|  | 04/2026  | 5859 | 551848 | 2 | (52) |
|  | 04/2026  | 30750 | 39280 | 0 | (198) |
|  | 04/2026  | 1908 | 62327 | 0 | (16) |
|  | 04/2026  | 450 | 14335 | 0 | (1) |
|  | 05/2026  | 19070 | $13077 | 0 | (75) |
|  | 05/2026  | 39192 | 30750 | 197 | 0 |
|  | 05/2026  | $1305 | 9005 | 5 | 0 |
|  | 06/2026  | 62202 | $1908 | 11 | 0 |
|  | 06/2026  | 675 | 21 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 155822 | 29563 | 0 | (519) |
|  | 04/2026  | 6515 | 2096 | 23 | 0 |
|  | 04/2026  | 19957 | 219 | 8 | 0 |
|  | 04/2026  | 101246 | 3176 | 103 | 0 |
|  | 04/2026  | $27666 | 155822 | 2416 | 0 |
|  | 04/2026  | 2314 | 15886 | 0 | (7) |
|  | 04/2026  | 255 | 4308090 | 0 | (2) |
|  | 04/2026  | 2604 | 48009 | 74 | 0 |
|  | 04/2026  | 2187 | 71766 | 0 | (9) |
|  | 06/2026  | 12759328 | $757 | 7 | 0 |
|  | 06/2026  | 71639 | 2187 | 1 | 0 |
|  | 06/2026  | $2711 | 14425 | 37 | 0 |
|  | 06/2026  | 1324 | 22410317 | 0 | (8) |
|  | 06/2026  | 4323 | 75310 | 0 | (147) |
|  | 07/2026  | 26853 | 144498 | 480 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 34957 | $41277 | 872 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 14053 | 2032 | 0 | (8) |
|  | 04/2026  | 253184 | 2693 | 24 | 0 |
|  | 04/2026  | 10166 | 2766 | 32 | (5) |
|  | 04/2026  | 30499 | 24201 | 479 | 0 |
|  | 04/2026  | $2693 | 253618 | 0 | (24) |
|  | 04/2026  | 8998 | 161618 | 27 | (17) |
|  | 04/2026  | 49 | 64 | 0 | 0 |
|  | 04/2026  | 384843 | $22982 | 281 | (12) |
|  | 05/2026  | 63 | 49 | 0 | 0 |
|  | 05/2026  | $1373 | 9475 | 6 | 0 |
|  | 05/2026  | 16 | 2566 | 0 | 0 |
|  | 06/2026  | 4500 | $1457 | 22 | 0 |
|  | 06/2026  | $13 | 220787 | 0 | 0 |
|  | 06/2026  | 4435 | 79524 | 0 | (25) |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 312 | $394 | 4 | 0 |
|  | 04/2026  | 135485 | 849 | 1 | (6) |
|  | 04/2026  | 1603348 | 1096 | 48 | 0 |
|  | 04/2026  | 308 | 32 | 0 | 0 |
|  | 04/2026  | 11190 | 1200 | 18 | 0 |
|  | 04/2026  | 8971 | 7044 | 66 | 0 |
|  | 04/2026  | 50021 | 1565 | 46 | 0 |
|  | 04/2026  | $2844 | 4053 | 0 | (48) |
|  | 04/2026  | 1064 | 829 | 0 | (27) |
|  | 04/2026  | 4694 | 3509 | 0 | (49) |
|  | 04/2026  | 1010 | 160400 | 1 | 0 |
|  | 04/2026  | 780 | 14388 | 23 | 0 |
|  | 04/2026  | 1225 | 11693 | 0 | (18) |
|  | 04/2026  | 37 | 48 | 0 | 0 |
|  | 04/2026  | 130 | 5955 | 1 | 0 |
|  | 05/2026  | 448 | $46 | 0 | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | 05/2026  | 48 | 48 | 37 | 37 |  | 0 |  | 0 |
|  |  | 05/2026  | $812 | 812 | 129413 | 129413 |  | 6 |  | 0 |
|  |  | 06/2026  | 4476 | 4476 | $248 | 248 |  | 0 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MYI | &nbsp;&nbsp;&nbsp;&nbsp; MYI | 04/2026  | 886 | 886 | 250 | 250 |  | 12 |  | 0 |
|  |  | 06/2026  | 187125 | 187125 | 11 | 11 |  | 0 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 2384 | 2384 | 15 | 15 |  | 0 |  | 0 |
|  |  | 04/2026  | 34653 | 34653 | 20653 | 20653 |  | 740 |  | 0 |
|  |  | 04/2026  | 5358 | 5358 | 168 | 168 |  | 6 |  | 0 |
|  |  | 04/2026  | $36703 | 36703 | 50816 | 50816 |  | 0 |  | (172) |
|  |  | 04/2026  | 4240 | 4240 | 71600880 | 71600880 |  | 0 |  | (28) |
|  |  | 04/2026  | 3473 | 3473 | 316463 | 316463 |  | 0 |  | (137) |
|  |  | 04/2026  | 938 | 938 | 3395 | 3395 |  | 0 |  | (24) |
|  |  | 04/2026  | 4744 | 4744 | 151412 | 151412 |  | 0 |  | (5) |
|  |  | 05/2026  | 50746 | 50746 | $36703 | 36703 |  | 172 |  | 0 |
|  |  | 06/2026  | $2264 | 2264 | 38164044 | 38164044 |  | 0 |  | (21) |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 04/2026  | 4891 | 4891 | $6334 | 6334 |  | 218 |  | 0 |
|  |  | 04/2026  | 1000 | 1000 | 1184 | 1184 |  | 28 |  | 0 |
|  |  | 04/2026  | 13152 | 13152 | 85 | 85 |  | 2 |  | 0 |
|  |  | 04/2026  | $5469 | 5469 | 4384 | 4384 |  | 14 |  | 0 |
|  |  | 04/2026  | 41844 | 41844 | 36260 | 36260 |  | 67 |  | 0 |
|  |  | 04/2026  | 12 | 12 | 115 | 115 |  | 0 |  | 0 |
|  |  | 05/2026  | 4368 | 4368 | $5469 | 5469 |  | 0 |  | (14) |
|  |  | 05/2026  | 36260 | 36260 | 41910 | 41910 |  | 0 |  | (65) |
|  |  | 05/2026  | 115 | 115 | 12 | 12 |  | 0 |  | 0 |
|  |  | 06/2026  | 5101 | 5101 | 1658 | 1658 |  | 32 |  | 0 |
|  |  | 06/2026  | 106179 | 106179 | 31531 | 31531 |  | 1135 |  | 0 |
|  |  | 07/2026  | 3238 | 3238 | 958 | 958 |  | 33 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 04/2026  | 23123 | 23123 | 16455 | 16455 |  | 501 |  | 0 |
|  |  | 04/2026  | 641 | 641 | 4 | 4 |  | 0 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | 04/2026  | 5316 | 5316 | 1445 | 1445 |  | 13 |  | 0 |
|  |  | 04/2026  | $5552 | 5552 | 20056 | 20056 |  | 0 |  | (150) |
|  |  | 06/2026  | 7589 | 7589 | $2461 | 2461 |  | 42 |  | 0 |
|  |  | 06/2026  | 5709 | 5709 | 318 | 318 |  | 2 |  | 0 |
|  |  | 06/2026  | $3336 | 3336 | 58230 | 58230 |  | 0 |  | (107) |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **$** | $**11108** | **11108** | $**(4245)** | **(4245)** |
| **(m)** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,436 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 2 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $0 | 0 | 3697 | $0 | 0 | 3697 | 3697 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 505922 | 1871 | 1871 | 507793 | 507793 |
| Industrials | Industrials | Industrials | Industrials | 0 | 0 | 174311 | 0 | 0 | 174311 | 174311 |
| Utilities | Utilities | Utilities | Utilities | 0 | 0 | 67406 | 0 | 0 | 67406 | 67406 |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |
| California | California | California | California | 0 | 0 | 5902 | 0 | 0 | 5902 | 5902 |
| Illinois | Illinois | Illinois | Illinois | 0 | 0 | 841 | 0 | 0 | 841 | 841 |
| West Virginia | West Virginia | West Virginia | West Virginia | 0 | 0 | 5821 | 0 | 0 | 5821 | 5821 |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 920035 | 0 | 0 | 920035 | 920035 |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 0 | 414615 | 0 | 0 | 414615 | 414615 |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 114532 | 37464 | 37464 | 151996 | 151996 |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | 0 | 0 | 4687 | 0 | 0 | 4687 | 4687 |
| Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | 0 | 0 | 24923 | 0 | 0 | 24923 | 24923 |
| CMBS Other | CMBS Other | CMBS Other | CMBS Other | 0 | 0 | 14521 | 0 | 0 | 14521 | 14521 |
| Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 19368 | 0 | 0 | 19368 | 19368 |
| Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | 0 | 0 | 22 | 0 | 0 | 22 | 22 |
| Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | 0 | 0 | 415 | 0 | 0 | 415 | 415 |
| Other ABS | Other ABS | Other ABS | Other ABS | 0 | 0 | 184892 | 0 | 0 | 184892 | 184892 |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 117605 | 0 | 0 | 117605 | 117605 |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 24893 | 0 | 0 | 24893 | 24893 |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Mutual Funds | Mutual Funds | Mutual Funds | Mutual Funds | 0 | 0 | 2460 | 0 | 0 | 2460 | 2460 |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | 0 | 0 | 656 | 0 | 0 | 656 | 656 |
|  |  |  |  | $0 | 0 | 2607524 | $39335 | 39335 | 2646859 | 2646859 |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | $136130 | 136130 | 0 | $0 | 0 | 136130 | 136130 |
| Total Investments | Total Investments | Total Investments | Total Investments | $136130 | 136130 | 2607524 | $39335 | 39335 | 2782989 | 2782989 |
| **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 605 | 605 | 287 | 0 | 0 | 892 | 892 |
| Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 11108 | 0 | 0 | 11108 | 11108 |
|  |  |  |  | $605 | 605 | 11395 | $0 | 0 | 12000 | 12000 |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series C (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | 0 | (1852) | (1852) | (1852) | 0 | 0 |  |  | (1852) | (1852) |  |  |
| Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | 0 | (4245) | (4245) | (4245) | 0 | 0 |  |  | (4245) | (4245) |  |  |
|  |  |  |  |  |  |  | $0 | 0 | 0 | 0 | $(6097) | (6097) | (6097) | $0 | 0 | $ | $ | (6097) | (6097) |  |  |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | $605 | 605 | 605 | 605 | $5298 | 5298 | 5298 | $0 | 0 | $ | $ | 5903 | 5903 |  |  |
| Totals | Totals | Totals | Totals | Totals | Totals | Totals | $136735 | 136735 | 136735 | 136735 | $2612822 | 2612822 | 2612822 | $39335 | 39335 | $ | $ | 2788892 | 2788892 |  |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** |
| Category and Subcategory | Beginning<br>Balance<br>at 12/31/2025 | Net<br>Purchases  | Net<br>Purchases  | Net<br>Sales/Settlements  | Net<br>Sales/Settlements  | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | $1920 | $ | 0 | $ | $0 | $ | 0 | $ | $0 | $ | (49) | $ | $0 | 0 | $0 | 0 | $ | 1871 | $ | $ | (49) |
| Non-Agency Mortgage-Backed Securities | 39892 |  | 0 |  | (169) |  | 0 |  | 3 |  | 1205 |  | 0 | 0 | (3467) | (3467) |  | 37464 |  |  | 1227 |
| Totals | 41812 | $ | 0 | $ | $(169) | $ | 0 | $ | $3 | $ | 1156 | $ | $0 | 0 | $(3467) | (3467) | $ | 39335 | $ | $ | 1178 |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Input Value(s) | Input Value(s) | Input Value(s) | Weighted Average% | Weighted Average% |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | Banking & Finance | $1871 | 1871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 5.805 – 5.980 | 5.805 – 5.980 | 5.805 – 5.980 | 5.805 – 5.980 | 5.915  | 5.915  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 37464 | 37464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 | 100.000 | 100.000 | 100.000 |
| Total | Total | Total | $39335 | 39335 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |

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------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 151.9% ¤** |  |  |
| **CORPORATE BONDS & NOTES 45.7%**  |  |  |
| **BANKING & FINANCE 30.7%**  |  |  |
| **ABN AMRO Bank NV** <br>4.653% (SOFRINDX + 1.000%) due 12/03/2028 ~(f) | $500 | $502 |
| **American Honda Finance Corp.**  |  |  |
| 4.308% due 11/19/2027 •  | 400 | 399 |
| 4.379% due 03/08/2027 •(f)  | 900 | 900 |
| **American Tower Corp.** <br>5.000% due 01/31/2030 | 200 | 202 |
| **Athene Global Funding**  |  |  |
| 4.500% (SOFRINDX + 0.830%) due 01/07/2027 ~  | 800 | 800 |
| 4.857% (SOFRINDX + 1.210%) due 03/25/2027 ~(f)  | 400 | 400 |
| **Bank Hapoalim BM** <br>4.722% due 07/14/2029 | 300 | 297 |
| **Barclays PLC** <br>5.674% due 03/12/2028 •  | 800 | 808 |
| **BPCE SA** <br>6.612% due 10/19/2027 •(f) | 400 | 404 |
| **Canadian Imperial Bank of Commerce** <br>4.449% (SOFRRATE + 0.800%) due 09/08/2028 ~(f) | 1000 | 1000 |
| **Citadel LP** <br>4.875% due 01/15/2027 (f) | 900 | 899 |
| **F&G Global Funding** <br>4.500% due 01/09/2029 | 800 | 784 |
| **Ford Motor Credit Co. LLC**  |  |  |
| 4.271% due 01/09/2027  | 200 | 199 |
| 4.950% due 05/28/2027  | 500 | 500 |
| 5.800% due 03/05/2027  | 700 | 704 |
| **Global Net Lease, Inc./Global Net Lease Operating Partnership LP** <br>3.750% due 12/15/2027 (f) | 1200 | 1164 |
| **Goldman Sachs Group, Inc.** <br>1.948% due 10/21/2027 •  | 900 | 888 |
| **HAT Holdings I LLC/HAT Holdings II LLC** <br>3.375% due 06/15/2026 (f) | 1200 | 1196 |
| **Intesa Sanpaolo SpA** <br>3.875% due 01/12/2028 | 200 | 198 |
| **Lloyds Banking Group PLC** <br>4.431% (SOFRINDX + 0.770%) due 02/10/2030 ~(f) | 1100 | 1095 |
| **Mizrahi Tefahot Bank Ltd.** <br>5.049% due 01/28/2031 | 400 | 396 |
| **Mizuho Financial Group, Inc.** <br>4.740% (SOFRRATE + 1.080%) due 05/13/2031 ~(f) | 1000 | 1004 |
| **ORIX Corp.** <br>4.650% due 09/10/2029 (f) | 500 | 504 |
| **Stellantis Finance U.S., Inc.** <br>1.711% due 01/29/2027 | 600 | 585 |
| **VICI Properties LP/VICI Note Co., Inc.** <br>4.250% due 12/01/2026 | 800 | 798 |
| **Wells Fargo & Co.** <br>3.526% due 03/24/2028 •  | 1200 | 1190 |
|  |  | 17816 |
| **INDUSTRIALS 12.6%**  |  |  |
| **APA Infrastructure Ltd.** <br>4.250% due 07/15/2027 | 900 | 898 |
| **Arrow Electronics, Inc.** <br>5.150% due 08/21/2029 | 300 | 303 |
| **Berry Global, Inc.** <br>4.875% due 07/15/2026 | 280 | 280 |
| **BMW U.S. Capital LLC** <br>4.370% (SOFRRATE + 0.710%) due 08/11/2027 ~(f) | 1000 | 1000 |
| **Canadian Natural Resources Ltd.** <br>5.000% due 12/15/2029 | 200 | 203 |
| **Foxconn Far East Ltd.** <br>1.875% due 08/25/2028 | 1000 | 923 |
| **HCA, Inc.**  |  |  |
| 5.000% due 03/01/2028  | 100 | 101 |
| 5.375% due 09/01/2026 (f)  | 500 | 501 |
| **Kyndryl Holdings, Inc.** <br>2.050% due 10/15/2026 | 500 | 492 |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Las Vegas Sands Corp.**  |  |  |
| 3.500% due 08/18/2026  | 600 | 598 |
| 5.900% due 06/01/2027  | 500 | 507 |
| **Qatarenergy LNG S3** <br>6.332% due 09/30/2027 | 81 | 81 |
| **Rogers Communications, Inc.** <br>3.200% due 03/15/2027 | 400 | 395 |
| **South Bow USA Infrastructure Holdings LLC** <br>4.911% due 09/01/2027 | 200 | 201 |
| **Universal Health Services, Inc.** <br>1.650% due 09/01/2026 | 200 | 198 |
| **Volkswagen Group of America Finance LLC** <br>4.950% due 03/25/2027 | 300 | 301 |
| **Westinghouse Air Brake Technologies Corp.** <br>4.700% due 09/15/2028 | 300 | 301 |
|  |  | 7283 |
| **UTILITIES 2.4%**  |  |  |
| **Evergy Kansas Central, Inc.** <br>4.700% due 03/13/2028 (f) | 600 | 603 |
| **ONEOK, Inc.** <br>4.400% due 10/15/2029 | 300 | 298 |
| **Pacific Gas & Electric Co.** <br>3.300% due 03/15/2027 | 200 | 198 |
| **Southern California Edison Co.** <br>4.700% due 06/01/2027 | 300 | 301 |
|  |  | 1400 |
| Total Corporate Bonds & Notes (Cost $26,554) |  | 26499 |
| **U.S. GOVERNMENT AGENCIES 49.6%**  |  |  |
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 1.000% due 09/15/2044 (f) | 972 | 867 |
| 4.532% due 04/25/2055 •(f) | 556 | 558 |
| 4.562% due 09/25/2054 - 10/25/2055 •(f) | 943 | 948 |
| 4.602% due 11/25/2054 •(f) | 1011 | 1018 |
| 4.612% due 10/25/2054 - 08/25/2055 •(f) | 1597 | 1605 |
| 4.662% due 10/25/2052 - 06/25/2055 •(f) | 2909 | 2938 |
| 4.672% due 03/25/2055 •  | 900 | 895 |
| 4.762% due 07/25/2055 •(f) | 174 | 175 |
| 4.812% due 12/25/2054 - 03/25/2055 •(f) | 1284 | 1295 |
| 4.862% due 01/25/2055 - 02/25/2055 •(f) | 435 | 438 |
| 4.912% due 05/25/2054 - 06/25/2055 •(f) | 891 | 901 |
| **Federal National Mortgage Association**<br>4.300% due 12/01/2032 (f) | 1100 | 1091 |
| **Federal National Mortgage Association REMICS**  |  |  |
| 4.562% due 09/25/2054 - 03/25/2055 •(f) | 1627 | 1634 |
| 4.662% due 05/25/2055 •(f) | 148 | 149 |
| 4.712% due 01/25/2055 •(f) | 372 | 374 |
| 4.750% due 04/25/2056 •  | 900 | 896 |
| 4.762% due 06/25/2054 - 01/25/2055 •(f) | 714 | 718 |
| 4.812% due 01/25/2055 •(f) | 369 | 371 |
| 4.862% due 01/25/2055 •(f) | 151 | 152 |
| 4.912% due 11/25/2053 •(f) | 216 | 219 |
| **Government National Mortgage Association REMICS**  |  |  |
| 4.240% due 10/20/2037 •  | 13 | 12 |
| 4.463% due 08/20/2061 •  | 1 | 1 |
| 4.573% due 06/20/2055 •(f) | 464 | 466 |
| 4.623% due 05/20/2055 •(f) | 156 | 157 |
| **Uniform Mortgage-Backed Security, TBA**  |  |  |
| 5.000% due 05/01/2056 | 2000 | 1970 |
| 5.500% due 05/01/2056 | 3200 | 3211 |
| 6.000% due 06/01/2056 | 5600 | 5700 |
| Total U.S. Government Agencies (Cost $28,800) |  | 28759 |
| **U.S. TREASURY OBLIGATIONS 0.6%**  |  |  |
| **U.S. Treasury Inflation Protected Securities (d)** |  |  |
| 2.125% due 04/15/2029 (f) | 336 | 345 |
| Total U.S. Treasury Obligations (Cost $337) |  | 345 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 12.7%**  |  |  |
| **Banc of America Funding Trust** <br>6.620% due 09/20/2034 ~ | 6 | 6 |
| **Bear Stearns ARM Trust**  |  |  |
| 5.714% due 01/25/2034 ~  | 3 | 2 |
| 5.910% due 04/25/2033 ~  | 5 | 5 |
| 6.183% due 11/25/2034 ~  | 8 | 8 |
| **BWAY Mortgage Trust** <br>5.037% due 09/15/2036 •  | 1000 | 984 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 4.512% due 05/25/2051 •  | 752 | 703 |
| 6.480% due 10/25/2035 •  | 1 | 1 |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Credit Suisse First Boston Mortgage Securities Corp.**  |  |  |
| 5.523% due 06/25/2033 ~  | 4 | 4 |
| 6.500% due 04/25/2033  | 8 | 9 |
| **GCAT Trust**  |  |  |
| 1.348% due 05/25/2066 ~  | 371 | 329 |
| 1.503% due 05/25/2066 ~  | 371 | 330 |
| **GS Mortgage-Backed Securities Trust**  |  |  |
| 4.517% due 12/25/2051 •  | 360 | 336 |
| 4.517% due 02/25/2052 •  | 1049 | 980 |
| **GSR Mortgage Loan Trust**  |  |  |
| 4.860% due 09/25/2035 ~  | 1 | 1 |
| 5.939% due 08/25/2033 •  | 3 | 3 |
| **Impac CMB Trust** <br>4.433% due 03/25/2035 •  | 88 | 87 |
| **JP Morgan Chase Commercial Mortgage Securities Trust** <br>5.170% due 12/15/2031 •  | 276 | 275 |
| **JP Morgan Mortgage Trust**  |  |  |
| 5.132% due 02/25/2035 ~  | 1 | 1 |
| 5.846% due 09/25/2034 ~  | 3 | 3 |
| 6.386% due 02/25/2034 ~  | 7 | 7 |
| **Mellon Residential Funding Corp. Mortgage Pass-Through Trust**  |  |  |
| 4.267% due 06/15/2030 •  | 2 | 2 |
| 4.387% due 10/20/2029 •  | 2 | 2 |
| **Merrill Lynch Mortgage Investors Trust**  |  |  |
| 4.253% due 04/25/2029 •  | 1 | 1 |
| 5.135% due 02/25/2035 ~  | 34 | 32 |
| **MFA Trust**  |  |  |
| 1.131% due 07/25/2060 ~  | 350 | 321 |
| 1.381% due 04/25/2065 ~  | 36 | 35 |
| 6.105% due 12/25/2068 þ  | 107 | 108 |
| **Morgan Stanley Mortgage Loan Trust** <br>5.210% due 11/25/2034 ~ | 1 | 1 |
| **Morgan Stanley Residential Mortgage Loan Trust** <br>4.517% due 09/25/2051 •  | 140 | 131 |
| **New Residential Mortgage Loan Trust**  |  |  |
| 0.941% due 10/25/2058 ~  | 132 | 127 |
| 3.500% due 12/25/2057 ~  | 343 | 335 |
| **NYO Commercial Mortgage Trust** <br>4.882% due 11/15/2038 •  | 1000 | 998 |
| **OBX Trust** <br>6.520% due 07/25/2063 þ | 189 | 190 |
| **Prime Mortgage Trust** <br>4.193% due 02/25/2034 •  | 1 | 1 |
| **Sequoia Mortgage Trust**  |  |  |
| 4.491% due 10/19/2026 •  | 12 | 12 |
| **Structured Asset Mortgage Investments II Trust** <br>4.371% due 07/19/2034 •  | 5 | 5 |
| **Structured Asset Mortgage Investments Trust**  |  |  |
| 3.905% due 06/25/2029 ~  | 3 | 3 |
| 4.451% due 09/19/2032 •  | 1 | 1 |
| **Thornburg Mortgage Securities Trust**  |  |  |
| 4.433% due 09/25/2043 •  | 1 | 2 |
| 5.266% due 04/25/2045 ~  | 5 | 5 |
| **Towd Point Mortgage Trust**  |  |  |
| 2.710% due 01/25/2060 ~  | 160 | 155 |
| 3.750% due 05/25/2058 ~  | 302 | 297 |
| 4.793% due 05/25/2058 •  | 176 | 179 |
| 4.793% due 10/25/2059 •  | 141 | 141 |
| **Verus Securitization Trust** <br>5.712% due 01/25/2069 þ | 139 | 139 |
| **WaMu Mortgage Pass-Through Certificates Trust**  |  |  |
| 4.333% due 12/25/2045 •  | 46 | 47 |
| 4.373% due 10/25/2045 •  | 7 | 7 |
| 4.533% due 11/25/2034 •  | 18 | 18 |
| 4.593% due 06/25/2044 •  | 7 | 7 |
| 5.259% due 06/25/2042 •  | 2 | 1 |
| Total Non-Agency Mortgage-Backed Securities (Cost $7,711) |  | 7377 |
| **ASSET-BACKED SECURITIES 34.0%**  |  |  |
| **AUTOMOBILE ABS OTHER 1.5%**  |  |  |
| **Cars Alliance Auto Loans Germany V** <br>2.478% due 01/18/2036 •  | 386 | 447 |
| **FACT SA** <br>2.590% due 09/22/2031 •  | 363 | 420 |
|  |  | 867 |
| **AUTOMOBILE SEQUENTIAL 0.3%**  |  |  |
| **ARI Fleet Lease Trust** <br>4.590% due 03/15/2034 | $198 | 198 |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **CMBS OTHER 0.0%**  |  |  |
| **MF1 Ltd.** <br>4.874% due 10/16/2036 •  | 17 | 17 |
| **CREDIT CARD BULLET 1.0%**  |  |  |
| **Evergreen Credit Card Trust** <br>4.231% due 10/15/2029 •  | 600 | 602 |
| **HOME EQUITY OTHER 2.3%**  |  |  |
| **Amortizing Residential Collateral Trust** <br>4.793% due 10/25/2034 •  | 88 | 87 |
| **Bear Stearns Asset-Backed Securities I Trust** <br>4.918% due 03/25/2035 •  | 44 | 44 |
| **Chase Funding Trust** <br>4.533% due 10/25/2032 •  | 18 | 18 |
| **Countrywide Asset-Backed Certificates Trust** <br>4.513% due 05/25/2036 •  | 61 | 61 |
| **Delta Funding Home Equity Loan Trust** <br>4.607% due 09/15/2029 •  | 3 | 3 |
| **Finance America Mortgage Loan Trust** <br>4.618% due 08/25/2034 •  | 68 | 66 |
| **GSAMP Trust** <br>4.313% due 06/25/2036 •  | 275 | 271 |
| **New Century Home Equity Loan Trust** <br>4.723% due 11/25/2034 •  | 407 | 408 |
| **RAAC Trust** <br>4.343% due 01/25/2046 •  | 148 | 148 |
| **Securitized Asset-Backed Receivables LLC Trust** <br>4.468% due 01/25/2035 •  | 227 | 209 |
|  |  | 1315 |
| **WHOLE LOAN COLLATERAL 1.0%**  |  |  |
| **First Franklin Mortgage Loan Trust** <br>4.113% due 04/25/2036 •  | 571 | 565 |
| **OTHER ABS 27.9%**  |  |  |
| **37 Capital CLO 1 Ltd.** <br>4.952% due 10/15/2034 •  | 400 | 401 |
| **522 Funding CLO Ltd.** <br>4.969% due 10/20/2031 •  | 7 | 7 |
| **AMMC CLO 27 Ltd.** <br>4.748% due 01/20/2037 •  | 700 | 700 |
| **Anchorage Credit Funding 19 Ltd.** <br>5.036% due 10/25/2040 | 500 | 496 |
| **ARES LIX CLO Ltd.** <br>4.960% due 04/25/2034 •  | 400 | 401 |
| **ARES XLIV CLO Ltd.** <br>4.802% due 04/15/2034 •  | 500 | 500 |
| **BlackRock European CLO VII DAC** <br>2.636% due 10/15/2031 •  | 337 | 390 |
| **BlueMountain CLO XXXII Ltd.** <br>4.772% due 10/15/2034 •  | $600 | 600 |
| **BlueMountain CLO XXXIV Ltd.** <br>4.818% due 04/20/2035 •  | 500 | 500 |
| **Canyon CLO Ltd.** <br>4.752% due 07/15/2034 •  | 400 | 400 |
| **Carlyle Euro CLO DAC** <br>2.716% due 01/15/2031 •  | 98 | 113 |
| **Dryden 95 CLO Ltd.** <br>4.696% due 08/20/2034 •  | $400 | 400 |
| **Elevation CLO Ltd.** <br>4.798% due 07/25/2034 •  | 400 | 400 |
| **ELFI Graduate Loan Program LLC** <br>1.530% due 12/26/2046 | 603 | 546 |
| **Greywolf CLO IV Ltd.** <br>4.908% due 04/17/2034 •  | 600 | 601 |
| **Harvest CLO XVI DAC** <br>3.336% due 10/15/2038 •  | 500 | 578 |
| **Harvest CLO XXI DAC** <br>1.040% due 07/15/2031 | 135 | 154 |
| **Invesco CLO Ltd.** <br>4.818% due 07/20/2035 •  | $500 | 500 |
| **Invesco Euro CLO XI DAC** <br>3.287% due 10/22/2036 •  | 400 | 462 |
| **KKR CLO 16 Ltd.** <br>4.808% due 10/20/2034 •  | $600 | 601 |
| **KKR CLO 27 Ltd.** <br>4.782% due 01/15/2035 •  | 500 | 500 |
| **KKR CLO 42 Ltd.** <br>4.818% due 07/20/2034 •  | 500 | 501 |

---

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **LCM 30 Ltd.** <br>5.009% due 04/20/2031 •  | 54 | 54 |
| **MV Credit Euro CLO III DAC** <br>3.284% due 02/15/2038 •  | 500 | 578 |
| **Navient Private Education Refi Loan Trust**  |  |  |
| 1.170% due 09/16/2069  | $228 | 214 |
| 1.690% due 05/15/2069  | 420 | 394 |
| **Navient Refinance Loan Trust** <br>4.800% due 10/15/2055 | 177 | 177 |
| **Nelnet Student Loan Trust**  |  |  |
| 4.610% due 02/21/2061  | 192 | 189 |
| 4.670% due 06/22/2065  | 448 | 444 |
| 4.840% due 05/17/2055  | 264 | 263 |
| 4.973% due 02/21/2061 •  | 96 | 96 |
| **Octagon 64 Ltd.** <br>4.930% due 07/21/2035 •  | 500 | 500 |
| **Octagon Investment Partners 40 Ltd.** <br>4.708% due 01/20/2035 •  | 400 | 400 |
| **SLM Student Loan Trust**  |  |  |
| 4.899% due 04/25/2049 •  | 10 | 10 |
| 5.849% due 01/27/2027 •  | 63 | 63 |
| **SMB Private Education Loan Trust**  |  |  |
| 0.000% due 12/15/2053 •  | 400 | 401 |
| 4.387% due 03/17/2053 •  | 55 | 54 |
| 4.643% due 09/15/2054 •  | 806 | 804 |
| 5.022% due 10/16/2056 •  | 465 | 469 |
| 5.122% due 03/15/2056 •  | 371 | 375 |
| **Toro European CLO 6 DAC** <br>2.951% due 01/12/2032 •  | 318 | 368 |
| **Towd Point Asset Trust** <br>4.490% due 11/20/2061 •  | $72 | 72 |
| **Trinitas CLO XVII Ltd.** <br>4.818% due 10/20/2034 •  | 500 | 501 |
|  |  | 16177 |
| Total Asset-Backed Securities (Cost $19,875) |  | 19741 |
| **SOVEREIGN ISSUES 6.7%**  |  |  |
| **Bonos de la Tesoreria de la Republica en pesos**  |  |  |
| 5.000% due 10/01/2028  | 35000 | 38 |
| 5.800% due 10/01/2029  | 95000 | 104 |
| **Brazil Letras do Tesouro Nacional**  |  |  |
| 0.000% due 07/01/2026 (b)  | 5300 | 991 |
| 0.000% due 10/01/2026 (b)  | 4700 | 850 |
| **Cassa Depositi e Prestiti SpA** <br>5.875% due 04/30/2029 | $300 | 313 |
| **Eagle Funding Luxco SARL** <br>5.500% due 08/17/2030 | 600 | 604 |
| **Saudi Government International Bonds** <br>5.125% due 01/13/2028 | 1000 | 1011 |
| Total Sovereign Issues (Cost $3,885) |  | 3911 |
|  | SHARES |  |
| **SHORT-TERM INSTRUMENTS 2.6%**  |  |  |
| **MUTUAL FUNDS 0.7%**  |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class** <br> 3.720% (e) | 424818 | 425 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **SOUTH AFRICA TREASURY BILLS 1.9%**  |  |  |
| 7.048% due 10/28/2026 - 01/27/2027 (a)(b)(c) | 19300 | 1083 |
| Total Short-Term Instruments (Cost $1,566) |  | 1508 |
| Total Investments in Securities (Cost $88,728) |  | 88140 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 5.3%**  |  |  |
| **SHORT-TERM INSTRUMENTS 5.3%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 5.3%**  |  |  |
| **PIMCO Short Asset Portfolio**  | 231221 | 2270 |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **PIMCO Short-Term Floating NAV Portfolio III** | 84135 | 819 |
| Total Short-Term Instruments (Cost $3,086) |  | 3089 |
| Total Investments in Affiliates (Cost $3,086) |  | 3089 |
| Total Investments 157.2% (Cost $91,814) |  | $91229 |
| **Financial Derivative Instruments (g)(h) 0.4**%(Cost or Premiums, net $189) |  | 215 |
| Other Assets and Liabilities, net (57.6)% |  | (33423) |
| Net Assets 100.0% |  | $58021 |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** |
| **(b)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(c)** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** |
| **(d)** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** |
| **(e)** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** |
| Counterparty | Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Borrowing Rate<sup>(1)</sup> | Settlement Date | Settlement Date | Maturity Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Reverse<br>Repurchase<br>Agreements | Payable for<br>Reverse<br>Repurchase<br>Agreements |
| BOS | BOS | BOS | 3.830%  | 3.830%  | 03/31/2026 | 03/31/2026 | 04/08/2026 | 04/08/2026 | 04/08/2026 | (1061) | (1061) | $(1061) | (1061) |
| DEU | DEU | DEU | 3.790  | 3.790  | 03/23/2026 | 03/23/2026 | 04/06/2026 | 04/06/2026 | 04/06/2026 | (7239) | (7239) | (7246) | (7246) |
| SBI | SBI | SBI | 3.770  | 3.770  | 12/12/2025 | 12/12/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (8436) | (8436) | (8533) | (8533) |
| TDM | TDM | TDM | 3.800  | 3.800  | 12/12/2025 | 12/12/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (3840) | (3840) | (3885) | (3885) |
|  |  |  | 3.820  | 3.820  | 03/13/2026 | 03/13/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (3985) | (3985) | (3993) | (3993) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  |  |  |  | $**(24718)** | **(24718)** |
| **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** |
| Counterparty | Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Borrowing Rate<sup>(1)</sup> | Borrowing Date | Borrowing Date | Maturity Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Sale-Buyback<br>Transactions | Payable for<br>Sale-Buyback<br>Transactions |
| GSC | GSC | GSC | 3.760%  | 3.760%  | 03/31/2026 | 03/31/2026 | 04/07/2026 | 04/07/2026 | 04/07/2026 | (328) | (328) | $(328) | (328) |
| **Total Sale-Buyback Transactions** | **Total Sale-Buyback Transactions** | **Total Sale-Buyback Transactions** |  |  |  |  |  |  |  |  |  | $**(328)** | **(328)** |
| **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** |
| Description | Description | Description | Description | Description | Description | Description | Maturity<br>Date | Maturity<br>Date | Principal<br>Amount | Principal<br>Amount | Proceeds | Proceeds | Payable for<br>Short Sales |
| U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% | U.S. Government Agencies (16.1)% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | 06/01/2056 | 06/01/2056 | $ | 9900 | $(9433) | (9433) | $(9323) |
| **Total Short Sales (16.1)%** | **Total Short Sales (16.1)%** | **Total Short Sales (16.1)%** | **Total Short Sales (16.1)%** | **Total Short Sales (16.1)%** | **Total Short Sales (16.1)%** | **Total Short Sales (16.1)%** |  |  |  |  | $**(9433)** | **(9433)** | $**(9323)** |
| **(f)** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $24,567 and cash of $1,180 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(20309) at a weighted average interest rate of 3.805%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. |
| **(g)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** |
| **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset |  | Liability |
| 3-Month EURIBOR December Futures  | 3-Month EURIBOR December Futures  | 12/2026 | 12/2026 | 42 | 42 | $11794 | 11794 | $(24) | (24) | (24) | 0 | $ | 0 |
| 3-Month SOFR Active Contract December Futures  | 3-Month SOFR Active Contract December Futures  | 03/2028 | 03/2028 | 165 | 165 | 39845 | 39845 | (93) | (93) | (93) | 8 |  | 0 |
| 3-Month SONIA December Futures  | 3-Month SONIA December Futures  | 03/2027 | 03/2027 | 36 | 36 | 11393 | 11393 | (58) | (58) | (58) | 13 |  | 0 |
| Australia Government 3-Year Bond June Futures  | Australia Government 3-Year Bond June Futures  | 06/2026 | 06/2026 | 81 | 81 | 5793 | 5793 | (22) | (22) | (22) | 26 |  | 0 |
| U.S. Treasury 2-Year Note June Futures  | U.S. Treasury 2-Year Note June Futures  | 06/2026 | 06/2026 | 346 | 346 | 71776 | 71776 | (126) | (126) | (126) | 27 |  | 0 |

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------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | 06/2026 | 06/2026 | 111 |  | 12008 | (174) | (174) | (174) | 16 | 16 | 16 |  | 0 |
|  |  |  |  |  |  |  |  |  |  |  |  | (497) | (497) | $ | 90 | 90 | 90 | $ | 0 |
| **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | Description | Description |  |  | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts |  | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Asset |  | Liability |
| U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | 06/2026 | 06/2026 | 27 | $ | (2998) | 59 | 59 | 59 | 0 | 0 | 0 | $ | (6) |
| U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | 06/2026 | 06/2026 | 96 |  | (10898) | 178 | 178 | 178 | 0 | 0 | 0 |  | (29) |
| U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | 06/2026 | 06/2026 | 16 |  | (1865) | 62 | 62 | 62 | 0 | 0 | 0 |  | (3) |
|  |  |  |  |  |  |  |  |  |  |  |  | 299 | 299 | $ | 0 | 0 | 0 | $ | (38) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **(198)** | **(198)** | **$** | **90** | **90** | **90** | **$** | **(38)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u><sup>(2)</sup> | <u>Variation Margin</u><sup>(2)</sup> | <u>Variation Margin</u><sup>(2)</sup> | <u>Variation Margin</u><sup>(2)</sup> | <u>Variation Margin</u><sup>(2)</sup> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date |  | Notional<br>Amount | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Market<br>Value | Market<br>Value | Asset | Asset | Asset | Liability |
| Pay | Pay | 1-Day GBP-SONIO Compounded-OIS | 3.500% | Annual | Annual | 03/18/2031 | 03/18/2031 | GBP | 3820 | 3820 | (16) | (147) | $(163) | (163) | (163) | $12 | 12 | 12 | $0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/18/2029 | 12/18/2029 | $ | $2700 | 2700 | 8 | (24) | (16) | (16) | (16) | 0 | 0 | 0 | (3) |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.325 | Annual | Annual | 08/31/2030 | 08/31/2030 |  | 20379 | 20379 | 66 | 136 | 202 | 202 | 202 | 0 | 0 | 0 | (20) |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.337 | Annual | Annual | 08/31/2030 | 08/31/2030 |  | 100 | 100 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.369 | Annual | Annual | 08/31/2030 | 08/31/2030 |  | 100 | 100 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.376 | Annual | Annual | 08/31/2030 | 08/31/2030 |  | 800 | 800 | 0 | 6 | 6 | 6 | 6 | 0 | 0 | 0 | (1) |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.407 | Annual | Annual | 08/31/2030 | 08/31/2030 |  | 100 | 100 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.422 | Annual | Annual | 08/31/2030 | 08/31/2030 |  | 100 | 100 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2032 | 12/17/2032 |  | 1000 | 1000 | (23) | 21 | (2) | (2) | (2) | 0 | 0 | 0 | (2) |
| Pay | Pay | 6-Month AUD-BBR-BBSW | 4.250 | Semi-Annual | Semi-Annual | 03/18/2036 | 03/18/2036 | AUD | 2400 | 2400 | 4 | (110) | (106) | (106) | (106) | 22 | 22 | 22 | 0 |
| Receive | Receive | 6-Month CLP-CHILIBOR | 4.490 | Semi-Annual | Semi-Annual | 10/01/2028 | 10/01/2028 | CLP | 40300 | 40300 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 |
| Receive | Receive | 6-Month CLP-CHILIBOR | 4.590 | Semi-Annual | Semi-Annual | 10/01/2029 | 10/01/2029 |  | 86300 | 86300 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 |
| Pay<sup>(1)</sup> | Pay<sup>(1)</sup> | 6-Month EUR-EURIBOR | 2.750 | Annual | Annual | 09/16/2036 | 09/16/2036 | EUR | 400 | 400 | (14) | (1) | (15) | (15) | (15) | 4 | 4 | 4 | 0 |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 6-Month EUR-EURIBOR | 3.000 | Annual | Annual | 09/16/2056 | 09/16/2056 |  | 200 | 200 | 2 | 3 | 5 | 5 | 5 | 0 | 0 | 0 | (2) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | **(110)** | **(83)** | **(83)** | **$** | **38** | **38** | **$** | **(28)** |
| **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $1,209 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| <sup>(2)</sup> | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. | Unsettled variation margin asset of $11 for closed futures is outstanding at period end. |
| **(h)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  |  |  |  |  |  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Settlement<br>Month | Settlement<br>Month |  |  | Currency to<br>be Delivered | Currency to<br>be Delivered | Currency to<br>be Delivered | Currency to<br>be Delivered | Currency to<br>be Received | Currency to<br>be Received | Asset | Asset | Asset | Asset |  | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 04/2026  | 04/2026  | BRL | BRL | 3794 | 3794 | 3794 | 3794 | 727 | 727 | 0 | 0 | 0 | 0 | $ | (6) | (6) |
|  |  | 04/2026  | 04/2026  | 04/2026  | CAD | CAD | 632 | 632 | 632 | 632 | 462 | 462 | 8 | 8 | 8 | 8 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  | CNH | CNH | 124 | 124 | 124 | 124 | 18 | 18 | 0 | 0 | 0 | 0 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  | EUR | EUR | 521 | 521 | 521 | 521 | 607 | 607 | 5 | 5 | 5 | 5 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  | INR | INR | 3791 | 3791 | 3791 | 3791 | 40 | 40 | 0 | 0 | 0 | 0 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  | JPY | JPY | 20584 | 20584 | 20584 | 20584 | 129 | 129 | 0 | 0 | 0 | 0 |  | (1) | (1) |
|  |  | 04/2026  | 04/2026  | 04/2026  | KRW | KRW | 14582 | 14582 | 14582 | 14582 | 10 | 10 | 0 | 0 | 0 | 0 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  | PLN | PLN | 73 | 73 | 73 | 73 | 20 | 20 | 0 | 0 | 0 | 0 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  | $ | $ | $727 | 727 | 727 | 727 | 3794 | 3794 | 5 | 5 | 5 | 5 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  |  |  | 10 | 10 | 10 | 10 | 69 | 69 | 0 | 0 | 0 | 0 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  |  |  | 3723 | 3723 | 3723 | 3723 | 3240 | 3240 | 21 | 21 | 21 | 21 |  | 0 | 0 |
|  |  | 04/2026  | 04/2026  | 04/2026  |  |  | 30 | 30 | 30 | 30 | 92 | 92 | 0 | 0 | 0 | 0 |  | (1) | (1) |
|  |  | 04/2026  | 04/2026  | 04/2026  |  |  | 40 | 40 | 40 | 40 | 3798 | 3798 | 0 | 0 | 0 | 0 |  | 0 | 0 |
|  |  | 05/2026  | 05/2026  | 05/2026  | EUR | EUR | 3240 | 3240 | 3240 | 3240 | 3729 | 3729 | 0 | 0 | 0 | 0 |  | (21) | (21) |
|  |  | 05/2026  | 05/2026  | 05/2026  | $ | $ | $129 | 129 | 129 | 129 | 20522 | 20522 | 1 | 1 | 1 | 1 |  | 0 | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | 06/2026  | 231 | $75 | 1 | 0 |
|  | 06/2026  | 676 | 38 | 0 | 0 |
|  | 06/2026  | $26 | 138 | 0 | 0 |
|  | 10/2026  | 200 | $37 | 0 | 0 |
|  | 10/2026  | 2033 | 124 | 6 | 0 |
|  | 01/2027  | 16494 | 1003 | 53 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | 04/2026  | 5245 | 980 | 0 | (33) |
|  | 04/2026  | 36502 | 41 | 1 | 0 |
|  | 04/2026  | 69 | 10 | 0 | 0 |
|  | 04/2026  | 43 | 57 | 0 | 0 |
|  | 04/2026  | 183 | 59 | 1 | 0 |
|  | 04/2026  | 23959 | 16 | 0 | 0 |
|  | 04/2026  | 4481 | 139 | 3 | 0 |
|  | 04/2026  | $1002 | 5245 | 11 | 0 |
|  | 04/2026  | 40 | 36502 | 0 | (1) |
|  | 04/2026  | 239 | 4039583 | 0 | (1) |
|  | 04/2026  | 33 | 104 | 0 | 0 |
|  | 04/2026  | 17 | 24611 | 0 | (1) |
|  | 04/2026  | 103 | 373 | 0 | (3) |
|  | 04/2026  | 0 | 3 | 0 | 0 |
|  | 04/2026  | 137 | 4373 | 0 | 0 |
|  | 04/2026  | 599 | $35 | 0 | 0 |
|  | 05/2026  | 104 | 33 | 0 | 0 |
|  | 05/2026  | 10474 | 111 | 1 | 0 |
|  | 05/2026  | 2320 | 72 | 0 | (1) |
|  | 05/2026  | $40 | 210 | 0 | 0 |
|  | 05/2026  | 53 | 910275 | 0 | 0 |
|  | 05/2026  | 12 | 394 | 0 | 0 |
|  | 06/2026  | 36502 | $40 | 1 | 0 |
|  | 06/2026  | $41 | 683140 | 0 | 0 |
|  | 07/2026  | 600 | $112 | 0 | (2) |
|  | 07/2026  | $700 | 3763 | 11 | 0 |
|  | 10/2026  | 1300 | $237 | 0 | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | $48 | 173 | 0 | (2) |
|  | 04/2026  | 69 | 1123 | 0 | (2) |
|  | 06/2026  | 46 | $15 | 0 | 0 |
|  | 06/2026  | $81 | 1401 | 0 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 75 | $53 | 1 | 0 |
|  | 04/2026  | 35 | 5 | 0 | 0 |
|  | 04/2026  | 47 | 54 | 0 | 0 |
|  | 04/2026  | 41 | 55 | 1 | 0 |
|  | 04/2026  | 28934 | 310 | 5 | 0 |
|  | 04/2026  | 95 | 10 | 0 | 0 |
|  | 04/2026  | 73 | 2 | 0 | 0 |
|  | 04/2026  | 312 | 10 | 0 | 0 |
|  | 04/2026  | $466 | 663 | 0 | (8) |
|  | 04/2026  | 22 | 155 | 0 | 0 |
|  | 04/2026  | 760 | 70024 | 0 | (22) |
|  | 06/2026  | 45 | $15 | 0 | 0 |
|  | 06/2026  | $10 | 168441 | 0 | 0 |
|  | 06/2026  | 58 | 1035 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 702 | $101 | 0 | 0 |
|  | 04/2026  | 369 | 119 | 2 | 0 |
|  | 04/2026  | 11670 | 124 | 1 | 0 |
|  | 04/2026  | $438 | 638 | 3 | 0 |
|  | 04/2026  | 201 | 1376 | 0 | (1) |
|  | 04/2026  | 143 | 13499 | 0 | (1) |
|  | 04/2026  | 116 | 421 | 0 | (3) |
|  | 04/2026  | 646 | 826 | 0 | (4) |
|  | 04/2026  | 43 | 1418 | 0 | 0 |
|  | 05/2026  | 638 | $437 | 0 | (3) |
|  | 05/2026  | 824 | 646 | 4 | 0 |
|  | 05/2026  | $101 | 700 | 0 | 0 |
|  | 06/2026  | 1415 | $43 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | 04/2026  | 508 | 360 | 10 | 0 |
|  | 04/2026  | 108 | 140 | 5 | 0 |
|  | 04/2026  | 46 | 61 | 1 | 0 |
|  | 04/2026  | 20465 | 128 | 0 | (1) |
|  | 04/2026  | 596 | 348 | 6 | 0 |
|  | 04/2026  | $91 | 73 | 0 | 0 |
|  | 04/2026  | 254 | 189 | 0 | (4) |
|  | 04/2026  | 103 | 16089 | 0 | (2) |
|  | 04/2026  | 329 | 550 | 0 | (13) |
|  | 04/2026  | 53 | 193 | 0 | (2) |
|  | 05/2026  | 73 | $91 | 0 | 0 |
|  | 05/2026  | 172 | 54 | 0 | 0 |
|  | 05/2026  | $61 | 46 | 0 | (1) |
|  | 05/2026  | 128 | 20404 | 1 | 0 |
|  | 05/2026  | 348 | 596 | 0 | (6) |
|  | 06/2026  | 160 | $52 | 1 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 7380 | 1317 | 0 | (108) |
|  | 04/2026  | 198 | 64 | 1 | 0 |
|  | 04/2026  | 907 | 10 | 0 | 0 |
|  | 04/2026  | $1409 | 7380 | 16 | 0 |
|  | 04/2026  | 20 | 138 | 0 | 0 |
|  | 04/2026  | 6 | 105070 | 0 | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | 04/2026  | 04/2026  | 95 | 95 | MXN | 1757 |  | 3 | 3 | 3 |  | 0 |
|  |  | 04/2026  | 04/2026  | 27 | 27 | THB | 886 |  | 0 | 0 | 0 |  | 0 |
|  |  | 06/2026  | 06/2026  | 1059 | 1059 | $ | 197 |  | 0 | 0 | 0 |  | (5) |
|  |  | 06/2026  | 06/2026  | 335759 | 335759 |  | 20 |  | 0 | 0 | 0 |  | 0 |
|  |  | 06/2026  | 06/2026  | 183 | 183 |  | 10 |  | 0 | 0 | 0 |  | 0 |
|  |  | 06/2026  | 06/2026  | 884 | 884 |  | 27 |  | 0 | 0 | 0 |  | 0 |
|  |  | 06/2026  | 06/2026  | $78 | 78 | BRL | 414 |  | 1 | 1 | 1 |  | 0 |
|  |  | 06/2026  | 06/2026  | 32 | 32 | IDR | 544275 |  | 0 | 0 | 0 |  | 0 |
|  |  | 06/2026  | 06/2026  | 110 | 110 | MXN | 1912 |  | 0 | 0 | 0 |  | (4) |
|  |  | 07/2026  | 07/2026  | 71 | 71 | BRL | 379 |  | 1 | 1 | 1 |  | 0 |
|  |  | 10/2026  | 10/2026  | 2000 | 2000 | $ | 369 |  | 0 | 0 | 0 |  | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 04/2026  | 2699 | 2699 |  | 3186 |  | 67 | 67 | 67 |  | 0 |
|  |  | 04/2026  | 04/2026  | $27 | 27 | NZD | 45 |  | 0 | 0 | 0 |  | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 04/2026  | 5700 | 5700 | $ | 1092 |  | 0 | 0 | 0 |  | (8) |
|  |  | 04/2026  | 04/2026  | 807 | 807 |  | 117 |  | 0 | 0 | 0 |  | (1) |
|  |  | 04/2026  | 04/2026  | 5999 | 5999 |  | 64 |  | 1 | 1 | 1 |  | 0 |
|  |  | 04/2026  | 04/2026  | 221 | 221 |  | 60 |  | 1 | 1 | 1 |  | 0 |
|  |  | 04/2026  | 04/2026  | 830 | 830 |  | 659 |  | 13 | 13 | 13 |  | 0 |
|  |  | 04/2026  | 04/2026  | $1079 | 1079 | BRL | 5700 |  | 21 | 21 | 21 |  | 0 |
|  |  | 04/2026  | 04/2026  | 64 | 64 | INR | 6009 |  | 0 | 0 | 0 |  | (1) |
|  |  | 04/2026  | 04/2026  | 107 | 107 | MXN | 1940 |  | 1 | 1 | 1 |  | 0 |
|  |  | 04/2026  | 04/2026  | 168 | 168 | ZAR | 2799 |  | 0 | 0 | 0 |  | (2) |
|  |  | 04/2026  | 04/2026  | 1193 | 1193 | $ | 70 |  | 0 | 0 | 0 |  | 0 |
|  |  | 05/2026  | 05/2026  | 78 | 78 |  | 53 |  | 0 | 0 | 0 |  | 0 |
|  |  | 05/2026  | 05/2026  | $107 | 107 | CNH | 737 |  | 1 | 1 | 1 |  | 0 |
|  |  | 06/2026  | 06/2026  | 111 | 111 | $ | 36 |  | 1 | 1 | 1 |  | 0 |
|  |  | 06/2026  | 06/2026  | 752 | 752 |  | 42 |  | 0 | 0 | 0 |  | 0 |
|  |  | 07/2026  | 07/2026  | 4700 | 4700 |  | 871 |  | 0 | 0 | 0 |  | (18) |
|  |  | 10/2026  | 10/2026  | 1200 | 1200 |  | 218 |  | 0 | 0 | 0 |  | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 04/2026  | 17 | 17 |  | 21 |  | 0 | 0 | 0 |  | 0 |
|  |  | 04/2026  | 04/2026  | 102 | 102 |  | 136 |  | 1 | 1 | 1 |  | 0 |
|  |  | 04/2026  | 04/2026  | 14839 | 14839 |  | 93 |  | 0 | 0 | 0 |  | (1) |
|  |  | 04/2026  | 04/2026  | 160238 | 160238 |  | 109 |  | 5 | 5 | 5 |  | 0 |
|  |  | 04/2026  | 04/2026  | 167 | 167 |  | 17 |  | 0 | 0 | 0 |  | 0 |
|  |  | 04/2026  | 04/2026  | 98 | 98 |  | 57 |  | 1 | 1 | 1 |  | 0 |
|  |  | 04/2026  | 04/2026  | 390 | 390 |  | 42 |  | 1 | 1 | 1 |  | 0 |
|  |  | 04/2026  | 04/2026  | 1881 | 1881 |  | 59 |  | 2 | 2 | 2 |  | 0 |
|  |  | 04/2026  | 04/2026  | $70 | 70 | AUD | 101 |  | 0 | 0 | 0 |  | 0 |
|  |  | 04/2026  | 04/2026  | 66 | 66 | CHF | 52 |  | 0 | 0 | 0 |  | (1) |
|  |  | 04/2026  | 04/2026  | 31 | 31 | EUR | 27 |  | 0 | 0 | 0 |  | 0 |
|  |  | 04/2026  | 04/2026  | 62 | 62 | GBP | 46 |  | 0 | 0 | 0 |  | (1) |
|  |  | 04/2026  | 04/2026  | 173 | 173 | JPY | 27162 |  | 0 | 0 | 0 |  | (2) |
|  |  | 04/2026  | 04/2026  | 35 | 35 | MXN | 639 |  | 1 | 1 | 1 |  | 0 |
|  |  | 04/2026  | 04/2026  | 17 | 17 | NOK | 167 |  | 0 | 0 | 0 |  | 0 |
|  |  | 04/2026  | 04/2026  | 57 | 57 | NZD | 98 |  | 0 | 0 | 0 |  | 0 |
|  |  | 05/2026  | 05/2026  | 31 | 31 | EUR | 27 |  | 0 | 0 | 0 |  | 0 |
|  |  | 05/2026  | 05/2026  | 0 | 0 | GBP | 0 |  | 0 | 0 | 0 |  | 0 |
|  |  | 05/2026  | 05/2026  | 93 | 93 | JPY | 14794 |  | 1 | 1 | 1 |  | 0 |
|  |  | 05/2026  | 05/2026  | 17 | 17 | NOK | 167 |  | 0 | 0 | 0 |  | 0 |
|  |  | 05/2026  | 05/2026  | 57 | 57 | NZD | 98 |  | 0 | 0 | 0 |  | (1) |
|  |  | 06/2026  | 06/2026  | 79 | 79 | $ | 4 |  | 0 | 0 | 0 |  | 0 |
|  |  | 06/2026  | 06/2026  | $60 | 60 | MXN | 1055 |  | 0 | 0 | 0 |  | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; MYI | &nbsp;&nbsp;&nbsp;&nbsp; MYI | 04/2026  | 04/2026  | 35 | 35 | $ | 10 |  | 0 | 0 | 0 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 04/2026  | 129 | 129 |  | 4 |  | 0 | 0 | 0 |  | 0 |
|  |  | 04/2026  | 04/2026  | $457 | 457 | CAD | 633 |  | 0 | 0 | 0 |  | (2) |
|  |  | 04/2026  | 04/2026  | 83 | 83 | INR | 7520 |  | 0 | 0 | 0 |  | (3) |
|  |  | 04/2026  | 04/2026  | 81 | 81 | JPY | 12653 |  | 0 | 0 | 0 |  | (1) |
|  |  | 04/2026  | 04/2026  | 30 | 30 | PLN | 108 |  | 0 | 0 | 0 |  | (1) |
|  |  | 04/2026  | 04/2026  | 120 | 120 | TWD | 3832 |  | 0 | 0 | 0 |  | 0 |
|  |  | 05/2026  | 05/2026  | 632 | 632 | $ | 457 |  | 2 | 2 | 2 |  | 0 |
|  |  | 06/2026  | 06/2026  | 98469 | 98469 |  | 111 |  | 5 | 5 | 5 |  | 0 |
|  |  | 06/2026  | 06/2026  | $68 | 68 | IDR | 1139323 |  | 0 | 0 | 0 |  | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 04/2026  | 04/2026  | 819 | 819 | $ | 583 |  | 18 | 18 | 18 |  | 0 |
|  |  | 04/2026  | 04/2026  | $38 | 38 | SEK | 345 |  | 0 | 0 | 0 |  | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | 04/2026  | 04/2026  | 111 | 111 | $ | 30 |  | 0 | 0 | 0 |  | 0 |
|  |  | 04/2026  | 04/2026  | $133 | 133 | PLN | 480 |  | 0 | 0 | 0 |  | (3) |
|  |  | 06/2026  | 06/2026  | 197 | 197 | $ | 64 |  | 1 | 1 | 1 |  | 0 |
|  |  | 06/2026  | 06/2026  | 100 | 100 |  | 6 |  | 0 | 0 | 0 |  | 0 |
|  |  | 06/2026  | 06/2026  | $145 | 145 | MXN | 2537 |  | 0 | 0 | 0 |  | (5) |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**336** | **336** | **336** | **$** | $**(332)** | **(332)** |
| **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** |
| **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** |
| Counterparty | Description | Description | Floating Rate<br>Index | Floating Rate<br>Index | Exercise<br>Rate | Exercise<br>Rate | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Cost | Cost |  | Market<br>Value |
| FAR | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3.000% | 3.000% | 8400 | 8400 | 8400 | $8 | 8 | $ | $6 |
| GLM | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3.000 | 3.000 | 24600 | 24600 | 24600 | 18 | 18 |  | 16 |
|  | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3.000 | 3.000 | 8800 | 8800 | 8800 | 10 | 10 |  | 6 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| MYC | MYC | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | Pay | Pay | 3.000 | 08/03/2026 | 08/03/2026 | 08/03/2026 |  | 10000 |  | 9 | 9 | 9 | 7 | 7 |
|  |  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | Pay | Pay | 3.000 | 08/11/2026 | 08/11/2026 | 08/11/2026 |  | 9600 |  | 11 | 11 | 11 | 7 | 7 |
| **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **$** | **56** | **56** | **56** | $**42** | **42** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> |
| Counterparty | Reference Entity | Reference Entity | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(4)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(4)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(4)</sup> | Notional<br>Amount<sup>(5)</sup> | Notional<br>Amount<sup>(5)</sup> | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| MYC | South Korea Government International Bonds  | South Korea Government International Bonds  | Quarterly | 12/20/2030 | 12/20/2030 | 0.324% | 0.324% | 0.324% | $800 | 800 | (31) | (31) | $7 | 7 | $0 | 0 | $(24) |
| **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> |
| Counterparty | Index/Tranches | Index/Tranches | Fixed <br>Receive Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date |  | Notional<br>Amount<sup>(5)</sup> |  | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| BOA | CDX.iTraxx Crossover 44 5-Year 35-100% Index  | CDX.iTraxx Crossover 44 5-Year 35-100% Index  | 5.000% | Quarterly | Quarterly | 12/20/2030 | 12/20/2030 | EUR | 500 | $ | 114 | 114 | (14) | (14) | 100 | 100 | 0 |
| JPM | CDX.iTraxx Crossover 44 5-Year 35-100% Index  | CDX.iTraxx Crossover 44 5-Year 35-100% Index  | 5.000 | Quarterly | Quarterly | 12/20/2030 | 12/20/2030 |  | 100 |  | 23 | 23 | (3) | (3) | 20 | 20 | 0 |
|  |  |  |  |  |  |  |  |  |  |  | 137 | 137 | $(17) | (17) | $120 | 120 | $0 |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **106** | **106** | $**(10)** | **(10)** | $**120** | **120** | $**(24)** |
| <sup>(1)</sup> | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. |
| <sup>(2)</sup> | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(3)</sup> | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(4)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(5)</sup> | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(6)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: |  |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 1 | Level 2 | Level 2 | Level 2 | Level 3 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |  |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |  |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |  |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | $0 | 0 | 0 | $ | 17816 | 17816 | $0 | 0 | 0 | $ | 17816 | 17816 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 |  | 7283 | 7283 | 0 | 0 | 0 |  | 7283 | 7283 |  |
| Utilities | Utilities | Utilities | Utilities | Utilities | 0 | 0 | 0 |  | 1400 | 1400 | 0 | 0 | 0 |  | 1400 | 1400 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 0 |  | 28759 | 28759 | 0 | 0 | 0 |  | 28759 | 28759 |  |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 0 | 0 |  | 345 | 345 | 0 | 0 | 0 |  | 345 | 345 |  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 0 |  | 7377 | 7377 | 0 | 0 | 0 |  | 7377 | 7377 |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |
| Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | 0 | 0 | 0 |  | 867 | 867 | 0 | 0 | 0 |  | 867 | 867 |  |
| Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | 0 | 0 | 0 |  | 198 | 198 | 0 | 0 | 0 |  | 198 | 198 |  |
| CMBS Other | CMBS Other | CMBS Other | CMBS Other | CMBS Other | 0 | 0 | 0 |  | 17 | 17 | 0 | 0 | 0 |  | 17 | 17 |  |
| Credit Card Bullet | Credit Card Bullet | Credit Card Bullet | Credit Card Bullet | Credit Card Bullet | 0 | 0 | 0 |  | 602 | 602 | 0 | 0 | 0 |  | 602 | 602 |  |
| Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 0 |  | 1315 | 1315 | 0 | 0 | 0 |  | 1315 | 1315 |  |
| Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | 0 | 0 | 0 |  | 565 | 565 | 0 | 0 | 0 |  | 565 | 565 |  |
| Other ABS | Other ABS | Other ABS | Other ABS | Other ABS | 0 | 0 | 0 |  | 16177 | 16177 | 0 | 0 | 0 |  | 16177 | 16177 |  |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 0 |  | 3911 | 3911 | 0 | 0 | 0 |  | 3911 | 3911 |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Mutual Funds | Mutual Funds | Mutual Funds | Mutual Funds | Mutual Funds | 0 | 0 | 0 |  | 425 | 425 | 0 | 0 | 0 |  | 425 | 425 |  |
| South Africa Treasury Bills | South Africa Treasury Bills | South Africa Treasury Bills | South Africa Treasury Bills | South Africa Treasury Bills | 0 | 0 | 0 |  | 1083 | 1083 | 0 | 0 | 0 |  | 1083 | 1083 |  |
|  |  |  |  |  | $0 | 0 | 0 | $ | 88140 | 88140 | $0 | 0 | 0 | $ | 88140 | 88140 |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | $3089 | 3089 | 3089 | $ | 0 | 0 | $0 | 0 | 0 | $ | 3089 | 3089 |  |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series LD (Cont.) March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Total Investments | $3089 | $88140 | $0 | $91229 |
| **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  |
| U.S. Government Agencies | $0 | $(9323) | $0 | $(9323) |
| **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  |
| Exchange-traded or centrally cleared | 90 | 38 | 0 | 128 |
| Over the counter | 0 | 498 | 0 | 498 |
|  | $90 | $536 | $0 | $626 |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |
| Exchange-traded or centrally cleared | (38) | 28 | 0 | (66) |
| Over the counter | 0 | (356) | 0 | (356) |
|  | $(38) | $(384) | $0 | $(422) |
| Total Financial Derivative Instruments | $52 | $152 | $0 | $204 |
| Totals | $3141 | $78969 | $0 | $82110 |
| **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 136.3% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 0.3%**  |  |  |
| **Castlelake LP**<br>2.950% due 05/12/2031 «~ | $6008 | $5629 |
| Total Loan Participations and Assignments (Cost $6,003) |  | 5629 |
| **CORPORATE BONDS & NOTES 31.8%**  |  |  |
| **BANKING & FINANCE 19.5%**  |  |  |
| **Ally Financial, Inc.** <br>6.848% due 01/03/2030 •(g) | 3600 | 3758 |
| **American Homes 4 Rent LP** <br>5.250% due 03/15/2035 | 3000 | 2959 |
| **American Tower Corp.** <br>5.550% due 07/15/2033 | 1100 | 1131 |
| **Antares Holdings LP**  |  |  |
| 6.350% due 10/23/2029  | 4300 | 4259 |
| 7.950% due 08/11/2028  | 7550 | 7831 |
| **Athene Global Funding**  |  |  |
| 5.380% due 01/07/2030  | 3000 | 3007 |
| 5.526% due 07/11/2031  | 5000 | 5005 |
| **Aviation Capital Group LLC** <br>6.750% due 10/25/2028 | 5250 | 5498 |
| **Avolon Holdings Funding Ltd.** <br>2.528% due 11/18/2027 | 107 | 103 |
| **Banco Bilbao Vizcaya Argentaria SA** <br>6.033% due 03/13/2035 •  | 5000 | 5198 |
| **Banco Santander SA**  |  |  |
| 5.538% due 03/14/2030 •  | 3800 | 3892 |
| 6.033% due 01/17/2035  | 3200 | 3347 |
| **Bank of America Corp.** <br>5.288% due 04/25/2034 •  | 15000 | 15188 |
| **Barclays PLC**  |  |  |
| 6.224% due 05/09/2034 •  | 2000 | 2101 |
| 7.437% due 11/02/2033 •  | 1200 | 1342 |
| **BGC Group, Inc.**  |  |  |
| 6.150% due 04/02/2030  | 4000 | 4071 |
| 8.000% due 05/25/2028  | 4300 | 4535 |
| **Blue Cross & Blue Shield of Minnesota** <br>4.850% due 09/30/2030 «(f) | 4700 | 4627 |
| **Blue Owl Capital Corp.** <br>2.875% due 06/11/2028 | 9700 | 9019 |
| **BPCE SA**  |  |  |
| 6.714% due 10/19/2029 •  | 7500 | 7847 |
| 7.003% due 10/19/2034 •  | 7500 | 8200 |
| **Broadstone Net Lease LLC** <br>5.000% due 11/01/2032 | 2900 | 2854 |
| **Capital One Financial Corp.** <br>7.624% due 10/30/2031 •  | 5000 | 5524 |
| **CI Financial Corp.** <br>4.100% due 06/15/2051 | 5000 | 3320 |
| **Citadel Finance LLC**  |  |  |
| 4.750% due 02/14/2029  | 3600 | 3530 |
| 5.900% due 02/10/2030  | 4100 | 4122 |
| **Citadel LP** <br>6.375% due 01/23/2032 | 2700 | 2800 |
| **Citigroup, Inc.**  |  |  |
| 3.785% due 03/17/2033 •  | 2000 | 1877 |
| 5.449% due 06/11/2035 •  | 12000 | 12172 |
| 6.270% due 11/17/2033 •  | 7000 | 7485 |
| **Cousins Properties LP**  |  |  |
| 5.250% due 07/15/2030  | 3800 | 3852 |
| 5.375% due 02/15/2032  | 2400 | 2416 |
| **Credit Agricole SA** <br>5.862% due 01/09/2036 •  | 3000 | 3092 |
| **Credit Suisse AG AT1 Claim** | 5500 | 1925 |
| **Crown Castle, Inc.** <br>5.200% due 09/01/2034 | 3000 | 2967 |
| **DaVinciRe Holdings Ltd.** <br>5.950% due 04/15/2035 | 3150 | 3143 |
| **Deloitte LLP**  |  |  |
| 5.410% due 01/30/2032 «(f)  | 1800 | 1806 |
| 5.590% due 01/30/2035 «(f)  | 1100 | 1095 |
| 5.970% due 01/30/2045 «(f)  | 900 | 869 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Doctors Co. An Interinsurance Exchange** <br>4.500% due 01/18/2032 | 2000 | 1823 |
| **Essex Portfolio LP** <br>5.500% due 04/01/2034 | 5000 | 5072 |
| **F&G Annuities & Life, Inc.** <br>6.500% due 06/04/2029 | 2600 | 2612 |
| **Fairfax Financial Holdings Ltd.** <br>4.850% due 04/17/2028 | 4000 | 4018 |
| **Ford Motor Credit Co. LLC**  |  |  |
| 5.800% due 03/05/2027  | 1000 | 1006 |
| 6.125% due 03/08/2034  | 4000 | 3964 |
| 6.800% due 05/12/2028  | 8000 | 8243 |
| 7.350% due 11/04/2027  | 5000 | 5162 |
| **Freedom Mortgage Holdings LLC** <br>8.375% due 04/01/2032 | 3000 | 2954 |
| **FS KKR Capital Corp.**  |  |  |
| 2.625% due 01/15/2027  | 9000 | 8736 |
| 6.875% due 08/15/2029  | 3200 | 3147 |
| **GA Global Funding Trust**  |  |  |
| 4.500% due 09/18/2030  | 5000 | 4817 |
| 5.500% due 01/08/2029  | 3000 | 3038 |
| 5.900% due 01/13/2035  | 2000 | 1986 |
| **Global Atlantic Fin Co.** <br>6.750% due 03/15/2054 | 400 | 373 |
| **GLP Capital LP/GLP Financing II, Inc.**  |  |  |
| 5.625% due 09/15/2034  | 1500 | 1478 |
| 5.750% due 11/01/2037  | 4000 | 3875 |
| **Goldman Sachs Group, Inc.** <br>6.561% due 10/24/2034 •  | 5000 | 5438 |
| **Golub Capital Private Credit Fund**  |  |  |
| 0.000% due 08/15/2028  | 4600 | 4538 |
| 5.875% due 05/01/2030  | 2000 | 1964 |
| **HA Sustainable Infrastructure Capital, Inc.** <br>6.375% due 07/01/2034 | 3200 | 3223 |
| **HPS Corporate Lending Fund** <br>4.900% due 09/11/2028 | 1200 | 1170 |
| **HSBC Holdings PLC**  |  |  |
| 2.848% due 06/04/2031 •  | 1600 | 1479 |
| 5.719% due 03/04/2035 •  | 2000 | 2053 |
| **ING Groep NV** <br>4.500% due 05/23/2029 •  | 400 | 472 |
| **Invitation Homes Operating Partnership LP**  |  |  |
| 4.150% due 04/15/2032  | $1101 | 1034 |
| 4.875% due 02/01/2035  | 1000 | 955 |
| **Jane Street Group/JSG Finance, Inc.** <br>7.125% due 04/30/2031 | 2000 | 2057 |
| **JPMorgan Chase & Co.** <br>5.294% due 07/22/2035 •  | 2400 | 2430 |
| **KBC Group NV** <br>6.324% due 09/21/2034 •  | 3000 | 3211 |
| **Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.** <br>5.500% due 08/01/2030 | 1500 | 1504 |
| **Liberty Mutual Group, Inc.**  |  |  |
| 4.125% due 12/15/2051 •  | 6700 | 6547 |
| 4.300% due 02/01/2061  | 4000 | 2505 |
| **LPL Holdings, Inc.** <br>5.750% due 06/15/2035 | 4000 | 3986 |
| **Marex Group PLC** <br>5.829% due 05/08/2028 | 4000 | 4044 |
| **Massachusetts Mutual Life Insurance Co.** <br>5.077% due 02/15/2069 •  | 4500 | 4005 |
| **Morgan Stanley**  |  |  |
| 0.000% due 04/02/2032 þ(f)  | 8000 | 5961 |
| 5.250% due 04/21/2034 •  | 20000 | 20070 |
| **Nissan Motor Acceptance Co. LLC** <br>5.698% (SOFRINDX + 2.050%) due 09/13/2027 ~ | 308 | 306 |
| **Nomura Holdings, Inc.** <br>5.783% due 07/03/2034 | 2750 | 2826 |
| **Oaktree Strategic Credit Fund** <br>6.500% due 07/23/2029 | 1500 | 1504 |
| **OneMain Finance Corp.** <br>6.625% due 01/15/2028 | 205 | 207 |
| **Prologis LP** <br>4.200% due 02/15/2033 | 4000 | 2866 |
| **Royal Bank of Scotland International Ltd.** <br>4.660% due 12/16/2028 «(f) | $6000 | 5923 |
| **Sabra Health Care LP** <br>3.900% due 10/15/2029 | 4600 | 4468 |
| **Sammons Financial Group Global Funding**  |  |  |
| 4.800% due 12/12/2030  | 10250 | 10172 |
| 5.100% due 12/10/2029  | 2500 | 2527 |
| **Sixth Street Lending Partners** <br>6.125% due 07/15/2030 | 1500 | 1492 |
| **Stellantis Finance U.S., Inc.** <br>6.450% due 03/18/2035 (g) | 5300 | 5224 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Stellantis Financial Services U.S. Corp.** <br>5.400% due 09/15/2030 | 2000 | 1965 |
| **Takeoff Merger Sub, Inc.** <br>4.500% due 03/24/2029 | 5900 | 5863 |
| **Tesco Property Finance 3 PLC** <br>5.744% due 04/13/2040 | 553 | 718 |
| **Tesco Property Finance 4 PLC** <br>5.801% due 10/13/2040 | 606 | 785 |
| **Tesco Property Finance 5 PLC** <br>5.661% due 10/13/2041 | 89 | 115 |
| **Trustage Financial Group, Inc.** <br>4.625% due 04/15/2032 | $5300 | 5071 |
| **UBS Group AG** <br>5.699% due 02/08/2035 •  | 9000 | 9229 |
| **VICI Properties LP** <br>5.625% due 04/01/2035 | 4800 | 4780 |
| **Wells Fargo & Co.** <br>3.350% due 03/02/2033 •  | 4000 | 3674 |
|  |  | 378432 |
| **INDUSTRIALS 9.5%**  |  |  |
| **Adventist Health System** <br>4.742% due 12/01/2030 | 480 | 476 |
| **Air Canada** <br>4.625% due 08/15/2029 | 900 | 640 |
| **Alaska Airlines Pass-Through Trust** <br>4.800% due 02/15/2029 | $1991 | 1993 |
| **American Airlines Pass-Through Trust**  |  |  |
| 3.150% due 08/15/2033  | 4047 | 3777 |
| 3.375% due 11/01/2028  | 3745 | 3700 |
| 3.500% due 08/15/2033  | 405 | 374 |
| **Bacardi Ltd.** <br>4.700% due 05/15/2028 | 1000 | 999 |
| **Bayer U.S. Finance II LLC** <br>4.375% due 12/15/2028 | 358 | 354 |
| **Bayer U.S. Finance LLC**  |  |  |
| 6.500% due 11/21/2033  | 2200 | 2340 |
| 6.875% due 11/21/2053  | 2300 | 2425 |
| **Beignet Investor LLC** <br>6.581% due 05/30/2049 | 71150 | 73208 |
| **Booz Allen Hamilton, Inc.** <br>5.950% due 04/15/2035 | 2000 | 2018 |
| **Cheniere Energy, Inc.** <br>5.650% due 04/15/2034 | 2000 | 2060 |
| **CommonSpirit Health** <br>5.662% due 09/01/2055 | 5800 | 5590 |
| **CVS Pass-Through Trust** <br>7.507% due 01/10/2032 | 3364 | 3553 |
| **Diageo Investment Corp.** <br>5.625% due 04/15/2035 | 1500 | 1554 |
| **Diamondback Energy, Inc.** <br>5.550% due 04/01/2035 | 2600 | 2654 |
| **DR Horton, Inc.** <br>5.000% due 10/15/2034 | 4000 | 3949 |
| **Energy Transfer LP**  |  |  |
| 5.600% due 09/01/2034  | 6000 | 6117 |
| 6.200% due 04/01/2055  | 4000 | 3890 |
| **Eni SpA** <br>5.750% due 05/19/2035 | 1800 | 1868 |
| **Flex Intermediate Holdco LLC**  |  |  |
| 3.363% due 06/30/2031  | 2800 | 2551 |
| 4.317% due 12/30/2039  | 2800 | 2357 |
| **Gartner, Inc.** <br>5.600% due 11/20/2035 | 5100 | 4841 |
| **HCA, Inc.** <br>5.750% due 03/01/2035 | 2500 | 2571 |
| **Kraft Heinz Foods Co.** <br>4.375% due 06/01/2046 | 5000 | 3913 |
| **Mondelez International, Inc.** <br>4.625% due 07/03/2031 | 5000 | 3700 |
| **National Fuel Gas Co.** <br>5.950% due 03/15/2035 | $1650 | 1708 |
| **Nissan Motor Co. Ltd.** <br>4.810% due 09/17/2030 | 3100 | 2818 |
| **Quanta Services, Inc.** <br>5.250% due 08/09/2034 | 2700 | 2718 |
| **Rolls-Royce PLC**  |  |  |
| 1.625% due 05/09/2028  | 100 | 112 |
| 3.375% due 06/18/2026  | 100 | 132 |
| **Salesforce, Inc.** <br>4.650% due 03/15/2029 | $7200 | 7216 |
| **Smith & Nephew PLC** <br>5.400% due 03/20/2034 | 5000 | 5074 |
| **South Bow USA Infrastructure Holdings LLC**  |  |  |
| 4.911% due 09/01/2027  | 2000 | 2009 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 5.026% due 10/01/2029  | 2400 | 2416 |
| **Tennessee Gas Pipeline Co. LLC** <br>2.900% due 03/01/2030 | 3800 | 3562 |
| **Turkish Airlines Pass-Through Trust** <br>4.200% due 09/15/2028 | 857 | 847 |
| **United Airlines Pass-Through Trust** <br>5.450% due 08/15/2038 | 1786 | 1825 |
| **Vale Overseas Ltd.** <br>6.400% due 06/28/2054 | 3000 | 3041 |
| **Venture Global Calcasieu Pass LLC** <br>4.125% due 08/15/2031 | 2500 | 2320 |
| **Weir Group, Inc.** <br>5.350% due 05/06/2030 | 2200 | 2231 |
| **Woodside Finance Ltd.** <br>6.000% due 05/19/2035 | 3350 | 3493 |
|  |  | 184994 |
| **UTILITIES 2.8%**  |  |  |
| **AES Corp.** <br>5.800% due 03/15/2032 | 5000 | 5030 |
| **Appalachian Power Co.** <br>5.650% due 04/01/2034 | 1900 | 1956 |
| **Black Hills Corp.** <br>6.000% due 01/15/2035 | 4100 | 4258 |
| **Edison International**  |  |  |
| 5.450% due 06/15/2029  | 600 | 606 |
| 5.750% due 06/15/2027  | 1800 | 1814 |
| **Electricite de France SA** <br>5.950% due 04/22/2034 | 5500 | 5749 |
| **EPH Financing International AS** <br>6.651% due 11/13/2028 | 6000 | 7341 |
| **FORESEA Holding SA** <br>7.500% due 06/15/2030 | $27 | 27 |
| **IPALCO Enterprises, Inc.** <br>4.250% due 05/01/2030 | 2600 | 2506 |
| **Pacific Gas & Electric Co.**  |  |  |
| 4.500% due 07/01/2040  | 1500 | 1281 |
| 4.550% due 07/01/2030  | 1300 | 1283 |
| 4.750% due 02/15/2044  | 3000 | 2509 |
| 4.950% due 07/01/2050  | 700 | 580 |
| 6.000% due 08/15/2035  | 2000 | 2067 |
| 6.700% due 04/01/2053  | 4700 | 4870 |
| **PPL Capital Funding, Inc.** <br>5.250% due 09/01/2034 | 2900 | 2924 |
| **Puget Energy, Inc.** <br>5.725% due 03/15/2035 | 3000 | 3025 |
| **SCE Recovery Funding LLC** <br>5.341% due 03/15/2047 | 5000 | 4969 |
| **Southern California Edison Co.** <br>4.875% due 03/01/2049 | 400 | 335 |
| **System Energy Resources, Inc.** <br>6.000% due 04/15/2028 | 1900 | 1953 |
|  |  | 55083 |
| Total Corporate Bonds & Notes (Cost $618,579) |  | 618509 |
| **MUNICIPAL BONDS & NOTES 0.5%**  |  |  |
| **CALIFORNIA 0.5%**  |  |  |
| **Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2021** <br>3.850% due 06/01/2050 | 6605 | 6038 |
| **Newport Beach, California Certificates of Participation Bonds, (BABs), Series 2010** <br>7.168% due 07/01/2040 | 3400 | 3781 |
|  |  | 9819 |
| **PENNSYLVANIA 0.0%**  |  |  |
| **Pennsylvania Economic Development Financing Authority Revenue Bonds, (BABs), Series 2010** <br>6.532% due 06/15/2039 | 600 | 652 |
| Total Municipal Bonds & Notes (Cost $10,142) |  | 10471 |
| **U.S. GOVERNMENT AGENCIES 42.5%**  |  |  |
| **Federal Home Loan Mortgage Corp.**  |  |  |
| 4.000% due 11/01/2047 - 03/01/2049 | 15 | 14 |
| 5.000% due 07/01/2053 | 20341 | 20143 |
| 5.455% due 08/01/2032 •  | 10 | 10 |
| 5.500% due 12/01/2053 - 11/01/2055 | 7991 | 8148 |
| 5.875% due 01/01/2032 •  | 10 | 11 |
| 5.985% due 02/01/2033 •  | 4 | 4 |
| 6.000% due 02/01/2055 - 09/01/2055 | 17908 | 18680 |
| 6.375% due 10/01/2032 •  | 2 | 2 |
| 6.625% due 10/01/2032 •  | 22 | 23 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 7.000% due 12/01/2029 - 03/01/2030 | 2 | 2 |
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 4.237% due 08/15/2029 - 12/15/2031 •  | 1 | 1 |
| 4.337% due 03/15/2032 •  | 1 | 1 |
| 6.000% due 12/15/2028 | 20 | 20 |
| 7.500% due 08/15/2030 | 6 | 6 |
| **Federal National Mortgage Association**  |  |  |
| 3.000% due 01/01/2046 | 61 | 55 |
| 3.500% due 05/01/2047 | 85 | 79 |
| 4.000% due 12/01/2044 | 9 | 9 |
| 5.500% due 09/01/2053 - 09/01/2055 | 1282 | 1306 |
| 5.723% due 11/01/2032 •  | 4 | 4 |
| 5.835% due 01/01/2033 •  | 6 | 6 |
| 5.948% due 12/01/2034 •  | 14 | 14 |
| 6.000% due 08/01/2054 - 09/01/2054 | 3055 | 3160 |
| 6.220% due 09/01/2027 •  | 3 | 3 |
| 6.370% due 05/01/2033 •  | 8 | 9 |
| **Federal National Mortgage Association Grantor Trust**  |  |  |
| 5.151% due 05/25/2042 ~ | 4 | 4 |
| 5.403% due 03/25/2041 ~ | 4 | 4 |
| **Government National Mortgage Association**  |  |  |
| 5.125% due 10/20/2027 •  | 1 | 0 |
| 5.375% due 07/20/2027 - 07/20/2029 •  | 4 | 4 |
| 5.625% due 01/20/2027 - 06/20/2032 •  | 17 | 15 |
| **Government National Mortgage Association, TBA**<br>2.500% due 05/01/2056 | 350900 | 301747 |
| **Uniform Mortgage-Backed Security, TBA**  |  |  |
| 4.500% due 05/01/2056 - 06/01/2056 | 140000 | 134962 |
| 5.000% due 05/01/2056 | 188000 | 185193 |
| 5.500% due 06/01/2056 | 38400 | 38488 |
| 6.000% due 06/01/2056 | 24200 | 24633 |
| 6.500% due 06/01/2056 | 86900 | 89827 |
| Total U.S. Government Agencies (Cost $827,070) |  | 826587 |
| **U.S. TREASURY OBLIGATIONS 10.7%**  |  |  |
| **U.S. Treasury Bonds**  |  |  |
| 4.250% due 08/15/2054 (k) | 15300 | 13706 |
| 4.625% due 02/15/2046 (g) | 48000 | 46279 |
| 4.750% due 08/15/2055 (k) | 61000 | 59456 |
| 4.875% due 08/15/2045 (k) | 50 | 50 |
| **U.S. Treasury Inflation Protected Securities (d)** |  |  |
| 1.250% due 04/15/2028 (i) | 54212 | 54438 |
| 1.750% due 01/15/2034 (i) | 33644 | 33515 |
| Total U.S. Treasury Obligations (Cost $208,731) |  | 207444 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 14.0%**  |  |  |
| **Adjustable Rate Mortgage Trust**  |  |  |
| 4.070% due 01/25/2036 ~  | 4 | 3 |
| 4.360% due 02/25/2036 ~  | 68 | 43 |
| 4.757% due 11/25/2035 ~  | 52 | 37 |
| **American Home Mortgage Assets Trust**  |  |  |
| 4.003% due 10/25/2046 •  | 310 | 156 |
| 4.173% due 09/25/2046 •  | 260 | 253 |
| 4.779% due 11/25/2046 •  | 470 | 110 |
| **Arroyo Mortgage Trust** <br>4.950% due 07/25/2057 þ | 1738 | 1734 |
| **Banc of America Alternative Loan Trust** <br>6.000% due 07/25/2046 | 55 | 48 |
| **Banc of America Funding Trust**  |  |  |
| 4.096% due 08/27/2036 ~  | 4141 | 4011 |
| 4.170% due 10/20/2036 •  | 62 | 49 |
| 4.213% due 04/25/2037 •  | 48 | 40 |
| 4.390% due 05/20/2047 •  | 21 | 20 |
| 4.491% due 09/20/2047 ~  | 58 | 51 |
| 4.593% due 05/25/2037 •  | 47 | 43 |
| 4.598% due 09/20/2046 ~  | 28 | 26 |
| 5.148% due 04/20/2035 ~  | 36 | 35 |
| 5.500% due 03/25/2036  | 5 | 5 |
| 5.710% due 02/20/2036 ~  | 60 | 57 |
| 5.831% due 04/25/2037 ~  | 309 | 266 |
| **Banc of America Mortgage Trust**  |  |  |
| 5.281% due 02/25/2034 ~  | 45 | 45 |
| 5.339% due 05/25/2035 ~  | 167 | 150 |
| 5.500% due 09/25/2035  | 97 | 85 |
| 5.500% due 05/25/2037  | 55 | 42 |
| 5.582% due 07/25/2035 ~  | 4 | 4 |
| **BCAP LLC Trust**  |  |  |
| 3.784% due 07/26/2036 ~  | 13 | 12 |
| 4.093% due 05/25/2047 •  | 21 | 19 |
| 4.233% due 05/25/2047 •  | 135 | 123 |
| 4.495% due 03/26/2037 ~  | 47 | 43 |
| 4.900% due 03/27/2037 ~  | 174 | 151 |
| 5.093% due 09/25/2047 •  | 43 | 39 |
| 6.193% due 10/25/2047 •  | 7390 | 5572 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Bear Stearns ALT-A Trust**  |  |  |
| 4.047% due 08/25/2036 ~  | 196 | 129 |
| 4.126% due 11/25/2036 ~  | 64 | 27 |
| 4.233% due 04/25/2036 •  | 50 | 46 |
| 4.375% due 02/25/2036 ~  | 149 | 104 |
| 4.382% due 02/25/2036 ~  | 14 | 12 |
| 4.539% due 05/25/2036 ~  | 293 | 139 |
| 4.665% due 01/25/2036 ~  | 1470 | 1377 |
| 4.686% due 07/25/2035 ~  | 264 | 159 |
| 5.158% due 05/25/2035 ~  | 20 | 20 |
| 5.224% due 06/25/2034 ~  | 640 | 585 |
| **Bear Stearns ARM Trust**  |  |  |
| 4.065% due 05/25/2047 ~  | 69 | 63 |
| 4.152% due 05/25/2034 ~  | 15 | 14 |
| 4.335% due 02/25/2036 ~  | 28 | 26 |
| 4.503% due 03/25/2035 ~  | 19 | 17 |
| 4.849% due 02/25/2034 ~  | 19 | 17 |
| 4.875% due 01/25/2035 ~  | 5 | 5 |
| 5.619% due 11/25/2034 ~  | 18 | 17 |
| 5.930% due 10/25/2035 ~  | 16 | 16 |
| 6.185% due 01/25/2034 ~  | 21 | 21 |
| 6.213% due 06/25/2035 ~  | 1 | 1 |
| 6.273% due 12/25/2046 •  | 240 | 202 |
| 6.420% due 10/25/2035 •  | 106 | 103 |
| **Bear Stearns Mortgage Funding Trust** <br>4.173% due 01/25/2037 •  | 41 | 39 |
| **Bear Stearns Structured Products, Inc. Trust** <br>4.788% due 01/26/2036 ~ | 233 | 167 |
| **Benchmark Mortgage Trust**  |  |  |
| 2.952% due 08/15/2057  | 4565 | 4311 |
| 4.077% due 07/15/2051  | 3262 | 3251 |
| **BMO Mortgage Trust** <br>5.625% due 12/15/2057 ~ | 3500 | 3604 |
| **Chase Home Lending Mortgage Trust**  |  |  |
| 3.250% due 03/25/2063 ~  | 5454 | 4904 |
| 3.250% due 09/25/2063 ~  | 3324 | 2981 |
| **Chase Mortgage Finance Trust**  |  |  |
| 4.011% due 03/25/2037 ~  | 14 | 13 |
| 4.452% due 09/25/2036 ~  | 448 | 383 |
| 4.531% due 03/25/2037 ~  | 27 | 26 |
| 6.000% due 05/25/2037  | 94 | 38 |
| **ChaseFlex Trust**  |  |  |
| 4.393% due 07/25/2037 •  | 106 | 94 |
| 5.000% due 07/25/2037  | 68 | 21 |
| **ChaseFlex Trust Multi-Class Mortgage Pass-Through Certificates** <br>4.204% due 08/25/2037 þ | 18 | 15 |
| **Chevy Chase Funding LLC Mortgage-Backed Certificates** <br>4.023% due 10/25/2035 •  | 402 | 391 |
| **CHL Mortgage Pass-Through Trust**  |  |  |
| 4.001% due 05/20/2036 ~  | 66 | 62 |
| 4.181% due 02/20/2036 ~  | 88 | 82 |
| 4.194% due 11/25/2037 ~  | 61 | 56 |
| 4.253% due 05/25/2035 •  | 33 | 29 |
| 4.303% due 05/20/2036 ~  | 21 | 20 |
| 4.333% due 02/25/2035 •  | 3 | 3 |
| 4.413% due 03/25/2035 •  | 110 | 102 |
| 4.473% due 03/25/2036 •  | 3 | 2 |
| 4.533% due 02/25/2035 •  | 146 | 139 |
| 4.573% due 02/25/2035 •  | 124 | 118 |
| 4.657% due 01/25/2036 ~  | 20 | 20 |
| 4.787% due 11/25/2034 ~  | 24 | 23 |
| 5.230% due 06/25/2034 ~  | 267 | 248 |
| 5.306% due 08/25/2034 ~  | 1314 | 1304 |
| 5.500% due 07/25/2037  | 224 | 87 |
| 5.750% due 12/25/2035  | 56 | 26 |
| 6.000% due 02/25/2037  | 203 | 85 |
| 6.000% due 03/25/2037  | 75 | 30 |
| 6.000% due 07/25/2037  | 164 | 66 |
| 6.224% due 02/20/2036 •  | 5 | 5 |
| 6.500% due 11/25/2036  | 526 | 130 |
| 6.507% due 08/25/2034 ~  | 12 | 11 |
| **CHL Reperforming Loan REMICS Trust** <br>6.000% due 03/25/2035 | 13 | 13 |
| **CIM Trust** <br>5.500% due 08/25/2064 ~ | 13106 | 13144 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 3.909% due 10/25/2046 ~  | 60 | 53 |
| 4.059% due 09/25/2037 ~  | 8 | 8 |
| 4.152% due 12/25/2035 ~  | 56 | 34 |
| 4.233% due 01/25/2037 •  | 1015 | 903 |
| 4.451% due 09/25/2037 ~  | 163 | 155 |
| 4.495% due 03/25/2037 ~  | 32 | 30 |
| 4.972% due 07/25/2037 ~  | 296 | 265 |
| 5.387% due 08/25/2035 ~  | 4 | 3 |
| 5.500% due 12/25/2035  | 107 | 50 |
| 5.677% due 08/25/2035 ~  | 36 | 36 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 6.040% due 11/25/2035 •  | 7 | 7 |
| 6.250% due 11/25/2037 ~  | 93 | 35 |
| 6.480% due 10/25/2035 •  | 27 | 28 |
| **CitiMortgage Alternative Loan Trust**  |  |  |
| 6.000% due 06/25/2037  | 5550 | 5093 |
| 6.500% due 06/25/2037  | 58 | 55 |
| **Community Program Loan Trust** <br>4.500% due 04/01/2029 | 1 | 1 |
| **Countrywide Alternative Loan Trust**  |  |  |
| 3.970% due 02/20/2047 •  | 640 | 524 |
| 4.073% due 08/25/2037 •  | 263 | 251 |
| 4.122% due 05/25/2036 ~  | 6 | 5 |
| 4.143% due 11/25/2036 •  | 2622 | 2499 |
| 4.153% due 11/25/2036 •  | 12 | 17 |
| 4.153% due 05/25/2047 •  | 501 | 468 |
| 4.173% due 07/25/2046 •  | 10 | 11 |
| 4.173% due 09/25/2046 •  | 143 | 142 |
| 4.210% due 07/20/2046 •  | 17 | 15 |
| 4.233% due 05/25/2035 •  | 485 | 462 |
| 4.264% due 06/25/2037 ~  | 26 | 25 |
| 4.293% due 05/25/2035 •  | 977 | 848 |
| 4.293% due 06/25/2035 •  | 54 | 51 |
| 4.313% due 07/25/2035 •  | 55 | 51 |
| 4.313% due 12/25/2035 •  | 364 | 346 |
| 4.356% due 08/25/2035 ~  | 99 | 94 |
| 4.413% due 08/25/2035 •  | 61 | 58 |
| 4.645% due 11/25/2035 ~  | 37 | 35 |
| 4.859% due 02/25/2036 •  | 200 | 186 |
| 5.109% due 11/25/2047 •  | 349 | 316 |
| 5.149% due 11/20/2035 •  | 3501 | 3179 |
| 5.239% due 11/25/2047 •  | 969 | 877 |
| 5.253% due 11/25/2035 •  | 495 | 471 |
| 5.500% due 11/25/2035  | 58 | 32 |
| 5.500% due 02/25/2036  | 42 | 23 |
| 5.750% due 03/25/2037 •  | 78 | 39 |
| 5.750% due 07/25/2037  | 12 | 7 |
| 5.750% due 04/25/2047  | 90 | 45 |
| 6.000% due 12/25/2034  | 33 | 29 |
| 6.000% due 03/25/2036  | 142 | 62 |
| 6.000% due 08/25/2036 •  | 42 | 23 |
| 6.000% due 08/25/2036  | 411 | 224 |
| 6.000% due 02/25/2037  | 371 | 137 |
| 6.000% due 04/25/2037  | 5385 | 4516 |
| 6.000% due 05/25/2037  | 327 | 132 |
| 6.000% due 08/25/2037 •  | 326 | 147 |
| 6.250% due 11/25/2036  | 50 | 36 |
| 6.500% due 05/25/2036  | 1231 | 543 |
| 6.500% due 12/25/2036  | 58 | 23 |
| 6.500% due 08/25/2037  | 338 | 141 |
| 9.369% due 07/25/2035 •  | 18 | 17 |
| **Countrywide Alternative Loan Trust Resecuritization**  |  |  |
| 6.000% due 08/25/2037 ~  | 48 | 21 |
| 10.706% due 08/25/2037 ~  | 46 | 19 |
| **Credit Suisse First Boston Mortgage Securities Corp.**  |  |  |
| 4.459% due 03/25/2032 ~  | 5 | 4 |
| 4.943% due 09/25/2034 •  | 10 | 20 |
| **Cross Mortgage Trust**  |  |  |
| 5.003% due 11/25/2070 ~  | 940 | 936 |
| 5.036% due 11/25/2070 ~  | 3497 | 3484 |
| **CSMC Trust**  |  |  |
| 1.756% due 10/25/2066 ~  | 6260 | 5544 |
| 3.431% due 11/10/2032  | 1200 | 1017 |
| 3.500% due 04/26/2038 ~  | 69 | 68 |
| 3.839% due 04/28/2037 ~  | 89 | 84 |
| 4.151% due 12/27/2060 ~  | 2487 | 2480 |
| **DBGS Mortgage Trust** <br>5.332% due 10/15/2039 •  | 1000 | 998 |
| **Deephaven Residential Mortgage Trust** <br>0.899% due 04/25/2066 ~ | 2281 | 2038 |
| **Deutsche Alt-A Securities, Inc. Mortgage Loan Trust** <br>4.173% due 08/25/2047 •  | 142 | 134 |
| **Deutsche Alt-B Securities, Inc. Mortgage Loan Trust** <br>4.093% due 04/25/2037 •  | 158 | 112 |
| **DSLA Mortgage Loan Trust** <br>4.431% due 07/19/2045 •  | 3 | 0 |
| **Ellington Financial Mortgage Trust** <br>4.973% due 12/25/2070 þ | 4819 | 4813 |
| **Eurosail-U.K. PLC** <br>4.815% due 06/13/2045 •  | 506 | 670 |
| **First Horizon Alternative Mortgage Securities Trust**  |  |  |
| 4.138% due 01/25/2036 ~  | $121 | 57 |
| 4.867% due 04/25/2036 ~  | 36 | 29 |
| **First Horizon Mortgage Pass-Through Trust** <br>5.707% due 11/25/2037 ~ | 15 | 10 |
| **GMACM Mortgage Loan Trust** <br>3.850% due 11/19/2035 ~ | 74 | 29 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **GreenPoint Mortgage Funding Trust**  |  |  |
| 4.193% due 05/25/2037 •  | 1347 | 1349 |
| 4.193% due 12/25/2046 •  | 152 | 154 |
| **GS Mortgage Securities Trust** <br>3.602% due 10/10/2049 ~ | 5000 | 4682 |
| **GSC Capital Corp. Mortgage Trust** <br>4.153% due 05/25/2036 •  | 44 | 43 |
| **GSR Mortgage Loan Trust**  |  |  |
| 4.271% due 04/25/2035 ~  | 14 | 12 |
| 4.860% due 09/25/2035 ~  | 44 | 42 |
| 4.904% due 04/25/2035 ~  | 12 | 11 |
| 5.100% due 09/25/2035 ~  | 13 | 11 |
| 6.118% due 11/25/2035 ~  | 84 | 40 |
| 6.290% due 09/25/2034 ~  | 20 | 20 |
| **HarborView Mortgage Loan Trust**  |  |  |
| 4.171% due 01/19/2038 •  | 19 | 17 |
| 4.201% due 12/19/2036 •  | 4350 | 3661 |
| 4.231% due 05/19/2035 •  | 961 | 936 |
| 4.271% due 12/19/2036 •  | 2219 | 2179 |
| 4.291% due 01/19/2036 •  | 71 | 45 |
| 4.291% due 01/19/2038 •  | 23 | 37 |
| 4.299% due 06/19/2036 ~  | 114 | 46 |
| 4.471% due 01/19/2035 •  | 15 | 15 |
| 4.611% due 07/19/2045 •  | 21 | 18 |
| 5.033% due 12/19/2035 ~  | 61 | 29 |
| **IndyMac IMSC Mortgage Loan Trust** <br>4.153% due 07/25/2047 •  | 156 | 106 |
| **IndyMac INDA Mortgage Loan Trust** <br>3.469% due 08/25/2036 ~ | 1190 | 913 |
| **IndyMac INDB Mortgage Loan Trust** <br>4.393% due 11/25/2035 •  | 111 | 64 |
| **IndyMac INDX Mortgage Loan Trust**  |  |  |
| 3.179% due 06/25/2037 ~  | 47 | 39 |
| 3.417% due 06/25/2036 ~  | 622 | 541 |
| 3.533% due 06/25/2036 ~  | 3166 | 2193 |
| 3.606% due 10/25/2035 ~  | 407 | 325 |
| 3.626% due 08/25/2035 ~  | 414 | 307 |
| 3.706% due 11/25/2035 ~  | 65 | 63 |
| 3.844% due 09/25/2035 ~  | 41 | 33 |
| 4.173% due 09/25/2046 •  | 64 | 60 |
| 4.512% due 06/25/2035 ~  | 15 | 14 |
| **JP Morgan Alternative Loan Trust**  |  |  |
| 4.113% due 10/25/2036 •  | 2175 | 2067 |
| 4.287% due 06/27/2037 •  | 1165 | 660 |
| 4.513% due 12/25/2036 ~  | 1 | 1 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 1.974% due 01/05/2040  | 2940 | 2729 |
| 7.235% due 10/05/2040  | 3200 | 3312 |
| **JP Morgan Mortgage Trust**  |  |  |
| 3.000% due 04/25/2052 ~  | 7987 | 6946 |
| 4.730% due 11/25/2035 ~  | 30 | 23 |
| 4.869% due 06/25/2037 ~  | 51 | 38 |
| 5.198% due 11/25/2035 ~  | 21 | 17 |
| 5.265% due 01/25/2037 ~  | 6 | 5 |
| 5.818% due 07/25/2035 ~  | 53 | 54 |
| 6.000% due 01/25/2036  | 94 | 43 |
| 6.222% due 07/25/2035 ~  | 16 | 16 |
| 6.840% due 09/25/2034 ~  | 39 | 39 |
| **Lavender Trust** <br>6.250% due 10/26/2036 | 202 | 85 |
| **Legacy Mortgage Asset Trust** <br>5.750% due 07/25/2061 þ | 1395 | 1396 |
| **Lehman Mortgage Trust**  |  |  |
| 4.324% due 12/25/2035 ~  | 172 | 25 |
| 5.081% due 01/25/2036 ~  | 28 | 27 |
| 6.000% due 07/25/2036  | 55 | 26 |
| **Lehman XS Trust**  |  |  |
| 4.063% due 02/25/2036 •  | 3151 | 3024 |
| 4.173% due 11/25/2046 •  | 6637 | 5999 |
| 4.193% due 08/25/2046 •  | 19 | 21 |
| 4.273% due 11/25/2046 •  | 7 | 10 |
| **Luminent Mortgage Trust**  |  |  |
| 4.133% due 12/25/2036 •  | 308 | 276 |
| 4.193% due 10/25/2046 •  | 77 | 71 |
| **MASTR Adjustable Rate Mortgages Trust** <br>4.273% due 05/25/2037 •  | 78 | 31 |
| **MASTR Reperforming Loan Trust**  |  |  |
| 7.000% due 05/25/2035  | 582 | 371 |
| 8.000% due 07/25/2035  | 565 | 381 |
| **Mellon Residential Funding Corp. Mortgage Pass-Through Trust** <br>4.387% due 10/20/2029 •  | 7 | 7 |
| **Merrill Lynch Alternative Note Asset Trust**  |  |  |
| 4.113% due 01/25/2037 •  | 99 | 30 |
| 4.393% due 03/25/2037 •  | 707 | 163 |
| 6.000% due 05/25/2037  | 114 | 84 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Merrill Lynch Mortgage Investors Trust**  |  |  |
| 4.253% due 04/25/2029 •  | 6 | 6 |
| 4.453% due 09/25/2029 •  | 1 | 1 |
| 4.453% due 11/25/2029 •  | 13 | 11 |
| 5.033% due 07/25/2029 •  | 4 | 4 |
| 5.170% due 02/25/2036 ~  | 10 | 10 |
| 5.277% due 11/25/2035 •  | 20 | 20 |
| 6.250% due 10/25/2036  | 978 | 333 |
| **MFA Trust** <br>5.675% due 05/27/2070 þ | 3061 | 3077 |
| **Morgan Stanley Capital I Trust**  |  |  |
| 2.428% due 04/05/2042 ~  | 5000 | 4432 |
| 3.912% due 09/09/2032  | 3180 | 2948 |
| **Morgan Stanley Dean Witter Capital I, Inc. Trust** <br>4.937% due 03/25/2033 ~ | 12 | 11 |
| **Morgan Stanley Mortgage Loan Trust**  |  |  |
| 3.468% due 07/25/2035 ~  | 940 | 848 |
| 4.113% due 01/25/2035 •  | 8 | 8 |
| 5.699% due 06/25/2036 ~  | 7 | 7 |
| 6.000% due 10/25/2037  | 67 | 34 |
| **Morgan Stanley Re-REMICS Trust**  |  |  |
| 3.065% due 03/26/2037 þ  | 39 | 41 |
| 3.264% due 02/26/2037 •  | 73 | 70 |
| 5.500% due 10/26/2035 ~  | 4442 | 2652 |
| **Morgan Stanley Residential Mortgage Loan Trust** <br>4.000% due 01/25/2064 þ | 4136 | 3999 |
| **NAAC Reperforming Loan REMICS Trust** <br>7.500% due 03/25/2034 | 213 | 201 |
| **New Residential Mortgage Loan Trust** <br>6.864% due 10/25/2063 þ | 7097 | 7155 |
| **NLT Trust** <br>1.162% due 08/25/2056 ~ | 2887 | 2538 |
| **Nomura Asset Acceptance Corp. Alternative Loan Trust** <br>0.000% due 02/25/2036 ~ | 21 | 0 |
| **Nomura Resecuritization Trust** <br>6.500% due 10/26/2037 | 4378 | 1748 |
| **NYO Commercial Mortgage Trust** <br>4.882% due 11/15/2038 •  | 1200 | 1198 |
| **OBX Trust**  |  |  |
| 5.530% due 10/25/2064 þ  | 5388 | 5411 |
| 7.045% due 09/25/2063 þ  | 1242 | 1249 |
| 7.159% due 10/25/2063 þ  | 2765 | 2788 |
| **Pretium Mortgage Credit Partners LLC**  |  |  |
| 4.000% due 03/25/2065 þ  | 3818 | 3699 |
| 4.150% due 01/25/2070 þ  | 3670 | 3559 |
| **Project Cashmere**  |  |  |
| 4.543% due 12/30/2057 «(a)  | 54300 | 37464 |
| 5.713% due 12/30/2057 «(a)  | 3600 | 2484 |
| 5.863% due 12/30/2057 «(a)  | 2500 | 1725 |
| 6.163% due 12/30/2057 «(a)  | 1300 | 897 |
| 6.563% due 12/30/2057 «(a)  | 1000 | 690 |
| **RALI Trust**  |  |  |
| 4.093% due 08/25/2035 •  | $63 | 43 |
| 4.133% due 12/25/2036 •  | 132 | 123 |
| 4.193% due 05/25/2047 •  | 50 | 47 |
| 4.213% due 06/25/2037 •  | 41 | 38 |
| 4.293% due 08/25/2037 •  | 85 | 83 |
| 4.593% due 10/25/2045 •  | 49 | 34 |
| 4.678% due 02/25/2035 ~  | 135 | 121 |
| 5.787% due 02/25/2036 ~  | 72 | 63 |
| 6.000% due 09/25/2035  | 433 | 385 |
| 6.000% due 06/25/2036  | 2008 | 1649 |
| 8.000% due 04/25/2036 •  | 52 | 44 |
| **Residential Asset Securitization Trust**  |  |  |
| 6.000% due 06/25/2036  | 167 | 61 |
| 6.000% due 11/25/2036  | 123 | 40 |
| 6.000% due 03/25/2037  | 96 | 29 |
| 6.250% due 11/25/2036  | 84 | 29 |
| 6.500% due 04/25/2037  | 1138 | 301 |
| **RFMSI Trust**  |  |  |
| 5.020% due 03/25/2035 ~  | 665 | 419 |
| 6.000% due 09/25/2036  | 84 | 67 |
| **STARM Mortgage Loan Trust** <br>6.115% due 02/25/2037 ~ | 42 | 39 |
| **Starwood Mortgage Residential Trust** <br>0.943% due 05/25/2065 ~ | 544 | 519 |
| **Structured Adjustable Rate Mortgage Loan Trust**  |  |  |
| 4.113% due 10/25/2035 •  | 421 | 407 |
| 4.243% due 09/25/2036 ~  | 1390 | 936 |
| 4.251% due 07/25/2037 ~  | 3 | 2 |
| 4.297% due 10/25/2036 ~  | 75 | 36 |
| 4.414% due 02/25/2036 ~  | 132 | 101 |
| 4.528% due 06/25/2034 •  | 112 | 111 |
| 5.176% due 10/25/2034 ~  | 3 | 3 |
| 5.259% due 05/25/2035 •  | 168 | 133 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Structured Asset Mortgage Investments II Trust**  |  |  |
| 4.053% due 03/25/2037 •  | 63 | 24 |
| 4.153% due 09/25/2047 •  | 29 | 28 |
| 4.173% due 06/25/2036 •  | 1122 | 1107 |
| 4.173% due 07/25/2046 •  | 252 | 179 |
| 4.173% due 09/25/2047 •  | 287 | 268 |
| 4.193% due 05/25/2036 •  | 355 | 298 |
| 4.213% due 09/25/2047 •  | 535 | 497 |
| 4.233% due 05/25/2046 •  | 673 | 214 |
| 4.313% due 05/25/2046 •  | 27 | 17 |
| 4.491% due 03/19/2034 •  | 72 | 69 |
| 4.491% due 02/19/2035 •  | 44 | 43 |
| 5.148% due 02/25/2036 •  | 176 | 153 |
| **Structured Asset Mortgage Investments Trust** <br>4.531% due 12/19/2033 •  | 59 | 60 |
| **Suntrust Alternative Loan Trust** <br>6.000% due 12/25/2035 | 130 | 121 |
| **TBW Mortgage-Backed Trust** <br>5.965% due 07/25/2037 ~ | 2577 | 727 |
| **Thornburg Mortgage Securities Trust**  |  |  |
| 4.059% due 09/25/2037 ~  | 6 | 6 |
| 4.433% due 09/25/2043 •  | 54 | 53 |
| 4.533% due 09/25/2034 •  | 10 | 9 |
| **Towd Point Mortgage Trust**  |  |  |
| 3.750% due 02/25/2059 ~  | 4063 | 3974 |
| 4.612% due 10/25/2064 ~  | 4153 | 4120 |
| **VASA Trust** <br>4.687% due 07/15/2039 •  | 1000 | 983 |
| **Verus Securitization Trust**  |  |  |
| 2.824% due 11/25/2066 ~  | 2688 | 2466 |
| 4.832% due 10/25/2067 ~  | 2450 | 2430 |
| 5.086% due 07/25/2067 ~  | 2988 | 2981 |
| **Wachovia Mortgage Loan Trust LLC** <br>6.627% due 10/20/2035 ~ | 1 | 1 |
| **WaMu Mortgage Pass-Through Certificates Trust**  |  |  |
| 4.108% due 12/25/2036 ~  | 540 | 499 |
| 4.136% due 12/25/2036 ~  | 55 | 50 |
| 4.333% due 12/25/2045 •  | 2 | 2 |
| 4.433% due 01/25/2045 •  | 68 | 66 |
| 4.517% due 08/25/2036 ~  | 43 | 41 |
| 4.533% due 11/25/2034 •  | 55 | 54 |
| 4.559% due 02/25/2047 •  | 959 | 901 |
| 4.573% due 10/25/2044 •  | 309 | 306 |
| 4.609% due 06/25/2047 •  | 22 | 22 |
| 4.613% due 11/25/2045 •  | 80 | 76 |
| 4.669% due 07/25/2047 •  | 7155 | 6109 |
| 4.773% due 11/25/2034 •  | 152 | 149 |
| 4.859% due 08/25/2046 •  | 447 | 422 |
| 5.059% due 11/25/2042 •  | 6 | 6 |
| 5.192% due 08/25/2033 ~  | 68 | 67 |
| 5.359% due 11/25/2046 •  | 136 | 113 |
| **Washington Mutual Mortgage Pass-Through Certificates Trust**  |  |  |
| 3.889% due 09/25/2036 þ  | 118 | 30 |
| 4.243% due 05/25/2035 •  | 164 | 138 |
| 4.559% due 04/25/2047 •  | 187 | 157 |
| 4.629% due 04/25/2047 •  | 273 | 230 |
| **Wells Fargo Alternative Loan Trust** <br>6.578% due 07/25/2037 ~ | 17 | 16 |
| **Wells Fargo Mortgage-Backed Securities Trust**  |  |  |
| 6.000% due 06/25/2037  | 19 | 17 |
| 6.487% due 10/25/2036 ~  | 92 | 86 |
| Total Non-Agency Mortgage-Backed Securities (Cost $285,624) |  | 272393 |
| **ASSET-BACKED SECURITIES 27.3%**  |  |  |
| **AUTOMOBILE SEQUENTIAL 0.2%**  |  |  |
| **Carvana Auto Receivables Trust**  |  |  |
| 4.610% due 11/10/2027  | 150 | 149 |
| 5.330% due 07/10/2029  | 734 | 739 |
| **Citizens Auto Receivables Trust** <br>5.840% due 01/18/2028 | 477 | 479 |
| **Ford Auto Securitization Trust** <br>4.972% due 03/15/2030 | 2400 | 1764 |
| **Octane Receivables Trust** <br>6.440% due 03/20/2029 | $256 | 257 |
|  |  | 3388 |
| **CMBS OTHER 2.7%**  |  |  |
| **ACRES Commercial Realty Issuer LLC** <br>0.000% due 08/18/2044 •  | 5000 | 4997 |
| **ACRES LLC** <br>5.299% due 08/18/2040 •  | 9900 | 9935 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **FS Rialto Issuer LLC** <br>0.000% due 01/19/2044 •  | 6900 | 6901 |
| **Greystone CRE Notes LLC** <br>5.154% due 01/15/2043 •  | 7000 | 7003 |
| **LMNT CRE LLC** <br>5.225% due 07/21/2043 •  | 7700 | 7705 |
| **MF1 LLC** <br>5.000% due 02/18/2040 •  | 5500 | 5486 |
| **MF1 Ltd.** <br>5.027% due 02/19/2037 •  | 862 | 863 |
| **Starwood LLC** <br>5.127% due 11/19/2042 •  | 9000 | 9001 |
|  |  | 51891 |
| **HOME EQUITY OTHER 9.3%**  |  |  |
| **Aames Mortgage Investment Trust** <br>4.573% due 10/25/2035 •  | 24 | 24 |
| **ABFC Trust**  |  |  |
| 4.073% due 11/25/2036 •  | 7081 | 4487 |
| 4.793% due 06/25/2037 •  | 124 | 107 |
| **Accredited Mortgage Loan Trust** <br>4.053% due 09/25/2036 •  | 502 | 501 |
| **ACE Securities Corp. Home Equity Loan Trust**  |  |  |
| 4.013% due 12/25/2036 •  | 279 | 70 |
| 4.073% due 07/25/2036 •  | 87 | 73 |
| 4.103% due 08/25/2036 •  | 141 | 138 |
| 4.393% due 02/25/2036 •  | 1 | 1 |
| 4.408% due 12/25/2035 •  | 1253 | 1205 |
| 4.453% due 11/25/2035 •  | 6 | 7 |
| 4.693% due 12/25/2034 •  | 78 | 72 |
| 4.723% due 02/25/2036 •  | 45 | 43 |
| 4.768% due 06/25/2034 •  | 259 | 249 |
| **Aegis Asset-Backed Securities Trust**  |  |  |
| 4.438% due 12/25/2035 •  | 123 | 118 |
| 4.513% due 06/25/2035 •  | 47 | 46 |
| 4.793% due 03/25/2035 •  | 21 | 21 |
| **Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates**  |  |  |
| 4.498% due 11/25/2035 •  | 14 | 14 |
| 4.903% due 03/25/2035 •  | 85 | 84 |
| **Amortizing Residential Collateral Trust** <br>4.793% due 10/25/2034 •  | 60 | 59 |
| **Argent Securities Trust**  |  |  |
| 3.943% due 09/25/2036 •  | 706 | 229 |
| 4.173% due 03/25/2036 •  | 259 | 147 |
| **Argent Securities, Inc. Asset-Backed Pass-Through Certificates**  |  |  |
| 4.253% due 01/25/2036 •  | 60 | 59 |
| 4.433% due 01/25/2036 •  | 2444 | 2310 |
| **Asset-Backed Securities Corp. Home Equity Loan Trust**  |  |  |
| 3.921% due 12/25/2036 •  | 6300 | 5921 |
| 4.693% due 06/25/2035 •  | 34 | 34 |
| **Bear Stearns Asset-Backed Securities I Trust**  |  |  |
| 4.253% due 02/25/2037 •  | 9757 | 9543 |
| 4.843% due 11/25/2035 •  | 70 | 72 |
| 4.843% due 08/25/2037 •  | 3905 | 3555 |
| 5.043% due 08/25/2037 •  | 3 | 2 |
| **Bear Stearns Asset-Backed Securities Trust**  |  |  |
| 4.693% due 03/25/2034 •  | 1325 | 1417 |
| 4.973% due 06/25/2043 •  | 394 | 393 |
| **Carrington Mortgage Loan Trust**  |  |  |
| 4.013% due 01/25/2037 •  | 1200 | 948 |
| 4.053% due 02/25/2037 •  | 2735 | 2642 |
| 4.843% due 05/25/2035 •  | 141 | 138 |
| **CIT Mortgage Loan Trust** <br>5.293% due 10/25/2037 •  | 3611 | 3663 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 3.643% due 07/25/2035 •  | 1000 | 891 |
| 3.963% due 05/25/2037 •  | 9529 | 8569 |
| 4.528% due 09/25/2035 •  | 37 | 37 |
| **Countrywide Asset-Backed Certificates**  |  |  |
| 4.293% due 01/25/2046 •  | 2647 | 2533 |
| 4.693% due 03/25/2047 •  | 43 | 33 |
| **Countrywide Asset-Backed Certificates Trust**  |  |  |
| 3.370% due 03/25/2036 •  | 132 | 131 |
| 3.627% due 04/25/2035 •  | 19 | 19 |
| 3.993% due 06/25/2047 •  | 9997 | 9027 |
| 4.023% due 10/25/2047 •  | 1 | 1 |
| 4.043% due 06/25/2047 •  | 110 | 108 |
| 4.053% due 04/25/2046 •  | 2517 | 2389 |
| 4.073% due 06/25/2035 •  | 5590 | 5184 |
| 4.073% due 02/25/2037 •  | 2996 | 2887 |
| 4.193% due 09/25/2037 •  | 2041 | 1915 |
| 4.233% due 09/25/2037 •  | 154 | 166 |
| 4.233% due 09/25/2047 •  | 356 | 371 |
| 4.242% due 10/25/2046 ~  | 2667 | 2737 |
| 4.693% due 10/25/2034 •  | 10 | 10 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 5.293% due 02/25/2035 •  | 23 | 23 |
| **Credit-Based Asset Servicing & Securitization LLC**  |  |  |
| 3.908% due 07/25/2037 •  | 7 | 5 |
| 4.008% due 07/25/2037 •  | 148 | 99 |
| **Delta Funding Home Equity Loan Trust** <br>4.427% due 08/15/2030 •  | 11 | 11 |
| **EMC Mortgage Loan Trust** <br>4.533% due 05/25/2040 •  | 4 | 4 |
| **First NLC Trust**  |  |  |
| 2.904% due 05/25/2035 •  | 539 | 492 |
| 3.863% due 08/25/2037 •  | 38 | 19 |
| **Fremont Home Loan Trust**  |  |  |
| 3.953% due 08/25/2036 •  | 172 | 53 |
| 4.093% due 01/25/2037 •  | 192 | 88 |
| 4.133% due 02/25/2036 •  | 13 | 12 |
| 4.133% due 02/25/2037 •  | 651 | 193 |
| 4.333% due 02/25/2036 •  | 300 | 281 |
| 4.333% due 04/25/2036 •  | 2482 | 2258 |
| 4.583% due 12/25/2029 •  | 4 | 3 |
| **GSAA Home Equity Trust** <br>4.033% due 04/25/2047 •  | 39 | 37 |
| **GSAMP Trust**  |  |  |
| 3.883% due 01/25/2037 •  | 1839 | 1132 |
| 3.933% due 01/25/2037 •  | 33257 | 20697 |
| 4.033% due 12/25/2036 •  | 1378 | 681 |
| 4.073% due 12/25/2036 •  | 5904 | 3151 |
| 4.093% due 09/25/2036 •  | 2557 | 878 |
| 4.093% due 12/25/2046 •  | 409 | 203 |
| 4.193% due 11/25/2036 •  | 352 | 163 |
| 4.253% due 12/25/2046 •  | 123 | 61 |
| 4.273% due 06/25/2036 •  | 167 | 91 |
| 4.333% due 04/25/2036 •  | 207 | 136 |
| 5.443% due 10/25/2034 •  | 12 | 12 |
| **Home Equity Asset Trust** <br>4.888% due 05/25/2035 •  | 7 | 7 |
| **Home Equity Loan Trust**  |  |  |
| 4.023% due 04/25/2037 •  | 275 | 269 |
| 4.133% due 04/25/2037 •  | 500 | 450 |
| **Home Equity Mortgage Loan Asset-Backed Trust**  |  |  |
| 3.933% due 11/25/2036 •  | 186 | 176 |
| 3.953% due 11/25/2036 •  | 149 | 139 |
| 4.113% due 04/25/2037 •  | 152 | 136 |
| **HSI Asset Securitization Corp. Trust**  |  |  |
| 4.013% due 12/25/2036 •  | 183 | 44 |
| 4.133% due 12/25/2036 •  | 835 | 190 |
| 4.233% due 12/25/2036 •  | 557 | 127 |
| 4.573% due 11/25/2035 •  | 1662 | 1575 |
| **JP Morgan Mortgage Acquisition Trust**  |  |  |
| 4.198% due 07/25/2036 •  | 79 | 78 |
| 6.337% due 08/25/2036 þ  | 80 | 47 |
| **Lehman ABS Mortgage Loan Trust**  |  |  |
| 3.883% due 06/25/2037 •  | 138 | 91 |
| 3.993% due 06/25/2037 •  | 111 | 74 |
| **Long Beach Mortgage Loan Trust**  |  |  |
| 4.843% due 06/25/2035 •  | 233 | 230 |
| 5.068% due 02/25/2035 •  | 5089 | 5045 |
| 5.218% due 03/25/2032 •  | 7 | 12 |
| **MASTR Asset-Backed Securities Trust**  |  |  |
| 4.013% due 08/25/2036 •  | 128 | 44 |
| 4.093% due 08/25/2036 •  | 211 | 73 |
| 4.153% due 02/25/2036 •  | 271 | 97 |
| 4.233% due 11/25/2036 •  | 3181 | 1865 |
| 4.273% due 06/25/2036 •  | 117 | 39 |
| 4.273% due 08/25/2036 •  | 126 | 44 |
| 4.293% due 11/25/2035 •  | 6326 | 3532 |
| 4.363% due 01/25/2036 •  | 63 | 63 |
| 4.543% due 12/25/2034 •  | 9 | 10 |
| 4.543% due 10/25/2035 •  | 157 | 156 |
| **Merrill Lynch Mortgage Investors Trust**  |  |  |
| 4.273% due 08/25/2037 •  | 614 | 300 |
| 4.693% due 02/25/2047 •  | 701 | 405 |
| **Morgan Stanley ABS Capital I, Inc. Trust**  |  |  |
| 3.863% due 10/25/2036 •  | 65 | 29 |
| 3.903% due 10/25/2036 •  | 530 | 277 |
| 3.933% due 10/25/2036 •  | 1944 | 848 |
| 3.933% due 11/25/2036 •  | 168 | 80 |
| 3.943% due 10/25/2036 •  | 155 | 81 |
| 3.943% due 11/25/2036 •  | 824 | 486 |
| 3.973% due 03/25/2037 •  | 293 | 118 |
| 3.993% due 02/25/2037 •  | 97 | 43 |
| 4.013% due 11/25/2036 •  | 1008 | 481 |
| 4.043% due 03/25/2037 •  | 293 | 118 |
| 4.093% due 06/25/2036 •  | 434 | 333 |
| 4.093% due 09/25/2036 •  | 307 | 105 |
| 4.393% due 12/25/2035 •  | 8945 | 8486 |
| 4.413% due 12/25/2035 •  | 55 | 55 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 4.693% due 05/25/2034 •  | 49 | 48 |
| 4.783% due 06/25/2035 •  | 9 | 9 |
| 4.843% due 04/25/2035 •  | 122 | 116 |
| 5.043% due 07/25/2037 •  | 400 | 358 |
| **Morgan Stanley Capital I, Inc. Trust** <br>4.373% due 01/25/2036 •  | 304 | 298 |
| **Morgan Stanley Dean Witter Capital I, Inc. Trust** <br>5.143% due 02/25/2033 •  | 132 | 144 |
| **Morgan Stanley Home Equity Loan Trust**  |  |  |
| 3.963% due 04/25/2037 •  | 406 | 208 |
| 4.023% due 04/25/2037 •  | 135 | 69 |
| 4.113% due 04/25/2036 •  | 68 | 47 |
| **Morgan Stanley Mortgage Loan Trust**  |  |  |
| 5.299% due 11/25/2036 •  | 206 | 79 |
| 6.465% due 09/25/2046 þ  | 267 | 86 |
| **New Century Home Equity Loan Trust** <br>4.768% due 10/25/2033 •  | 552 | 552 |
| **Newcastle Mortgage Securities Trust**  |  |  |
| 4.023% due 04/25/2037 •  | 287 | 286 |
| 4.133% due 04/25/2037 •  | 4292 | 4083 |
| **Nomura Home Equity Loan, Inc. Home Equity Loan Trust** <br>6.532% due 10/25/2036 þ | 139 | 24 |
| **NovaStar Mortgage Funding Trust** <br>4.093% due 06/25/2036 •  | 71 | 53 |
| **Option One Mortgage Loan Trust**  |  |  |
| 3.963% due 05/25/2037 •  | 8464 | 4580 |
| 4.073% due 01/25/2037 •  | 43 | 25 |
| 4.123% due 04/25/2037 •  | 88 | 44 |
| 4.233% due 01/25/2037 •  | 172 | 100 |
| 4.333% due 01/25/2036 •  | 244 | 233 |
| 4.558% due 08/25/2035 •  | 183 | 180 |
| **Option One Mortgage Loan Trust Asset-Backed Certificates** <br>4.483% due 11/25/2035 •  | 1074 | 1047 |
| **Ownit Mortgage Loan Trust** <br>4.693% due 10/25/2036 •  | 93 | 92 |
| **Park Place Securities, Inc.** <br>4.528% due 09/25/2035 •  | 100 | 99 |
| **Park Place Securities, Inc. Asset-Backed Pass-Through Certificates**  |  |  |
| 4.009% due 07/25/2035 •  | 852 | 831 |
| 4.528% due 08/25/2035 •  | 71 | 71 |
| 4.528% due 09/25/2035 •  | 82 | 82 |
| 4.843% due 10/25/2034 •  | 94 | 94 |
| 4.918% due 03/25/2035 •  | 56 | 55 |
| 5.593% due 12/25/2034 •  | 2473 | 2482 |
| **People's Financial Realty Mortgage Securities Trust** <br>3.933% due 09/25/2036 •  | 331 | 77 |
| **RAAC Trust** <br>4.493% due 11/25/2046 •  | 250 | 234 |
| **RCKT Mortgage Trust**  |  |  |
| 4.966% due 11/25/2055 þ  | 3789 | 3770 |
| 5.582% due 12/25/2044 þ  | 1434 | 1441 |
| **Renaissance Home Equity Loan Trust**  |  |  |
| 5.545% due 01/25/2037 þ  | 7350 | 2275 |
| 5.608% due 05/25/2036 þ  | 9550 | 4064 |
| 5.812% due 11/25/2036 þ  | 513 | 161 |
| 6.254% due 08/25/2036 þ  | 9184 | 3309 |
| 7.238% due 09/25/2037 þ  | 202 | 77 |
| **Residential Asset Securities Corporation Trust**  |  |  |
| 4.053% due 11/25/2036 •  | 185 | 174 |
| 4.133% due 11/25/2036 •  | 199 | 188 |
| 4.453% due 12/25/2035 •  | 76 | 67 |
| 4.473% due 04/25/2037 •  | 777 | 757 |
| **Securitized Asset-Backed Receivables LLC Trust**  |  |  |
| 2.801% due 01/25/2036 þ  | 37 | 32 |
| 3.973% due 07/25/2036 •  | 179 | 57 |
| 4.113% due 07/25/2036 •  | 175 | 56 |
| 4.273% due 07/25/2036 •  | 599 | 193 |
| 4.333% due 03/25/2036 •  | 86 | 81 |
| 4.468% due 01/25/2035 •  | 15 | 14 |
| **SG Mortgage Securities Trust**  |  |  |
| 4.113% due 07/25/2036 •  | 26984 | 5590 |
| 4.468% due 10/25/2035 •  | 191 | 191 |
| **Soundview Home Loan Trust**  |  |  |
| 3.873% due 06/25/2037 •  | 33 | 22 |
| 3.973% due 07/25/2037 •  | 1102 | 1016 |
| 4.013% due 02/25/2037 •  | 259 | 68 |
| 4.153% due 02/25/2037 •  | 363 | 96 |
| 4.293% due 06/25/2036 •  | 415 | 414 |
| 4.743% due 10/25/2037 •  | 184 | 146 |
| **Structured Asset Investment Loan Trust**  |  |  |
| 4.393% due 01/25/2036 •  | 25 | 25 |
| 4.693% due 05/25/2035 •  | 146 | 145 |
| 4.723% due 09/25/2034 •  | 91 | 81 |
| 4.918% due 07/25/2033 •  | 8 | 8 |
| 5.068% due 12/25/2034 •  | 1138 | 1121 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Structured Asset Securities Corp. Mortgage Loan Trust**  |  |  |
| 3.943% due 09/25/2036 •  | 22 | 22 |
| 4.213% due 02/25/2037 •  | 146 | 144 |
| 4.253% due 01/25/2037 •  | 1583 | 912 |
| **Structured Asset Securities Corp. Trust** <br>4.483% due 09/25/2035 •  | 229 | 222 |
| **WaMu Asset-Backed Certificates Trust**  |  |  |
| 4.018% due 05/25/2037 •  | 4540 | 4340 |
| 4.033% due 05/25/2037 •  | 884 | 801 |
| **Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates** <br>4.393% due 04/25/2034 •  | 64 | 63 |
|  |  | 181970 |
| **HOME EQUITY SEQUENTIAL 0.1%**  |  |  |
| **ABFC Trust**  |  |  |
| 4.013% due 01/25/2037 •  | 280 | 157 |
| 4.113% due 01/25/2037 •  | 177 | 99 |
| 4.233% due 01/25/2037 •  | 106 | 59 |
| **JP Morgan Mortgage Acquisition Trust** <br>4.053% due 03/25/2037 •  | 53 | 53 |
| **Morgan Stanley Mortgage Loan Trust**  |  |  |
| 4.253% due 02/25/2037 •  | 95 | 18 |
| 4.513% due 04/25/2037 •  | 193 | 51 |
| **Structured Asset Securities Corp. Mortgage Loan Trust**  |  |  |
| 4.133% due 12/25/2036 •  | 23 | 23 |
| 5.593% due 08/25/2037 •  | 2 | 1 |
| **Towd Point Mortgage Trust** <br>4.961% due 01/25/2066 þ | 2540 | 2526 |
|  |  | 2987 |
| **MANUFACTURING HOUSE SEQUENTIAL 0.0%**  |  |  |
| **Conseco Finance Corp.** <br>7.060% due 02/01/2031 ~ | 144 | 132 |
| **WHOLE LOAN COLLATERAL 0.7%**  |  |  |
| **Bear Stearns Asset-Backed Securities I Trust** <br>11.030% due 03/25/2036 •  | 180 | 46 |
| **Bear Stearns Asset-Backed Securities Trust**  |  |  |
| 4.593% due 09/25/2046 •  | 60 | 57 |
| 4.831% due 07/25/2036 ~  | 1 | 1 |
| 4.886% due 10/25/2036 ~  | 30 | 13 |
| 4.993% due 06/25/2036 •  | 600 | 608 |
| **Cendant Mortgage Corp.** <br>6.000% due 07/25/2043 ~ | 5 | 5 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 4.193% due 11/25/2046 •  | 46 | 45 |
| 6.851% due 05/25/2036 þ  | 116 | 41 |
| **First Franklin Mortgage Loan Trust**  |  |  |
| 4.073% due 12/25/2036 •  | 190 | 74 |
| 4.113% due 04/25/2036 •  | 74 | 73 |
| 4.273% due 04/25/2036 •  | 400 | 373 |
| 4.273% due 08/25/2036 •  | 81 | 78 |
| 4.513% due 11/25/2035 •  | 79 | 75 |
| 4.738% due 03/25/2035 •  | 14 | 16 |
| 4.978% due 12/25/2034 •  | 886 | 907 |
| 4.993% due 01/25/2035 •  | 28 | 29 |
| 5.218% due 10/25/2034 •  | 178 | 180 |
| **Lehman XS Trust** <br>3.963% due 02/25/2037 •  | 735 | 640 |
| **RAAC Trust**  |  |  |
| 4.393% due 06/25/2044 •  | 16 | 15 |
| 4.393% due 09/25/2045 •  | 296 | 294 |
| 5.293% due 09/25/2047 •  | 372 | 377 |
| **Residential Asset Mortgage Products Trust**  |  |  |
| 4.353% due 09/25/2036 •  | 54 | 51 |
| 4.393% due 05/25/2036 •  | 509 | 436 |
| 4.433% due 01/25/2036 •  | 307 | 289 |
| **Securitized Asset-Backed Receivables LLC Trust**  |  |  |
| 4.073% due 05/25/2036 •  | 3609 | 1937 |
| 4.293% due 05/25/2036 •  | 750 | 403 |
| 4.453% due 08/25/2035 •  | 74 | 58 |
| 4.753% due 01/25/2036 •  | 21 | 20 |
| **Specialty Underwriting & Residential Finance Trust**  |  |  |
| 4.093% due 09/25/2037 •  | 6601 | 4614 |
| 4.093% due 11/25/2037 •  | 563 | 308 |
| 4.333% due 04/25/2037 •  | 102 | 76 |
| 4.393% due 12/25/2036 •  | 578 | 566 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 4.768% due 12/25/2035 •  | 19 | 19 |
|  |  | 12724 |
| **OTHER ABS 14.3%**  |  |  |
| **AASET MT-1 Ltd.** <br>5.522% due 02/16/2050 | 4259 | 4257 |
| **Anchorage Capital CLO 21 Ltd.** <br>4.718% due 10/20/2034 •  | 4300 | 4302 |
| **Anchorage Credit Funding 20 Ltd.** <br>4.896% due 04/25/2042 (a) | 8900 | 8900 |
| **ARES XXVII CLO Ltd.** <br>4.821% due 10/28/2034 •  | 4600 | 4606 |
| **Atlantic Avenue Ltd.** <br>4.928% due 01/20/2035 •  | 6200 | 6203 |
| **Atlas Senior Loan Fund XV Ltd.** <br>4.891% due 10/23/2032 •  | 3888 | 3895 |
| **Atlas Senior Loan Fund XVIII Ltd.** <br>4.778% due 01/18/2035 •  | 2100 | 2097 |
| **Bain Capital Credit CLO Ltd.**  |  |  |
| 4.661% due 04/23/2035 •  | 3700 | 3701 |
| 4.700% due 10/21/2034 •  | 3200 | 3200 |
| 4.728% due 07/24/2034 •  | 2000 | 2001 |
| **Bayfront Iabs VII Pte. Ltd.** <br>0.000% due 04/11/2048 «•  | 3000 | 3000 |
| **Carlyle Global Market Strategies CLO Ltd.** <br>4.758% due 07/20/2034 •  | 6000 | 6004 |
| **CarVal CLO III Ltd.** <br>4.658% due 07/20/2032 •  | 6205 | 6201 |
| **Cedar Funding VI CLO Ltd.** <br>4.758% due 04/20/2034 •  | 15100 | 15111 |
| **DataBank Issuer II LLC** <br>5.180% due 09/27/2055 | 3000 | 2916 |
| **Domino's Pizza Master Issuer LLC**  |  |  |
| 4.930% due 07/25/2055  | 10600 | 10579 |
| 5.217% due 07/25/2055  | 6700 | 6681 |
| **Dryden 27 R Euro CLO DAC** <br>2.676% due 04/15/2033 •  | 3589 | 4153 |
| **Dryden 95 CLO Ltd.** <br>4.696% due 08/20/2034 •  | $3600 | 3601 |
| **ECMC Group Student Loan Trust** <br>4.526% due 02/27/2068 •  | 3518 | 3501 |
| **Elevation CLO Ltd.** <br>4.798% due 07/25/2034 •  | 7000 | 7007 |
| **Fortress Credit BSL VII Ltd.** <br>4.761% due 07/23/2032 •  | 992 | 993 |
| **Gallatin CLO VIII Ltd.** <br>5.024% due 07/15/2031 •  | 2336 | 2339 |
| **Hayfin Emerald CLO X DAC** <br>3.286% due 10/18/2039 •  | 1000 | 1155 |
| **ICG Euro CLO DAC** <br>3.320% (EUR003M + 1.290%) due 01/26/2038 ~ | 1500 | 1733 |
| **IFC Emerging Markets Securitization Ltd.** <br>4.971% due 12/31/2035 •  | $3866 | 3871 |
| **Invesco Euro CLO I DAC** <br>2.666% due 07/15/2031 •  | 375 | 434 |
| **LCM 31 Ltd.** <br>4.948% due 07/20/2034 •  | $5600 | 5607 |
| **LCM 35 Ltd.** <br>4.752% due 10/15/2034 •  | 11900 | 11882 |
| **LCM 36 Ltd.** <br>4.742% due 01/15/2034 •  | 2000 | 2001 |
| **MACH 1 Cayman Ltd.** <br>3.474% due 10/15/2039 | 366 | 363 |
| **Madison Park Euro Funding XIV DAC** <br>2.816% due 07/15/2032 •  | 5643 | 6514 |
| **Madison Park Funding XLIX Ltd.** <br>4.718% due 10/19/2034 •  | $5300 | 5302 |
| **Madison Park Funding XLVI Ltd.** <br>4.672% due 10/15/2034 •  | 4900 | 4897 |
| **Marble Point CLO XXIV Ltd.** <br>4.753% due 04/20/2035 •  | 3100 | 3101 |
| **METAL LLC** <br>4.581% due 10/15/2042 | 2416 | 1691 |
| **Mountain View CLO XIV Ltd.** <br>6.813% due 10/15/2034 •  | 11200 | 11214 |
| **Navient Student Loan Trust** <br>7.230% due 03/15/2072 | 2200 | 2375 |
| **Nelnet Student Loan Trust**  |  |  |
| 4.610% due 02/21/2061  | 7097 | 7011 |
| 4.670% due 06/22/2065  | 8026 | 7946 |
| 5.873% due 02/20/2041 •  | 2246 | 2294 |
| **OAK Hill European Credit Partners V DAC** <br>3.013% due 01/21/2035 •  | 4000 | 4621 |
| **OFSI BSL X Ltd.** <br>4.938% due 04/20/2034 •  | $3700 | 3705 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Pagaya AI Debt Selection Trust** <br>6.117% due 12/15/2031 | 225 | 226 |
| **Palmer Square European Loan Funding DAC**  |  |  |
| 3.047% due 07/15/2035 •  | 2300 | 2659 |
| 3.984% due 02/15/2035 •  | 2100 | 2432 |
| **Pikes Peak CLO 2** <br>4.888% due 10/11/2034 •  | $8200 | 8211 |
| **PPM CLO 5 Ltd.** <br>4.848% due 10/18/2034 •  | 2300 | 2303 |
| **QTS Issuer ABS II LLC** <br>5.044% due 10/05/2055 | 2500 | 2453 |
| **RNL PH Owner LLC** <br>4.910% due 03/20/2056 | 2900 | 2859 |
| **Rockford Tower Europe CLO DAC** <br>3.271% due 08/29/2036 •  | 1400 | 1617 |
| **Romark CLO V Ltd.** <br>4.862% due 01/15/2035 •  | $5600 | 5596 |
| **Romark Credit Funding Ltd.** <br>5.423% due 07/29/2043 | 2700 | 2715 |
| **Sculptor CLO XXVII Ltd.** <br>4.809% due 04/20/2037 •  | 3100 | 3097 |
| **Slam Ltd.** <br>5.335% due 09/15/2049 | 3656 | 3650 |
| **SLM Private Education Loan Trust** <br>8.537% due 10/15/2041 •  | 1259 | 1322 |
| **SMB Private Education Loan Trust** <br>3.500% due 12/16/2041 | 500 | 492 |
| **Symphony CLO XXV Ltd.** <br>4.718% due 04/19/2034 •  | 2900 | 2902 |
| **TCW CLO AMR Ltd.** <br>4.954% due 08/16/2034 •  | 7100 | 7109 |
| **Trinitas CLO XIX Ltd.** <br>4.778% due 10/20/2033 •  | 2101 | 2101 |
| **Trinitas Euro CLO I DAC** <br>3.226% due 07/15/2039 •  | 2100 | 2427 |
| **UPG HI Issuer Trust** <br>5.000% due 09/25/2047 | $7043 | 7007 |
| **VB-S1 Issuer LLC** <br>3.706% due 02/15/2057 | 1400 | 1284 |
| **Verdelite Static CLO Ltd.** <br>4.798% due 07/20/2032 •  | 4570 | 4574 |
| **Voya CLO Ltd.** <br>4.728% due 04/20/2034 •  | 7100 | 7105 |
| **Wave LLC** <br>3.597% due 09/15/2044 | 1005 | 987 |
|  |  | 278093 |
| Total Asset-Backed Securities (Cost $565,809) |  | 531185 |
| **SOVEREIGN ISSUES 8.3%**  |  |  |
| **Brazil Government International Bonds** <br>6.125% due 03/15/2034 | 11500 | 11508 |
| **Canada Government Bonds** <br>3.250% due 12/01/2034 | 7800 | 5549 |
| **Costa Rica Government International Bonds** <br>6.001% due 01/16/2036 | 2250 | 2680 |
| **European Union** <br>2.875% due 10/05/2029 | 77600 | 89689 |
| **Japan Government Thirty Year Bonds** <br>3.200% due 09/20/2055 | 3010000 | 17433 |
| **Mexico Government International Bonds** <br>6.000% due 05/13/2030 | $1600 | 1655 |
| **Peru Government International Bonds** <br>5.400% due 08/12/2034 | 600 | 164 |
| **Republic of South Africa Government Bonds**  |  |  |
| 6.250% due 03/31/2036  | 30174 | 1433 |
| 8.750% due 01/31/2044  | 36814 | 1976 |
| 8.750% due 02/28/2048  | 22640 | 1211 |
| 8.875% due 02/28/2035  | 444988 | 25845 |
| 9.000% due 01/31/2040  | 36655 | 2039 |
| Total Sovereign Issues (Cost $154,615) |  | 161182 |
|  | SHARES |  |
| **COMMON STOCKS 0.0%**  |  |  |
| **INDUSTRIALS 0.0%**  |  |  |
| **Drillco Holdings Luxembourg SA «(f)** | 1575 | 37 |
| **Foresea Holdings SA «** | 623 | 14 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Common Stocks (Cost $32) |  | 51 |
| **PREFERRED SECURITIES 0.9%**  |  |  |
| **BANKING & FINANCE 0.9%**  |  |  |
| **American AgCredit Corp.**<br>5.250% due 06/15/2026 •(e) | 6000000 | 6033 |
| **Compeer Financial ACA**<br>7.875% due 02/15/2031 •(e) | 9000000 | 9222 |
| **Farm Credit Bank of Texas**<br>7.750% due 06/15/2029 •(e) | 2500000 | 2614 |
| Total Preferred Securities (Cost $17,500) |  | 17869 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **SHORT-TERM INSTRUMENTS 0.0%**  |  |  |
| **U.S. TREASURY BILLS 0.0%**  |  |  |
| 3.681% due 04/16/2026 - 06/23/2026 (b)(c)(k) | $700 | 696 |
| Total Short-Term Instruments (Cost $697) |  | 696 |
| Total Investments in Securities (Cost $2,694,802) |  | 2652016 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 8.1%**  |  |  |
| **SHORT-TERM INSTRUMENTS 8.1%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 8.1%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 16240602 | $158167 |
| Total Short-Term Instruments (Cost $158,172) |  | 158167 |
| Total Investments in Affiliates (Cost $158,172) |  | 158167 |
| Total Investments 144.4% (Cost $2,852,974) |  | $2810183 |
| **Financial Derivative Instruments (h)(j) 0.6**%(Cost or Premiums, net $7,294) |  | 10844 |
| Other Assets and Liabilities, net (45.0)% |  | (874729) |
| Net Assets 100.0% |  | $1946298 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** |
| **(b)** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** |
| **(c)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(d)** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** |
| **(e)** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** |
| **(f)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| Issuer Description | Issuer Description | Issuer Description | Issuer Description |  |  | Acquisition<br>Date | Acquisition<br>Date | Cost | Cost | Cost | Market<br>Value | Market<br>Value | Market Value<br>as Percentage<br>of Net Assets |
| Blue Cross & Blue Shield of Minnesota4.850% due 09/30/2030 | Blue Cross & Blue Shield of Minnesota4.850% due 09/30/2030 | Blue Cross & Blue Shield of Minnesota4.850% due 09/30/2030 | Blue Cross & Blue Shield of Minnesota4.850% due 09/30/2030 |  |  | 10/03/2025 | 10/03/2025 | 4700 | 4700 | 4700 | 4627 | 4627 | 0.24 |
| Deloitte LLP5.410% due 01/30/2032 | Deloitte LLP5.410% due 01/30/2032 | Deloitte LLP5.410% due 01/30/2032 | Deloitte LLP5.410% due 01/30/2032 |  |  | 10/30/2024 | 10/30/2024 | 1800 | 1800 | 1800 | 1806 | 1806 | 0.09 |
| Deloitte LLP5.590% due 01/30/2035 | Deloitte LLP5.590% due 01/30/2035 | Deloitte LLP5.590% due 01/30/2035 | Deloitte LLP5.590% due 01/30/2035 |  |  | 10/30/2024 | 10/30/2024 | 1100 | 1100 | 1100 | 1095 | 1095 | 0.06 |
| Deloitte LLP5.970% due 01/30/2045 | Deloitte LLP5.970% due 01/30/2045 | Deloitte LLP5.970% due 01/30/2045 | Deloitte LLP5.970% due 01/30/2045 |  |  | 10/30/2024 | 10/30/2024 | 900 | 900 | 900 | 869 | 869 | 0.04 |
| Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA |  |  | 06/08/2023 | 06/08/2023 | 32 | 32 | 32 | 37 | 37 | 0.00 |
| Morgan Stanley0.000% due 04/02/2032 | Morgan Stanley0.000% due 04/02/2032 | Morgan Stanley0.000% due 04/02/2032 | Morgan Stanley0.000% due 04/02/2032 |  |  | 02/11/2020 | 02/11/2020 | 7232 | 7232 | 7232 | 5961 | 5961 | 0.31 |
| Royal Bank of Scotland International Ltd.4.660% due 12/16/2028 | Royal Bank of Scotland International Ltd.4.660% due 12/16/2028 | Royal Bank of Scotland International Ltd.4.660% due 12/16/2028 | Royal Bank of Scotland International Ltd.4.660% due 12/16/2028 |  |  | 11/18/2025 | 11/18/2025 | 6000 | 6000 | 6000 | 5923 | 5923 | 0.30 |
|  |  |  |  |  |  |  | $ | 21764 | 21764 | $ | 20318 | 1.04%  | 1.04%  |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** |
| Counterparty | Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Borrowing Rate<sup>(1)</sup> | Settlement Date | Maturity Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Reverse<br>Repurchase<br>Agreements | Payable for<br>Reverse<br>Repurchase<br>Agreements |
| BRC | BRC | BRC | 3.500%  | 3.500%  | 02/25/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (5645) | (5645) | (5645) | (5664) | (5664) |
| MSR | MSR | MSR | 3.550  | 3.550  | 03/31/2026 | 04/01/2026 | 04/01/2026 | 04/01/2026 | (46440) | (46440) | (46440) | (46440) | (46440) |
| MSR | MSR | MSR | 3.660  | 3.660  | 04/01/2026 | 04/02/2026 | 04/02/2026 | 04/02/2026 | (46680) | (46680) | (46680) | (46680) | (46680) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  |  |  |  | **(98784)** | **(98784)** |
| **(g)** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $51,971 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(16443) at a weighted average interest rate of 2.634%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. |
| **(h)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** |
| **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | # of<br>Contracts | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) |  | Asset |  | Liability |
| Australia Government 10-Year Bond June Futures  | Australia Government 10-Year Bond June Futures  | 06/2026 | 06/2026 | 951 | 951 | 70702 | (425) | (425) | (425) | $ | 665 | $ | $0 |
| Canada Government 10-Year Bond June Futures  | Canada Government 10-Year Bond June Futures  | 06/2026 | 06/2026 | 115 | 115 | 9921 | (194) | (194) | (194) |  | 40 |  | 0 |
| Long Guilt June Futures  | Long Guilt June Futures  | 06/2026 | 06/2026 | 545 | 545 | 63328 | (1472) | (1472) | (1472) |  | 476 |  | 0 |
| U.S. Treasury 2-Year Note June Futures  | U.S. Treasury 2-Year Note June Futures  | 06/2026 | 06/2026 | 6805 | 6805 | 1411665 | 1526 | 1526 | 1526 |  | 532 |  | 0 |
| U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | 06/2026 | 06/2026 | 11450 | 11450 | 1238657 | (17543) | (17543) | (17543) |  | 1610 |  | 0 |
| U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | 06/2026 | 06/2026 | 844 | 844 | 93724 | (1744) | (1744) | (1744) |  | 198 |  | 0 |
| U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | 06/2026 | 06/2026 | 1025 | 1025 | 116722 | (3821) | (3821) | (3821) |  | 384 |  | 0 |
| U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | 06/2026 | 06/2026 | 338 | 338 | 39398 | (1307) | (1307) | (1307) |  | 74 |  | 0 |
|  |  |  |  |  |  |  | (24980) | (24980) | $ | $ | 3979 | $ | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | Description | Description | Description | Description |  | Expiration<br>Month | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Asset | Liability |
| U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | 06/2026 | 06/2026 | 06/2026 | 2770 | (314438) | (314438) | $5819 | 5819 | 5819 | 0 | 0 | 0 | (822) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **(19161)** | **(19161)** | **$** | **3979** | **3979** | **$** | **(822)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Reference Entity | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> |  | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(4)</sup> | Market<br>Value<sup>(4)</sup> | Asset | Asset | Liability |
| AT&T, Inc.  | AT&T, Inc.  | AT&T, Inc.  | 1.000% | Quarterly | 12/20/2027 | 12/20/2027 | 0.368 | 0.368 | % | $ | $7700 | 87 | $ | (3) | $ | 84 | 84 | 1 | 1 | 0 |
| ZF Europe Finance BV  | ZF Europe Finance BV  | ZF Europe Finance BV  | 5.000 | Quarterly | 12/20/2029 | 12/20/2029 | 3.160 | 3.160 |  | EUR | 1500 | 116 |  | (6) |  | 110 | 110 | 0 | 0 | (11) |
|  |  |  |  |  |  |  |  |  |  |  |  | 203 | $ | (9) | $ | 194 | 194 | 1 | 1 | (11) |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Floating Rate Index | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date |  |  | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Market<br>Value | Asset | Asset | Liability |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.261% | Annual | Annual | 02/28/2029 | $ | $ | 116700 | $0 | 0 | 1069 | 1069 | 1069 | 1069 | $0 | 0 | $(81) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.280 | Annual | Annual | 02/28/2029 |  |  | 116850 | 0 | 0 | 1006 | 1006 | 1006 | 1006 | 0 | 0 | (81) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.281 | Annual | Annual | 02/28/2029 |  |  | 150700 | 0 | 0 | 1296 | 1296 | 1296 | 1296 | 0 | 0 | (104) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.620 | Annual | Annual | 02/14/2030 |  |  | 166800 | 2636 | 2636 | (2853) | (2853) | (217) | (217) | 0 | 0 | (161) |
| Receive<sup>(5)</sup> | Receive<sup>(5)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.325 | Annual | Annual | 08/31/2030 |  |  | 275253 | 899 | 899 | 1831 | 1831 | 2730 | 2730 | 0 | 0 | (273) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.850 | Annual | Annual | 08/05/2034 |  |  | 5800 | (22) | (22) | 3 | 3 | (19) | (19) | 0 | 0 | (6) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.645 | Annual | Annual | 08/07/2034 |  |  | 5800 | (20) | (20) | 94 | 94 | 74 | 74 | 0 | 0 | (6) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.595 | Annual | Annual | 08/19/2034 |  |  | 5700 | (20) | (20) | 114 | 114 | 94 | 94 | 0 | 0 | (6) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.558 | Annual | Annual | 08/21/2034 |  |  | 5600 | (19) | (19) | 127 | 127 | 108 | 108 | 0 | 0 | (5) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.611 | Annual | Annual | 08/28/2034 |  |  | 8620 | (35) | (35) | 165 | 165 | 130 | 130 | 0 | 0 | (8) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.470 | Annual | Annual | 09/04/2034 |  |  | 5000 | (19) | (19) | 149 | 149 | 130 | 130 | 0 | 0 | (5) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.410 | Annual | Annual | 09/05/2034 |  |  | 5700 | (22) | (22) | 197 | 197 | 175 | 175 | 0 | 0 | (5) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.231 | Annual | Annual | 09/18/2034 |  |  | 5700 | (20) | (20) | 274 | 274 | 254 | 254 | 0 | 0 | (5) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.248 | Annual | Annual | 09/18/2034 |  |  | 5600 | (20) | (20) | 262 | 262 | 242 | 242 | 0 | 0 | (5) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Annual | Annual | 02/12/2055 |  |  | 48700 | 7902 | 7902 | 1552 | 1552 | 9454 | 9454 | 174 | 174 | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 1-Year BRL-CDI | 13.353 | Maturity | Maturity | 01/02/2029 | BRL | BRL | 553200 | 0 | 0 | (1385) | (1385) | (1385) | (1385) | 641 | 641 | 0 |
| Pay<sup>(5)</sup> | Pay<sup>(5)</sup> | 6-Month AUD-BBR-BBSW | 6-Month AUD-BBR-BBSW | 6-Month AUD-BBR-BBSW | 4.750 | Semi-Annual | Semi-Annual | 12/20/2033 | AUD | AUD | 202400 | (2453) | (2453) | 902 | 902 | (1551) | (1551) | 898 | 898 | 0 |
| Pay<sup>(5)</sup> | Pay<sup>(5)</sup> | 6-Month AUD-BBR-BBSW | 6-Month AUD-BBR-BBSW | 6-Month AUD-BBR-BBSW | 4.500 | Semi-Annual | Semi-Annual | 02/15/2034 |  |  | 131300 | (272) | (272) | (1663) | (1663) | (1935) | (1935) | 557 | 557 | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 2.050 | Annual | Annual | 10/05/2029 | EUR | EUR | 16300 | 0 | 0 | 328 | 328 | 328 | 328 | 0 | 0 | (52) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 2.056 | Annual | Annual | 10/05/2029 |  |  | 24200 | 0 | 0 | 480 | 480 | 480 | 480 | 0 | 0 | (77) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 2.063 | Annual | Annual | 10/05/2029 |  |  | 37100 | 0 | 0 | 726 | 726 | 726 | 726 | 0 | 0 | (119) |
| Receive | Receive | CAONREPO | CAONREPO | CAONREPO | 3.500 | Semi-Annual | Semi-Annual | 06/01/2032 | CAD | CAD | 64000 | (1401) | (1401) | (147) | (147) | (1548) | (1548) | 0 | 0 | (115) |
|  |  |  |  |  |  |  |  |  |  |  |  | 7114 | $ | 4527 | $ | 11641 | 11641 | 2270 | 2270 | (1114) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **7317** | **$** | **4518** | **$** | **11835** | **11835** | **2271** | **2271** | **(1125)** |
| **(i)** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $57,609 and cash of $8,977 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

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|:---|:---|:---|:---|:---|:---|:---|:---|
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(5)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| **(j)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Currency to<br>be Delivered | Currency to<br>be Received | Currency to<br>be Received | Asset | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | 04/2026  | 35889 | $26200 | 26200 | $400 | $0 |
|  |  | 04/2026  | 22 | 17 | 17 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 12369 | 2368 | 2368 | 0 | (19) |
|  |  | 04/2026  | 6744 | 978 | 978 | 0 | (2) |
|  |  | 04/2026  | 159329 | 1697 | 1697 | 17 | 0 |
|  |  | 04/2026  | 745 | 5 | 5 | 0 | 0 |
|  |  | 04/2026  | 1041169 | 709 | 709 | 29 | 0 |
|  |  | 04/2026  | 3504 | 947 | 947 | 3 | 0 |
|  |  | 04/2026  | $2370 | 12369 | 12369 | 18 | 0 |
|  |  | 04/2026  | 1697 | 159614 | 159614 | 0 | (17) |
|  |  | 04/2026  | 1807 | 288292 | 288292 | 10 | 0 |
|  |  | 04/2026  | 305 | 5622 | 5622 | 8 | 0 |
|  |  | 04/2026  | 3149 | 11627 | 11627 | 0 | (17) |
|  |  | 04/2026  | 6 | $0 | 0 | 0 | 0 |
|  |  | 05/2026  | 287424 | 1807 | 1807 | 0 | (10) |
|  |  | 06/2026  | 19047 | 6133 | 6133 | 62 | 0 |
|  |  | 06/2026  | 34566 | 1928 | 1928 | 12 | 0 |
|  |  | 06/2026  | $906 | 4808 | 4808 | 10 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | 04/2026  | 4101 | $2922 | 2922 | 92 | 0 |
|  |  | 04/2026  | 27011 | 5175 | 5175 | 0 | (39) |
|  |  | 04/2026  | 2278 | 331 | 331 | 0 | 0 |
|  |  | 04/2026  | 6851 | 2219 | 2219 | 39 | 0 |
|  |  | 04/2026  | 1550762 | 1035 | 1035 | 21 | 0 |
|  |  | 04/2026  | 158281 | 4892 | 4892 | 90 | (3) |
|  |  | 04/2026  | $4384 | 6267 | 6267 | 0 | (60) |
|  |  | 04/2026  | 5210 | 27011 | 27011 | 5 | 0 |
|  |  | 04/2026  | 930 | 688 | 688 | 0 | (19) |
|  |  | 04/2026  | 8800 | 148918489 | 148918489 | 0 | (41) |
|  |  | 04/2026  | 1635 | 5177 | 5177 | 12 | 0 |
|  |  | 04/2026  | 7020 | 650073 | 650073 | 0 | (171) |
|  |  | 04/2026  | 711 | 1062291 | 1062291 | 0 | (17) |
|  |  | 04/2026  | 2502 | 9023 | 9023 | 0 | (71) |
|  |  | 04/2026  | 79 | 101 | 101 | 0 | 0 |
|  |  | 04/2026  | 1 | 29 | 29 | 0 | 0 |
|  |  | 04/2026  | 6001 | 191819 | 191819 | 9 | (1) |
|  |  | 04/2026  | 15140 | $894 | 894 | 0 | 0 |
|  |  | 05/2026  | 5172 | 1635 | 1635 | 0 | (12) |
|  |  | 05/2026  | 523683 | 5535 | 5535 | 31 | 0 |
|  |  | 05/2026  | 101 | 79 | 79 | 0 | 0 |
|  |  | 05/2026  | 120257 | 3732 | 3732 | 0 | (38) |
|  |  | 05/2026  | $2160 | 11338 | 11338 | 16 | 0 |
|  |  | 05/2026  | 2769 | 47132727 | 47132727 | 3 | 0 |
|  |  | 05/2026  | 552 | 18121 | 18121 | 0 | (1) |
|  |  | 06/2026  | 30204670 | $1795 | 1795 | 20 | 0 |
|  |  | 06/2026  | $835 | 14069642 | 14069642 | 0 | (8) |
|  |  | 06/2026  | 2264 | 39414 | 39414 | 0 | (79) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | 51 | $37 | 37 | 0 | 0 |
|  |  | 04/2026  | 339 | 35 | 35 | 0 | 0 |
|  |  | 04/2026  | $139 | 500 | 500 | 0 | (4) |
|  |  | 04/2026  | 1812 | 16445 | 16445 | 0 | (75) |
|  |  | 04/2026  | 24296 | 1093747 | 1093747 | 131 | 0 |
|  |  | 04/2026  | 121168 | $7404 | 7404 | 253 | 0 |
|  |  | 05/2026  | $37 | 51 | 51 | 0 | 0 |
|  |  | 05/2026  | 13 | 10 | 10 | 0 | 0 |
|  |  | 05/2026  | 1817 | 84339 | 84339 | 2 | 0 |
|  |  | 06/2026  | 261 | $85 | 85 | 2 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | 04/2026  | 1149 | 1530 | 1530 | 9 | 0 |
|  |  | 04/2026  | $9974 | 1592260 | 1592260 | 59 | 0 |
|  |  | 04/2026  | 19868 | 34415 | 34415 | 0 | (91) |
|  |  | 04/2026  | 8794 | 31807 | 31807 | 0 | (226) |
|  |  | 05/2026  | 1587463 | $9974 | 9974 | 0 | (59) |
|  |  | 05/2026  | 34415 | 19890 | 19890 | 93 | 0 |
|  |  | 05/2026  | $1529 | 1149 | 1149 | 0 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 5173 | $3645 | 3645 | 76 | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | 04/2026  | 5618 | 4138 | 99 | 0 |
|  | 04/2026  | 2308 | 334 | 0 | (1) |
|  | 04/2026  | 1216016 | 13011 | 192 | 0 |
|  | 04/2026  | 11345 | 1173 | 1 | 0 |
|  | 04/2026  | 5360 | 576 | 10 | 0 |
|  | 04/2026  | 192 | 6 | 0 | 0 |
|  | 04/2026  | 8428 | 264 | 0 | 0 |
|  | 04/2026  | $31961 | 2945349 | 0 | (933) |
|  | 06/2026  | 175195 | $10 | 0 | 0 |
|  | 06/2026  | 1813 | 588 | 10 | 0 |
|  | 06/2026  | $581 | 9769600 | 0 | (7) |
|  | 06/2026  | 3004 | 53193 | 0 | (53) |
|  | 09/2026  | 782 | 13986 | 0 | (13) |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 8629 | $1248 | 0 | (5) |
|  | 04/2026  | 13822 | 4465 | 68 | 0 |
|  | 04/2026  | 493181 | 5239 | 41 | (1) |
|  | 04/2026  | $19911 | 29025 | 115 | 0 |
|  | 04/2026  | 2575 | 17643 | 0 | (14) |
|  | 04/2026  | 5838 | 549928 | 2 | (52) |
|  | 04/2026  | 30894 | 39464 | 0 | (199) |
|  | 04/2026  | 1904 | 62172 | 0 | (17) |
|  | 04/2026  | 440 | 14017 | 0 | (1) |
|  | 05/2026  | 29025 | $19903 | 0 | (115) |
|  | 05/2026  | 39376 | 30894 | 198 | 0 |
|  | 05/2026  | $1248 | 8608 | 5 | 0 |
|  | 06/2026  | 62047 | $1904 | 11 | 0 |
|  | 06/2026  | 573 | 18 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 155887 | 29576 | 0 | (519) |
|  | 04/2026  | 6710 | 2158 | 23 | 0 |
|  | 04/2026  | 19957 | 219 | 8 | 0 |
|  | 04/2026  | 101000 | 3169 | 103 | 0 |
|  | 04/2026  | $30360 | 166759 | 1834 | 0 |
|  | 04/2026  | 2314 | 15886 | 0 | (7) |
|  | 04/2026  | 254 | 4296415 | 0 | (2) |
|  | 04/2026  | 2588 | 47723 | 73 | 0 |
|  | 04/2026  | 2182 | 71587 | 0 | (9) |
|  | 06/2026  | 12759328 | $757 | 7 | 0 |
|  | 06/2026  | 71460 | 2182 | 1 | 0 |
|  | 06/2026  | $2712 | 14431 | 38 | 0 |
|  | 06/2026  | 1323 | 22386740 | 0 | (8) |
|  | 06/2026  | 4339 | 75593 | 0 | (147) |
|  | 07/2026  | 26864 | 144559 | 480 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 104085 | $122902 | 2595 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 13567 | 1962 | 0 | (8) |
|  | 04/2026  | 3759 | 4316 | 0 | (28) |
|  | 04/2026  | 252115 | 2681 | 24 | 0 |
|  | 04/2026  | 10113 | 2751 | 32 | (5) |
|  | 04/2026  | 30709 | 24368 | 483 | 0 |
|  | 04/2026  | $2681 | 252547 | 0 | (24) |
|  | 04/2026  | 8972 | 161164 | 27 | (17) |
|  | 04/2026  | 49 | 64 | 0 | 0 |
|  | 04/2026  | 384051 | $22935 | 281 | (11) |
|  | 05/2026  | 3110 | 2131 | 0 | (14) |
|  | 05/2026  | 64 | 49 | 0 | 0 |
|  | 05/2026  | $1312 | 9058 | 6 | 0 |
|  | 06/2026  | 4539 | $1469 | 22 | 0 |
|  | 06/2026  | $13 | 218221 | 0 | 0 |
|  | 06/2026  | 4429 | 79417 | 0 | (25) |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 3990 | $2783 | 31 | 0 |
|  | 04/2026  | 308 | 389 | 4 | 0 |
|  | 04/2026  | 2075 | 2777 | 30 | 0 |
|  | 04/2026  | 758353 | 4875 | 97 | 0 |
|  | 04/2026  | 1308562 | 894 | 40 | 0 |
|  | 04/2026  | 1828 | 191 | 2 | 0 |
|  | 04/2026  | 11190 | 1200 | 18 | 0 |
|  | 04/2026  | 8946 | 7024 | 66 | 0 |
|  | 04/2026  | 49227 | 1540 | 45 | 0 |
|  | 04/2026  | $3685 | 5279 | 0 | (43) |
|  | 04/2026  | 1065 | 830 | 0 | (27) |
|  | 04/2026  | 4482 | 3350 | 0 | (48) |
|  | 04/2026  | 5323 | 849695 | 31 | 0 |
|  | 04/2026  | 775 | 14308 | 23 | 0 |
|  | 04/2026  | 1411 | 13511 | 3 | (18) |
|  | 04/2026  | 38 | 48 | 0 | 0 |
|  | 05/2026  | 875 | $1158 | 0 | 0 |
|  | 05/2026  | 611442 | 3835 | 0 | (29) |
|  | 05/2026  | 2361 | 241 | 0 | (3) |
|  | 05/2026  | 48 | 38 | 0 | 0 |
|  | 05/2026  | $1709 | 1275 | 0 | (21) |
|  | 06/2026  | 4398 | $244 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MYI | 04/2026  | 8257 | 53 | 1 | 0 |
|  | 04/2026  | 885 | 250 | 12 | 0 |
|  | 06/2026  | 187125 | 11 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 318341 | 2041 | 35 | 0 |
|  | 04/2026  | 34415 | 20511 | 734 | 0 |
|  | 04/2026  | 5343 | 168 | 6 | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | 04/2026  | $ | $30016 | 30016 | 30016 | CAD | 41558 | 41558 |  | 0 | 0 |  | (141) | (141) |
|  |  |  | 04/2026  |  | 6457 | 6457 | 6457 | GBP | 4792 | 4792 |  | 0 | 0 |  | (114) | (114) |
|  |  |  | 04/2026  |  | 4230 | 4230 | 4230 | IDR | 71432010 | 71432010 |  | 0 | 0 |  | (28) | (28) |
|  |  |  | 04/2026  |  | 3463 | 3463 | 3463 | INR | 315527 | 315527 |  | 0 | 0 |  | (137) | (137) |
|  |  |  | 04/2026  |  | 1241 | 1241 | 1241 | JPY | 196700 | 196700 |  | 0 | 0 |  | (2) | (2) |
|  |  |  | 04/2026  |  | 939 | 939 | 939 | PLN | 3396 | 3396 |  | 0 | 0 |  | (24) | (24) |
|  |  |  | 04/2026  |  | 4026 | 4026 | 4026 | TWD | 128494 | 128494 |  | 0 | 0 |  | (4) | (4) |
|  |  |  | 05/2026  | CAD | 41500 | 41500 | 41500 | $ | 30016 | 30016 |  | 140 | 140 |  | 0 | 0 |
|  |  |  | 06/2026  | $ | $2260 | 2260 | 2260 | IDR | 38103392 | 38103392 |  | 0 | 0 |  | (21) | (21) |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 04/2026  | CHF | 5091 | 5091 | 5091 | $ | 6594 | 6594 |  | 227 | 227 |  | 0 | 0 |
|  |  |  | 04/2026  | JPY | 1755848 | 1755848 | 1755848 |  | 11285 | 11285 |  | 221 | 221 |  | 0 | 0 |
|  |  |  | 04/2026  | $ | $5713 | 5713 | 5713 | CHF | 4580 | 4580 |  | 14 | 14 |  | 0 | 0 |
|  |  |  | 04/2026  |  | 124452 | 124452 | 124452 | EUR | 107844 | 107844 |  | 200 | 200 |  | 0 | 0 |
|  |  |  | 04/2026  |  | 11 | 11 | 11 | SEK | 105 | 105 |  | 0 | 0 |  | 0 | 0 |
|  |  |  | 05/2026  | CHF | 4563 | 4563 | 4563 | $ | 5713 | 5713 |  | 0 | 0 |  | (14) | (14) |
|  |  |  | 05/2026  | EUR | 107844 | 107844 | 107844 |  | 124647 | 124647 |  | 0 | 0 |  | (195) | (195) |
|  |  |  | 05/2026  | SEK | 105 | 105 | 105 |  | 11 | 11 |  | 0 | 0 |  | 0 | 0 |
|  |  |  | 06/2026  | ILS | 5287 | 5287 | 5287 |  | 1719 | 1719 |  | 33 | 33 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 04/2026  | AUD | 27307 | 27307 | 27307 |  | 19432 | 19432 |  | 592 | 592 |  | 0 | 0 |
|  |  |  | 04/2026  | GBP | 5606 | 5606 | 5606 |  | 7499 | 7499 |  | 78 | 78 |  | 0 | 0 |
|  |  |  | 04/2026  | JPY | 85620 | 85620 | 85620 |  | 550 | 550 |  | 10 | 10 |  | 0 | 0 |
|  |  |  | 05/2026  | $ | $7499 | 7499 | 7499 | GBP | 5606 | 5606 |  | 0 | 0 |  | (78) | (78) |
| &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | 04/2026  | PLN | 5272 | 5272 | 5272 | $ | 1433 | 1433 |  | 13 | 13 |  | 0 | 0 |
|  |  |  | 04/2026  | $ | $5438 | 5438 | 5438 | PLN | 19644 | 19644 |  | 0 | 0 |  | (147) | (147) |
|  |  |  | 06/2026  | ILS | 7849 | 7849 | 7849 | $ | 2545 | 2545 |  | 43 | 43 |  | 0 | 0 |
|  |  |  | 06/2026  | MXN | 5609 | 5609 | 5609 |  | 313 | 313 |  | 2 | 2 |  | 0 | 0 |
|  |  |  | 06/2026  | $ | $3336 | 3336 | 3336 | MXN | 58230 | 58230 |  | 0 | 0 |  | (107) | (107) |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**11072** | **11072** | **11072** | $**(4525)** | **(4525)** | **(4525)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Counterparty | Reference Entity | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| CBK | CBK | Petroleos Mexicanos  | 1.000% | 1.000% | Quarterly | 12/20/2026 | 2.033% | 2.033% | 2.033% | $500 | (5) | (5) | $2 | 0 | 0 | $(3) |
| GST | GST | Soft Bank Group,Inc.  | 1.000 | 1.000 | Quarterly | 06/20/2026 | 1.662 | 1.662 | 1.662 | 2100 | (18) | (18) | 15 | 0 | 0 | (3) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **(23)** | **(23)** | $**17** | **0** | **0** | $**(6)** |
| **(k)** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $1,480 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: |  |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 1 | Level 2 | Level 3 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |  |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |  |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | 0 | 0 | 0 | 0 | $5629 | 5629 | 5629 | 5629 | 5629 |  |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |  |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 0 | 364112 | 14320 | 14320 | 14320 | 378432 | 378432 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 184994 | 0 | 0 | 0 | 184994 | 184994 |  |
| Utilities | Utilities | Utilities | Utilities | Utilities | Utilities | Utilities | 0 | 0 | 0 | 55083 | 0 | 0 | 0 | 55083 | 55083 |  |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |  |
| California | California | California | California | California | California | California | 0 | 0 | 0 | 9819 | 0 | 0 | 0 | 9819 | 9819 |  |
| Pennsylvania | Pennsylvania | Pennsylvania | Pennsylvania | Pennsylvania | Pennsylvania | Pennsylvania | 0 | 0 | 0 | 652 | 0 | 0 | 0 | 652 | 652 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 0 | 826587 | 0 | 0 | 0 | 826587 | 826587 |  |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 0 | 0 | 207444 | 0 | 0 | 0 | 207444 | 207444 |  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 0 | 229133 | 43260 | 43260 | 43260 | 272393 | 272393 |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |
| Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | Automobile Sequential | 0 | 0 | 0 | 3388 | 0 | 0 | 0 | 3388 | 3388 |  |
| CMBS Other | CMBS Other | CMBS Other | CMBS Other | CMBS Other | CMBS Other | CMBS Other | 0 | 0 | 0 | 51891 | 0 | 0 | 0 | 51891 | 51891 |  |
| Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 0 | 181970 | 0 | 0 | 0 | 181970 | 181970 |  |
| Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | Home Equity Sequential | 0 | 0 | 0 | 2987 | 0 | 0 | 0 | 2987 | 2987 |  |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series M (Cont.) March 31, 2026 (Unaudited)

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|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | 0 | 0 | 0 | 132 | 132 | 0 |  |  | 132 |  |  |
|  | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | 0 | 0 | 0 | 12724 | 12724 | 0 |  |  | 12724 |  |  |
|  | Other ABS | Other ABS | Other ABS | Other ABS | Other ABS | Other ABS | 0 | 0 | 0 | 275093 | 275093 | 3000 |  |  | 278093 |  |  |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 0 | 161182 | 161182 | 0 |  |  | 161182 |  |  |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |  |  |
|  | Industrials | Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 0 | 0 | 51 |  |  | 51 |  |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |  |  |
|  | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 0 | 17869 | 17869 | 0 |  |  | 17869 |  |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |  |
|  | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | 0 | 0 | 0 | 696 | 696 | 0 |  |  | 696 |  |  |
|  |  |  |  |  |  |  | $0 | 0 | 0 | $2585756 | 2585756 | 66260 | $ | $ | 2652016 |  |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |  |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |  |
|  | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | $158167 | 158167 | 158167 | $0 | 0 | 0 | $ | $ | 158167 |  |  |
| Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | $158167 | 158167 | 158167 | $2585756 | 2585756 | 66260 | $ | $ | 2810183 |  |  |
| **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** |  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 1181 | 1181 | 1181 | 5069 | 5069 | 0 |  |  | 6250 |  |  |
| Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | 11072 | 11072 | 0 |  |  | 11072 |  |  |
|  |  |  |  |  |  |  | $1181 | 1181 | 1181 | $16141 | 16141 | 0 | $ | $ | 17322 |  |  |
| **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** |  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | (1947) | (1947) | 0 |  |  | (1947) |  |  |
| Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | (4531) | (4531) | 0 |  |  | (4531) |  |  |
|  |  |  |  |  |  |  | $0 | 0 | 0 | $(6478) | (6478) | 0 | $ | $ | (6478) |  |  |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | $1181 | 1181 | 1181 | $9663 | 9663 | 0 | $ | $ | 10844 |  |  |
| Totals | Totals | Totals | Totals | Totals | Totals | Totals | $159348 | 159348 | 159348 | $2595419 | 2595419 | 66260 | $ | $ | 2821027 |  |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** |
| Category and Subcategory | Category and Subcategory | Beginning<br>Balance<br>at 12/31/2025 | Net<br>Purchases | Net<br>Sales/Settlements | Net<br>Sales/Settlements | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | 5993 | 0 | $ | $(264) | $ | 0 | $0 | $ | (100) | $0 | $0 | 0 | $ | 5629 | $ | (112) |
| Corporate Bonds & Notes | Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | Banking & Finance | 14552 | 0 |  | 0 |  | 0 | 0 |  | (232) | 0 | 0 | 0 |  | 14320 |  | (232) |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 41842 | 0 |  | 0 |  | 0 | 0 |  | 1418 | 0 | 0 | 0 |  | 43260 |  | 1417 |
| Asset-Backed Securities | Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Other ABS | Other ABS | 3000 | 0 |  | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 |  | 3000 |  | 0 |
| Common Stocks | Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Industrials | Industrials | 50 | 0 |  | 0 |  | 0 | 0 |  | 1 | 0 | 0 | 0 |  | 51 |  | 1 |
| Totals | Totals | 65437 | 0 | $ | $(264) | $ | 0 | $0 | $ | 1087 | $0 | $0 | 0 | $ | 66260 | $ | 1074 |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s)<br>(% Unless Noted Otherwise) | Input Value(s)<br>(% Unless Noted Otherwise) | Input Value(s)<br>(% Unless Noted Otherwise) | Weighted Average% | Weighted Average% |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $5629 | 5629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 95.500 | 95.500 | 95.500 |  |  |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | Banking & Finance | 14320 | 14320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 5.173-6.285 | 5.173-6.285 | 5.173-6.285 | 5.320 | 5.320 |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 43260 | 43260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 |  |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Other ABS | Other ABS | Other ABS | 3000 | 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 5.328 | 5.328 | 5.328 |  |  |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Industrials | Industrials | Industrials | 51 | 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $23.000 | $23.000 | $23.000 |  |  |
| Total | Total | Total | $66260 | 66260 |  |  |  |  |  |  |  |  |  |  |  |  |  |
| <sup>(1)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series R March 31, 2026 (Unaudited)

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| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 205.5% ¤** |  |  |
| **CORPORATE BONDS & NOTES 2.7%** |  |  |
| **BANKING & FINANCE 1.3%** |  |  |
| **GSG Bidco Ltd.**<br>4.700% due 06/15/2031 | 200 | $229 |
| **Jyske Realkredit AS**<br>1.500% due 10/01/2053 | 1872 | 224 |
| **Nordea Kredit Realkreditaktieselskab** |  |  |
| 1.500% due 10/01/2053 | 770 | 94 |
| 2.000% due 10/01/2053 | 499 | 64 |
| **Nykredit Realkredit AS** |  |  |
| 1.500% due 10/01/2053 | 100 | 10 |
| 2.500% due 10/01/2047 | 15 | 2 |
| 3.000% due 10/01/2053 | 4855 | 701 |
| **Realkredit Danmark AS** |  |  |
| 1.500% due 10/01/2053 | 2185 | 269 |
| 2.000% due 10/01/2053 | 366 | 44 |
| 2.500% due 04/01/2047 | 10 | 2 |
| 3.000% due 10/01/2053 | 4308 | 623 |
|  |  | 2262 |
| **INDUSTRIALS 1.4%** |  |  |
| **Beignet Investor LLC**<br>6.581% due 05/30/2049 | $1650 | 1698 |
| **GSG Bidco Ltd.** |  |  |
| 5.375% due 06/15/2036 | 200 | 230 |
| 6.375% due 06/15/2051 | 300 | 344 |
|  |  | 2272 |
| Total Corporate Bonds & Notes (Cost $4,616) |  | 4534 |
| **U.S. GOVERNMENT AGENCIES 45.4%** |  |  |
| **Federal Home Loan Mortgage Corp.** |  |  |
| 5.500% due 11/01/2054 | $4369 | 4394 |
| 6.000% due 03/01/2054 - 07/01/2054 | 4148 | 4240 |
| 6.040% due 07/01/2036 •  | 12 | 12 |
| 6.195% due 09/01/2036 •  | 4 | 4 |
| **Federal Home Loan Mortgage Corp. REMICS** |  |  |
| 4.812% due 08/25/2055 •  | 1480 | 1492 |
| 4.862% due 08/25/2055 •  | 3235 | 3268 |
| **Federal National Mortgage Association** |  |  |
| 3.500% due 12/01/2045 | 6 | 6 |
| 5.114% due 10/01/2044 •  | 1 | 1 |
| 6.000% due 04/01/2054 | 3277 | 3350 |
| 6.500% due 12/01/2053 - 02/01/2054 | 2780 | 2876 |
| **Federal National Mortgage Association REMICS** |  |  |
| 4.221% due 02/25/2037 •  | 7 | 7 |
| 4.692% due 06/25/2055 •  | 1509 | 1524 |
| 4.762% due 07/25/2055 •  | 3540 | 3552 |
| **Government National Mortgage Association REMICS** |  |  |
| 4.523% due 12/20/2053 •  | 3026 | 3028 |
| 4.573% due 11/20/2073 •  | 1164 | 1180 |
| 4.623% due 09/20/2073 - 10/20/2073 •  | 5164 | 5252 |
| 4.653% due 09/20/2073 •  | 3520 | 3575 |
| 4.773% due 11/20/2073 •  | 1549 | 1588 |
| 4.927% due 08/20/2068 •  | 236 | 238 |
| **Government National Mortgage Association, TBA**<br>3.500% due 04/01/2056 | 13300 | 12201 |
| **Uniform Mortgage-Backed Security, TBA** |  |  |
| 4.000% due 04/01/2056 - 06/01/2056 | 8900 | 8395 |
| 4.500% due 05/01/2056 | 15300 | 14752 |
| 6.500% due 06/01/2056 | 1000 | 1034 |
| Total U.S. Government Agencies (Cost $76,023) |  | 75969 |
| **U.S. TREASURY OBLIGATIONS 133.5%** |  |  |
| **U.S. Treasury Bonds** |  |  |
| 4.875% due 08/15/2045 | 40 | 40 |
| **U.S. Treasury Inflation Protected Securities** **(a)** |  |  |
| 0.125% due 02/15/2051 | 4247 | 2262 |
| 0.125% due 02/15/2052 | 3037 | 1579 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 0.250% due 02/15/2050 | 2593 | 1470 |
| 0.625% due 02/15/2043 | 3989 | 2942 |
| 0.750% due 02/15/2042 | 4735 | 3652 |
| 0.750% due 02/15/2045 | 2583 | 1857 |
| 0.875% due 02/15/2047 | 1138 | 808 |
| 1.000% due 02/15/2046 | 6163 | 4576 |
| 1.000% due 02/15/2048 | 1696 | 1219 |
| 1.000% due 02/15/2049 | 3528 | 2500 |
| 1.500% due 02/15/2053 | 1969 | 1511 |
| 1.750% due 01/15/2028 | 4587 | 4654 |
| 2.125% due 02/15/2040 | 1745 | 1710 |
| 2.125% due 02/15/2041 | 2480 | 2402 |
| 2.125% due 02/15/2054 | 3391 | 2993 |
| 2.375% due 02/15/2055 (c) | 1752 | 1630 |
| 2.375% due 02/15/2056 (c) | 702 | 653 |
| 2.500% due 01/15/2029 | 1392 | 1444 |
| 3.375% due 04/15/2032 | 467 | 516 |
| 3.625% due 04/15/2028 | 2634 | 2771 |
| 0.125% due 04/15/2027 | 4953 | 4925 |
| 0.125% due 01/15/2030 (c) | 9771 | 9355 |
| 0.125% due 07/15/2030 (c) | 7357 | 7005 |
| 0.125% due 07/15/2031 (c) | 10520 | 9832 |
| 0.125% due 01/15/2032 (c) | 9738 | 8965 |
| 0.250% due 07/15/2029 (c) | 7757 | 7546 |
| 0.500% due 01/15/2028 | 6249 | 6203 |
| 0.625% due 07/15/2032 (c) | 7947 | 7501 |
| 0.750% due 07/15/2028 (e) | 907 | 904 |
| 0.875% due 01/15/2029 | 4894 | 4860 |
| 1.125% due 10/15/2030 (c) | 12568 | 12459 |
| 1.125% due 01/15/2033 | 873 | 841 |
| 1.375% due 07/15/2033 | 6853 | 6702 |
| 1.625% due 10/15/2027 | 110 | 112 |
| 1.625% due 10/15/2029 (c) | 17570 | 17854 |
| 1.625% due 04/15/2030 (c) | 9501 | 9599 |
| 1.750% due 01/15/2034 (c) | 9204 | 9169 |
| 1.875% due 07/15/2034 (c) | 11090 | 11149 |
| 1.875% due 07/15/2035 (c) | 15192 | 15123 |
| 1.875% due 01/15/2036 (c) | 7907 | 7814 |
| 2.125% due 01/15/2035 | 6904 | 7023 |
| 2.375% due 10/15/2028 (c) | 14546 | 15064 |
| **U.S. Treasury Notes** |  |  |
| 4.250% due 08/15/2035 | 64 | 63 |
| Total U.S. Treasury Obligations (Cost $236,205) |  | 223257 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 0.7%** |  |  |
| **Banc of America Funding Trust**<br>4.343% due 01/20/2047 ~ | 256 | 223 |
| **Countrywide Alternative Loan Trust**<br>3.985% due 12/20/2046 •  | 425 | 384 |
| **Grifonas Finance No. 1 PLC**<br>2.419% due 08/28/2039 •  | 34 | 39 |
| **GSR Mortgage Loan Trust**<br>4.860% due 09/25/2035 ~ | $4 | 4 |
| **HarborView Mortgage Loan Trust**<br>4.690% due 06/20/2035 •  | 153 | 144 |
| **IndyMac INDX Mortgage Loan Trust**<br>4.633% due 05/25/2034 •  | 420 | 390 |
| **MortgageIT Trust**<br>4.798% due 12/25/2034 •  | 4 | 4 |
| **RALI Trust**<br>4.153% due 06/25/2046 •  | 198 | 40 |
| Total Non-Agency Mortgage-Backed Securities (Cost $1,151) |  | 1228 |
| **ASSET-BACKED SECURITIES 11.3%** |  |  |
| **CMBS OTHER 0.4%** |  |  |
| **ACRES LLC**<br>5.299% due 08/18/2040 •  | 600 | 602 |
| **HOME EQUITY OTHER 0.9%** |  |  |
| **Citigroup Mortgage Loan Trust, Inc.** |  |  |
| 3.953% due 01/25/2037 •  | 117 | 87 |
| 4.083% due 09/25/2036 •  | 140 | 137 |
| 4.483% due 10/25/2035 •  | 500 | 475 |
| **Home Equity Asset Trust**<br>4.648% due 08/25/2034 •  | 17 | 18 |
| **Morgan Stanley ABS Capital I, Inc. Trust**<br>4.453% due 01/25/2035 •  | 126 | 125 |
| **Nomura Home Equity Loan, Inc. Home Equity Loan Trust**<br>4.558% due 05/25/2035 •  | 647 | 647 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Saxon Asset Securities Trust**<br>2.405% due 05/25/2035 •  | 16 | 16 |
|  |  | 1505 |
| **OTHER ABS 10.0%** |  |  |
| **AGL CLO 14 Ltd.**<br>4.800% due 12/02/2034 •  | 1600 | 1602 |
| **Arcano Euro CLO II DAC**<br>3.280% due 07/25/2039 •  | 1700 | 1965 |
| **Bain Capital Credit CLO Ltd.**<br>4.830% due 07/17/2035 •  | $1700 | 1700 |
| **Hayfin Emerald CLO VI DAC**<br>3.266% due 10/15/2038 •  | 1500 | 1733 |
| **Man GLG Euro CLO V DAC**<br>2.840% due 12/15/2031 •  | 21 | 25 |
| **Massachusetts Educational Financing Authority**<br>5.099% due 04/25/2038 •  | $8 | 8 |
| **OCP Euro CLO DAC**<br>3.266% due 07/20/2036 •  | 1700 | 1963 |
| **Palmer Square European Loan Funding DAC**<br>2.954% due 05/15/2033 •  | 484 | 560 |
| **Rockford Tower CLO Ltd.**<br>4.798% due 07/20/2034 •  | $1600 | 1602 |
| **Romark Credit Funding Ltd.**<br>5.423% due 07/29/2043 | 1700 | 1709 |
| **Shackleton CLO Ltd.**<br>4.868% due 07/20/2034 •  | 1700 | 1702 |
| **Symphony CLO XXXII Ltd.**<br>4.821% due 10/23/2035 | 1680 | 1680 |
| **Tikehau CLO V DAC**<br>3.216% due 10/15/2038 •  | 500 | 578 |
|  |  | 16827 |
| Total Asset-Backed Securities (Cost $18,900) |  | 18934 |
| **SOVEREIGN ISSUES 11.4%** |  |  |
| **Canada Government Real Return Bonds**<br>4.250% due 12/01/2026 (c) | 1127 | 837 |
| **French Republic Government Bonds OAT**<br>0.100% due 07/25/2031 (c) | 1099 | 1232 |
| **Italy Buoni Poliennali Del Tesoro** |  |  |
| 0.400% due 05/15/2030 (c) | 248 | 283 |
| 1.800% due 05/15/2036 (c) | 103 | 120 |
| **Japan Government CPI-Linked Bonds** |  |  |
| 0.100% due 03/10/2028 (c) | 451576 | 2855 |
| 0.100% due 03/10/2029 (c) | 802023 | 5038 |
| **Japan Government Thirty Year Bonds**<br>3.400% due 12/20/2055 | 290000 | 1746 |
| **U.K. Gilts**<br>4.000% due 10/22/2031 | 5400 | 6971 |
| Total Sovereign Issues (Cost $21,368) |  | 19082 |
|  | SHARES |  |
| **SHORT-TERM INSTRUMENTS 0.5%** |  |  |
| **MUTUAL FUNDS 0.5%** |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class**<br> 3.720%(b) | 761590 | 762 |
| Total Short-Term Instruments (Cost $762) |  | 762 |
| Total Investments in Securities (Cost $359,025) |  | 343766 |
| Total Investments 205.5% (Cost $359,025) |  | $343766 |
| **Financial Derivative Instruments** **(d)(f)** **0.3**%(Cost or Premiums, net $113) |  | 570 |
| Other Assets and Liabilities, net (105.8)% |  | (177047) |
| Net Assets 100.0% |  | $167289 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **(a)** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** |
| **(b)** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** | **SALE-BUYBACK TRANSACTIONS:** |
| Counterparty | Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Borrowing Rate<sup>(1)</sup> | Borrowing Date | Borrowing Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> |  | Payable for<br>Sale-Buyback<br>Transactions<sup>(2)</sup> |
| BCY | BCY | BCY | 3.650% | 3.650% | 03/26/2026 | 03/26/2026 | 04/01/2026 | 04/01/2026 | (5849) | (5849) | $ | (5852) |
|  |  |  | 3.750 | 3.750 | 04/01/2026 | 04/01/2026 | 04/07/2026 | 04/07/2026 | (5770) | (5770) |  | (5770) |
|  |  |  | 3.780 | 3.780 | 03/16/2026 | 03/16/2026 | 04/06/2026 | 04/06/2026 | (1457) | (1457) |  | (1460) |
| BPS | BPS | BPS | 3.770 | 3.770 | 03/09/2026 | 03/09/2026 | 04/20/2026 | 04/20/2026 | (18070) | (18070) |  | (18114) |
|  |  |  | 3.770 | 3.770 | 03/18/2026 | 03/18/2026 | 04/22/2026 | 04/22/2026 | (5238) | (5238) |  | (5245) |
|  |  |  | 3.770 | 3.770 | 03/23/2026 | 03/23/2026 | 04/20/2026 | 04/20/2026 | (114607) | (114607) |  | (114715) |
| **Total Sale-Buyback Transactions** | **Total Sale-Buyback Transactions** | **Total Sale-Buyback Transactions** |  |  |  |  |  |  |  |  | **$** | **(151156)** |
| **(c)** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $150,538 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(153165) at a weighted average interest rate of 3.802%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. | Payable for sale-buyback transactions includes $(280) of deferred price drop. |
| **(d)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** |
| **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| Australia Government 10-Year Bond June Futures | Australia Government 10-Year Bond June Futures | 06/2026 | 06/2026 | 60 | 60 | $4461 | 4461 | $(28) | (28) | $42 | 42 | $0 |
| Brent Crude December Futures | Brent Crude December Futures | 10/2026 | 10/2026 | 1 | 1 | 80 | 80 | (4) | (4) | 0 | 0 | (4) |
| Cocoa July Futures | Cocoa July Futures | 07/2026 | 07/2026 | 2 | 2 | 67 | 67 | 0 | 0 | 3 | 3 | 0 |
| Copper July Futures | Copper July Futures | 07/2026 | 07/2026 | 1 | 1 | 142 | 142 | 5 | 5 | 3 | 3 | 0 |
| Euro-BTP Future June Futures | Euro-BTP Future June Futures | 06/2026 | 06/2026 | 105 | 105 | 14112 | 14112 | (421) | (421) | 170 | 170 | 0 |
| Euro-Bund June Futures | Euro-Bund June Futures | 06/2026 | 06/2026 | 67 | 67 | 9710 | 9710 | (140) | (140) | 70 | 70 | 0 |
| Euro-Schatz June Futures | Euro-Schatz June Futures | 06/2026 | 06/2026 | 85 | 85 | 10390 | 10390 | 8 | 8 | 14 | 14 | 0 |
| Hard Red Winter Wheat September Futures | Hard Red Winter Wheat September Futures | 09/2026 | 09/2026 | 2 | 2 | 66 | 66 | 4 | 4 | 1 | 1 | 0 |
| Iron Ore May Futures | Iron Ore May Futures | 05/2026 | 05/2026 | 3 | 3 | 32 | 32 | (1) | (1) | 0 | 0 | 0 |
| Live Cattle June Futures | Live Cattle June Futures | 06/2026 | 06/2026 | 3 | 3 | 292 | 292 | 9 | 9 | 4 | 4 | 0 |
| LME Aluminum July Futures | LME Aluminum July Futures | 07/2026 | 07/2026 | 2 | 2 | 173 | 173 | 10 | 10 | 10 | 10 | 0 |
| LME Zinc July Futures | LME Zinc July Futures | 07/2026 | 07/2026 | 3 | 3 | 243 | 243 | 3 | 3 | 5 | 5 | (2) |
| RBOB Gasoline September Futures | RBOB Gasoline September Futures | 08/2026 | 08/2026 | 1 | 1 | 111 | 111 | 26 | 26 | 0 | 0 | (4) |
| Soybean July Futures | Soybean July Futures | 07/2026 | 07/2026 | 5 | 5 | 297 | 297 | 2 | 2 | 2 | 2 | 0 |
| Soybean Meal December Futures | Soybean Meal December Futures | 12/2026 | 12/2026 | 3 | 3 | 93 | 93 | (1) | (1) | 1 | 1 | 0 |
| Soybean Meal July Futures | Soybean Meal July Futures | 07/2026 | 07/2026 | 15 | 15 | 471 | 471 | (2) | (2) | 2 | 2 | 0 |
| Soybean Meal May Futures | Soybean Meal May Futures | 05/2026 | 05/2026 | 1 | 1 | 32 | 32 | 2 | 2 | 0 | 0 | 0 |
| Soybean November Futures | Soybean November Futures | 11/2026 | 11/2026 | 6 | 6 | 347 | 347 | 9 | 9 | 4 | 4 | 0 |
| U.S. Treasury 5-Year Note June Futures | U.S. Treasury 5-Year Note June Futures | 06/2026 | 06/2026 | 124 | 124 | 13414 | 13414 | (133) | (133) | 17 | 17 | 0 |
| U.S. Treasury 10-Year Note June Futures | U.S. Treasury 10-Year Note June Futures | 06/2026 | 06/2026 | 64 | 64 | 7107 | 7107 | (146) | (146) | 15 | 15 | 0 |
| U.S. Treasury 10-Year Ultra Long-Term Bond June Futures | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures | 06/2026 | 06/2026 | 71 | 71 | 8054 | 8054 | 2 | 2 | 8 | 8 | 0 |
| U.S. Treasury Ultra Long-Term Bond June Futures | U.S. Treasury Ultra Long-Term Bond June Futures | 06/2026 | 06/2026 | 111 | 111 | 12938 | 12938 | (317) | (317) | 24 | 24 | 0 |
| Wheat September Futures | Wheat September Futures | 09/2026 | 09/2026 | 3 | 3 | 37 | 37 | 1 | 1 | 1 | 1 | 0 |
| WTI Crude September Futures | WTI Crude September Futures | 08/2026 | 08/2026 | 1 | 1 | 78 | 78 | 9 | 9 | 0 | 0 | (5) |
|  |  |  |  |  |  |  |  | (1103) | $ | 396 | $ | (15) |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | Description |  | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Asset | Liability |
| Arabica Coffee July Futures | Arabica Coffee July Futures | Arabica Coffee July Futures | Arabica Coffee July Futures | Arabica Coffee July Futures | 07/2026 | 07/2026 | 1 | (109) | $0 | 0 | 0 | 0 | 0 | (1) |
| Cocoa September Futures | Cocoa September Futures | Cocoa September Futures | Cocoa September Futures | Cocoa September Futures | 09/2026 | 09/2026 | 3 | (103) | (3) | (3) | 0 | 0 | 0 | (4) |
| Corn July Futures | Corn July Futures | Corn July Futures | Corn July Futures | Corn July Futures | 07/2026 | 07/2026 | 23 | (538) | (4) | (4) | 0 | 0 | 0 | (2) |
| Corn September Futures | Corn September Futures | Corn September Futures | Corn September Futures | Corn September Futures | 09/2026 | 09/2026 | 9 | (212) | (9) | (9) | 0 | 0 | 0 | 0 |
| Cotton No. 2 December Futures | Cotton No. 2 December Futures | Cotton No. 2 December Futures | Cotton No. 2 December Futures | Cotton No. 2 December Futures | 12/2026 | 12/2026 | 3 | (112) | (8) | (8) | 0 | 0 | 0 | 0 |
| Cotton No. 2 July Futures | Cotton No. 2 July Futures | Cotton No. 2 July Futures | Cotton No. 2 July Futures | Cotton No. 2 July Futures | 07/2026 | 07/2026 | 3 | (108) | (5) | (5) | 0 | 0 | 0 | 0 |
| Euro-Bobl June Futures | Euro-Bobl June Futures | Euro-Bobl June Futures | Euro-Bobl June Futures | Euro-Bobl June Futures | 06/2026 | 06/2026 | 63 | (8405) | 96 | 96 | 0 | 0 | 0 | (34) |
| Euro-Buxl 30-Year Bond June Futures | Euro-Buxl 30-Year Bond June Futures | Euro-Buxl 30-Year Bond June Futures | Euro-Buxl 30-Year Bond June Futures | Euro-Buxl 30-Year Bond June Futures | 06/2026 | 06/2026 | 9 | (1147) | (8) | (8) | 0 | 0 | 0 | (21) |
| Euro-Oat June Futures | Euro-Oat June Futures | Euro-Oat June Futures | Euro-Oat June Futures | Euro-Oat June Futures | 06/2026 | 06/2026 | 111 | (15228) | 481 | 481 | 0 | 0 | 0 | (141) |
| Hard Red Winter Wheat July Futures | Hard Red Winter Wheat July Futures | Hard Red Winter Wheat July Futures | Hard Red Winter Wheat July Futures | Hard Red Winter Wheat July Futures | 07/2026 | 07/2026 | 3 | (97) | (6) | (6) | 0 | 0 | 0 | (1) |
| Iron Ore July Futures | Iron Ore July Futures | Iron Ore July Futures | Iron Ore July Futures | Iron Ore July Futures | 07/2026 | 07/2026 | 2 | (21) | 0 | 0 | 0 | 0 | 0 | 0 |
| Japan Government 10-Year Bond June Futures | Japan Government 10-Year Bond June Futures | Japan Government 10-Year Bond June Futures | Japan Government 10-Year Bond June Futures | Japan Government 10-Year Bond June Futures | 06/2026 | 06/2026 | 6 | (4926) | 39 | 39 | 1 | 1 | 1 | (11) |
| Lean Hogs June Futures | Lean Hogs June Futures | Lean Hogs June Futures | Lean Hogs June Futures | Lean Hogs June Futures | 06/2026 | 06/2026 | 5 | (210) | 6 | 6 | 2 | 2 | 2 | 0 |
| LME Lead Futures July Futures | LME Lead Futures July Futures | LME Lead Futures July Futures | LME Lead Futures July Futures | LME Lead Futures July Futures | 07/2026 | 07/2026 | 7 | (334) | 4 | 4 | 5 | 5 | 5 | 0 |
| LME Nickel July Futures | LME Nickel July Futures | LME Nickel July Futures | LME Nickel July Futures | LME Nickel July Futures | 07/2026 | 07/2026 | 1 | (103) | 4 | 4 | 4 | 4 | 4 | 0 |
| Natural Gas July Futures | Natural Gas July Futures | Natural Gas July Futures | Natural Gas July Futures | Natural Gas July Futures | 06/2026 | 06/2026 | 7 | (226) | 11 | 11 | 4 | 4 | 4 | 0 |
| Natural Gas September Futures | Natural Gas September Futures | Natural Gas September Futures | Natural Gas September Futures | Natural Gas September Futures | 08/2026 | 08/2026 | 2 | (66) | 2 | 2 | 1 | 1 | 1 | 0 |
| Soybean Oil July Futures | Soybean Oil July Futures | Soybean Oil July Futures | Soybean Oil July Futures | Soybean Oil July Futures | 07/2026 | 07/2026 | 1 | (41) | (1) | (1) | 0 | 0 | 0 | 0 |
| Sugar No. 11 October Futures | Sugar No. 11 October Futures | Sugar No. 11 October Futures | Sugar No. 11 October Futures | Sugar No. 11 October Futures | 09/2026 | 09/2026 | 14 | (252) | (31) | (31) | 2 | 2 | 2 | 0 |
| U.S. Treasury 2-Year Note June Futures | U.S. Treasury 2-Year Note June Futures | U.S. Treasury 2-Year Note June Futures | U.S. Treasury 2-Year Note June Futures | U.S. Treasury 2-Year Note June Futures | 06/2026 | 06/2026 | 244 | (50617) | 293 | 293 | 1 | 1 | 1 | (15) |
| U.S. Treasury Long-Term Bond June Futures | U.S. Treasury Long-Term Bond June Futures | U.S. Treasury Long-Term Bond June Futures | U.S. Treasury Long-Term Bond June Futures | U.S. Treasury Long-Term Bond June Futures | 06/2026 | 06/2026 | 185 | (21067) | 601 | 601 | 0 | 0 | 0 | (70) |
| Wheat July Futures | Wheat July Futures | Wheat July Futures | Wheat July Futures | Wheat July Futures | 07/2026 | 07/2026 | 6 | (188) | (10) | (10) | 0 | 0 | 0 | (2) |
| Wheat September Futures | Wheat September Futures | Wheat September Futures | Wheat September Futures | Wheat September Futures | 09/2026 | 09/2026 | 4 | (128) | (14) | (14) | 0 | 0 | 0 | (1) |
| White Sugar August Futures | White Sugar August Futures | White Sugar August Futures | White Sugar August Futures | White Sugar August Futures | 07/2026 | 07/2026 | 1 | (23) | (1) | (1) | 0 | 0 | 0 | 0 |
|  |  |  |  |  |  |  |  |  | 1437 | $ | 20 | 20 | $ | (303) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **334** | **$** | **416** | **416** | **$** | **(318)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u><sup>(2)</sup> | <u>Variation Margin</u><sup>(2)</sup> | <u>Variation Margin</u><sup>(2)</sup> | <u>Variation Margin</u><sup>(2)</sup> |
| Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date |  | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Market<br>Value | Asset | Asset | Liability |
| Pay | 1-Day GBP-SONIO Compounded-OIS | 3.500% | Annual | 03/18/2028 | 03/18/2028 | GBP | 7200 | $(152) | 13 | (139) | (139) | $15 | 15 | $0 |
| Pay | 1-Day GBP-SONIO Compounded-OIS | 3.500 | Annual | 03/18/2031 | 03/18/2031 |  | 11360 | (50) | (434) | (484) | (484) | 36 | 36 | 0 |
| Receive | 1-Day JPY-MUTKCALM Compounded-OIS | 0.300 | Semi-Annual | 09/20/2027 | 09/20/2027 | JPY | 172740 | 16 | 0 | 16 | 16 | 0 | 0 | 0 |
| Receive | 1-Day JPY-MUTKCALM Compounded-OIS | 0.550 | Annual | 09/14/2028 | 09/14/2028 |  | 160000 | 20 | 2 | 22 | 22 | 0 | 0 | (1) |
| Receive | 1-Day JPY-MUTKCALM Compounded-OIS | 0.500 | Annual | 12/15/2031 | 12/15/2031 |  | 607000 | 248 | 26 | 274 | 274 | 0 | 0 | (8) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 2.340 | Semi-Annual | 11/21/2028 | 11/21/2028 | $ | $14780 | (186) | (316) | (502) | (502) | 7 | 7 | 0 |
| Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.325 | Annual | 08/31/2030 | 08/31/2030 |  | 16133 | 53 | 107 | 160 | 160 | 0 | 0 | (16) |
| Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.337 | Annual | 08/31/2030 | 08/31/2030 |  | 500 | 0 | 5 | 5 | 5 | 0 | 0 | 0 |
| Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.407 | Annual | 08/31/2030 | 08/31/2030 |  | 100 | 0 | 1 | 1 | 1 | 0 | 0 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | 05/15/2032 | 05/15/2032 |  | 17303 | (17) | (33) | (50) | (50) | 0 | 0 | (20) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | 06/18/2034 | 06/18/2034 |  | 550 | 24 | 0 | 24 | 24 | 0 | 0 | (1) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 3.758 | Annual | 08/15/2035 | 08/15/2035 |  | 2800 | 0 | 17 | 17 | 17 | 0 | 0 | (2) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 3.768 | Annual | 08/15/2035 | 08/15/2035 |  | 3400 | 0 | 18 | 18 | 18 | 0 | 0 | (3) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 3.777 | Annual | 08/15/2035 | 08/15/2035 |  | 3700 | 0 | 17 | 17 | 17 | 0 | 0 | (3) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 3.801 | Annual | 08/15/2035 | 08/15/2035 |  | 4200 | 0 | 11 | 11 | 11 | 0 | 0 | (4) |
| Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 3.998 | Annual | 11/15/2053 | 11/15/2053 |  | 100 | 0 | 3 | 3 | 3 | 0 | 0 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 4.010 | Annual | 11/15/2053 | 11/15/2053 |  | 1000 | 14 | 10 | 24 | 24 | 4 | 4 | 0 |
| Receive<sup>(1)</sup> | 1-Day USD-SOFR Compounded-OIS | 4.015 | Annual | 11/15/2053 | 11/15/2053 |  | 100 | 0 | 2 | 2 | 2 | 0 | 0 | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 4.075 | Annual | Annual | 11/15/2053 | 914 |  | 7 |  | 5 |  | 12 |  | 3 | 3 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.237 | Semi-Annual | Semi-Annual | 11/21/2053 | 3050 |  | 189 |  | 902 |  | 1091 |  | 10 | 10 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.865 | Annual | Annual | 02/13/2054 | 7000 |  | 134 |  | 1368 |  | 1502 |  | 24 | 24 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 06/20/2054 | 2000 |  | 53 |  | 176 |  | 229 |  | 7 | 7 |  | 0 |
| Pay | Pay | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 2.879 | Annual | Annual | 08/15/2032 | 5600 |  | 0 |  | 85 |  | 85 |  | 32 | 32 |  | 0 |
| Pay<sup>(1)</sup> | Pay<sup>(1)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 2.750 | Annual | Annual | 09/16/2036 | 17230 |  | (275) |  | (352) |  | (627) |  | 152 | 152 |  | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.190 | Annual | Annual | 11/04/2052 | 1000 |  | 62 |  | 565 |  | 627 |  | 0 | 0 |  | (6) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.195 | Annual | Annual | 11/04/2052 | 1100 |  | 1 |  | 687 |  | 688 |  | 0 | 0 |  | (6) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.197 | Annual | Annual | 11/08/2052 | 1900 |  | 118 |  | 1070 |  | 1188 |  | 0 | 0 |  | (11) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 3.050 | Annual | Annual | 01/13/2056 | 1810 |  | 82 |  | (63) |  | 19 |  | 0 | 0 |  | (20) |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 3.000 | Annual | Annual | 09/16/2056 | 6250 |  | 103 |  | 54 |  | 157 |  | 0 | 0 |  | (70) |
| Receive | Receive | CPTFEMU | CPTFEMU | 2.000 | Maturity | Maturity | 02/15/2027 | 1200 |  | 4 |  | 15 |  | 19 |  | 2 | 2 |  | 0 |
| Receive | Receive | CPTFEMU | CPTFEMU | 2.965 | Maturity | Maturity | 05/15/2027 | 200 |  | 0 |  | 8 |  | 8 |  | 0 | 0 |  | 0 |
| Receive | Receive | CPTFEMU | CPTFEMU | 3.000 | Maturity | Maturity | 05/15/2027 | 1000 |  | 1 |  | 39 |  | 40 |  | 1 | 1 |  | 0 |
| Receive | Receive | CPTFEMU | CPTFEMU | 3.130 | Maturity | Maturity | 05/15/2027 | 300 |  | 0 |  | 10 |  | 10 |  | 0 | 0 |  | 0 |
| Receive | Receive | CPTFEMU | CPTFEMU | 1.636 | Maturity | Maturity | 06/15/2027 | 2800 |  | 0 |  | 63 |  | 63 |  | 4 | 4 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 1.380 | Maturity | Maturity | 03/15/2031 | 2570 |  | (19) |  | (593) |  | (612) |  | 0 | 0 |  | (6) |
| Receive | Receive | CPTFEMU | CPTFEMU | 2.600 | Maturity | Maturity | 05/15/2032 | 450 |  | 0 |  | 13 |  | 13 |  | 0 | 0 |  | 0 |
| Receive | Receive | CPTFEMU | CPTFEMU | 2.720 | Maturity | Maturity | 06/15/2032 | 2100 |  | (6) |  | (7) |  | (13) |  | 1 | 1 |  | 0 |
| Receive | Receive | CPTFEMU | CPTFEMU | 2.049 | Maturity | Maturity | 08/15/2034 | 1300 |  | (2) |  | 21 |  | 19 |  | 1 | 1 |  | 0 |
| Receive | Receive | CPTFEMU | CPTFEMU | 2.034 | Maturity | Maturity | 09/15/2034 | 1100 |  | (2) |  | 20 |  | 18 |  | 1 | 1 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.488 | Maturity | Maturity | 05/15/2037 | 10 |  | 0 |  | 0 |  | 0 |  | 0 | 0 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.580 | Maturity | Maturity | 03/15/2052 | 300 |  | 0 |  | 2 |  | 2 |  | 2 | 2 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.590 | Maturity | Maturity | 03/15/2052 | 400 |  | (10) |  | 14 |  | 4 |  | 2 | 2 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.421 | Maturity | Maturity | 05/15/2052 | 170 |  | 0 |  | (5) |  | (5) |  | 1 | 1 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.590 | Maturity | Maturity | 12/15/2052 | 300 |  | 0 |  | 22 |  | 22 |  | 2 | 2 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.700 | Maturity | Maturity | 04/15/2053 | 700 |  | 5 |  | 77 |  | 82 |  | 4 | 4 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.682 | Maturity | Maturity | 10/15/2053 | 200 |  | 0 |  | 23 |  | 23 |  | 1 | 1 |  | 0 |
| Pay | Pay | CPTFEMU | CPTFEMU | 2.736 | Maturity | Maturity | 10/15/2053 | 400 |  | 4 |  | 48 |  | 52 |  | 2 | 2 |  | 0 |
| Receive | Receive | CPURNSA | CPURNSA | 2.813 | Maturity | Maturity | 05/14/2026 | 800 |  | 0 |  | 76 |  | 76 |  | 1 | 1 |  | 0 |
| Receive | Receive | CPURNSA | CPURNSA | 2.703 | Maturity | Maturity | 05/25/2026 | 830 |  | 0 |  | 85 |  | 85 |  | 2 | 2 |  | 0 |
| Receive | Receive | CPURNSA | CPURNSA | 2.690 | Maturity | Maturity | 06/01/2026 | 600 |  | 0 |  | 63 |  | 63 |  | 2 | 2 |  | 0 |
| Pay | Pay | CPURNSA | CPURNSA | 3.464 | Maturity | Maturity | 03/31/2027 | 13800 |  | 15 |  | (131) |  | (116) |  | 8 | 8 |  | 0 |
| Pay | Pay | CPURNSA | CPURNSA | 2.370 | Maturity | Maturity | 06/06/2028 | 2200 |  | 0 |  | (255) |  | (255) |  | 1 | 1 |  | 0 |
| Pay | Pay | CPURNSA | CPURNSA | 2.165 | Maturity | Maturity | 04/16/2029 | 2000 |  | 0 |  | (285) |  | (285) |  | 1 | 1 |  | 0 |
| Pay | Pay | CPURNSA | CPURNSA | 1.954 | Maturity | Maturity | 06/03/2029 | 1000 |  | 0 |  | (163) |  | (163) |  | 1 | 1 |  | 0 |
| Pay | Pay | CPURNSA | CPURNSA | 1.998 | Maturity | Maturity | 07/25/2029 | 1300 |  | 0 |  | (203) |  | (203) |  | 1 | 1 |  | 0 |
| Pay | Pay | CPURNSA | CPURNSA | 1.883 | Maturity | Maturity | 11/20/2029 | 500 |  | 1 |  | (86) |  | (85) |  | 0 | 0 |  | 0 |
| Receive | Receive | CPURNSA | CPURNSA | 2.312 | Maturity | Maturity | 02/24/2031 | 1500 |  | 1 |  | 191 |  | 192 |  | 0 | 0 |  | (1) |
| Pay | Pay | FRCPXTOB | FRCPXTOB | 1.410 | Maturity | Maturity | 11/15/2039 | 300 |  | 0 |  | (49) |  | (49) |  | 0 | 0 |  | (1) |
| Receive | Receive | UKRPI | UKRPI | 3.365 | Maturity | Maturity | 09/15/2027 | 2100 |  | 1 |  | 41 |  | 42 |  | 1 | 1 |  | 0 |
| Pay | Pay | UKRPI | UKRPI | 3.500 | Maturity | Maturity | 08/15/2034 | 1500 |  | 8 |  | (24) |  | (16) |  | 0 | 0 |  | (9) |
| Pay | Pay | UKRPI | UKRPI | 3.466 | Maturity | Maturity | 09/15/2034 | 600 |  | 0 |  | (10) |  | (10) |  | 0 | 0 |  | (5) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | $**445** | **445** | $**2966** | **2966** | $**3411** | **3411** | $**332** | **332** | **332** | $**(193)** | **(193)** |
| **(e)** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $538 and cash of $3,302 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| <sup>(2)</sup> | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. | Unsettled variation margin asset of $26 and liability of $(14) for closed futures is outstanding at period end. |
| **(f)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  |  |  |  |  |  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Settlement<br>Month | Settlement<br>Month |  | Currency to<br>be Delivered | Currency to<br>be Delivered |  | Currency to<br>be Received | Currency to<br>be Received | Currency to<br>be Received | Asset | Asset | Asset | Asset | Liability | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | 04/2026 | 04/2026 | 04/2026 | CAD | 4927 | 4927 | $ | $3597 | 3597 | 3597 | 55 | 55 | 55 | 55 | $0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | $ | $5525 | 5525 | GBP | 4174 | 4174 | 4174 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 |  | 2458 | 2458 | NZD | 4299 | 4299 | 4299 | 13 | 13 | 13 | 13 | 0 | 0 | 0 |
|  |  |  | 05/2026 | 05/2026 | 05/2026 | GBP | 4174 | 4174 | $ | $5525 | 5525 | 5525 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 05/2026 | 05/2026 | 05/2026 | NZD | 4299 | 4299 |  | 2460 | 2460 | 2460 | 0 | 0 | 0 | 0 | (13) | (13) | (13) |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026 | 04/2026 | 04/2026 | BRL | 3 | 3 |  | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | CNH | 786 | 786 |  | 114 | 114 | 114 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | GBP | 109 | 109 |  | 147 | 147 | 147 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | INR | 28709 | 28709 |  | 306 | 306 | 306 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | JPY | 833 | 833 |  | 5 | 5 | 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | KRW | 87495 | 87495 |  | 60 | 60 | 60 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | PLN | 610 | 610 |  | 165 | 165 | 165 | 1 | 1 | 1 | 1 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | SGD | 45 | 45 |  | 35 | 35 | 35 | 1 | 1 | 1 | 1 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 | $ | $1 | 1 | BRL | 3 | 3 | 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 |  | 40 | 40 | CNH | 276 | 276 | 276 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026 | 04/2026 | 04/2026 |  | 14130 | 14130 | EUR | 12215 | 12215 | 12215 | 62 | 62 | 62 | 62 | (73) | (73) | (73) |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | 04/2026 | 150 | 463 | 0 | (3) |
|  | 04/2026 | 306 | 28761 | 0 | (3) |
|  | 04/2026 | 5575 | 889479 | 30 | 0 |
|  | 04/2026 | 45 | 833 | 1 | 0 |
|  | 05/2026 | 9427 | $10852 | 0 | (62) |
|  | 05/2026 | 886800 | 5575 | 0 | (30) |
|  | 06/2026 | 3 | 1 | 0 | 0 |
|  | 06/2026 | 1449 | 469 | 8 | 0 |
|  | 06/2026 | 3931 | 219 | 1 | 0 |
|  | 06/2026 | $54 | 167 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | 04/2026 | 79 | $56 | 2 | 0 |
|  | 04/2026 | 2305 | 440 | 0 | (5) |
|  | 04/2026 | 276 | 40 | 0 | 0 |
|  | 04/2026 | 690 | 816 | 18 | 0 |
|  | 04/2026 | 1034 | 335 | 6 | 0 |
|  | 04/2026 | 206027 | 137 | 3 | 0 |
|  | 04/2026 | 1273 | 753 | 21 | 0 |
|  | 04/2026 | 222 | 60 | 0 | 0 |
|  | 04/2026 | 30778 | 956 | 22 | 0 |
|  | 04/2026 | $212 | 304 | 0 | (2) |
|  | 04/2026 | 442 | 2305 | 3 | 0 |
|  | 04/2026 | 1358 | 22987086 | 0 | (7) |
|  | 04/2026 | 237 | 745 | 1 | (1) |
|  | 04/2026 | 122 | 11266 | 0 | (3) |
|  | 04/2026 | 156 | 232960 | 0 | (4) |
|  | 04/2026 | 372 | 1340 | 0 | (11) |
|  | 04/2026 | 10 | 13 | 0 | 0 |
|  | 04/2026 | 0 | 8 | 0 | 0 |
|  | 04/2026 | 751 | 23992 | 1 | 0 |
|  | 04/2026 | 3604 | $213 | 0 | 0 |
|  | 05/2026 | 524 | 166 | 0 | (1) |
|  | 05/2026 | 59846 | 632 | 4 | 0 |
|  | 05/2026 | 13 | 10 | 0 | 0 |
|  | 05/2026 | 13727 | 426 | 0 | (4) |
|  | 05/2026 | $250 | 1312 | 2 | 0 |
|  | 05/2026 | 315 | 5360593 | 0 | 0 |
|  | 05/2026 | 66 | 2167 | 0 | 0 |
|  | 06/2026 | 128 | 2151826 | 0 | (1) |
|  | 06/2026 | 922 | 16044 | 0 | (32) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026 | 508 | $660 | 25 | 0 |
|  | 04/2026 | 4364 | 5903 | 126 | 0 |
|  | 04/2026 | $28 | 101 | 0 | (1) |
|  | 04/2026 | 273 | 2475 | 0 | (11) |
|  | 04/2026 | 422 | 6900 | 0 | (15) |
|  | 05/2026 | 405 | $508 | 0 | 0 |
|  | 06/2026 | 617 | 201 | 4 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026 | 62 | 44 | 1 | 0 |
|  | 04/2026 | 276 | 40 | 0 | 0 |
|  | 04/2026 | 2357 | 2730 | 6 | 0 |
|  | 04/2026 | 226 | 303 | 4 | 0 |
|  | 04/2026 | 219112 | 2344 | 35 | 0 |
|  | 04/2026 | 920 | 95 | 0 | 0 |
|  | 04/2026 | 935 | 100 | 2 | 0 |
|  | 04/2026 | 25 | 1 | 0 | 0 |
|  | 04/2026 | 1249 | 39 | 0 | 0 |
|  | 04/2026 | $185 | 261 | 0 | (5) |
|  | 04/2026 | 120 | 825 | 0 | 0 |
|  | 04/2026 | 471 | 355 | 0 | (1) |
|  | 04/2026 | 5694 | 524820 | 0 | (166) |
|  | 06/2026 | 1172666 | $302 | 0 | (12) |
|  | 06/2026 | 591 | 191 | 3 | 0 |
|  | 06/2026 | $90 | 1515972 | 0 | (1) |
|  | 06/2026 | 535 | 9496 | 0 | (8) |
|  | 09/2026 | 337 | 1303351 | 5 | 0 |
|  | 09/2026 | 118 | 2111 | 0 | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026 | 2087 | $674 | 10 | 0 |
|  | 04/2026 | 87843 | 933 | 7 | 0 |
|  | 04/2026 | $1840 | 2682 | 11 | 0 |
|  | 04/2026 | 1020 | 96107 | 0 | (9) |
|  | 04/2026 | 1277 | 4639 | 0 | (28) |
|  | 04/2026 | 4067 | 5195 | 0 | (26) |
|  | 04/2026 | 274 | 8966 | 0 | (2) |
|  | 05/2026 | 2682 | $1839 | 0 | (11) |
|  | 05/2026 | 5184 | 4067 | 26 | 0 |
|  | 06/2026 | 8948 | 275 | 2 | 0 |
|  | 06/2026 | 922 | 29 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026 | 24411 | 4602 | 0 | (111) |
|  | 04/2026 | 1119 | 360 | 4 | 0 |
|  | 04/2026 | 2721 | 30 | 1 | 0 |
|  | 04/2026 | $4676 | 24411 | 37 | 0 |
|  | 04/2026 | 108 | 745 | 0 | 0 |
|  | 04/2026 | 37 | 618779 | 0 | 0 |
|  | 04/2026 | 389 | 7174 | 11 | 0 |
|  | 04/2026 | 102 | 368 | 0 | (3) |
|  | 04/2026 | 155 | 5095 | 0 | (1) |
|  | 06/2026 | 9 | $2 | 0 | 0 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | 06/2026 | IDR | 1846733 |  | 110 | 110 |  | 1 | 1 |  | 0 |
|  |  | 06/2026 | MXN | 767 |  | 43 | 43 |  | 1 | 1 |  | 0 |
|  |  | 06/2026 | THB | 5086 |  | 155 | 155 |  | 0 | 0 |  | 0 |
|  |  | 06/2026 | $ | 4160 | BRL | 22404 | 22404 |  | 108 | 108 |  | 0 |
|  |  | 06/2026 |  | 196 | IDR | 3316541 | 3316541 |  | 0 | 0 |  | (1) |
|  |  | 06/2026 |  | 49 | ILS | 152 | 152 |  | 0 | 0 |  | 0 |
|  |  | 06/2026 |  | 564 | MXN | 9822 | 9822 |  | 0 | 0 |  | (19) |
|  |  | 07/2026 | BRL | 476 | $ | 89 | 89 |  | 0 | 0 |  | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026 | EUR | 10249 |  | 12102 | 12102 |  | 256 | 256 |  | 0 |
|  |  | 04/2026 | $ | 2028 | DKK | 13181 | 13181 |  | 10 | 10 |  | 0 |
|  |  | 05/2026 | DKK | 13160 | $ | 2028 | 2028 |  | 0 | 0 |  | (10) |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026 | CNH | 483 |  | 70 | 70 |  | 0 | 0 |  | 0 |
|  |  | 04/2026 | INR | 45428 |  | 483 | 483 |  | 4 | 4 |  | 0 |
|  |  | 04/2026 | PLN | 1322 |  | 360 | 360 |  | 5 | 5 |  | (1) |
|  |  | 04/2026 | SGD | 5178 |  | 4109 | 4109 |  | 81 | 81 |  | 0 |
|  |  | 04/2026 | $ | 845 | EUR | 720 | 720 |  | 0 | 0 |  | (13) |
|  |  | 04/2026 |  | 483 | INR | 45506 | 45506 |  | 0 | 0 |  | (4) |
|  |  | 04/2026 |  | 1541 | MXN | 27662 | 27662 |  | 4 | 4 |  | (3) |
|  |  | 04/2026 |  | 1040 | ZAR | 17365 | 17365 |  | 0 | 0 |  | (15) |
|  |  | 04/2026 | ZAR | 7256 | $ | 427 | 427 |  | 0 | 0 |  | (1) |
|  |  | 05/2026 | $ | 88 | DKK | 575 | 575 |  | 1 | 1 |  | 0 |
|  |  | 06/2026 | ILS | 700 | $ | 227 | 227 |  | 3 | 3 |  | 0 |
|  |  | 06/2026 | MXN | 4309 |  | 240 | 240 |  | 1 | 1 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026 | AUD | 70 |  | 49 | 49 |  | 1 | 1 |  | 0 |
|  |  | 04/2026 | CHF | 96 |  | 121 | 121 |  | 1 | 1 |  | 0 |
|  |  | 04/2026 | DKK | 13187 |  | 2084 | 2084 |  | 44 | 44 |  | 0 |
|  |  | 04/2026 | JPY | 1119068 |  | 7154 | 7154 |  | 106 | 106 |  | (4) |
|  |  | 04/2026 | KRW | 562708 |  | 385 | 385 |  | 17 | 17 |  | 0 |
|  |  | 04/2026 | NOK | 370 |  | 38 | 38 |  | 0 | 0 |  | 0 |
|  |  | 04/2026 | SEK | 1380 |  | 147 | 147 |  | 1 | 1 |  | 0 |
|  |  | 04/2026 | THB | 8303 |  | 260 | 260 |  | 8 | 8 |  | 0 |
|  |  | 04/2026 | $ | 364 | AUD | 516 | 516 |  | 0 | 0 |  | (8) |
|  |  | 04/2026 |  | 252 | CHF | 198 | 198 |  | 0 | 0 |  | (4) |
|  |  | 04/2026 |  | 417 | EUR | 361 | 361 |  | 1 | 1 |  | (1) |
|  |  | 04/2026 |  | 227 | GBP | 170 | 170 |  | 0 | 0 |  | (2) |
|  |  | 04/2026 |  | 4248 | JPY | 679116 | 679116 |  | 31 | 31 |  | 0 |
|  |  | 04/2026 |  | 117 | MXN | 2158 | 2158 |  | 3 | 3 |  | 0 |
|  |  | 04/2026 |  | 135 | NOK | 1290 | 1290 |  | 0 | 0 |  | (2) |
|  |  | 04/2026 |  | 5 | SGD | 6 | 6 |  | 0 | 0 |  | 0 |
|  |  | 05/2026 | JPY | 639279 | $ | 4010 | 4010 |  | 0 | 0 |  | (30) |
|  |  | 05/2026 | SGD | 6 |  | 5 | 5 |  | 0 | 0 |  | 0 |
|  |  | 05/2026 | $ | 38 | NOK | 370 | 370 |  | 0 | 0 |  | 0 |
|  |  | 06/2026 | MXN | 550 | $ | 30 | 30 |  | 0 | 0 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MYI | &nbsp;&nbsp;&nbsp;&nbsp; MYI | 04/2026 | JPY | 9227 |  | 59 | 59 |  | 1 | 1 |  | 0 |
|  |  | 04/2026 | PLN | 142 |  | 40 | 40 |  | 2 | 2 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026 | JPY | 344464 |  | 2208 | 2208 |  | 38 | 38 |  | 0 |
|  |  | 04/2026 | NZD | 3026 |  | 1809 | 1809 |  | 70 | 70 |  | 0 |
|  |  | 04/2026 | THB | 772 |  | 24 | 24 |  | 1 | 1 |  | 0 |
|  |  | 04/2026 | $ | 3563 | CAD | 4933 | 4933 |  | 0 | 0 |  | (17) |
|  |  | 04/2026 |  | 577 | INR | 52572 | 52572 |  | 0 | 0 |  | (23) |
|  |  | 04/2026 |  | 140 | PLN | 506 | 506 |  | 0 | 0 |  | (4) |
|  |  | 05/2026 | CAD | 4926 | $ | 3563 | 3563 |  | 17 | 17 |  | 0 |
|  |  | 06/2026 | $ | 332 | IDR | 5601100 | 5601100 |  | 0 | 0 |  | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 04/2026 | AUD | 3552 | $ | 2528 | 2528 |  | 77 | 77 |  | 0 |
|  |  | 04/2026 | JPY | 95673 |  | 614 | 614 |  | 11 | 11 |  | 0 |
|  |  | 08/2026 | $ | 343 | COP | 1306695 | 1306695 |  | 2 | 2 |  | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | 04/2026 | PLN | 598 | $ | 163 | 163 |  | 1 | 1 |  | 0 |
|  |  | 04/2026 | $ | 809 | PLN | 2922 | 2922 |  | 0 | 0 |  | (22) |
|  |  | 06/2026 | COP | 1353771 | $ | 349 | 349 |  | 0 | 0 |  | (14) |
|  |  | 06/2026 | ILS | 1498 |  | 486 | 486 |  | 9 | 9 |  | 0 |
|  |  | 06/2026 | MXN | 701 |  | 39 | 39 |  | 0 | 0 |  | 0 |
|  |  | 06/2026 | $ | 499 | MXN | 8716 | 8716 |  | 0 | 0 |  | (16) |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**1500** | **1500** | **$** | $**(886)** | **(886)** |
| **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** |
| **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** | **CREDIT DEFAULT SWAPTIONS ON CREDIT INDEXES** |
| Counterparty | Description | Description | Description | Exercise<br>Rate | Exercise<br>Rate | Expiration<br>Date | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Premiums<br>(Received) | Premiums<br>(Received) |  | Market<br>Value |
| GST | Put - OTC CDX.IG-45 5-Year Index | Put - OTC CDX.IG-45 5-Year Index | Put - OTC CDX.IG-45 5-Year Index | 0.850% | 0.850% | 05/20/2026 | 1200 | 1200 | $(1) | (1) | $ | $(1) |
| **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** | **INFLATION-CAPPED OPTIONS** |
| Counterparty | Description | Initial<br>Index | &nbsp;&nbsp;&nbsp;&nbsp; Floating<br>Rate | &nbsp;&nbsp;&nbsp;&nbsp; Floating<br>Rate | &nbsp;&nbsp;&nbsp;&nbsp; Floating<br>Rate | Expiration<br>Date | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Premiums<br>(Received) | Premiums<br>(Received) |  | Market<br>Value |
| GLM | Cap - OTC CPALEMU | 100.151 | &nbsp;&nbsp;&nbsp;&nbsp; Maximum of [(Final Index/Initial Index - 1) - 3.000%] or 0 | &nbsp;&nbsp;&nbsp;&nbsp; Maximum of [(Final Index/Initial Index - 1) - 3.000%] or 0 | &nbsp;&nbsp;&nbsp;&nbsp; Maximum of [(Final Index/Initial Index - 1) - 3.000%] or 0 | 06/22/2035 | 1200 | 1200 | $(54) | (54) | $ | $(29) |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series R(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** |
| Counterparty | Description | Floating Rate<br>Index | Pay/Receive<br>Floating Rate | Pay/Receive<br>Floating Rate | Exercise<br>Rate | Expiration<br>Date | Expiration<br>Date | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Premiums<br>(Received) | Premiums<br>(Received) | Market<br>Value |
| GLM | Call - OTC 2-Year Interest Rate Swap | 6-Month EUR-EURIBOR | Receive | Receive | 2.350% | 01/07/2027 | 01/07/2027 | 12200 | 12200 | $(111) | (111) | $(31) |
|  | Put - OTC 2-Year Interest Rate Swap | 6-Month EUR-EURIBOR | Pay | Pay | 2.350 | 01/07/2027 | 01/07/2027 | 12200 | 12200 | (111) | (111) | (183) |
|  | Call - OTC 2-Year Interest Rate Swap | 6-Month EUR-EURIBOR | Receive | Receive | 2.500 | 01/14/2027 | 01/14/2027 | 3000 | 3000 | (27) | (27) | (11) |
|  | Put - OTC 2-Year Interest Rate Swap | 6-Month EUR-EURIBOR | Pay | Pay | 2.500 | 01/14/2027 | 01/14/2027 | 3000 | 3000 | (28) | (28) | (38) |
|  |  |  |  |  |  |  |  |  |  | $(277) | (277) | $(263) |
| **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | $**(332)** | **(332)** | $**(293)** |
| Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 1 | Level 2 | Level 2 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | $0 | 0 | 0 | $2262 | 2262 | $0 | 0 | $2262 | 2262 |
| Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 2272 | 2272 | 0 | 0 | 2272 | 2272 |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 0 | 75969 | 75969 | 0 | 0 | 75969 | 75969 |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 0 | 0 | 223257 | 223257 | 0 | 0 | 223257 | 223257 |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 0 | 1228 | 1228 | 0 | 0 | 1228 | 1228 |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| CMBS Other | CMBS Other | CMBS Other | CMBS Other | 0 | 0 | 0 | 602 | 602 | 0 | 0 | 602 | 602 |
| Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 0 | 1505 | 1505 | 0 | 0 | 1505 | 1505 |
| Other ABS | Other ABS | Other ABS | Other ABS | 0 | 0 | 0 | 16827 | 16827 | 0 | 0 | 16827 | 16827 |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 0 | 19082 | 19082 | 0 | 0 | 19082 | 19082 |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Mutual Funds | Mutual Funds | Mutual Funds | Mutual Funds | 0 | 0 | 0 | 762 | 762 | 0 | 0 | 762 | 762 |
| Total Investments | Total Investments | Total Investments | Total Investments | $0 | 0 | 0 | $343766 | 343766 | $0 | 0 | $343766 | 343766 |
| **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** | **Financial Derivative Instruments - Assets** |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 416 | 416 | 416 | 332 | 332 | 0 | 0 | 748 | 748 |
| Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | 1500 | 1500 | 0 | 0 | 1500 | 1500 |
|  |  |  |  | $416 | 416 | 416 | $1832 | 1832 | $0 | 0 | $2248 | 2248 |
| **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** | **Financial Derivative Instruments - Liabilities** |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | (318) | (318) | (318) | (193) | (193) | 0 | 0 | (511) | (511) |
| Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | (1150) | (1150) | (29) | (29) | (1179) | (1179) |
|  |  |  |  | $(318) | (318) | (318) | $(1343) | (1343) | $(29) | (29) | $(1690) | (1690) |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | $98 | 98 | 98 | $489 | 489 | $(29) | (29) | $558 | 558 |
| Totals | Totals | Totals | Totals | $98 | 98 | 98 | $344255 | 344255 | $(29) | (29) | $344324 | 344324 |
| **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** |

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------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 91.2% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 1.5%** |  |  |
| **AM Bidco Operations LLC**<br>TBD% - 8.500% (TSFR3M + 0.000%) due 10/21/2027 «~µ(f) | $154 | $128 |
| **Calcasieu Heights Senior LP**<br>TBD% - 7.250% due 09/24/2026 «~µ | 4787 | 4781 |
| Total Loan Participations and Assignments (Cost $4,922) |  | 4909 |
| **CORPORATE BONDS & NOTES 0.3%** |  |  |
| **BANKING & FINANCE 0.1%** |  |  |
| **Benloch Ranch Improvement Association No. 2**<br>10.000% due 12/01/2051 « | 200 | 147 |
| **INDUSTRIALS 0.2%** |  |  |
| **Providence St. Joseph Health Obligated Group**<br>5.403% due 10/01/2033 | 700 | 715 |
| Total Corporate Bonds & Notes (Cost $895) |  | 862 |
| **MUNICIPAL BONDS & NOTES 80.6%** |  |  |
| **ALABAMA 4.1%** |  |  |
| **Baldwin County, Alabama Industrial Development Authority Revenue Bonds, Series 2025** |  |  |
| 4.625% due 06/01/2055 | 250 | 250 |
| 5.000% due 06/01/2055 | 800 | 812 |
| **Black Belt Energy Gas District, Alabama Revenue Bonds, Series 2023**<br>5.500% due 10/01/2054 | 2000 | 2159 |
| **Black Belt Energy Gas District, Alabama Revenue Bonds, Series 2024**<br>5.000% due 03/01/2055 | 600 | 636 |
| **Black Belt Energy Gas District, Alabama Revenue Bonds, Series 2025**<br>5.000% due 12/01/2055 | 300 | 318 |
| **Black Belt Energy Gas District, Alabama Revenue Notes, Series 2025**<br>5.000% due 10/01/2035 | 705 | 735 |
| **Energy Southeast A Cooperative District, Alabama Revenue Bonds, Series 2024**<br>5.250% due 07/01/2054 | 1000 | 1067 |
| **Mobile County, Alabama Industrial Development Authority Revenue Bonds, Series 2024**<br>5.000% due 06/01/2054 | 1990 | 1897 |
| **Southeast Alabama Gas Supply District Revenue Bonds, Series 2024**<br>5.000% due 06/01/2049 | 1000 | 1053 |
| **Southeast Energy Authority A Cooperative District, Alabama Revenue Bonds, Series 2024**<br>5.000% due 11/01/2035 | 800 | 818 |
| **Southeast Energy Authority A Cooperative District, Alabama Revenue Bonds, Series 2025** |  |  |
| 5.000% due 05/01/2055 | 1500 | 1587 |
| 5.250% due 03/01/2055 | 2000 | 2056 |
|  |  | 13388 |
| **ALASKA 0.2%** |  |  |
| **Northern Tobacco Securitization Corp., Alaska Revenue Bonds, Series 2021**<br>0.000% due 06/01/2066 (c) | 4500 | 484 |
| **ARIZONA 0.6%** |  |  |
| **Arizona Industrial Development Authority Revenue Bonds, Series 2025**<br>6.750% due 12/01/2055 | 250 | 254 |
| **Industrial Development Authority of the City of Phoenix, Arizona Revenue Notes, Series 2018**<br>5.000% due 07/01/2028 | 250 | 256 |
| **Phoenix Civic Improvement Corp. Arizona Revenue Bonds, Series 2019**<br>5.000% due 07/01/2049 | 1250 | 1273 |
|  |  | 1783 |
| **ARKANSAS 1.1%** |  |  |
| **Arkansas Development Finance Authority Revenue Bonds, Series 2023**<br>7.375% due 07/01/2048 | 500 | 541 |

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<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Arkansas Development Finance Authority Revenue Bonds, Series 2026**<br>4.250% due 09/01/2046 | 3000 | 2982 |
|  |  | 3523 |
| **CALIFORNIA 4.8%** |  |  |
| **California Community Choice Financing Authority Revenue Bonds, Series 2024** |  |  |
| 5.000% due 05/01/2054 | 1000 | 1055 |
| 5.000% due 01/01/2055 | 75 | 77 |
| 5.000% due 02/01/2055 | 700 | 753 |
| 5.000% due 11/01/2055 | 440 | 449 |
| **California Community Choice Financing Authority Revenue Bonds, Series 2025**<br>5.000% due 10/01/2055 | 600 | 606 |
| **California Community Housing Agency Revenue Bonds, Series 2022**<br>4.500% due 08/01/2052 | 250 | 186 |
| **California County Tobacco Securitization Agency Revenue Bonds, Series 2020**<br>0.000% due 06/01/2055 (c) | 1000 | 183 |
| **California Educational Facilities Authority Revenue Bonds, Series 2023**<br>5.500% due 10/01/2053 | 1000 | 974 |
| **California Housing Finance Revenue Bonds, Series 2024** |  |  |
| 6.000% due 03/01/2053 | 800 | 809 |
| 7.000% due 03/01/2053 | 250 | 244 |
| **California Infrastructure & Economic Development Bank Revenue Bonds, Series 2020**<br>0.000% due 01/01/2060 (c) | 2250 | 199 |
| **California Municipal Finance Authority Revenue Bonds, Series 2024**<br>6.000% due 01/01/2039 | 500 | 520 |
| **California Municipal Finance Authority Revenue Bonds, Series 2025**<br>5.000% due 01/01/2038 | 500 | 514 |
| **California Public Finance Authority Revenue Bonds, Series 2019**<br>6.250% due 07/01/2054 | 250 | 258 |
| **California State General Obligation Bonds, Series 2015**<br>3.875% due 12/01/2030 | 500 | 500 |
| **California Statewide Communities Development Authority Revenue Bonds, (AGM Insured), Series 2022**<br>5.375% due 08/15/2057 | 250 | 253 |
| **California Statewide Communities Development Authority Revenue Bonds, Series 2019**<br>4.250% due 11/01/2059 | 200 | 173 |
| **Central Valley Energy Authority, California Revenue Notes, Series 2026**<br>5.000% due 08/01/2034 | 400 | 421 |
| **CSCDA Community Improvement Authority, California Revenue Bonds, Series 2022**<br>4.750% due 09/01/2062 (d) | 500 | 327 |
| **Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2021** |  |  |
| 0.000% due 06/01/2066 (c) | 9000 | 902 |
| 3.714% due 06/01/2041 | 2000 | 1586 |
| 4.214% due 06/01/2050 | 100 | 76 |
| **Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2022**<br>5.000% due 06/01/2051 | 300 | 294 |
| **Los Angeles Department of Airports, California Revenue Bonds, Series 2018**<br>4.000% due 05/15/2048 | 1000 | 888 |
| **Sacramento County, California Special Tax Bonds, Series 2022**<br>5.000% due 09/01/2047 | 500 | 501 |
| **San Joaquin Valley Clean Energy Authority, California Revenue Bonds, Series 2025**<br>5.500% due 01/01/2056 | 300 | 327 |
| **Tobacco Securitization Authority of Northern California Revenue Bonds, Series 2021**<br>0.000% due 06/01/2060 (c) | 2500 | 383 |
| **Tobacco Securitization Authority of Southern California Revenue Bonds, Series 2019**<br>0.000% due 06/01/2054 (c) | 2000 | 357 |
| **University of California Revenue Bonds, Series 2022**<br>5.000% due 05/15/2052 | 1800 | 1854 |
|  |  | 15669 |
| **COLORADO 3.7%** |  |  |
| **Aerotropolis Regional Transportation Authority, Colorado Revenue Bonds, Series 2024**<br>5.500% due 12/01/2044 | 1000 | 1018 |
| **Canyons Metropolitan District No 5, Colorado General Obligation Bonds, Series 2024**<br>6.500% due 12/15/2054 | 250 | 246 |
| **Centerra Metropolitan District No 1, Colorado Tax Allocation Bonds, Series 2017**<br>5.000% due 12/01/2037 | 250 | 250 |
| **Centerra Metropolitan District No 1, Colorado Tax Allocation Bonds, Series 2018**<br>5.250% due 12/01/2048 | 500 | 500 |
| **Colorado Crossing Metropolitan District No 2, General Obligation Bonds, Series 2020**<br>5.000% due 12/01/2047 | 500 | 479 |
| **Colorado International Center Metropolitan District No 7, General Obligation Bonds, Series 2021**<br>5.250% due 12/01/2051 (d) | 750 | 609 |
| **Colorado State Building Excellent School Certificates of Participation Bonds, Series 2021**<br>4.000% due 03/15/2046 | 1000 | 927 |
| **Crowfoot Valley Ranch Metropolitan District No 2, Colorado General Obligation Bonds, Series 2024**<br>6.125% due 12/15/2054 | 750 | 720 |
| **Denver, Colorado Airport System City & County Revenue Bonds, Series 2018**<br>4.000% due 12/01/2043 | 1000 | 928 |
| **Dominion Water & Sanitation District, Colorado Revenue Bonds, Series 2022**<br>5.875% due 12/01/2052 | 1939 | 1981 |
| **Elbert County, Colorado Independence Water & Sanitation District Revenue Notes, Series 2024**<br>5.125% due 12/01/2033 | 870 | 895 |
| **Longs Peak Metropolitan District, Colorado General Obligation Bonds, Series 2021**<br>5.250% due 12/01/2051 | 500 | 482 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Rampart Range Metropolitan District No 5, Colorado Revenue Bonds, Series 2021**<br>4.000% due 12/01/2036 | 750 | 709 |
| **Senac South Metropolitan District No 1, Colorado General Obligation Bonds, Series 2021**<br>5.250% due 12/01/2051 | 550 | 519 |
| **Sterling Ranch Community Authority Board, Colorado Revenue Bonds, Series 2024**<br>5.750% due 12/01/2054 | 500 | 500 |
| **Velocity Metropolitan District No 5, Colorado General Obligation Bonds, Series 2020**<br>6.000% due 12/01/2050 (d) | 1000 | 881 |
| **Willow Bend Metropolitan District, Colorado General Obligation Bonds, Series 2019**<br>5.000% due 12/01/2049 | 500 | 472 |
|  |  | 12116 |
| **DISTRICT OF COLUMBIA 1.2%** |  |  |
| **District of Columbia Income Tax Revenue Bonds, Series 2025**<br>5.250% due 06/01/2050 | 3255 | 3450 |
| **Washington Metropolitan Area Transit Authority Dedicated, District of Columbia Revenue Bonds, Series 2025**<br>5.250% due 07/15/2055 | 300 | 312 |
|  |  | 3762 |
| **FLORIDA 8.9%** |  |  |
| **Alachua County, Florida Housing Finance Authority Revenue Bonds, Series 2025**<br>6.300% due 07/01/2055 | 250 | 258 |
| **Antillia Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.600% due 05/01/2044 | 615 | 626 |
| **Avenir Community Development District, Florida Special Assessment Bonds, Series 2023**<br>5.625% due 05/01/2054 | 405 | 394 |
| **Babcock Ranch Community Independent Special District, Florida Special Assessment Bonds, Series 2022**<br>5.000% due 05/01/2042 | 300 | 301 |
| **Babcock Ranch Community Independent Special District, Florida Special Assessment Bonds, Series 2024**<br>5.250% due 05/01/2055 | 250 | 243 |
| **Babcock Ranch Community Independent Special District, Florida Special Assessment Notes, Series 2022**<br>4.250% due 05/01/2032 | 390 | 393 |
| **Bella Collina Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.000% due 05/01/2044 | 250 | 250 |
| **Berry Bay II Community Development District, Florida Special Assessment Notes, Series 2024**<br>4.450% due 05/01/2031 | 220 | 221 |
| **Brevard County, Florida Health Facilities Authority Revenue Bonds, Series 2022**<br>5.000% due 04/01/2047 | 1000 | 1020 |
| **Buckhead Trails II Community Development District, Florida Special Assessment Bonds, Series 2026**<br>5.500% due 05/01/2046 | 250 | 250 |
| **Capital Trust Agency Inc, Florida Revenue Bonds, Series 2021**<br>5.000% due 01/01/2056 | 250 | 209 |
| **Capital Trust Authority, Florida Revenue Bonds, Series 2025**<br>5.250% due 07/01/2050 | 1300 | 1254 |
| **Charlotte County Industrial Development Authority, Florida Revenue Notes, Series 2025**<br>5.125% due 10/01/2035 | 685 | 697 |
| **Edgewater West Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.250% due 05/01/2044 | 500 | 493 |
| **Florida Development Finance Corp. Revenue Bonds, (AGM Insured), Series 2024** |  |  |
| 5.000% due 07/01/2044 | 300 | 292 |
| 5.250% due 07/01/2047 | 400 | 393 |
| 5.250% due 07/01/2053 | 1400 | 1360 |
| **Florida Higher Educational Facilities Financing Authority Revenue Bonds, Series 2025** |  |  |
| 6.000% due 07/01/2045 | 600 | 609 |
| 6.250% due 07/01/2055 | 200 | 201 |
| **Florida Local Government Finance Commission Revenue Bonds, Series 2025**<br>6.625% due 11/15/2045 | 335 | 355 |
| **Gas Worx Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.000% due 05/01/2036 | 615 | 631 |
| **GIR East Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.300% due 05/01/2045 | 1000 | 990 |
| **Golden Gem Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.700% due 05/01/2044 | 1000 | 1013 |
| **Hammock Oaks Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.750% due 05/01/2055 | 500 | 494 |
| **Hickory Tree Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.450% due 05/01/2055 | 250 | 243 |
| **Hyde Park Community Development District No 1, Florida Special Assessment Bonds, Series 2024**<br>5.350% due 05/01/2044 | 420 | 422 |
| **Ibis Landing Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.700% due 06/15/2045 | 615 | 637 |
| **Lakes of Sarasota Community Development District 2, Florida Special Assessment Bonds, Series 2025**<br>5.500% due 05/01/2045 | 230 | 231 |
| **Lakes of Sarasota Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.300% due 05/01/2044 | 425 | 424 |
| **Lakewood Ranch Stewardship District, Florida Special Assessment Bonds, Series 2024** |  |  |
| 5.250% due 05/01/2044 | 580 | 593 |
| 5.550% due 05/01/2054 | 530 | 532 |
| **Lakewood Ranch Stewardship District, Florida Special Assessment Bonds, Series 2025**<br>5.500% due 05/01/2040 | 400 | 428 |
| **LTC Ranch West Residential Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.375% due 05/01/2044 | 840 | 833 |
| **Magnolia Island Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.550% due 05/01/2045 | 250 | 251 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Miami-Dade County, Florida Aviation Revenue Bonds, Series 2025**<br>5.250% due 10/01/2055 | 1000 | 1031 |
| **Miami-Dade County, Florida Aviation Revenue Notes, Series 2024**<br>5.000% due 10/01/2034 | 440 | 488 |
| **Miami-Dade County, Florida Transit System Revenue Bonds, Series 2018**<br>4.000% due 07/01/2044 | 1000 | 975 |
| **Midtown Miami Community Development District, Florida Special Assessment Bonds, Series 2014**<br>5.000% due 05/01/2029 | 615 | 615 |
| **Newfield Community Development District, Florida Special Assessment Notes, Series 2025**<br>5.000% due 05/01/2035 | 790 | 823 |
| **Newport Isles Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.200% due 05/01/2054 | 150 | 141 |
| **Normandy Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.550% due 05/01/2054 | 250 | 234 |
| **Orange County, Florida Health Facilities Authority Revenue Bonds, Series 2024**<br>5.000% due 08/01/2047 | 150 | 149 |
| **Osceola County, Florida Transportation Revenue Notes, Series 2020**<br>0.000% due 10/01/2028 (c) | 475 | 433 |
| **Parrish Lakes Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.500% due 05/01/2044 | 460 | 465 |
| **Pasadena Ridge Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.375% due 05/01/2055 | 100 | 95 |
| **Pasadena Ridge Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.500% due 05/01/2045 | 250 | 248 |
| **Pioneer Ranch Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.000% due 05/01/2044 | 770 | 746 |
| **Reflection Bay Community Development District, Florida Special Assessment Notes, Series 2025**<br>5.000% due 05/01/2035 | 625 | 644 |
| **Rivers Edge III Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.750% due 05/01/2045 | 100 | 103 |
| **Rookery Community Development District, Florida Special Assessment Bonds, Series 2024**<br>5.000% due 05/01/2044 | 300 | 294 |
| **School Board of Miami-Dade County, Florida General Obligation Bonds, Series 2017**<br>4.000% due 03/15/2042 | 1000 | 986 |
| **Seagrove Community Development District, Florida Special Assessment Bonds, Series 2024**<br>4.875% due 06/15/2044 | 250 | 243 |
| **St Johns County, Florida Industrial Development Authority Revenue Notes, Series 2021** |  |  |
| 4.000% due 12/15/2029 | 225 | 224 |
| 4.000% due 12/15/2030 | 200 | 198 |
| 4.000% due 12/15/2031 | 210 | 207 |
| **Sunrise Community Development District, Florida Special Assessment Bonds, Series 2025**<br>5.625% due 05/01/2045 | 350 | 345 |
| **Village Community Development District No. 15, Florida Special Assessment Bonds, Series 2023**<br>4.850% due 05/01/2038 | 490 | 502 |
| **Village Community Development District No. 15, Florida Special Assessment Notes, Series 2024**<br>4.000% due 05/01/2034 | 250 | 250 |
| **Westview South Community Development District, Florida Special Assessment Bonds, Series 2025**<br>6.000% due 05/01/2045 | 1000 | 1038 |
|  |  | 29018 |
| **GEORGIA 1.4%** |  |  |
| **Atlanta Development Authority, Georgia Revenue Bonds, Series 2024**<br>6.500% due 12/15/2048 (d) | 250 | 226 |
| **Atlanta Development Authority, Georgia Tax Allocation Notes, Series 2024**<br>5.000% due 04/01/2034 | 100 | 102 |
| **Main Street Natural Gas, Inc., Georgia Revenue Bonds, Series 2024**<br>5.000% due 12/01/2054 | 550 | 587 |
| **Main Street Natural Gas, Inc., Georgia Revenue Bonds, Series 2025**<br>5.000% due 12/01/2055 | 900 | 945 |
| **Municipal Electric Authority of Georgia Revenue Bonds, Series 2019**<br>5.000% due 01/01/2049 | 2575 | 2574 |
|  |  | 4434 |
| **IDAHO 0.2%** |  |  |
| **Idaho Health Facilities Authority Revenue Bonds, Series 2025**<br>5.000% due 03/01/2060 | 200 | 216 |
| **Spring Valley Community Infrastructure District No 1, Idaho Special Assessment Bonds, Series 2021**<br>3.750% due 09/01/2051 | 381 | 363 |
|  |  | 579 |
| **ILLINOIS 3.9%** |  |  |
| **Chicago Board of Education, Illinois General Obligation Bonds, Series 2018**<br>5.000% due 12/01/2046 | 500 | 457 |
| **Chicago Board of Education, Illinois General Obligation Bonds, Series 2025** |  |  |
| 5.000% due 12/01/2040 | 1000 | 967 |
| 5.750% due 12/01/2050 | 800 | 801 |
| 6.000% due 12/01/2043 | 1000 | 1058 |
| **Chicago O'Hare International Airport, Illinois Revenue Bonds, Series 2024**<br>5.250% due 01/01/2048 | 1000 | 1016 |
| **Chicago O'Hare International Airport, Illinois Revenue Notes, Series 2024**<br>5.000% due 01/01/2033 | 500 | 547 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Chicago Transit Authority Sales Tax Receipts Fund, Illinois Revenue Bonds, Series 2024**<br>5.000% due 12/01/2049 | 300 | 304 |
| **Chicago, Illinois General Obligation Bonds, Series 2023**<br>5.500% due 01/01/2039 | 300 | 311 |
| **Illinois Finance Authority Revenue Bonds, Series 2017** |  |  |
| 4.000% due 07/15/2047 | 1975 | 1738 |
| 5.250% due 05/15/2054 | 100 | 82 |
| 5.500% due 05/15/2054 | 400 | 337 |
| **Illinois Finance Authority Revenue Bonds, Series 2018**<br>5.000% due 05/15/2043 | 440 | 448 |
| **Illinois Sales Tax State Revenue Bonds, Series 2016**<br>3.000% due 06/15/2034 | 1180 | 1088 |
| **Illinois State General Obligation Bonds, Series 2018**<br>5.000% due 10/01/2033 | 1000 | 1035 |
| **Illinois State General Obligation Bonds, Series 2024**<br>5.000% due 05/01/2037 | 1000 | 1075 |
| **Illinois State General Obligation Notes, Series 2020**<br>5.500% due 05/01/2030 | 850 | 901 |
| **Village of Gilberts, Illinois Special Service Area No 24, Special Tax Bonds, Series 2014**<br>5.375% due 03/01/2034 | 443 | 426 |
|  |  | 12591 |
| **INDIANA 0.6%** |  |  |
| **Evansville, Indiana Revenue Bonds, Series 2017**<br>5.450% due 01/01/2038 | 500 | 472 |
| **Indiana Finance Authority Revenue Bonds, Series 2024**<br>5.000% due 07/01/2054 | 100 | 97 |
| **Indiana Housing & Community Development Authority Revenue Bonds, Series 2016** |  |  |
| 5.750% due 01/01/2036 | 175 | 175 |
| 6.250% due 07/01/2056 | 295 | 281 |
| **Indianapolis, Indiana Revenue Bonds, Series 2016**<br>6.250% due 07/01/2056 | 295 | 282 |
| **Mishawaka, Indiana Revenue Bonds, Series 2017**<br>5.375% due 01/01/2038 | 300 | 291 |
| **Valparaiso, Indiana Revenue Bonds, Series 2021**<br>5.375% due 12/01/2041 | 245 | 223 |
| **Valparaiso, Indiana Revenue Bonds, Series 2025**<br>6.250% due 10/01/2050 | 250 | 248 |
|  |  | 2069 |
| **IOWA 0.7%** |  |  |
| **Iowa Finance Authority Midwestern Disaster Area Revenue Refunding Bonds,Series 2024**<br>4.650% due 07/01/2043 | 2000 | 2015 |
| **Iowa Finance Authority Revenue Bonds, Series 2022**<br>8.000% due 01/01/2042 | 250 | 211 |
|  |  | 2226 |
| **KENTUCKY 0.5%** |  |  |
| **Kentucky Public Energy Authority Revenue Notes, Series 2025**<br>5.000% due 05/01/2036 | 1400 | 1475 |
| **LOUISIANA 0.4%** |  |  |
| **Louisiana Public Facilities Authority Revenue Bonds, (AGM Insured), Series 2025**<br>4.750% due 07/01/2065 | 1500 | 1418 |
| **MAINE 0.3%** |  |  |
| **Finance Authority of Maine Revenue Bonds, Series 2015**<br>5.000% due 08/01/2035 | 675 | 705 |
| **Finance Authority of Maine Revenue Bonds, Series 2024**<br>4.625% due 12/01/2047 | 250 | 258 |
|  |  | 963 |
| **MARYLAND 0.4%** |  |  |
| **Maryland Department of Transportation State Revenue Bonds, (AGC/CR Insured), Series 2021**<br>4.000% due 08/01/2051 | 1000 | 856 |
| **Maryland Health & Higher Educational Facilities Authority Revenue Bonds, Series 2025**<br>5.000% due 07/01/2045 | 300 | 322 |
|  |  | 1178 |
| **MASSACHUSETTS 2.3%** |  |  |
| **Commonwealth of Massachusetts General Obligation Bonds, Series 2025** |  |  |
| 5.000% due 08/01/2048 | 700 | 734 |
| 5.000% due 06/01/2051 | 3000 | 3111 |
| **Massachusetts Development Finance Agency Revenue Bonds, (AGM Insured), Series 2025**<br>5.000% due 07/01/2050 | 600 | 620 |
| **Massachusetts Development Finance Agency Revenue Bonds, Series 2013**<br>4.000% due 07/01/2043 | 1750 | 1583 |
| **Massachusetts Development Finance Agency Revenue Bonds, Series 2016**<br>5.000% due 10/01/2048 | 1000 | 938 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Massachusetts Development Finance Agency Revenue Bonds, Series 2024**<br>5.000% due 07/01/2044 | 350 | 353 |
|  |  | 7339 |
| **MICHIGAN 0.8%** |  |  |
| **Detroit, Michigan General Obligation Bonds, Series 2014**<br>4.000% due 04/01/2044 | 497 | 383 |
| **Kalamazoo Economic Development Corp., Michigan Revenue Bonds, Series 2026**<br>6.000% due 08/15/2046 | 500 | 509 |
| **Michigan State Hospital Finance Authority Revenue Bonds, Series 2025**<br>5.000% due 08/15/2055 | 1500 | 1661 |
|  |  | 2553 |
| **MINNESOTA 1.2%** |  |  |
| **Housing & Redevelopment Authority of The City of St Paul Minnesota Revenue Bonds, Series 2026**<br>6.375% due 06/15/2061 | 500 | 493 |
| **Minnesota Agricultural & Economic Development Board Revenue Bonds, Series 2024**<br>5.250% due 01/01/2054 | 1000 | 1022 |
| **Minnesota Housing Finance Agency Revenue Bonds, (GNMA/FNMA/FHLMC Insured), Series 2024**<br>6.500% due 01/01/2055 | 1925 | 2155 |
| **Shakopee, Minnesota Senior Housing Revenue Bonds, Series 2025**<br>5.625% due 11/01/2045 | 250 | 253 |
|  |  | 3923 |
| **MISSOURI 0.3%** |  |  |
| **Jefferson County Industrial Development Authority, Missouri Revenue Bonds, (FNMA Insured), Series 2024**<br>4.450% due 02/01/2043 | 992 | 977 |
| **MULTI-STATE 1.6%** |  |  |
| **Douglas County, Georgia Housing Authority Multifamly Tax-Exempt Bonds, Series 2024**<br>4.375% due 04/01/2043 | 1000 | 978 |
| **FHLMC Multifamily VRD Certificates, Revenue Bonds, Series 2025**<br>4.869% due 01/25/2043 | 2187 | 2278 |
| **Freddie Mac Multifamily ML Certificates, Revenue Bonds, Series 2023** |  |  |
| 4.139% due 08/25/2040 | 492 | 495 |
| 4.140% due 01/25/2040 | 486 | 482 |
| **Freddie Mac Multifamily ML Certificates, Revenue Bonds, Series 2024** |  |  |
| 4.270% due 10/25/2040 | 493 | 500 |
| 4.326% due 08/25/2041 ~ | 496 | 509 |
|  |  | 5242 |
| **NEVADA 0.1%** |  |  |
| **Las Vegas, Nevada Revenue Bonds, Series 2016**<br>4.375% due 06/15/2035 | 290 | 286 |
| **Reno, Nevada Revenue Bonds, Series 2018**<br>0.000% due 07/01/2058 (c) | 1000 | 156 |
|  |  | 442 |
| **NEW HAMPSHIRE 1.0%** |  |  |
| **New Hampshire Business Finance Authority Affordable Housing Bonds, Series 2024**<br>4.150% due 10/20/2040 | 273 | 270 |
| **New Hampshire Business Finance Authority Revenue Bonds, Series 2025** |  |  |
| 3.824% due 11/20/2042 | 994 | 955 |
| 3.922% due 01/20/2041 ~ | 2000 | 1558 |
| 5.625% due 06/01/2039 | 200 | 200 |
| **New Hampshire Business Finance Authority Revenue Notes, Series 2021**<br>4.000% due 01/01/2030 | 280 | 282 |
|  |  | 3265 |
| **NEW JERSEY 0.9%** |  |  |
| **New Jersey Economic Development Authority Special Assessment Bonds, Series 2002**<br>5.750% due 04/01/2031 | 1000 | 1003 |
| **New Jersey Housing & Mortgage Finance Agency Revenue Bonds, (FNMA Insured), Series 2025**<br>4.550% due 05/01/2041 | 995 | 1007 |
| **Passaic County, New Jersey Improvement Authority Revenue Bonds, Series 2025**<br>5.000% due 07/01/2044 | 750 | 751 |
| **Tobacco Settlement Financing Corp. New Jersey Revenue Bonds, Series 2018**<br>5.000% due 06/01/2046 | 200 | 195 |
|  |  | 2956 |
| **NEW MEXICO 0.1%** |  |  |
| **Farmington, New Mexico Revenue Bonds, Series 2005**<br>1.800% due 04/01/2029 | 500 | 469 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **NEW YORK 8.8%** |  |  |
| **Brookhaven Local Development Corp. New York Revenue Bonds, Series 2020**<br>4.000% due 11/01/2055 | 500 | 413 |
| **New York City, New York Municipal Water Finance Authority Revenue Bonds, Series 2022**<br>2.650% due 06/15/2044 | 4800 | 4800 |
| **New York City, New York Municipal Water Finance Authority Revenue Bonds, Series 2023**<br>5.250% due 06/15/2053 | 200 | 208 |
| **New York City, New York Transitional Finance Authority Future Tax Secured Revenue Bonds, Series 2025**<br>5.000% due 05/01/2051 | 4950 | 5090 |
| **New York City, New York Transitional Finance Authority Future Tax Secured Revenue Bonds, Series 2026**<br>5.000% due 02/01/2050 | 4025 | 4145 |
| **New York City, New York Transitional Finance Authority Revenue Bonds, Series 2024**<br>5.000% due 05/01/2046 | 1000 | 1041 |
| **New York Energy Finance Development Corp. Revenue Bonds, Series 2025**<br>5.000% due 07/01/2056 | 685 | 700 |
| **New York Liberty Development Corp. Revenue Bonds, Series 2014**<br>5.000% due 11/15/2044 | 1000 | 1000 |
| **New York State Dormitory Authority Revenue Bonds, Series 2025**<br>5.000% due 07/01/2036 | 660 | 719 |
| **New York State Dormitory Authority Revenue Bonds, Series 2026**<br>5.000% due 03/15/2053 | 700 | 718 |
| **New York State Thruway Authority Revenue Bonds, Series 2025**<br>5.000% due 03/15/2049 | 3030 | 3138 |
| **New York Transportation Development Corp. Revenue Bonds, (BAM Insured), Series 2024**<br>5.500% due 06/30/2060 | 1000 | 1025 |
| **New York Transportation Development Corp. Revenue Bonds, Series 2020**<br>5.000% due 10/01/2040 | 2000 | 2029 |
| **New York Transportation Development Corp. Revenue Bonds, Series 2025**<br>6.000% due 06/30/2059 | 750 | 787 |
| **Onondaga Civic Development Corp. New York Revenue Bonds, Series 2024**<br>5.375% due 08/01/2054 | 1000 | 909 |
| **Port Authority of New York & New Jersey Revenue Bonds, Series 2022**<br>5.250% due 08/01/2047 | 1000 | 1043 |
| **Suffolk Tobacco Asset Securitization Corp. New York Revenue Bonds, Series 2021**<br>0.000% due 06/01/2066 (c) | 2000 | 170 |
| **Westchester County, New York Local Development Corp. Revenue Bonds, Series 2025**<br>7.500% due 11/01/2055 (f) | 500 | 550 |
|  |  | 28485 |
| **OHIO 3.8%** |  |  |
| **Buckeye Tobacco Settlement Financing Authority, Ohio Revenue Bonds, Series 2020** |  |  |
| 0.000% due 06/01/2057 (c) | 11300 | 827 |
| 4.000% due 06/01/2048 | 400 | 335 |
| 5.000% due 06/01/2055 | 5400 | 4361 |
| **Cuyahoga County, Ohio Revenue Bonds, Series 2017** |  |  |
| 5.000% due 02/15/2057 | 1155 | 1033 |
| 5.500% due 02/15/2057 | 510 | 494 |
| **Dayton-Montgomery County, Ohio Port Authority Revenue Bonds, Series 2025**<br>6.625% due 01/01/2045 | 200 | 210 |
| **Lancaster Port Authority, Ohio Revenue Bonds, Series 2024**<br>5.000% due 02/01/2055 | 150 | 158 |
| **Ohio Air Quality Development Authority Revenue Bonds, Series 2019**<br>5.000% due 07/01/2049 | 750 | 680 |
| **Ohio Housing Finance Agency Revenue Bonds, (GNMA/FNMA/FHLMC Insured), Series 2024**<br>6.250% due 03/01/2055 | 675 | 740 |
| **Ohio Housing Finance Agency Revenue Bonds, (GNMA/FNMA/FHLMC Insured), Series 2025**<br>4.550% due 09/01/2045 | 1000 | 992 |
| **Ohio Housing Finance Agency Revenue Bonds, Series 2024**<br>6.000% due 01/01/2045 | 250 | 252 |
| **Ohio Housing Finance Agency Revenue Bonds, Series 2025** |  |  |
| 6.100% due 01/01/2046 | 500 | 506 |
| 6.250% due 01/01/2045 | 400 | 413 |
| 6.300% due 01/01/2045 | 500 | 509 |
| 6.375% due 01/01/2045 | 250 | 260 |
| 6.500% due 01/01/2045 | 200 | 206 |
| **Port of Greater Cincinnati Development Authority, Ohio Revenue Bonds, Series 2025**<br>6.500% due 01/01/2045 | 300 | 313 |
|  |  | 12289 |
| **OREGON 0.2%** |  |  |
| **Multnomah County School District 40, Oregon General Obligation Bonds, Series 2023**<br>0.000% due 06/15/2038 (c) | 750 | 438 |
| **University of Oregon Revenue Bonds, Series 2020**<br>5.000% due 04/01/2050 | 200 | 204 |
|  |  | 642 |
| **PENNSYLVANIA 3.4%** |  |  |
| **Bucks County, Pennsylvania Industrial Development Authority Revenue Bonds, Series 2021** |  |  |
| 4.000% due 07/01/2046 | 275 | 243 |
| 4.000% due 07/01/2051 | 800 | 672 |
| 5.000% due 07/01/2040 | 1250 | 1277 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 5.000% due 07/01/2054 | 200 | 196 |
| **Lancaster County Hospital Authority, Pennsylvania Revenue Bonds, Series 2021**<br>5.000% due 11/01/2046 | 45 | 46 |
| **Lancaster Municipal Authority, Pennsylvania Revenue Bonds, Series 2024**<br>5.000% due 05/01/2054 | 400 | 388 |
| **Lehigh County, Pennsylvania Revenue Bonds, (AGC/CR Insured), Series 2019**<br>4.000% due 07/01/2049 | 500 | 430 |
| **Montgomery County Industrial Development Authority, Pennsylvania Revenue Bonds, Series 2024**<br>5.000% due 11/01/2044 | 150 | 143 |
| **Moon Industrial Development Authority, Pennsylvania Revenue Bonds, Series 2015**<br>6.000% due 07/01/2045 | 1000 | 1000 |
| **Pennsylvania Economic Development Financing Authority Revenue Bonds, Series 2022**<br>6.000% due 06/30/2061 | 1000 | 1044 |
| **Pennsylvania Economic Development Financing Authority Revenue Bonds, Series 2025**<br>5.000% due 03/15/2060 | 1000 | 1088 |
| **Pennsylvania Higher Educational Facilities Authority Revenue Bonds, Series 2019**<br>5.000% due 08/15/2049 | 500 | 509 |
| **Pennsylvania Housing Finance Agency Revenue Bonds, (FNMA Insured), Series 2025**<br>4.900% due 06/01/2041 | 997 | 1002 |
| **Pennsylvania Turnpike Commission Revenue Bonds, Series 2024**<br>5.000% due 12/01/2049 | 1515 | 1575 |
| **Pennsylvania Turnpike Commission Revenue Bonds, Series 2026**<br>5.000% due 12/01/2051 | 1500 | 1555 |
|  |  | 11168 |
| **PUERTO RICO 3.6%** |  |  |
| **Children's Trust Fund, Puerto Rico Revenue Bonds, Series 2005**<br>0.000% due 05/15/2050 (c) | 2000 | 399 |
| **Commonwealth of Puerto Rico Bonds, Series 2022** |  |  |
| 0.000% due 11/01/2043 | 777 | 521 |
| 0.000% due 11/01/2051 | 4534 | 2620 |
| **GDB Debt Recovery Authority of Puerto Rico Revenue Bonds, Series 2018**<br>7.500% due 08/20/2040 | 1238 | 1215 |
| **Puerto Rico Electric Power Authority Revenue Bonds, (AGM Insured), Series 2007**<br>3.148% (0.67\*US0003M + 0.520%) due 07/01/2029 ~ | 735 | 718 |
| **Puerto Rico Electric Power Authority Revenue Bonds, Series 2010**<br>5.250% due 07/01/2040 ^(a) | 1150 | 765 |
| **Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue Bonds, Series 2018** |  |  |
| 0.000% due 07/01/2046 (c) | 1730 | 609 |
| 0.000% due 07/01/2051 (c) | 17345 | 4446 |
| **Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue Bonds, Series 2019**<br>4.550% due 07/01/2040 | 500 | 499 |
|  |  | 11792 |
| **RHODE ISLAND 0.7%** |  |  |
| **Tobacco Settlement Financing Corp. Rhode Island Revenue Bonds, Series 2015** |  |  |
| 5.000% due 06/01/2040 | 1000 | 1000 |
| 5.000% due 06/01/2050 | 1250 | 1225 |
|  |  | 2225 |
| **SOUTH CAROLINA 1.0%** |  |  |
| **County of Lancaster, South Carolina Special Assessment Revenue Bonds, Series 2025**<br>6.000% due 06/01/2045 | 500 | 518 |
| **South Carolina Jobs-Economic Development Authority Revenue Bonds, Series 2025**<br>5.625% due 10/01/2050 | 650 | 644 |
| **South Carolina Public Service Authority Revenue Bonds, Series 2024** |  |  |
| 5.250% due 12/01/2049 | 200 | 210 |
| 5.500% due 12/01/2054 | 625 | 661 |
| **Spartanburg Regional Health Services District, South Carolina Revenue Bonds, Series 2017**<br>5.000% due 04/15/2048 | 1200 | 1208 |
|  |  | 3241 |
| **TENNESSEE 0.3%** |  |  |
| **Tennessee Housing Development Agency Revenue Bonds, (GNMA/FNMA/FHLMC Insured), Series 2025**<br>6.000% due 01/01/2056 | 995 | 1089 |
| **TEXAS 12.0%** |  |  |
| **Arlington Higher Education Finance Corp. Texas Revenue Bonds, (PSF Insured), Series 2025**<br>4.500% due 08/15/2050 | 1000 | 961 |
| **Athens Independent School District, Texas General Obligation Bonds, (PSF Insured), Series 2025**<br>5.000% due 02/15/2055 | 500 | 511 |
| **Austin Housing Finance Corp. Texas Revenue Bonds, Series 2024**<br>3.400% due 11/01/2042 | 100 | 101 |
| **Brazoria County, Texas Industrial Development Corp. Revenue Bonds, Series 2023**<br>12.000% due 06/01/2043 ^(a) | 73 | 4 |
| **Calhoun County, Texas Navigation Industrial Development Authority Revenue Notes, Series 2021**<br>3.625% due 07/01/2026 | 250 | 248 |
| **Celina, Texas Special Assessment Bonds, Series 2024**<br>5.500% due 09/01/2054 | 500 | 507 |
| **City of Lavon, Texas, Special Assessment Revenue Bonds, Series 2025**<br>5.750% due 09/15/2045 | 875 | 904 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Club Municipal Management District No 1, Texas Special Assessment Bonds, Series 2024**<br>5.100% due 09/01/2044 | 350 | 352 |
| **Dallas Fort Worth International Airport, Texas Revenue Bonds, Series 2025**<br>5.250% due 11/01/2043 | 1000 | 1069 |
| **Dallas Housing Finance Corp. Texas Revenue Bonds, Series 2022**<br>6.000% due 12/01/2062 | 250 | 232 |
| **Denton Essential Investments Public Facility Corp.** |  |  |
| 6.125% due 12/31/2055 | 1250 | 1276 |
| 7.095% due 06/01/2059 «~ | 520 | 524 |
| 7.095% due 06/02/2059 «~ | 1620 | 1642 |
| **Denton Independent School District, Texas General Obligation Bonds, (PSF Insured), Series 2023**<br>5.000% due 08/15/2053 | 500 | 509 |
| **Denton, Texas Essential Investments Public Facility Corp.**<br>6.697% due 01/01/2043 « | 300 | 295 |
| **EP Essential Housing WF PFC, Texas Revenue Notes, Series 2024**<br>4.250% due 12/01/2034 | 400 | 392 |
| **Frenship Independent School District, Texas General Obligation Bonds, (PSF Insured), Series 2025**<br>5.000% due 02/15/2055 | 1000 | 1029 |
| **Grand Parkway Transportation Corp. Texas Revenue Bonds, Series 2018**<br>5.000% due 10/01/2043 | 1000 | 1021 |
| **Houston, Texas Airport System Revenue Bonds, Series 2024**<br>5.500% due 07/15/2036 | 2150 | 2268 |
| **Houston, Texas Airport System Revenue Notes, Series 2024**<br>5.250% due 07/15/2034 | 300 | 315 |
| **Jarrell Independent School District, Texas General Obligation Bonds, (PSF Insured), Series 2023**<br>5.000% due 02/15/2053 | 600 | 611 |
| **Leander Independent School District, Texas General Obligation Bonds, (PSF Insured), Series 2025**<br>5.000% due 08/15/2055 | 2000 | 2051 |
| **Liberty Hill Independent School District, Texas General Obligation Bonds, (PSF Insured), Series 2025**<br>5.000% due 02/01/2055 | 2000 | 2046 |
| **Lower Colorado River Authority, Texas Revenue Bonds, Series 2025**<br>5.000% due 05/15/2050 | 200 | 204 |
| **Manor Housing Public Facility Corp. Texas Revenue Bonds, Series 2024**<br>3.400% due 11/01/2042 | 200 | 201 |
| **Matagorda County, Texas Navigation District No 1, Revenue Bonds, Series 2001**<br>2.600% due 11/01/2029 | 500 | 487 |
| **Medina County, Texas Special Assessment Bonds, Series 2026**<br>5.450% due 09/01/2046 | 600 | 592 |
| **New Hope Cultural Education Facilities Finance Corp. Texas Revenue Bonds, Series 2016** |  |  |
| 4.000% due 07/01/2031 ^(a) | 260 | 203 |
| 4.000% due 07/01/2036 ^(a) | 915 | 872 |
| 4.250% due 07/01/2036 ^(a) | 920 | 718 |
| 4.750% due 07/01/2051 ^(a) | 50 | 37 |
| 5.000% due 07/01/2046 ^(a) | 300 | 286 |
| 5.000% due 07/01/2051 ^(a) | 100 | 95 |
| **New Hope Cultural Education Facilities Finance Corp. Texas Revenue Bonds, Series 2025** |  |  |
| 5.000% due 11/01/2055 | 500 | 483 |
| 5.000% due 11/01/2060 | 1000 | 955 |
| **North Texas Municipal Water District Water System Revenue Bonds, Series 2025**<br>5.000% due 09/01/2044 | 2000 | 2137 |
| **Pilot Point, Texas Special Assessment Bonds, Series 2025**<br>6.125% due 09/15/2045 | 680 | 706 |
| **Princeton, Texas Special Assessment Bonds, Series 2025**<br>5.375% due 09/01/2045 | 420 | 421 |
| **Princeton, Texas Special Assessment Notes, Series 2024**<br>4.250% due 09/01/2031 | 261 | 264 |
| **Royse City Independent School District, Texas General Obligation Bonds, (PSF Insured), Series 2024**<br>5.000% due 02/15/2054 | 200 | 204 |
| **Tarrant County, Texas Cultural Education Facilities Finance Corp. Revenue Bonds, Series 2020**<br>6.875% due 11/15/2055 | 200 | 187 |
| **Tarrant County, Texas Cultural Education Facilities Finance Corp. Revenue Bonds, Series 2025**<br>5.000% due 11/15/2049 | 500 | 513 |
| **Tarrant County, Texas Cultural Education Facilities Finance Corp. Revenue Bonds, Series 2026** |  |  |
| 2.550% due 11/15/2063 | 5000 | 5000 |
| 2.700% due 11/15/2063 | 1500 | 1500 |
| **Texas Municipal Gas Acquisition & Supply Corp. Revenue Bonds, Series 2006**<br>4.087% (TSFR3M) due 12/15/2026 ~ | 500 | 500 |
| **Texas Transportation Finance Corp. Revenue Bonds, Series 2025**<br>5.000% due 10/01/2050 | 3600 | 3717 |
|  |  | 39150 |
| **UTAH 1.9%** |  |  |
| **Downtown Revitalization Public Infrastructure District, Utah Revenue Bonds, (AGC Insured), Series 2025**<br>5.000% due 06/01/2040 | 1000 | 1089 |
| **Downtown Revitalization Public Infrastructure District, Utah Revenue Notes, Series 2025**<br>5.000% due 07/15/2035 | 1300 | 1305 |
| **Mida Mountain Village Public Infrastructure District, Utah Tax Allocation Bonds, Series 2024** |  |  |
| 5.500% due 06/15/2039 | 500 | 511 |
| 6.000% due 06/15/2054 | 1000 | 1020 |
| **Mida Mountain Village Public Infrastructure District, Utah Tax Allocation Bonds, Series 2025**<br>5.500% due 06/01/2050 | 500 | 502 |
| **Salt Lake City, Utah Airport Revenue Bonds, (AGM/CR Insured), Series 2021**<br>4.000% due 07/01/2051 | 1000 | 864 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **UIPA Crossroads Public Infrastructure District, Utah Tax Allocation Bonds, Series 2021**<br>4.375% due 06/01/2052 | 1000 | 904 |
|  |  | 6195 |
| **VERMONT 0.1%** |  |  |
| **Vermont Economic Development Authority Revenue Bonds, Series 2022**<br>4.375% due 06/01/2052 | 250 | 255 |
| **VIRGINIA 0.4%** |  |  |
| **Farms New Kent Community Development Authority, Virginia Special Assessment Bonds, Series 2021**<br>3.750% due 03/01/2036 | 335 | 323 |
| **Virginia Small Business Financing Authority Revenue Bonds, Series 2024**<br>5.000% due 12/01/2039 | 1000 | 1055 |
|  |  | 1378 |
| **WASHINGTON 1.4%** |  |  |
| **Snohomish County, Washington Housing Authority Revenue Bonds, Series 2019**<br>4.000% due 04/01/2044 | 1000 | 922 |
| **Washington Health Care Facilities Authority Revenue Notes, Series 2025**<br>5.000% due 10/01/2035 | 340 | 376 |
| **Washington State General Obligation Bonds, Series 2026**<br>5.000% due 06/01/2050 | 1675 | 1751 |
| **Washington State Housing Finance Commission Revenue Bonds, Series 2024**<br>6.000% due 07/01/2059 | 500 | 503 |
| **Washington State Housing Finance Commission Revenue Bonds, Series 2025** |  |  |
| 3.685% due 11/20/2041 | 199 | 183 |
| 6.000% due 01/01/2046 | 700 | 704 |
| 7.000% due 07/01/2064 | 100 | 103 |
|  |  | 4542 |
| **WEST VIRGINIA 0.3%** |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007**<br>0.000% due 06/01/2047 (c) | 1000 | 93 |
| **West Virginia Economic Development Authority Revenue Bonds, Series 2025**<br>5.450% due 01/01/2055 | 900 | 978 |
|  |  | 1071 |
| **WISCONSIN 1.4%** |  |  |
| **Public Finance Authority, Wisconsin Revenue Bonds, Series 2017**<br>6.750% due 08/01/2031 | 1000 | 700 |
| **Public Finance Authority, Wisconsin Revenue Bonds, Series 2021**<br>0.000% due 01/01/2061 (c) | 1900 | 151 |
| **Public Finance Authority, Wisconsin Revenue Bonds, Series 2024**<br>5.000% due 12/15/2044 | 290 | 281 |
| **Public Finance Authority, Wisconsin Revenue Bonds, Series 2025** |  |  |
| 5.250% due 06/15/2045 | 550 | 551 |
| 5.750% due 12/31/2065 | 1250 | 1277 |
| **Public Finance Authority, Wisconsin Revenue Notes, Series 2023**<br>0.000% due 09/01/2029 (c) | 171 | 133 |
| **Wisconsin Health & Educational Facilities Authority Revenue Bonds, Series 2018**<br>4.500% due 07/01/2043 | 100 | 91 |
| **Wisconsin Health & Educational Facilities Authority Revenue Bonds, Series 2024**<br>5.875% due 07/01/2055 | 300 | 298 |
| **Wisconsin Health & Educational Facilities Authority Revenue Bonds, Series 2025**<br>6.250% due 11/15/2055 | 600 | 590 |
| **Wisconsin Health & Educational Facilities Authority Revenue Notes, Series 2025**<br>5.625% due 07/01/2035 | 575 | 605 |
|  |  | 4677 |
| Total Municipal Bonds & Notes (Cost $259,528) |  | 262041 |
| **U.S. GOVERNMENT AGENCIES 1.8%** |  |  |
| **Federal Home Loan Mortgage Corp.** |  |  |
| 3.800% due 01/01/2040 | 979 | 934 |
| 3.850% due 07/01/2039 - 01/01/2040 | 1486 | 1417 |
| 4.250% due 08/01/2038 | 987 | 988 |
| 4.370% due 03/01/2040 | 489 | 492 |
| 4.900% due 02/01/2040 | 492 | 518 |
| 5.210% due 08/01/2040 | 295 | 321 |
| **Federal Home Loan Mortgage Corp. Multifamily ML Certificates** |  |  |
| 2.802% due 04/25/2043 ~ | 195 | 168 |
| 2.951% due 01/25/2039 ~ | 700 | 466 |
| 3.198% due 01/25/2043 ~ | 300 | 200 |
| 4.979% due 01/25/2042 ~ | 300 | 243 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Federal Home Loan Mortgage Corp. Multifamily Variable Rate Certificate**<br>4.269% due 07/15/2040 •  | 243 | 248 |
| Total U.S. Government Agencies (Cost $5,877) |  | 5995 |
| **U.S. TREASURY OBLIGATIONS 7.0%** |  |  |
| **U.S. Treasury Notes** |  |  |
| 3.375% due 02/29/2028 | 8100 | 8037 |
| 3.500% due 02/28/2031 | 6600 | 6473 |
| 4.125% due 03/31/2031 | 600 | 604 |
| 4.250% due 02/28/2031 | 3200 | 3242 |
| 4.625% due 04/30/2031 | 4100 | 4222 |
| Total U.S. Treasury Obligations (Cost $22,588) |  | 22578 |
|  | SHARES |  |
| **COMMON STOCKS 0.0%** |  |  |
| **INDUSTRIALS 0.0%** |  |  |
| **AM Bidco Holdings LLC** **(b)** | 6 | 0 |
| Total Common Stocks (Cost $0) |  | 0 |
| **SHORT-TERM INSTRUMENTS 0.0%** |  |  |
| **MUTUAL FUNDS 0.0%** |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class** |  |  |
| 3.720% (e) | 38756 | 39 |
| Total Short-Term Instruments (Cost $39) |  | 39 |
| Total Investments in Securities (Cost $293,849) |  | 296424 |
| **INVESTMENTS IN AFFILIATES 8.0%** |  |  |
| **SHORT-TERM INSTRUMENTS 8.0%** |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 8.0%** |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 2676906 | 26070 |
| Total Short-Term Instruments (Cost $26,069) |  | 26070 |
| Total Investments in Affiliates (Cost $26,069) |  | 26070 |
| Total Investments 99.2% (Cost $319,918) |  | $322494 |
| Other Assets and Liabilities, net 0.8% |  | 2628 |
| Net Assets 100.0% |  | $325122 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **(a)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(b)** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** |
| **(c)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(d)** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** |
| **(e)** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** |
| **(f)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| Issuer Description | Coupon | Coupon | Maturity<br>Date | Acquisition<br>Date | Cost | Market Value<br>as Percentage<br>of Net Assets |
| AM Bidco Operations LLC | 0.000 | % | 10/21/2027 | 04/01/2026 | 134 | 0.04 |
| Westchester County, New York Local Development Corp. Revenue Bonds, Series 2025 | 7.500 |  | 11/01/2055 | 08/25/2025 | 500 | 0.17 |
|  |  |  |  | $ | $ | 0.21%  |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: |
| Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 2 | Level 3 | Fair Value<br>at 03/31/2026 |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | $ | $0 | 0 | 4909 | 4909 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance |  | 0 | 0 | 147 | 147 |
| Industrials | Industrials |  | 0 | 715 | 0 | 715 |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |
| Alabama | Alabama |  | 0 | 13388 | 0 | 13388 |
| Alaska | Alaska |  | 0 | 484 | 0 | 484 |
| Arizona | Arizona |  | 0 | 1783 | 0 | 1783 |
| Arkansas | Arkansas |  | 0 | 3523 | 0 | 3523 |
| California | California |  | 0 | 15669 | 0 | 15669 |
| Colorado | Colorado |  | 0 | 12116 | 0 | 12116 |
| District of Columbia | District of Columbia |  | 0 | 3762 | 0 | 3762 |
| Florida | Florida |  | 0 | 29018 | 0 | 29018 |
| Georgia | Georgia |  | 0 | 4434 | 0 | 4434 |
| Idaho | Idaho |  | 0 | 579 | 0 | 579 |
| Illinois | Illinois |  | 0 | 12591 | 0 | 12591 |
| Indiana | Indiana |  | 0 | 2069 | 0 | 2069 |
| Iowa | Iowa |  | 0 | 2226 | 0 | 2226 |
| Kentucky | Kentucky |  | 0 | 1475 | 0 | 1475 |
| Louisiana | Louisiana |  | 0 | 1418 | 0 | 1418 |
| Maine | Maine |  | 0 | 963 | 0 | 963 |
| Maryland | Maryland |  | 0 | 1178 | 0 | 1178 |
| Massachusetts | Massachusetts |  | 0 | 7339 | 0 | 7339 |
| Michigan | Michigan |  | 0 | 2553 | 0 | 2553 |
| Minnesota | Minnesota |  | 0 | 3923 | 0 | 3923 |
| Missouri | Missouri |  | 0 | 977 | 0 | 977 |
| Multi-State | Multi-State |  | 0 | 5242 | 0 | 5242 |
| Nevada | Nevada |  | 0 | 442 | 0 | 442 |
| New Hampshire | New Hampshire |  | 0 | 3265 | 0 | 3265 |
| New Jersey | New Jersey |  | 0 | 2956 | 0 | 2956 |
| New Mexico | New Mexico |  | 0 | 469 | 0 | 469 |
| New York | New York |  | 0 | 28485 | 0 | 28485 |
| Ohio | Ohio |  | 0 | 12289 | 0 | 12289 |
| Oregon | Oregon |  | 0 | 642 | 0 | 642 |
| Pennsylvania | Pennsylvania |  | 0 | 11168 | 0 | 11168 |
| Puerto Rico | Puerto Rico |  | 0 | 11792 | 0 | 11792 |
| Rhode Island | Rhode Island |  | 0 | 2225 | 0 | 2225 |

---

------

<br> Schedule of Investments PIMCO Fixed Income SHares: Series TE(Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | South Carolina | South Carolina | South Carolina | South Carolina | South Carolina | South Carolina | 0 | 0 | 0 | 0 | 3241 | 3241 | 0 | 0 |  |  |  | 3241 |  |  |
|  | Tennessee | Tennessee | Tennessee | Tennessee | Tennessee | Tennessee | 0 | 0 | 0 | 0 | 1089 | 1089 | 0 | 0 |  |  |  | 1089 |  |  |
|  | Texas | Texas | Texas | Texas | Texas | Texas | 0 | 0 | 0 | 0 | 36689 | 36689 | 2461 | 2461 |  |  |  | 39150 |  |  |
|  | Utah | Utah | Utah | Utah | Utah | Utah | 0 | 0 | 0 | 0 | 6195 | 6195 | 0 | 0 |  |  |  | 6195 |  |  |
|  | Vermont | Vermont | Vermont | Vermont | Vermont | Vermont | 0 | 0 | 0 | 0 | 255 | 255 | 0 | 0 |  |  |  | 255 |  |  |
|  | Virginia | Virginia | Virginia | Virginia | Virginia | Virginia | 0 | 0 | 0 | 0 | 1378 | 1378 | 0 | 0 |  |  |  | 1378 |  |  |
|  | Washington | Washington | Washington | Washington | Washington | Washington | 0 | 0 | 0 | 0 | 4542 | 4542 | 0 | 0 |  |  |  | 4542 |  |  |
|  | West Virginia | West Virginia | West Virginia | West Virginia | West Virginia | West Virginia | 0 | 0 | 0 | 0 | 1071 | 1071 | 0 | 0 |  |  |  | 1071 |  |  |
|  | Wisconsin | Wisconsin | Wisconsin | Wisconsin | Wisconsin | Wisconsin | 0 | 0 | 0 | 0 | 4677 | 4677 | 0 | 0 |  |  |  | 4677 |  |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 0 | 0 | 5995 | 5995 | 0 | 0 |  |  |  | 5995 |  |  |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 0 | 0 | 0 | 22578 | 22578 | 0 | 0 |  |  |  | 22578 |  |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |  |
|  | Mutual Funds | Mutual Funds | Mutual Funds | Mutual Funds | Mutual Funds | Mutual Funds | 0 | 0 | 0 | 0 | 39 | 39 | 0 | 0 |  |  |  | 39 |  |  |
|  |  |  |  |  |  |  | $0 | 0 | 0 | 0 | $288907 | 288907 | $7517 | 7517 | $ | $ | $ | 296424 |  |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |  |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |  |
|  | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | $26070 | 26070 | 26070 | 26070 | $0 | 0 | $0 | 0 | $ | $ | $ | 26070 |  |  |
| Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | $26070 | 26070 | 26070 | 26070 | $288907 | 288907 | $7517 | 7517 | $ | $ | $ | 322494 |  |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Portfolio during the period ended March 31, 2026:** |
| Category and Subcategory | Category and Subcategory | Beginning<br>Balance<br>at 12/31/2025 | Net<br>Purchases | Net<br>Sales/Settlements | Net<br>Sales/Settlements | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(1)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | 7279 | 3 | $ | $(2365) | $ | 3 | $ | $(1) | $ | (10) | $0 | 0 | $0 | 0 | 0 | $ | 4909 | $ | (10) |
| Corporate Bonds & Notes | Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | Banking & Finance | 147 | 0 |  | 3 |  | 0 |  | 0 |  | (3) | 0 | 0 | 0 | 0 | 0 |  | 147 |  | (2) |
| Municipal Bonds & Notes<sup>(2)</sup> | Municipal Bonds & Notes<sup>(2)</sup> |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Texas | Texas | 2467 | 0 |  | 0 |  | 0 |  | 0 |  | (6) | 0 | 0 | 0 | 0 | 0 |  | 2461 |  | (6) |
| Totals | Totals | 9893 | 3 | $ | $(2362) | $ | 3 | $ | $(1) | $ | (19) | $0 | 0 | $0 | 0 | 0 | $ | 7517 | $ | (18) |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs |  | Input Value(s) | Input Value(s) | Input Value(s) | Weighted Average | Weighted Average |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $128 | 128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple | X | 1.800 | 1.800 | 1.800 | 1.800 | 1.800 |
|  |  |  | 4781 | 4781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate |  | 7.590 | 7.590 | 7.590 | 7.590 | 7.590 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | Banking & Finance | 147 | 147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate |  | 24.718 | 24.718 | 24.718 | 24.718 | 24.718 |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |
| Texas | Texas | Texas | 2461 | 2461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate |  | 6.640 - 8.400 | 6.640 - 8.400 | 6.640 - 8.400 | 7.062 | 7.062 |
| Total | Total | Total | $7517 | 7517 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| <sup>(1)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |
| <sup>(2)</sup> | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. | Security type updated from Loan Participations and Assignments to Municipal Bonds & Notes since prior fiscal year end. |

---

------

Notes to Financial Statements

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**1. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS**

**(a) Investment Valuation Policies** The net asset value ("NAV") of a Portfolio's shares, or each of their respective share classes, as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to the Portfolio or class, less any liabilities, as applicable, by the total number of shares outstanding.

On each day that the New York Stock Exchange ("NYSE") is open, a Portfolio's shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) ("NYSE Close"). Information that becomes known to the Portfolios or their agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, each Portfolio may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. Each Portfolio generally does not calculate its NAV on days on which the NYSE is not open for business. If the NYSE is closed on a day it would normally be open for business, each Portfolio may calculate its NAV as of the NYSE Close for such day or such other time that each Portfolio may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotations are readily available are valued at market value. A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that a Portfolio can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. Market value is generally determined on the basis of official closing prices or the last reported sales prices. The Portfolios will normally use pricing data for domestic equity securities received shortly after the NYSE Close and do not normally take into account trading, clearances or settlements that take place after the NYSE Close. A foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC ("PIMCO") to be the primary exchange. If market value pricing is used, a foreign (non-U.S.) equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close if the NYSE Close occurs before the end of trading on the foreign exchange.

Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended (the "Act"). As a general principle, the fair value of a security or other asset is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Pursuant to Rule 2a-5, the Board of Trustees has designated PIMCO as the valuation designee ("Valuation Designee") for each Portfolio to perform the fair value determination relating to all Portfolio investments. PIMCO may carry out its designated responsibilities as Valuation Designee through various teams and committees. The Valuation Designee's policies and procedures govern the Valuation Designee's selection and application of methodologies for determining and calculating the fair value of portfolio investments. The Valuation Designee may value portfolio securities for which market quotations are not readily available and other portfolio assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, "Pricing Sources").

Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Sources may be based on, among other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Common stocks, exchange-traded funds ("ETFs"), exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. Exchange-traded options, except equity options, futures and options on futures, are valued at the settlement price determined by the relevant exchange. Swap agreements and swaptions are valued on the basis of bid quotes obtained from brokers and dealers or market-based prices supplied by Pricing Sources. With respect to any portion of a Portfolio's assets that are invested in one or more open-end management investment companies (other than ETFs), the Portfolio's NAV will be calculated based on the NAVs of such investments.

If a foreign (non-U.S.) equity security's value has materially changed after the close of the security's primary exchange or principal market but before the NYSE Close, the security may be valued at fair value. Foreign (non-U.S.) equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, a Portfolio may determine the fair value of investments based on information provided by Pricing Sources, which may recommend fair value or adjustments with reference to other securities, indexes or assets. In considering whether fair valuation is required and in determining fair values, the Valuation Designee may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indexes) that occur after the close of the relevant market and before the NYSE Close. A Portfolio may utilize modeling tools provided by third-party vendors to determine fair values of foreign (non-U.S.) securities. For these purposes, unless otherwise determined by the Valuation Designee, any movement in the applicable reference index or instrument ("zero trigger") between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity securities on days when a Portfolio is not open for business, which may result in a Portfolio's portfolio investments being affected when shareholders are unable to buy or sell shares.

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Sources. As a result, the value of such investments and, in turn, the NAV of a Portfolio's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that a Portfolio is not open for business. As a result, to the extent that a Portfolio holds foreign (non-U.S.) investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in each Portfolio's next calculated NAV. An alternative exchange rate may be obtained from a Pricing Source or an exchange rate may otherwise be determined if believed to be more reflective of the rates at which the Portfolio may transact.

Fair valuation may require subjective determinations about the value of a security. While the Trust's and Valuation Designee's policies and procedures are intended to result in a calculation of a Portfolio's NAV that fairly reflects security values as of the time of pricing, the Trust cannot ensure that fair values accurately reflect the price that a Portfolio could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by a Portfolio may differ from the value that would be realized if the securities were sold.

**(b) Fair Value Hierarchy** U.S. GAAP describes fair value as the price that a Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date.It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2 or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities.Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

• Level 1 — Quoted prices (unadjusted) in active markets or exchanges for identical assets and liabilities.

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Notes to Financial Statements(Cont.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Valuation Designee that are used in determining the fair value of investments.

Assets or liabilities categorized as Level 2 or 3 as of period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by Pricing Sources or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for each respective Portfolio.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between fair value Levels ofa Portfolio'sassets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy and, if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for each respective Portfolio.

**(c) Valuation Techniques and the Fair Value Hierarchy**

**Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value** The valuation methods (or "techniques") and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy. Investments valued (denominated) in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates (currency spot and forward rates) obtained from Pricing Sources. As a result, the NAV of a Portfolio's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Trust is not open for business.

Investments in registered open-end investment companies (other than ETFs) will be valued based upon the NAVs of such investments and are categorized as Level 1 of the fair value hierarchy. Investments in unregistered open-end investment companies will be calculated based upon the NAVs of such investments and are considered Level 1 provided that the NAVs are observable, calculated daily and are the value at which both purchases and sales will be conducted.

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities, non-U.S. bonds and short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Sources' internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also normally valued by Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Sources that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE Close. These securities are valued using quotes obtained from a quotation reporting system, established market makers or Pricing Sources. Financial derivatives using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.

Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Sources (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indexes, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Sources (normally determined as of the NYSE Close). Centrally cleared swaps

------

Notes to Financial Statements(Cont.)

and over the counter swaps can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Comparable Companies model is based on application of valuation multiples from publicly traded comparable companies to the financials of the subject company. Adjustments may be made to the market-derived valuation multiples based on differences between the comparable companies and the subject company. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Securities may be valued based on purchase prices of privately negotiated transactions. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.<br>Short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Valuation Designee believes reflects fair value and are categorized as Level 3 of the fair value hierarchy.

**2. FEDERAL INCOME TAX MATTERS**

Each Portfolio intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the "Code") and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

A Portfolio may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

In accordance with U.S. GAAP, the Adviser has reviewed the Portfolios' tax positions for all open tax years. As of March 31, 2026, the Portfolios have recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in future tax returns.

The Portfolios file U.S. federal, state and local tax returns as required. The Portfolios' tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

**3. INVESTMENTS IN AFFILIATES**

Each Portfolio may invest in the PIMCO Short Asset Portfolio and the PIMCO Short-Term Floating NAV Portfolio III ("Central Funds") to the extent permitted by theAct, rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use solely by the series of the Trust and other series of registered investment companies advised by the Adviser, in connection with their cash management activities. The main investments of the Central Funds are money market and short maturity fixed income instruments. The Central Funds may incur expenses related to their investment activities, but do not pay Investment Advisory Fees or Supervisory and Administrative Fees to the Adviser. The Central Funds are considered to be affiliated with the Portfolios. A copy of each affiliate fund's shareholder report is available at the U.S Securities and Exchange Commission ("SEC") website at www.sec.gov, on the Portfolios' website at www.pimco.com, or upon request, as applicable. The tables below show the Portfolios' transactions in and earnings from these affiliated funds for the period ended March 31, 2026 (amounts in thousands<sup>†</sup>):

**Investments in PIMCO Short-Term Floating NAV Portfolio III**

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Name** | **Market Value<br>12/31/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| PIMCO Fixed Income SHares: Series LD | $2246 | $24 | $0 | $0 | $0 | $2270 | $23 | $0 |

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<sup></sup>**Investments in PIMCO Short-Asset Portfolio**

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Portfolio Name** | **Market Value<br>12/31/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| PIMCO Fixed Income SHares: Series C | $38820 | $203833 | $(106500) | $(5) | $(18) | $136130 | $726 | $0 |
| PIMCO Fixed Income SHares: Series LD | 903 | 24006 | (24090) | 0 | 0 | 819 | 7 | 0 |
| PIMCO Fixed Income SHares: Series M | 25960 | 239736 | (107501) | (17) | (11) | 158167 | 825 | 0 |
| PIMCO Fixed Income SHares: Series TE | 14777 | 79504 | (68201) | (7) | (3) | 26070 | 304 | 0 |

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------

Notes to Financial Statements(Cont.)

<sup>†</sup> A zero balance may reflect actual amounts rounding to less than one thousand.

<sup>(1)</sup> The tax characterization of distributions is determined in accordance with Federal income tax regulations and may contain a return of capital. The actual tax characterization of distributions received is determined at the end of the fiscal year of the affiliated fund.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** |  | (Unaudited) |
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |  |  |  |  |
| **AZD** | Australia and New Zealand Banking Group | **DUB** | Deutsche Bank AG | **MYC** | Morgan Stanley Bank, N.A. |
| **BCY** | Barclays Capital, Inc. | **FAR** | Wells Fargo Bank National Association | **MYI** | Morgan Stanley & Co. International PLC |
| **BOA** | Bank of America N.A. | **GLM** | Goldman Sachs Bank USA | **SBI** | Citigroup Global Markets Ltd. |
| **BOS** | BofA Securities, Inc. | **GST** | Goldman Sachs International | **SCX** | Standard Chartered Bank, London |
| **BPS** | BNP Paribas S.A. | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **SOG** | Societe Generale Paris |
| **BRC** | Barclays Bank PLC | **JPM** | JP Morgan Chase Bank N.A. | **SSB** | State Street Bank and Trust Co. |
| **BSH** | Banco Santander S.A. - New York Branch | **JPS** | J.P. Morgan Securities LLC | **TDM** | TD Securities (USA) LLC |
| **CBK** | Citibank N.A. | **MBC** | HSBC Bank Plc | **UAG** | UBS AG Stamford |
| **DEU** | Deutsche Bank Securities, Inc. | **MSR** | Morgan Stanley & Co LLC FICC Repo |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **AUD** | Australian Dollar | **GBP** | British Pound | **PEN** | Peruvian New Sol |
| **BRL** | Brazilian Real | **IDR** | Indonesian Rupiah | **PLN** | Polish Zloty |
| **CAD** | Canadian Dollar | **ILS** | Israeli Shekel | **SEK** | Swedish Krona |
| **CHF** | Swiss Franc | **INR** | Indian Rupee | **SGD** | Singapore Dollar |
| **CLP** | Chilean Peso | **JPY** | Japanese Yen | **THB** | Thai Baht |
| **CNH** | Chinese Renminbi (Offshore) | **KRW** | South Korean Won | **TRY** | Turkish New Lira |
| **COP** | Colombian Peso | **MXN** | Mexican Peso | **TWD** | Taiwanese Dollar |
| **DKK** | Danish Krone | **NOK** | Norwegian Krone | **USD (or $)** | United States Dollar |
| **EUR** | Euro | **NZD** | New Zealand Dollar | **ZAR** | South African Rand |
| **Exchange Abbreviations:** | **Exchange Abbreviations:** |  |  |  |  |
| **ICE** | IntercontinentalExchange® | **LME** | London Metal Exchange | **OTC** | Over the Counter |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **Bobl** | Bundesobligation, the German word for federal government bond | **CPURNSA** | Consumer Price All Urban Non-Seasonally <br> Adjusted Index | **SONIA** | Sterling Overnight Interbank Average Rate |
| **Brent** | Brent Crude | **EUR003M** | 3 Month EUR Swap Rate | **SONIO** | Sterling Overnight Interbank Average Rate |
| **CAONREPO** | Canadian Overnight Repo Rate Average | **FRCPXTOB** | France Consumer Price ex-Tobacco Index | **TSFR1M** | Term SOFR 1-Month |
| **CDX.IG** | Credit Derivatives Index - Investment Grade | **MUTKCALM** | Tokyo Overnight Average Rate | **TSFR3M** | Term SOFR 3-Month |
| **CPALEMU** | Euro Area All Items Non-Seasonally Adjusted Index | **SOFR** | Secured Overnight Financing Rate | **UKRPI** | United Kingdom Retail Prices Index |
| **CPI** | Consumer Price Index | **SOFRINDX** | Secured Overnight Financing Rate Index | **US0003M** | ICE 3-Month USD LIBOR |
| **CPTFEMU** | Eurozone HICP ex-Tobacco Index |  |  |  |  |
| **Municipal Bond or Agency Abbreviations:** | **Municipal Bond or Agency Abbreviations:** |  |  |  |  |
| **ACA** | American Capital Access Holding Ltd. | **BAM** | Build America Mutual Assurance | **FNMA** | Federal National Mortgage Association |
| **AGC** | Assured Guaranty Corp. | **CR** | Custodial Receipts | **GNMA** | Government National Mortgage Association |
| **AGM** | Assured Guaranty Municipal | **FHLMC** | Federal Home Loan Mortgage Corp. | **PSF** | Public School Fund |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **CHILIBOR** | Chile Interbank Offered Rate | **RBOB** | Reformulated Blendstock for Oxygenate Blending |
| **ALT** | Alternate Loan Trust | **CLO** | Collateralized Loan Obligation | **REMIC** | Real Estate Mortgage Investment Conduit |
| **BABs** | Build America Bonds | **CMBS** | Collateralized Mortgage-Backed Security | **TBA** | To-Be-Announced |
| **BBR** | Bank Bill Rate | **DAC** | Designated Activity Company | **TBD** | To-Be-Determined |
| **BBSW** | Bank Bill Swap Reference Rate | **EURIBOR** | Euro Interbank Offered Rate | **TBD%** | Interest rate to be determined when loan <br> settles or at the time of funding |
| **BRL-CDI** | Brazil Interbank Deposit Rate | **OAT** | Obligations Assimilables du Trésor | **WTI** | West Texas Intermediate |
| **BTP** | Buoni del Tesoro Poliennali "Long-term Treasury Bond" | **OIS** | Overnight Index Swap |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** PIMCO Managed Accounts Trust

- **b. Investment Company Act file number:** 811-09721

- **c. CIK number of Registrant:** 0001098605

- **d. LEI of Registrant:** 549300QOE6UAECNZYE02

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** (800) 927-4648

**Item A.2. Information about the Series.**

- **a. Name of Series:** Fixed Income SHares: Series M

- **b. EDGAR series identifier (if any):** S000004803

- **c. LEI of Series:** 5493007LPIGTL4MBQE69

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $3940189236.89

**Total Liabilities:** $1995127485.66

**Net Assets:** $1945061751.23

**Delayed Delivery Securities:** $8900000.00

**Cash Not Reported:** $5318952.76

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 60343.325600 | **1-Year:** 132715.677400 | **5-Year:** 658962.543900 | **10-Year:** 195784.441000 | **30-Year:** 4846.535600

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 6157.751000 | **1-Year:** 26520.694900 | **5-Year:** 124939.472200 | **10-Year:** 22646.556400 | **30-Year:** 22.050400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000013019 | 0.52%                | 2.18%                | -2.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2074819.60              | $3918192.55                                |
| Month 2  | $3720701.66              | $20151932.48                               |
| Month 3  | $-6547156.33             | $-49436095.36                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Credit Total Return Unhedged USD Index

- **Index Identifier:** LUCRTRUU

### Schedule of Portfolio Investments

| Name                                                                | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OBX 2023-NQM8 TRUST                                                 | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A          | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1241712 | PA      | $1249512.35   | 0.06%             | 2063-09-25      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A2       | CUSIP: 86360KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     354972 | PA      | $297966.54    | 0.02%             | 2036-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R2                                                   | CIM TRUST CIM 2023 R2 A1 144A                           | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13105748 | PA      | $13143901.82  | 0.68%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $140280.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2011-2                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2011 2 3A2 144A     | CUSIP: 17318DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8364 | PA      | $8399.22      | 0.00%             | 2037-09-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                              | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3          | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202001 | PA      | $76857.82     | 0.00%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13       | CUSIP: 41162DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2218502 | PA      | $2179063.53   | 0.11%             | 2036-12-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                             | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A4A        | CUSIP: 43710BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151556 | PA      | $136165.92    | 0.01%             | 2037-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-19                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 2A1        | CUSIP: 02151ABW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     338012 | PA      | $140798.95    | 0.01%             | 2037-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO-2006-BC2                             | STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A3         | CUSIP: 86361GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22374 | PA      | $21859.72     | 0.00%             | 2036-09-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                            | F+G ANNUITIES + LIFE INC COMPANY GUAR 06/29 6.5         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2612392.09   | 0.13%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                              | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     476836 | PA      | $478694.04    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL Q52104 FG 11/47 FIXED 4               | CUSIP: 3132XUKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6263 | PA      | $6011.46      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2                 | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1       | CUSIP: 07386UAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59741 | PA      | $56585.58     | 0.00%             | 2046-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $22516.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC1                                  | MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1          | CUSIP: 57643LNG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62902 | PA      | $63358.44     | 0.00%             | 2036-01-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ARM LOAN TRUST 2005-19XS                                 | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1       | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420555 | PA      | $406891.51    | 0.02%             | 2035-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A2                                 | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A2 2A2         | CUSIP: 761120AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1137525 | PA      | $300660.26    | 0.02%             | 2037-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A      | CUSIP: 02151WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     968711 | PA      | $877013.41    | 0.05%             | 2047-11-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST 2006-NC5                             | CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC5 A4         | CUSIP: 144539AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $948292.44    | 0.05%             | 2037-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-SP1                                                | RAAC SERIES RAAC 2006 SP1 M1                            | CUSIP: 76112B3F5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     296500 | PA      | $294190.36    | 0.02%             | 2045-09-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL3380 FR 02/55 FIXED 5.5             | CUSIP: 31427QXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42059 | PA      | $42818.65     | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-31                                      | COUNTRYWIDE HOME LOANS CWHL 2005 31 4A2                 | CUSIP: 126694UT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20466 | PA      | $19624.10     | 0.00%             | 2036-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-6                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 6 3A1          | CUSIP: 86364CAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2997 | PA      | $1869.23      | 0.00%             | 2037-07-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE5                               | MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2C            | CUSIP: 61753KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     292706 | PA      | $118386.59    | 0.01%             | 2037-03-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | REVERSE REPO MORGAN STANLEY                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -46440000 | PA      | $-46440000.00 | -2.39%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR8                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR8 2A1A       | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295737 | PA      | $264800.52    | 0.01%             | 2037-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC5                               | MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C            | CUSIP: 61749BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155254 | PA      | $81021.52     | 0.00%             | 2036-10-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2005-WL1                                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4        | CUSIP: 542514LL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232851 | PA      | $230460.51    | 0.01%             | 2035-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-105309.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $0.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99728.09     | 0.01%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                         | UNITED MEXICAN STATES SR UNSECURED 05/30 6              | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1600000 | PA      | $1654800.00   | 0.09%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $26661.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TRUST 2006-WMC1                              | MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3         | CUSIP: 57643LRK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     271103 | PA      | $96518.82     | 0.00%             | 2036-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| TCW CLO AMR LTD 2019-1A                                             | TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A          | CUSIP: 87241EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7100000 | PA      | $7108875.14   | 0.37%             | 2034-08-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CERTIFICATES 2007-HE3                             | WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A         | CUSIP: 93364EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4539942 | PA      | $4340297.58   | 0.22%             | 2037-05-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2025-FL4 LLC                       | STARWOOD COMMERCIAL MORTGAGE T STWD 2025 FL4 A 144A     | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9000596.70   | 0.46%             | 2042-11-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | ZF EUROPE FINANCE BV SNR SE ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |          1 | NC      | $109434.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $201.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA 144A 10/34 VAR                                  | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $8200125.60   | 0.42%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080120 G2 10/27 FLOATING VAR               | CUSIP: 36225CD29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        246 | PA      | $246.58       | 0.00%             | 2027-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  188000000 | PA      | $185193528.48 | 9.52%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080168 G2 02/28 FLOATING VAR               | CUSIP: 36225CFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1302 | PA      | $1299.46      | 0.00%             | 2028-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $328044.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                      | FREMONT HOME LOAN TRUST FHLT 2006 E 2A3                 | CUSIP: 35729NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     192157 | PA      | $88057.96     | 0.00%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $34351.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2004-BNC2                             | STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC2 M1        | CUSIP: 86358ENJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1138113 | PA      | $1121306.94   | 0.06%             | 2034-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 5 PLC                                        | TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611   | CUSIP: ACI01EQ39<br>LEI: 213800BN1HYPUZMXAF92 | Long             | DBT              | CORP              | GB        |      89404 | PA      | $115130.09    | 0.01%             | 2041-10-13      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $41708.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6                 | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1       | CUSIP: 07387YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2500 | PA      | $2492.42      | 0.00%             | 2037-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2004-A4                                    | JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 3A1              | CUSIP: 466247EA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38972 | PA      | $38733.13     | 0.00%             | 2034-09-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3880.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                             | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A      | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1198160.04   | 0.06%             | 2038-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | AT&T INC SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $84221.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT KRW SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-4140.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-13510.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                         | GARTNER INC SR UNSECURED 11/35 5.6                      | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4840987.47   | 0.25%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.28063 12/02/24-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1295338.20   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A12                                | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3         | CUSIP: 76113XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122633 | PA      | $40238.93     | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                  | CREDIT AGRICOLE SA 144A 01/36 VAR                       | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3091536.21   | 0.16%             | 2036-01-09      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                              | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507    | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3363760 | PA      | $3552799.60   | 0.18%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1338.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                      | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35             | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2230601.82   | 0.11%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TSY INFL IX N/B 01/34 1.75                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33643764 | PA      | $33514545.37  | 1.72%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-663.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN XXVII-R EURO CLO BV 2017-27A                                 | DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A         | CUSIP: ACI1W43B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3588671 | PA      | $4153123.32   | 0.21%             | 2033-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-3                                  | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A        | CUSIP: 41161QAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113844 | PA      | $45757.61     | 0.00%             | 2036-06-19      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                   | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A         | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2375145.96   | 0.12%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-56                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 1A1        | CUSIP: 12668AGN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     495344 | PA      | $470714.94    | 0.02%             | 2035-11-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                 | COMMONSPIRIT HEALTH SECURED 09/55 5.662                 | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5589772.27   | 0.29%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                    | PROJECT CASHMERE CLASS D 144A                           | CUSIP: 990ABJSD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    1000000 | PA      | $689950.19    | 0.04%             | 2057-12-30      | Floating      | 6.56%                 | No            |                  3 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1                             | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A2       | CUSIP: 83612NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     363302 | PA      | $96034.52     | 0.00%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526          | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5005088.75   | 0.26%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                        | DELOITTE LLP SR UNSEC F                                 | CUSIP: 955GHA901<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |     900000 | PA      | $868565.77    | 0.04%             | 2045-01-30      | Fixed         | 5.97%                 | Yes           |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-E                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1          | CUSIP: 05954DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57559 | PA      | $50586.31     | 0.00%             | 2047-09-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | CAN 10YR BOND FUT JUN26 XMOD 20260619                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        115 | NC      | $-193738.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS4                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS4 A8         | CUSIP: 749228AH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52220 | PA      | $43790.74     | 0.00%             | 2036-04-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-HE2                                   | HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4        | CUSIP: 44328BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     556767 | PA      | $126569.47    | 0.01%             | 2036-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR7                               | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1        | CUSIP: 45660LLP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14760 | PA      | $14285.79     | 0.00%             | 2035-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR15                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2        | CUSIP: 45660LVM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40828 | PA      | $33172.98     | 0.00%             | 2035-09-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $42962.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-141069.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2007-WMC1                                 | ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B       | CUSIP: 04545EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123897 | PA      | $106519.80    | 0.01%             | 2037-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3839.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-18                                     | FANNIEMAE GRANTOR TRUST FNGT 2002 T18 A5                | CUSIP: 31392GFS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4250 | PA      | $4277.96      | 0.00%             | 2042-05-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $9.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-WMC5                              | MORGAN STANLEY CAPITAL INC MSAC 2005 WMC5 M5            | CUSIP: 61744CRV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9078 | PA      | $9071.13      | 0.00%             | 2035-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      11450 | NC      | $-17587991.63 | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECURITIES 2004-A                              | BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A1         | CUSIP: 05948XS93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45154 | PA      | $44777.04     | 0.00%             | 2034-02-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3           | COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9                  | CUSIP: 17025QAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113669 | PA      | $46161.42     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                         | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2280802 | PA      | $2038349.09   | 0.10%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2023-AA                                   | NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A         | CUSIP: 64032PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2245601 | PA      | $2293917.84   | 0.12%             | 2041-02-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC 2025-1A                                       | QTS ISSUER ABS II LLC QTSII 2025 1A A2 144A             | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2452901.75   | 0.13%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1451.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-WF1                                  | STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6         | CUSIP: 86358BAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146274 | PA      | $144242.60    | 0.01%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                              | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG       | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $525000.00    | 0.03%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-34515.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-21                                      | COUNTRYWIDE HOME LOANS CWHL 2006 21 A13                 | CUSIP: 12543PAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125793 | PA      | $52622.18     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A5       | CUSIP: 02151CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12163 | PA      | $6683.10      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CHF BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-14283.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $39477.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                      | EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651  | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    6000000 | PA      | $7340565.49   | 0.38%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-3                                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1         | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69494 | PA      | $63086.76     | 0.00%             | 2047-05-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                             | SOUTH BOW USA INFRA HLDS COMPANY GUAR 09/27 4.911       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2008889.24   | 0.10%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM2                                                | GSAMP TRUST GSAMP 2007 FM2 A2B                          | CUSIP: 3622MHAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1839310 | PA      | $1132438.38   | 0.06%             | 2037-01-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD 2021-49A                              | MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A          | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5300000 | PA      | $5302301.26   | 0.27%             | 2034-10-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $116.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-AF1                                | NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1           | CUSIP: 65535AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139286 | PA      | $23679.19     | 0.00%             | 2036-10-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-19                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 19 1A2        | CUSIP: 02151AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     326116 | PA      | $147509.70    | 0.01%             | 2037-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINITAS EURO CLO V DAC 1A                                          | TRINITAS EURO CLO TRNTE 1A AR 144A                      | CUSIP: ACI2XTDT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2100000 | PA      | $2426604.61   | 0.12%             | 2039-07-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M3         | CUSIP: 17307GWT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37297 | PA      | $37293.35     | 0.00%             | 2035-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2007-AR2                                 | GREENPOINT MORTGAGE FUNDING TR GPMF 2007 AR2 2A1        | CUSIP: 39539LAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1346872 | PA      | $1348525.94   | 0.07%             | 2037-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-22                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A           | CUSIP: 12666BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5590484 | PA      | $5184406.43   | 0.27%             | 2035-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2006-16                             | COUNTRYWIDE HOME LOANS CWHL 2006 16 2A1                 | CUSIP: 170257AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     526121 | PA      | $129656.68    | 0.01%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL4 TRUST                                                | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A   | CUSIP: 740943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3817501 | PA      | $3699478.05   | 0.19%             | 2065-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5           | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1280748.92   | 0.07%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                         | CITADEL LP SR UNSECURED 144A 01/32 6.375                | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2800012.43   | 0.14%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2005-AR6                              | GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 2A1       | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73651 | PA      | $28883.23     | 0.00%             | 2035-11-19      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-4A                               | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 4A A1 144A    | CUSIP: 16678RCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     402158 | PA      | $391360.69    | 0.02%             | 2035-10-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-5081.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99358.67     | 0.01%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US LONG BOND(CBT) JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1025 | NC      | $-4125437.42  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL1190 FR 05/55 FIXED 5.5             | CUSIP: 31427NKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13307 | PA      | $13607.77     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A1                                | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A3          | CUSIP: 59023MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98983 | PA      | $29571.35     | 0.00%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY LOAN TRUST 2007-FRE1                                    | HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3              | CUSIP: 43710XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275220 | PA      | $269307.37    | 0.01%             | 2037-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                            | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR    | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6546590.97   | 0.34%             | 2051-12-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                   | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3         | CUSIP: 813765AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     749940 | PA      | $402471.36    | 0.02%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE 2003-AR8                                     | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR8 A          | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67861 | PA      | $66648.85     | 0.00%             | 2033-08-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $44487.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                               | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/30 5.4    | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1964848.32   | 0.10%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENDANT MORTGAGE CORP 2003-A                                        | CENDANT MORTGAGE CORPORATION CDMC 2003 A A2 144A        | CUSIP: 151314FP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5490 | PA      | $5401.97      | 0.00%             | 2043-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99708.01     | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A4                                    | JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3              | CUSIP: 46631JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51063 | PA      | $38140.05     | 0.00%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A7                              | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7        | CUSIP: 466286AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1394 | PA      | $1446.12      | 0.00%             | 2036-12-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                      | SALESFORCE INC SR UNSECURED 03/29 4.65                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7216043.40   | 0.37%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2      | CUSIP: 12668AKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58353 | PA      | $32273.20     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $8462.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $439735.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUST 10Y BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        951 | NC      | $-425020.31   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-948.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-18R                | CREDIT SUISSE MORTGAGE TRUST CSMC 2010 18R 4A4 144A     | CUSIP: 22944JDG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68797 | PA      | $67629.71     | 0.00%             | 2038-04-26      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1      | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1779 | PA      | $1799.38      | 0.00%             | 2045-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-NC3                                        | ACE SECURITIES CORP. ACE 2006 NC3 A2B                   | CUSIP: 00442EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     279043 | PA      | $69618.17     | 0.00%             | 2036-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                | VASA TRUST VASA 2021 VASA A 144A                        | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $982695.30    | 0.05%             | 2039-07-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-16AX                             | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1        | CUSIP: 617487AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205559 | PA      | $79476.36     | 0.00%             | 2036-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-4 LTD                                  | BAIN CAPITAL CREDIT CLO  LIMIT BCC 2019 4A A1RR 144A    | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3700000 | PA      | $3700904.32   | 0.19%             | 2035-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-14774.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $29119.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE CROSS AND BLUE SHIELD OF FLORIDA                               | BLUE CROSS BLU SHIELD FL SR UNSEC 4A2                   | CUSIP: 958BHKII8<br>LEI: CY3CIREO3HYBKXC2HK74 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4627353.93   | 0.24%             | 2030-09-30      | Fixed         | 4.85%                 | Yes           |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-16                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 16 A3         | CUSIP: 12667GME0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53896 | PA      | $51381.81     | 0.00%             | 2035-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1496.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $6986.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-76                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1        | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200217 | PA      | $186188.09    | 0.01%             | 2036-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $667274.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-H                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A2          | CUSIP: 05950PAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28465 | PA      | $25974.02     | 0.00%             | 2046-09-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2007-KS3                                 | RESIDENTIAL ASSET SECURITIES C RASC 2007 KS3 AI4        | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     776926 | PA      | $757431.12    | 0.04%             | 2037-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC5                               | MORGAN STANLEY CAPITAL INC MSAC 2004 NC5 M1             | CUSIP: 61746RFV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49215 | PA      | $48080.12     | 0.00%             | 2034-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC 2025-1A                            | DOMINOS PIZZA MASTER ISSUER LL DPABS 2025 1A A2I 144A   | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10600000 | PA      | $10579316.22  | 0.54%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $278667.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2466                                                    | FREDDIE MAC FHR 2466 FV                                 | CUSIP: 31392MP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        859 | PA      | $859.78       | 0.00%             | 2032-03-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                          | LCM LTD PARTNERSHIP LCM 31A AR 144A                     | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5600000 | PA      | $5607292.04   | 0.29%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MTGE SECURITIES TRUST 2007-1                              | NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A3           | CUSIP: 65106FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     286630 | PA      | $285530.41    | 0.01%             | 2037-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-49.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $26348.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA                                                          | AIR CANADA SR SECURED 144A 08/29 4.625                  | CUSIP: 008911BJ7<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $640099.20    | 0.03%             | 2029-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                         | FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125         | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   11500000 | PA      | $11508050.00  | 0.59%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-WMC4                              | MORGAN STANLEY CAPITAL INC MSAC 2005 WMC4 M6            | CUSIP: 61744CRF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122197 | PA      | $115936.31    | 0.01%             | 2035-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT ILS SOLD USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $12321.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.59500 08/19/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $94051.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $49847.66     | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR3                                   | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR3 2A2              | CUSIP: 23332UDX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2541 | PA      | $77.65        | 0.00%             | 2045-07-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-HE4                                        | ACE SECURITIES CORP. ACE 2004 HE4 M1                    | CUSIP: 004421JH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77959 | PA      | $71933.35     | 0.00%             | 2034-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-A                                  | MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1              | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6139 | PA      | $5729.77      | 0.00%             | 2029-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $30571.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3       | CUSIP: 12667GLD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18491 | PA      | $16788.57     | 0.00%             | 2035-07-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR 2007-5AX                              | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3         | CUSIP: 61751GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94810 | PA      | $17942.71     | 0.00%             | 2037-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-194790.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXV LTD 2021-25A                                       | SYMPHONY CLO LTD SYMP 2021 25A AR 144A                  | CUSIP: 87167WDC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2901615.24   | 0.15%             | 2034-04-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-3                                    | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 3 1CB3        | CUSIP: 9393365A7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     163981 | PA      | $138504.30    | 0.01%             | 2035-05-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST                                         | BMO MORTGAGE TRUST BMO 2024 5C8 A3                      | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3603831.70   | 0.19%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-40393.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC 2025-1A                                      | DATABANK ISSUER II, LLC HYPER 2025 1A A2 144A           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2915970.60   | 0.15%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2005-3                                        | LEHMAN MORTGAGE TRUST LMT 2005 3 4A1                    | CUSIP: 52520MEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27762 | PA      | $26637.00     | 0.00%             | 2036-01-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A            | CUSIP: 12669LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2040817 | PA      | $1915068.64   | 0.10%             | 2037-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-44965.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY LOAN TRUST 2007-FRE1                                    | HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4              | CUSIP: 43710XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $449858.65    | 0.02%             | 2037-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $12701.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-31362.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-3847.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-12581.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-SD1                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SD1 A1 144A     | CUSIP: 12669TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43476 | PA      | $33249.40     | 0.00%             | 2047-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R1                                      | COUNTRYWIDE HOME LOANS CWHL 2005 R1 2A1 144A            | CUSIP: 12669GXE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12944 | PA      | $13238.78     | 0.00%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $226846.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1759.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2004-R1                                | NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A      | CUSIP: 62951MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213068 | PA      | $200839.08    | 0.01%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2004-AR8                              | CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR8 8M1        | CUSIP: 22541SXR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9728 | PA      | $20365.53     | 0.00%             | 2034-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HY10                                    | COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1               | CUSIP: 126694VP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88488 | PA      | $82367.35     | 0.00%             | 2036-02-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-AF1                               | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 1AF8       | CUSIP: 59024KAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114424 | PA      | $84317.82     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                               | COUSINS PROPERTIES LP COMPANY GUAR 07/30 5.25           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3851614.15   | 0.20%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9                     | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1          | CUSIP: 86361PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75211 | PA      | $35931.11     | 0.00%             | 2036-10-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                    | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A2              | CUSIP: 46629DBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6168 | PA      | $5201.05      | 0.00%             | 2037-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1164.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $16206.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                               | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    3000000 | PA      | $3041100.00   | 0.16%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                    | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A          | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7097084 | PA      | $7011085.74   | 0.36%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $289.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2017-B                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B B 144A        | CUSIP: 83189DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $491571.75    | 0.03%             | 2041-12-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2005-4                              | AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 4 M3           | CUSIP: 00252FCV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24052 | PA      | $23958.42     | 0.00%             | 2035-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-10CB                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 10CB 1A1      | CUSIP: 12667GAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113437 | PA      | $82979.79     | 0.00%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR11                                            | BCAP LLC TRUST BCAP 2010 RR11 5A3 144A                  | CUSIP: 05533JBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     173871 | PA      | $150898.42    | 0.01%             | 2037-03-27      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR4                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A4A        | CUSIP: 86364MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28936 | PA      | $27577.92     | 0.00%             | 2047-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $18556.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1        | CUSIP: 12668AXF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37099 | PA      | $35018.10     | 0.00%             | 2035-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-1                                      | FREMONT HOME LOAN TRUST FHLT 2006 1 2A4                 | CUSIP: 35729PPB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2481905 | PA      | $2258374.81   | 0.12%             | 2036-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE5                                  | MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A4          | CUSIP: 576455AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3180625 | PA      | $1864969.91   | 0.10%             | 2036-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MTGE LN TR 2007-1                                        | LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A    | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137508 | PA      | $91351.56     | 0.00%             | 2037-06-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2006-1                                  | MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1             | CUSIP: 59020U4S1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9799 | PA      | $9633.21      | 0.00%             | 2036-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2243.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R2                                  | VERUS SECURITIZATION TRUST VERUS 2025 R2 A1 144A        | CUSIP: 92541EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2988035 | PA      | $2980676.04   | 0.15%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2007-2N                                      | LEHMAN XS TRUST LXS 2007 2N 3A3                         | CUSIP: 52524LAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     734654 | PA      | $640368.26    | 0.03%             | 2037-02-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-OPT4                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M7        | CUSIP: 17307GUX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $890923.80    | 0.05%             | 2035-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2006-3                                | MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 3 A3          | CUSIP: 61749GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68130 | PA      | $46952.25     | 0.00%             | 2036-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR1                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR1 A3         | CUSIP: 17310UAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1015004 | PA      | $902770.59    | 0.05%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080406 G2 05/30 FLOATING VAR               | CUSIP: 36225CNY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1057 | PA      | $1054.11      | 0.00%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR2                                    | GSR MORTGAGE LOAN TRUST GSR 2005 AR2 2A1                | CUSIP: 36242DH71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11962 | PA      | $11437.52     | 0.00%             | 2035-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A         | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3557 | PA      | $3415.20      | 0.00%             | 2035-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10199.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1        | CUSIP: 021482AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47841 | PA      | $21280.68     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2004-FF11                                   | FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF11 M4         | CUSIP: 32027NNA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28309 | PA      | $28800.07     | 0.00%             | 2035-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-1                                     | BEAR STEARNS ALT A TRUST BALTA 2006 1 21A2              | CUSIP: 07386HB83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148662 | PA      | $103753.06    | 0.01%             | 2036-02-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A                | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A     | CUSIP: ACI309N95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2300000 | PA      | $2658752.72   | 0.14%             | 2035-07-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-RPL1            | MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A   | CUSIP: 61780PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4135661 | PA      | $3998635.83   | 0.21%             | 2064-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                       | OAKTREE STRATEGIC CREDIT SR UNSECURED 07/29 6.5         | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1504360.44   | 0.08%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                | EDISON INTERNATIONAL SR UNSECURED 06/29 5.45            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     600000 | PA      | $605831.38    | 0.03%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2912.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 LTD                                  | BAIN CAPITAL CREDIT CLO LIMIT BCC 2021 3A AR 144A       | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001339.92   | 0.10%             | 2034-07-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-2                                | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3          | CUSIP: 61752UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135457 | PA      | $69328.24     | 0.00%             | 2037-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                                 | EUROPEAN UNION SR UNSECURED REGS 10/29 2.875            | CUSIP: ACI2Q0PD7<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |   77600000 | PA      | $89689088.77  | 4.61%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE2                                  | MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4          | CUSIP: 57644UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116721 | PA      | $38661.09     | 0.00%             | 2036-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2005-FF1                                | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF1 M3          | CUSIP: 32027NQN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     886340 | PA      | $906911.78    | 0.05%             | 2034-12-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1                  | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A1         | CUSIP: 07387AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18868 | PA      | $17425.34     | 0.00%             | 2035-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-5                                | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1            | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     470390 | PA      | $110417.93    | 0.01%             | 2046-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL AS6473 FN 01/46 FIXED 3                       | CUSIP: 3138WGFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60984 | PA      | $55241.55     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                            | AMERICAN HOMES 4 RENT SR UNSECURED 03/35 5.25           | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2959209.33   | 0.15%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-EMX9                                | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A3       | CUSIP: 74924VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199307 | PA      | $187946.27    | 0.01%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                       | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75     | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372983.94    | 0.02%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $39499.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A2       | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215200 | PA      | $85868.50     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2461.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 12/30 4.8      | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $10171654.43  | 0.52%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL CB9152 FN 09/54 FIXED 6                       | CUSIP: 3140QVE26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1922038 | PA      | $1986823.36   | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-29938.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $98946.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-11.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                               | ATHENE GLOBAL FUNDING SECURED 144A 01/30 5.38           | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3007240.74   | 0.15%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MTGE LOAN TRUST 2006-AR1                               | INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3         | CUSIP: 45662BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1189813 | PA      | $913112.73    | 0.05%             | 2036-08-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-WF2                                  | STRUCTURED ASSET SECURITIES CO SASC 2007 WF2 A3         | CUSIP: 86364LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1605 | PA      | $1605.05      | 0.00%             | 2037-08-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                     | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A          | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    4569689 | PA      | $4574391.13   | 0.24%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-2                                | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1           | CUSIP: 02660XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259946 | PA      | $252624.96    | 0.01%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-7                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A3           | CUSIP: 12669VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        592 | PA      | $591.20       | 0.00%             | 2047-10-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-3                                    | TOWD POINT MORTGAGE TRUST TPMT 2019 3 A1 144A           | CUSIP: 89177LAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4063429 | PA      | $3973761.19   | 0.20%             | 2059-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5                             | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1          | CUSIP: 69121PBU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92683 | PA      | $92251.47     | 0.00%             | 2036-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                    | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1                | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43824 | PA      | $42277.74     | 0.00%             | 2035-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE1 | ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5        | CUSIP: 04544RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6300000 | PA      | $5920665.03   | 0.30%             | 2036-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA MASTER ISSUER LLC 2025-1A                            | DOMINOS PIZZA MASTER ISSUER LL DPABS 2025 1A A2II 144A  | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6700000 | PA      | $6681177.69   | 0.34%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2007-AR3                                   | FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2       | CUSIP: 32056JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14609 | PA      | $10501.46     | 0.00%             | 2037-11-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AASET-2025-2A                                                       | APOLLO AVIATION SECURITIZATION AASET 2025 2A A 144A     | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4258605 | PA      | $4256968.16   | 0.22%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                 | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1       | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28231 | PA      | $26292.34     | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-167.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260428                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1277.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2003-BC6                              | STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC6 M1         | CUSIP: 86358ECL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7834 | PA      | $7814.53      | 0.00%             | 2033-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 555177 FN 01/33 FLOATING VAR                  | CUSIP: 31385WXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6069 | PA      | $6204.35      | 0.00%             | 2033-01-01      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-3                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA1B         | CUSIP: 059515AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308946 | PA      | $265911.38    | 0.01%             | 2037-04-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-3                                      | FREMONT HOME LOAN TRUST FHLT 2006 3 2A3                 | CUSIP: 35729MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650659 | PA      | $193191.07    | 0.01%             | 2037-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD NOK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-2538.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVII LTD 27A                                          | SCULPTOR CLO LTD SCUL 27A A1RR 144A                     | CUSIP: 81124UBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3097473.75   | 0.16%             | 2037-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $23710.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $160.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-7                                       | COUNTRYWIDE HOME LOANS CWHL 2004 7 2A1                  | CUSIP: 12669FXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267448 | PA      | $248111.47    | 0.01%             | 2034-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I INC 2014-150E                              | MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A     | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3180000 | PA      | $2948381.52   | 0.15%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5162025.20   | 0.27%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A       | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4350414 | PA      | $3661098.91   | 0.19%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2006-D                             | INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A3         | CUSIP: 43709LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148710 | PA      | $138592.25    | 0.01%             | 2036-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB3                                    | COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1B              | CUSIP: 1266944F2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65765 | PA      | $62074.89     | 0.00%             | 2036-05-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT NOK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $2544.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                                | GSAMP TRUST GSAMP 2007 NC1 A2D                          | CUSIP: 3622MGAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122576 | PA      | $60819.34     | 0.00%             | 2046-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $9017.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS MTGE FUND TR 2006-AR5                                  | BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR5 2A1         | CUSIP: 07401NAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40963 | PA      | $39080.47     | 0.00%             | 2037-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL2838 FR 10/55 FIXED 5.5             | CUSIP: 31427QEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102778 | PA      | $105102.80    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2005-NC1                                  | MASTR ASSET BACKED SECURITIES MABS 2005 NC1 M2          | CUSIP: 57643LGG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9268 | PA      | $9654.51      | 0.00%             | 2034-12-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-318.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FUNDING VI CLO LTD 2016-6A                                    | CEDAR FUNDING LTD CEDF 2016 6A AR3 144A                 | CUSIP: 15032DAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15100000 | PA      | $15111019.68  | 0.78%             | 2034-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                    | PROJECT CASHMERE CLASS B 144A                           | CUSIP: 990ABJRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    2500000 | PA      | $1724875.46   | 0.09%             | 2057-12-30      | Floating      | 5.86%                 | No            |                  3 | On Loan: No      |
| N/A                                                                 | BOUGHT KRW SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-8537.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC1                               | MORGAN STANLEY CAPITAL INC MSAC 2006 NC1 M2             | CUSIP: 61744CYC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8944678 | PA      | $8486426.09   | 0.44%             | 2035-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2396                                                    | FREDDIE MAC FHR 2396 FM                                 | CUSIP: 31339LJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        267 | PA      | $267.21       | 0.00%             | 2031-12-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $114654.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                   | REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25               | CUSIP: B1W32LII9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   30174000 | PA      | $1433373.11   | 0.07%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                          | UPG HI ISSUER TRUST UPGHI 2025 2 A 144A                 | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7042813 | PA      | $7006716.30   | 0.36%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3       | CUSIP: 02147CAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10158 | PA      | $11367.50     | 0.00%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TSY INFL IX N/B 04/28 1.25                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54211500 | PA      | $54438121.96  | 2.80%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                        | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A        | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4301746.36   | 0.22%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2004-8                                 | STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M2           | CUSIP: 86358EMA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91462 | PA      | $80702.90     | 0.00%             | 2034-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY               | PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532  | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     600000 | PA      | $651779.22    | 0.03%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                     | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 3A2         | CUSIP: 78473NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42176 | PA      | $39301.69     | 0.00%             | 2037-02-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-3                               | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 3 M3          | CUSIP: 68389FHU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182615 | PA      | $179977.29    | 0.01%             | 2035-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260403                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $58927.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A       | CUSIP: 41162DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18660 | PA      | $16739.23     | 0.00%             | 2038-01-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35      | CUSIP: 02148FBX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5329576 | PA      | $4490256.44   | 0.23%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL BM2000 FN 05/47 FIXED VAR                     | CUSIP: 3140J6GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84572 | PA      | $79074.25     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL-2006-HE6                                 | MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C            | CUSIP: 61750FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307124 | PA      | $105412.52    | 0.01%             | 2036-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $47.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                               | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/29 4.5      | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5863152.32   | 0.30%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP  | LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5         | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1503778.46   | 0.08%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                     | ROLLS ROYCE PLC COMPANY GUAR 06/26 3.375                | CUSIP: ACI066P57<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132066.06    | 0.01%             | 2026-06-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL 789791 FH 10/32 FLOATING VAR          | CUSIP: 31295N2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22231 | PA      | $22833.37     | 0.00%             | 2032-10-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                               | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A        | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1617324.58   | 0.08%             | 2036-08-29      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                             | HCA INC COMPANY GUAR 03/35 5.75                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2571290.80   | 0.13%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL 611310 FH 01/32 FLOATING VAR          | CUSIP: 31337NN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10493 | PA      | $10666.59     | 0.00%             | 2032-01-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                    | LPL HOLDINGS INC COMPANY GUAR 06/35 5.75                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3986071.84   | 0.20%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                    | PROJECT CASHMERE CLASS A2 144A                          | CUSIP: 990ABJRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    3600000 | PA      | $2483820.67   | 0.13%             | 2057-12-30      | Floating      | 5.71%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL FA3012 FN 09/55 FIXED VAR                     | CUSIP: 3140W3K24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     885297 | PA      | $905853.49    | 0.05%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                             | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2017607.38   | 0.10%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $10622.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $41864.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 804602 FN 12/34 FLOATING VAR                  | CUSIP: 31406A3K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13782 | PA      | $14160.84     | 0.00%             | 2034-12-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-12347.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-10                                    | BEAR STEARNS ALT A TRUST BALTA 2005 10 23A1             | CUSIP: 07386HZG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1469562 | PA      | $1376844.71   | 0.07%             | 2036-01-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NOMURA RESECURITIZATION TRUST 2010-5RA                              | NOMURA RESECURITIZATION TRUST NMRR 2010 5RA 1A7 144A    | CUSIP: 65539GBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4377554 | PA      | $1747531.37   | 0.09%             | 2037-10-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13      | CUSIP: 02149HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78187 | PA      | $38526.34     | 0.00%             | 2037-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1026.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPMC-2021-5A                                                        | PPM CLO, LTD. PPMC 2021 5A AR 144A                      | CUSIP: 69356TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2302707.56   | 0.12%             | 2034-10-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                              | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1         | CUSIP: 61749LAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7090 | PA      | $6996.85      | 0.00%             | 2036-06-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38400000 | PA      | $38488366.85  | 1.98%             | 2056-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-2177                                                    | FREDDIE MAC FHR 2177 F                                  | CUSIP: 3133TLPF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        609 | PA      | $608.64       | 0.00%             | 2029-08-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                               | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4         | CUSIP: 68400DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172304 | PA      | $100278.40    | 0.01%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST 2006-2                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2006 2 AF5          | CUSIP: 759676AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9184318 | PA      | $3308813.04   | 0.17%             | 2036-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-51                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 3A2A       | CUSIP: 12668ACY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500888 | PA      | $3178861.26   | 0.16%             | 2035-11-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2004-WF                                                 | GSAMP TRUST GSAMP 2004 WF M2                            | CUSIP: 36242DKL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12172 | PA      | $12447.95     | 0.00%             | 2034-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2008-R4                              | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R4 2A1 144A   | CUSIP: 466309AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165411 | PA      | $659684.27    | 0.03%             | 2037-06-27      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4       | CUSIP: 02147QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42267 | PA      | $23047.57     | 0.00%             | 2036-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                              | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7         | CUSIP: 18976GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3416479 | PA      | $3135251.70   | 0.16%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-14                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 14 4A1A       | CUSIP: 41161PWV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61111 | PA      | $28580.46     | 0.00%             | 2035-12-19      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 755123 FN 11/33 FIXED 5                       | CUSIP: 31403Q4G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.07         | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $400023.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD                                                  | CARVAL CLO LTD CARVL 2019 2A AR2 144A                   | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6204794 | PA      | $6200846.70   | 0.32%             | 2032-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD 2025-FL3                                | ACRES PLC ACRES 2025 FL3 A 144A                         | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    9900000 | PA      | $9935563.77   | 0.51%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                       | CITIGROUP INC SR UNSECURED 11/33 VAR                    | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7484974.84   | 0.38%             | 2033-11-17      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-28345.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R9                              | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M1          | CUSIP: 03072SQ32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14090 | PA      | $14019.11     | 0.00%             | 2035-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19136.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-OPT3                                 | ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A1        | CUSIP: 00075VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7080510 | PA      | $4487061.24   | 0.23%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ1                                        | PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M5             | CUSIP: 70069FGE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55506 | PA      | $55103.38     | 0.00%             | 2035-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1                             | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1       | CUSIP: 83612NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259389 | PA      | $68455.73     | 0.00%             | 2037-02-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                                | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1         | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233272 | PA      | $166932.74    | 0.01%             | 2036-01-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                 | QUANTA SERVICES INC SR UNSECURED 08/34 5.25             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2717575.16   | 0.14%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MTGE LN TR 2007-1                                        | LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A2 144A    | CUSIP: 52521MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110756 | PA      | $73519.43     | 0.00%             | 2037-06-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-3A                                     | BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A     | CUSIP: 05683TBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3200000 | PA      | $3200020.70   | 0.16%             | 2034-10-21      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                            | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3    | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2504840.76   | 0.13%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-22                                      | COUNTRYWIDE HOME LOANS CWHL 2004 22 A3                  | CUSIP: 12669F6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24250 | PA      | $23471.21     | 0.00%             | 2034-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTGE 2004-14                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 14 1A          | CUSIP: 863579CB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2882 | PA      | $2771.98      | 0.00%             | 2034-10-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-10                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4          | CUSIP: 23246BAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109984 | PA      | $107573.75    | 0.01%             | 2047-06-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-199440.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL 789848 FH 10/32 FLOATING VAR          | CUSIP: 31295N5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1683 | PA      | $1719.07      | 0.00%             | 2032-10-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3          | CUSIP: 17307GW95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7268 | PA      | $7266.23      | 0.00%             | 2035-11-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                              | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4900000 | PA      | $4896811.67   | 0.25%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99496.88     | 0.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-16920.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                     | MAREX GROUP PLC SR UNSECURED 05/28 5.829                | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4043994.48   | 0.21%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2554042.90   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-24371.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2005-1                                      | HOME EQUITY ASSET TRUST HEAT 2005 1 M5                  | CUSIP: 437084HU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6545 | PA      | $6537.71      | 0.00%             | 2035-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                       | SIXTH STREET LENDING PAR SR UNSECURED 07/30 6.125       | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1492188.57   | 0.08%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-7211.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA1              | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA1 2A1       | CUSIP: 32051GV44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35667 | PA      | $29393.63     | 0.00%             | 2036-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                             | GOLDMAN SACHS GROUP INC SR UNSECURED 10/34 VAR          | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5438049.55   | 0.28%             | 2034-10-24      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                | EUROSAIL PLC ESAIL 2007 3X A3C REGS                     | CUSIP: B23DWGII5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      95512 | PA      | $126426.32    | 0.01%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $19732.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-13558.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $16678.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                       | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1433965 | PA      | $1440722.36   | 0.07%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA3                                 | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A1       | CUSIP: 939355AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273000 | PA      | $230506.48    | 0.01%             | 2047-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-27629.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $13306.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                             | ENI SPA SR UNSECURED 144A 05/35 5.75                    | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1800000 | PA      | $1867668.21   | 0.10%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                            | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5           | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2853825.21   | 0.15%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL ZN4041 FR 03/49 FIXED 4               | CUSIP: 3131YAP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8589 | PA      | $8198.48      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2006-HE5                                | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2D        | CUSIP: 59022QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     613688 | PA      | $299911.63    | 0.02%             | 2037-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-7642.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2005-WCW3                                 | PARK PLACE SECURITIES INC PPSI 2005 WCW3 M2             | CUSIP: 70069FLX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70516 | PA      | $71444.97     | 0.00%             | 2035-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                       | CITIGROUP INC SR UNSECURED 03/33 VAR                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1876761.84   | 0.10%             | 2033-03-17      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                  | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1130913.37   | 0.06%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-12                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 12 MV5          | CUSIP: 126673NX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22787 | PA      | $22783.72     | 0.00%             | 2035-02-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                                | GSAMP TRUST GSAMP 2007 NC1 A2C                          | CUSIP: 3622MGAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     408585 | PA      | $202741.76    | 0.01%             | 2046-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                      | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A    | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3865907 | PA      | $3870592.61   | 0.20%             | 2035-12-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | US TREASURY N/B 08/55 4.75                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61000000 | PA      | $59455937.50  | 3.06%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $455.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-11                               | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 11 2A42        | CUSIP: 007036VE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67934 | PA      | $42682.50     | 0.00%             | 2036-02-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2006-AR7                                 | GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR7 1A32       | CUSIP: 39538CAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151513 | PA      | $153711.76    | 0.01%             | 2046-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55          | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1282840.08   | 0.07%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                         | CANADIAN GOVERNMENT BONDS 12/34 3.25                    | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    7800000 | PA      | $5549333.24   | 0.29%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MELLON RES FUND CORP 1999-TBC3                                      | MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2        | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6906 | PA      | $6742.53      | 0.00%             | 2029-10-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $17149.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $19132.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-15320.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $30448.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | US TREASURY N/B 08/54 4.25                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15300000 | PA      | $13706648.51  | 0.70%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-26963.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HM EQ 2005-HE5                                | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M4        | CUSIP: 04541GSL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34272 | PA      | $33924.24     | 0.00%             | 2035-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-2 DAC 25-2A                | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 2A B 144A     | CUSIP: ACI2X1SW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2100000 | PA      | $2432425.24   | 0.13%             | 2035-02-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-5                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3           | CUSIP: 12668KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356162 | PA      | $370871.71    | 0.02%             | 2047-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                                      | COUNTRYWIDE HOME LOANS CWHL 2004 25 2A3                 | CUSIP: 12669GKH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146322 | PA      | $138671.61    | 0.01%             | 2035-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-15                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 15 M1           | CUSIP: 126670MH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131748 | PA      | $131275.03    | 0.01%             | 2036-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY SR UNSECURED 04/34 VAR                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20069596.40  | 1.03%             | 2034-04-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-16N                                            | LEHMAN XS TRUST LXS 2006 16N A4B                        | CUSIP: 52522DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6674 | PA      | $10046.93     | 0.00%             | 2046-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 4 PLC                                            | TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006   | CUSIP: B3LSHBII8<br>LEI: 213800UCE6O94DGHWT77 | Long             | DBT              | CORP              | GB        |     605553 | PA      | $785515.87    | 0.04%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-94234.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS6                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A7        | CUSIP: 74922EAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2007783 | PA      | $1649404.88   | 0.08%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC 2005-R1                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4          | CUSIP: 03072SYB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84705 | PA      | $83912.58     | 0.00%             | 2035-03-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1708.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-6                               | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB5          | CUSIP: 059487AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55248 | PA      | $48215.00     | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                    | PROJECT CASHMERE CLASS A1 144A                          | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   54300000 | PA      | $37464295.08  | 1.93%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2005-10                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A        | CUSIP: 17307GT57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56031 | PA      | $34480.85     | 0.00%             | 2035-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $3590.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2016-GS3                               | GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A     | CUSIP: 36251PBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4682409.00   | 0.24%             | 2049-10-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 688988 FN 05/33 FLOATING VAR                  | CUSIP: 31400JND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8421 | PA      | $8601.82      | 0.00%             | 2033-05-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS                         | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1         | CUSIP: 61752JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266584 | PA      | $85626.00     | 0.00%             | 2046-09-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A3      | CUSIP: 02146XAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58365 | PA      | $23511.57     | 0.00%             | 2036-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $8731.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF16                               | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF16 2A3        | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190067 | PA      | $74314.60     | 0.00%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                   | CAPITAL ONE FINANCIAL CO SR UNSECURED 10/31 VAR         | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5524030.70   | 0.28%             | 2031-10-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-78463.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT3                             | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 2A4       | CUSIP: 83611MPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     414884 | PA      | $414043.55    | 0.02%             | 2036-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-3                   | BEAR STEARNS ASSET BACKED SECU BSABS 2003 3 A2          | CUSIP: 07384YLS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393826 | PA      | $392630.37    | 0.02%             | 2043-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-16N                                            | LEHMAN XS TRUST LXS 2006 16N A4A                        | CUSIP: 52522DAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6636921 | PA      | $5998772.44   | 0.31%             | 2046-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2                 | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M3        | CUSIP: 07388EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $608421.24    | 0.03%             | 2036-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA6                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A         | CUSIP: 92927BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7155118 | PA      | $6108810.39   | 0.31%             | 2047-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       6805 | NC      | $1765370.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-NC1                                   | SECURITIZED ASSET BACKED RECEI SABR 2006 NC1 A3         | CUSIP: 81375HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85922 | PA      | $80700.54     | 0.00%             | 2036-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                  | FORESEA HLDG S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         62 | NS      | $1426.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OP COMPANY GUAR 04/32 4.15             | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1034272.99   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-SD1                                        | ACE SECURITIES CORP. ACE 2006 SD1 M1                    | CUSIP: 004421XW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45483 | PA      | $43305.94     | 0.00%             | 2036-02-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A        | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5772 | PA      | $5605.90      | 0.00%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $37579.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     733700 | PA      | $738676.26    | 0.04%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $40599.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-6                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 M1            | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10388 | PA      | $10361.17     | 0.00%             | 2034-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PROGRAM LOAN TRUST-1987-A                                 | COMMUNITY PROGRAM LOAN TRUST CPLT 1987 A A5             | CUSIP: 204012AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        520 | PA      | $520.99       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A1                                 | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1          | CUSIP: 761136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96217 | PA      | $29073.18     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $6994.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                      | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/34 5.95   | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    5500000 | PA      | $5748611.55   | 0.30%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $30065.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41000000 | PA      | $39507575.81  | 2.03%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.55800 08/21/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $108312.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-5                                     | BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1              | CUSIP: 07386HUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     263645 | PA      | $159013.48    | 0.01%             | 2035-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NEWCASTLE MTGE SECURITIES TRUST 2007-1                              | NEWCASTLE MORTGAGE SECURITIES NCMT 2007 1 2A4           | CUSIP: 65106FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4292000 | PA      | $4083371.46   | 0.21%             | 2037-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2008-IND1                                            | BCAP LLC TRUST BCAP 2008 IND1 A1                        | CUSIP: 05531CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7390349 | PA      | $5571707.56   | 0.29%             | 2047-10-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1          | ACE SECURITIES CORP. ACE 2006 HE1 A2D                   | CUSIP: 004421WQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        936 | PA      | $935.52       | 0.00%             | 2036-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-29240.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-4                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4          | CUSIP: 05953YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47041 | PA      | $42955.67     | 0.00%             | 2037-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL CB7220 FN 09/53 FIXED 5.5                     | CUSIP: 3140QTAW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     396780 | PA      | $399655.35    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                        | ING GROEP NV SR UNSECURED REGS 05/29 VAR                | CUSIP: ACI2G2CQ9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $472443.72    | 0.02%             | 2029-05-23      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $17618.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                   | GOLUB CAPITAL CAP FND SR UNSECURED 144A 08/28 5.45      | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4538108.61   | 0.23%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING LTD 2026-20A                               | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2026 20A A 144A     | CUSIP: 03333NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8900000 | PA      | $8900000.00   | 0.46%             | 2042-04-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS3                    | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4         | CUSIP: 75156VAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     508880 | PA      | $436337.41    | 0.02%             | 2036-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-107316.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE SA 144A 10/29 VAR                                  | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $7846937.03   | 0.40%             | 2029-10-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BACKED SEC 2007-7                                  | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1          | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18533 | PA      | $17340.01     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $24837.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $12773.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-11CB                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 11CB 3A1      | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1231323 | PA      | $542667.67    | 0.03%             | 2036-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $129.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-S8                               | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15         | CUSIP: 74957XAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83620 | PA      | $67318.14     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-5                                     | BEAR STEARNS ALT A TRUST BALTA 2004 5 M                 | CUSIP: 07386HJN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     640196 | PA      | $584530.18    | 0.03%             | 2034-06-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD 2019-1A                                   | MOUNTAIN VIEW CLO MVEW 2019 1A A1R 144A                 | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11200000 | PA      | $11213711.60  | 0.58%             | 2034-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75          | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2509400.73   | 0.13%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-16791.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260429                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $291.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                  | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA        | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     163110 | PA      | $155058.59    | 0.01%             | 2037-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080059 G2 04/27 FLOATING VAR               | CUSIP: 36225CB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         90 | PA      | $89.40        | 0.00%             | 2027-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR3                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 2A1        | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     286740 | PA      | $267870.01    | 0.01%             | 2047-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-3                               | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A4         | CUSIP: 68402BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87832 | PA      | $43576.62     | 0.00%             | 2037-04-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                              | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19        | CUSIP: 18976GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58180 | PA      | $54898.67     | 0.00%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $13815.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-8734.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                        | DELOITTE LLP SR UNSEC                                   | CUSIP: 938WPEII2<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1095471.43   | 0.06%             | 2035-01-30      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                 | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $7141.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR9                               | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3        | CUSIP: 45661EGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     622049 | PA      | $541020.17    | 0.03%             | 2036-06-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                               | CROWN CASTLE INC SR UNSECURED 09/34 5.2                 | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2967503.61   | 0.15%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                   | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                  | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   36655000 | PA      | $2038664.61   | 0.10%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST 2025-NQM2                                                | MFRA TRUST MFRA 2025 NQM2 A1 144A                       | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3061293 | PA      | $3077407.75   | 0.16%             | 2070-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $7451.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2110.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL2806 FR 09/55 FIXED 5.5             | CUSIP: 31427QDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     450290 | PA      | $460773.42    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR6                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1        | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     251670 | PA      | $179422.37    | 0.01%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-92630.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                         | BANK OF AMERICA CORP SR UNSECURED 04/34 VAR             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15188006.40  | 0.78%             | 2034-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                   | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2         | CUSIP: 813765AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3608652 | PA      | $1936790.32   | 0.10%             | 2036-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| LCM 35 LTD 35A                                                      | LCM LTD PARTNERSHIP LCM 35A A1R 144A                    | CUSIP: 50202QAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $11882150.60  | 0.61%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL RJ5228 FR 11/55 FIXED 5.5             | CUSIP: 3142GVY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1498562 | PA      | $1533010.28   | 0.08%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-1216.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                  | SMITH + NEPHEW PLC SR UNSECURED 03/34 5.4               | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5073495.40   | 0.26%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                  | DRILLCO HLDG LUX SA COMMON STOCK                        | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        157 | NS      | $3611.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-29                                      | COUNTRYWIDE HOME LOANS CWHL 2005 29 A1                  | CUSIP: 126694TD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56292 | PA      | $25755.32     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2                         | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A  | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5453945 | PA      | $4903873.53   | 0.25%             | 2063-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-34882.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                        | KBC GROUP NV SR UNSECURED 144A 09/34 VAR                | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    3000000 | PA      | $3210823.98   | 0.17%             | 2034-09-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-7427.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                     | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1              | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20271 | PA      | $19609.76     | 0.00%             | 2035-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $15191.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $27735.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                         | SYSTEM ENERGY RESOURCES 1ST MORTGAGE 04/28 6            | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1953109.01   | 0.10%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF5                                    | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3         | CUSIP: 32027EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73637 | PA      | $72901.19     | 0.00%             | 2036-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                             | GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9          | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1985993.92   | 0.10%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                               | ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A        | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2714558.40   | 0.14%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $165.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                                | EUROSAIL PLC ESAIL 2007 3A A3C 144A                     | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     146253 | PA      | $193590.31    | 0.01%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A   | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3312357.76   | 0.17%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2020-CNP                             | MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A      | CUSIP: 61770YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4432159.50   | 0.23%             | 2042-04-05      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-2                                     | BEAR STEARNS ALT A TRUST BALTA 2006 2 11A1              | CUSIP: 07386HH46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50154 | PA      | $45820.46     | 0.00%             | 2036-04-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                 | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81            | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    3100000 | PA      | $2817705.29   | 0.14%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-436.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFSI BSL X LTD                                                      | OFSI FUND LTD OFSBS 2021 10A AR 144A                    | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3704784.36   | 0.19%             | 2034-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2005-WCW2                                 | PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3             | CUSIP: 70069FLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     852071 | PA      | $830683.60    | 0.04%             | 2035-07-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                        | BLUE OWL CAPITAL CORP SR UNSECURED 06/28 2.875          | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9019436.85   | 0.46%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-10                                      | COUNTRYWIDE HOME LOANS CWHL 2007 10 A2                  | CUSIP: 12545CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     224135 | PA      | $87046.75     | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-6                                      | LUMINENT MORTGAGE TRUST LUM 2006 6 A1                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76801 | PA      | $71436.60     | 0.00%             | 2046-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                   | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8     | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1991026 | PA      | $1992688.17   | 0.10%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE GRANTOR TRUST 2002-T6                                    | FANNIEMAE GRANTOR TRUST FNGT 2002 T6 A4                 | CUSIP: 31392CYH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3652 | PA      | $3566.13      | 0.00%             | 2041-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR1                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A3        | CUSIP: 86359LAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53475 | PA      | $51091.81     | 0.00%             | 2034-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3                                | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A       | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1394708 | PA      | $1396198.00   | 0.07%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $253166.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2018-B5                                    | BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2               | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3262080 | PA      | $3250905.59   | 0.17%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2004-11AR                             | MORGAN STANLEY MORTGAGE LOAN T MSM 2004 11AR 1A1        | CUSIP: 61748HGR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8319 | PA      | $7975.81      | 0.00%             | 2035-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITTER 2003-HYB1                                | MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 HYB1 A3       | CUSIP: 61746WB90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11829 | PA      | $10659.65     | 0.00%             | 2033-03-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                 | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35           | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4258655.20   | 0.22%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-8322.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WWF1                                 | PARK PLACE SECURITIES INC PPSI 2004 WWF1 M5             | CUSIP: 70069FDN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2472974 | PA      | $2482014.60   | 0.13%             | 2034-12-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                  | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2    | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     857063 | PA      | $846588.91    | 0.04%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING                                                 | PPL CAPITAL FUNDING INC PPL CAPITAL FUNDING INC         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2924204.59   | 0.15%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST 2005-2                          | AEGIS ASSET BACKED SECURITIES AABST 2005 2 M3           | CUSIP: 00764MFD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47037 | PA      | $45668.74     | 0.00%             | 2035-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1518.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6                 | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A        | CUSIP: 07387YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3904778 | PA      | $3555205.18   | 0.18%             | 2037-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-11548.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                                 | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     991916 | PA      | $992921.98    | 0.05%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-42071.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                 | ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95           | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7830914.36   | 0.40%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A       | CUSIP: 41161PYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70831 | PA      | $45299.57     | 0.00%             | 2036-01-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-16459.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2005-AA11       | FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1      | CUSIP: 32051GH65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120580 | PA      | $57475.76     | 0.00%             | 2036-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-3670.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $2892.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-SHL1                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A    | CUSIP: 17312WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45502 | PA      | $45139.92     | 0.00%             | 2046-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2007-AA5                                             | BCAP LLC TRUST BCAP 2007 AA5 A1                         | CUSIP: 05531AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43282 | PA      | $39255.78     | 0.00%             | 2047-09-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST 2025-H8                                | CROSS MORTGAGE TRUST CROSS 2025 H8 A1 144A              | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     940210 | PA      | $936179.04    | 0.05%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                               | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A       | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3518271 | PA      | $3501162.23   | 0.18%             | 2068-02-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| EMCM MORTGAGE LOAN TRUST 2001-A                                     | EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A              | CUSIP: 268668AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4102 | PA      | $4065.04      | 0.00%             | 2040-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2005-FRE1                               | MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1         | CUSIP: 57643LMA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     157006 | PA      | $156250.84    | 0.01%             | 2035-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $21987.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-SD1                               | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1         | CUSIP: 590232AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700942 | PA      | $404659.71    | 0.02%             | 2047-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A3 144A    | CUSIP: 345214BL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    2400000 | PA      | $1764392.44   | 0.09%             | 2030-03-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                     | ROLLS ROYCE PLC COMPANY GUAR REGS 05/28 1.625           | CUSIP: ACI12HZ39<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $111568.36    | 0.01%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PEOPLE'S FINANCE REALTY MTGE SEC 2006-1                             | PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2         | CUSIP: 71103XAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330768 | PA      | $77361.03     | 0.00%             | 2036-09-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2009-7                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2009 7 5A2 144A     | CUSIP: 17315MAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106671 | PA      | $50136.46     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                         | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   16195934 | PA      | $157732200.76 | 8.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.64500 08/07/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $73577.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-21309.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC2               | BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2      | CUSIP: 07387UGW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180405 | PA      | $45722.43     | 0.00%             | 2036-03-25      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB3                                    | COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 2A1A              | CUSIP: 1266943Y2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21293 | PA      | $19914.84     | 0.00%             | 2036-05-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | ZCS BRL 13.3525 06/17/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1385181.35  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                              | PIKES PEAK CLO PIPK 2018 2A ARR 144A                    | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8200000 | PA      | $8211314.03   | 0.42%             | 2034-10-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUND CORP 2006-3                                    | BANC OF AMERICA FUNDING CORPOR BAFC 2006 3 5A5          | CUSIP: 058931BH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5159 | PA      | $4685.45      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $145.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-4                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 4 A            | CUSIP: 17307GWE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35946 | PA      | $35938.96     | 0.00%             | 2035-08-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-2                                      | FREMONT HOME LOAN TRUST FHLT 2006 2 2A3                 | CUSIP: 35729PPX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12711 | PA      | $12479.54     | 0.00%             | 2036-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE1                               | MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C            | CUSIP: 617526AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     823693 | PA      | $485923.84    | 0.02%             | 2036-11-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                  | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D        | CUSIP: 00075WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105968 | PA      | $59284.23     | 0.00%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005753.20   | 0.05%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                           | BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR         | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $5198238.10   | 0.27%             | 2035-03-13      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A5CB                               | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A5CB A6        | CUSIP: 76112FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167439 | PA      | $60521.46     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST                  | UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785516 | PA      | $1825337.65   | 0.09%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2005-SP2                                                | RAAC SERIES RAAC 2005 SP2 2A                            | CUSIP: 76112BF54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16008 | PA      | $14894.98     | 0.00%             | 2044-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QA2                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2        | CUSIP: 76110HT90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134555 | PA      | $120670.02    | 0.01%             | 2035-02-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL 789837 FH 08/32 FLOATING VAR          | CUSIP: 31295N4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10336 | PA      | $10422.62     | 0.00%             | 2032-08-01      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                               | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP           | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65411 | PA      | $28534.05     | 0.00%             | 2036-10-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W5                                       | ARGENT SECURITIES INC. ARSI 2005 W5 A2C                 | CUSIP: 040104QN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60239 | PA      | $58573.09     | 0.00%             | 2036-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-9559.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $119.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM3                                                | GSAMP TRUST GSAMP 2006 FM3 A2C                          | CUSIP: 36245TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     351785 | PA      | $162587.66    | 0.01%             | 2036-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                             | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3037678.59   | 0.16%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W5                                       | ARGENT SECURITIES INC. ARSI 2005 W5 A2D                 | CUSIP: 040104QP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2443658 | PA      | $2310009.81   | 0.12%             | 2036-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                           | APPALACHIAN POWER CO SR UNSECURED 04/34 5.65            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1955604.66   | 0.10%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIX LTD                                                | TRINITAS CLO LTD TRNTS 2022 19A A1R 144A                | CUSIP: 89642FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    2100965 | PA      | $2101162.99   | 0.11%             | 2033-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ICG EURO CLO 2023-2 DAC 23-2A                                       | ICG EURO CLO ICGE 2023 2A A1R 144A                      | CUSIP: ACI38GWX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1733417.13   | 0.09%             | 2038-01-26      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-MN1A                                 | STRUCTURED ASSET SECURITIES CO SASC 2007 MN1A A1 144A   | CUSIP: 863613AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1583001 | PA      | $912280.35    | 0.05%             | 2037-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-82760.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-114370.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT NOK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-17822.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A1       | CUSIP: 232434AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2621590 | PA      | $2498686.88   | 0.13%             | 2036-11-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1                             | DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1         | CUSIP: 25151WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     158131 | PA      | $112173.02    | 0.01%             | 2037-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                  | BANCO SANTANDER SA 03/30 VAR                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3891856.15   | 0.20%             | 2030-03-14      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-24874.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6                                                      | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM6 A1FC 144A | CUSIP: 281916AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4818772 | PA      | $4813072.66   | 0.25%             | 2070-12-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A21      | CUSIP: 02150GAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111328 | PA      | $46390.59     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLATERAL TRUST 2004-1                      | AMORTIZING RESIDENTIAL COLLATE ARC 2004 1 A5            | CUSIP: 031733AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59915 | PA      | $59363.93     | 0.00%             | 2034-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                  | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3         | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     192833 | PA      | $50741.21     | 0.00%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.62000 02/14/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-216940.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080221 G2 08/28 FLOATING VAR               | CUSIP: 36225CG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1618 | PA      | $1623.60      | 0.00%             | 2028-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-455.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2005-F                                     | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2         | CUSIP: 05949CCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3730 | PA      | $3582.15      | 0.00%             | 2035-07-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B      | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143318 | PA      | $141952.80    | 0.01%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-HE2                                   | HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A3        | CUSIP: 44328BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     835150 | PA      | $189715.57    | 0.01%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-OP2                                        | ACE SECURITIES CORP. ACE 2006 OP2 A1                    | CUSIP: 00441YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140968 | PA      | $138360.60    | 0.01%             | 2036-08-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-10                               | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11        | CUSIP: 007036TE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3794 | PA      | $3502.05      | 0.00%             | 2036-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A       | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500845 | PA      | $468083.12    | 0.02%             | 2047-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2066.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2B       | CUSIP: 41162DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23131 | PA      | $36580.76     | 0.00%             | 2038-01-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                  | BANCO SANTANDER SA 01/35 6.033                          | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3200000 | PA      | $3346546.75   | 0.17%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-D                                  | MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1              | CUSIP: 59020UGF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1140 | PA      | $1157.98      | 0.00%             | 2029-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                       | CITIGROUP INC SR UNSECURED 06/35 VAR                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12171545.76  | 0.63%             | 2035-06-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                  | ALLY FINANCIAL INC SR UNSECURED 01/30 VAR               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3757606.27   | 0.19%             | 2030-01-03      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DEAN WITT CAP I 2003-NC2                             | MORGAN STANLEY DEAN WITTER CAP MSDWC 2003 NC2 M1        | CUSIP: 61746WA75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131509 | PA      | $143573.68    | 0.01%             | 2033-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                  | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2B        | CUSIP: 00075WAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280072 | PA      | $156716.91    | 0.01%             | 2037-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                              | CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG       | CUSIP: 952NPG907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $350000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-4492.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                            | SCE RECOVERY FUNDING LLC SR SECURED 03/47 5.341         | CUSIP: 78433LAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4969285.55   | 0.26%             | 2047-03-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-17                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 17 1A1        | CUSIP: 12667GRV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55313 | PA      | $50843.24     | 0.00%             | 2035-07-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2007-SP3                                                | RAAC SERIES RAAC 2007 SP3 A2                            | CUSIP: 74978FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     372282 | PA      | $377243.60    | 0.02%             | 2047-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-H                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1          | CUSIP: 05950PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61736 | PA      | $48680.93     | 0.00%             | 2036-10-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $34782.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                       | BGC GROUP INC SR UNSECURED 05/28 8                      | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4534992.38   | 0.23%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $257.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-2                                       | COUNTRYWIDE HOME LOANS CWHL 2007 2 A16                  | CUSIP: 12544CAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75346 | PA      | $29886.54     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-B                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2005 B 1A1          | CUSIP: 05946XRT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35575 | PA      | $35017.61     | 0.00%             | 2035-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $22367.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   86900000 | PA      | $89827092.67  | 4.62%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR19                              | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1        | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406618 | PA      | $324975.16    | 0.02%             | 2035-10-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                     | AES CORP/THE SR UNSECURED 03/32 5.8                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5030531.60   | 0.26%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                  | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9      | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3561691.51   | 0.18%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                          | HPS CORPORATE LENDING FU SR UNSECURED 144A 09/28 4.9    | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1169786.66   | 0.06%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                     | BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1               | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64491 | PA      | $27170.14     | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                       | FREEDOM MORTGAGE HOLD SR UNSECURED 144A 04/32 8.375     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2954187.90   | 0.15%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-AR1                               | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR1 4A          | CUSIP: 65535VSE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20610 | PA      | $21.75        | 0.00%             | 2036-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QH7                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1        | CUSIP: 75115LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85389 | PA      | $83394.19     | 0.00%             | 2037-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                   | REPUBLIC OF SOUTH AFRICA BONDS 01/44 8.75               | CUSIP: BPXR8CII6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   36814000 | PA      | $1976278.43   | 0.10%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3       | CUSIP: 92925GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54942 | PA      | $49992.64     | 0.00%             | 2036-12-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURI CORP TRUS 2005-I1                                  | HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4         | CUSIP: 40430HCN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1662086 | PA      | $1575032.20   | 0.08%             | 2035-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                    | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 1A1                | CUSIP: 362341WX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83645 | PA      | $40336.06     | 0.00%             | 2035-11-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080611 G2 06/32 FLOATING VAR               | CUSIP: 36225CVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2007 | PA      | $2033.12      | 0.00%             | 2032-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| RNL PH OWNER LLC 2026-1A                                            | RNL PH OWNER LLC RLNT 2026 1A A 144A                    | CUSIP: 74983YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2858708.06   | 0.15%             | 2056-03-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $262.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-12                                      | COUNTRYWIDE HOME LOANS CWHL 2004 12 10A1                | CUSIP: 12669FN41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11890 | PA      | $11317.18     | 0.00%             | 2034-08-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR15                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1B2      | CUSIP: 92922F5W4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79886 | PA      | $76050.49     | 0.00%             | 2045-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                 | JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125     | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2057132.00   | 0.11%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-91389.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2004-11                                     | GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1                 | CUSIP: 36242DFP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19599 | PA      | $19900.30     | 0.00%             | 2034-09-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL2526 FR 09/55 FIXED 6               | CUSIP: 31427PYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8954632 | PA      | $9348544.46   | 0.48%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $221006.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED REC 2006-HE1                               | SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2D        | CUSIP: 81376YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     598651 | PA      | $192511.94    | 0.01%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRNG & RES FIN 2006-BC5                              | SPECIALTY UNDERWRITING + RESID SURF 2006 BC5 A2D        | CUSIP: 84751NAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     562694 | PA      | $307579.97    | 0.02%             | 2037-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2007-2                                    | BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 2 A7          | CUSIP: 05952FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54809 | PA      | $42085.92     | 0.00%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                 | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85  | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6605000 | PA      | $6038721.65   | 0.31%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN 2007-PA4                               | WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1       | CUSIP: 94984UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16961 | PA      | $16049.51     | 0.00%             | 2037-07-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $580299.26    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-23854.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-1                                | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 6A1          | CUSIP: 863579Q43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     132051 | PA      | $100616.33    | 0.01%             | 2036-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A                    | CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR 144A   | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6003880.86   | 0.31%             | 2034-07-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-120279.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                       | BGC GROUP INC SR UNSECURED 04/30 6.15                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4070542.52   | 0.21%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-4                                | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12          | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309908 | PA      | $155866.12    | 0.01%             | 2046-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSMC SERIES 2011-6R                                                 | CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A      | CUSIP: 12645QCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88698 | PA      | $84413.55     | 0.00%             | 2037-04-28      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| METAL CAYMAN 2017-1 LLC                                             | METAL CAYMAN METAL 2017 1 A 144A                        | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2415724 | PA      | $1690932.25   | 0.09%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $482523.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2006-3 2006-3                                 | LEHMAN MORTGAGE TRUST LMT 2006 3 1A4                    | CUSIP: 52520CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55299 | PA      | $26068.01     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-6                                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 6 A1          | CUSIP: 02150AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89875 | PA      | $44898.68     | 0.00%             | 2047-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TR 2006-1                                   | MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A4 144A      | CUSIP: 57643QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     564830 | PA      | $380787.32    | 0.02%             | 2035-07-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1814041.66   | 0.09%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                           | INVITATION HOMES OP COMPANY GUAR 02/35 4.875            | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $954743.83    | 0.05%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2003-B                              | NEW CENTURY HOME EQUITY LOAN T NCHET 2003 B M1          | CUSIP: 64352VES6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     552308 | PA      | $551773.64    | 0.03%             | 2033-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-34.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2      | CUSIP: 92922FB64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151854 | PA      | $149165.37    | 0.01%             | 2034-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $199535.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4         | CUSIP: 23245LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     370530 | PA      | $137138.10    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H9 MORTGAGE TRUST                                        | CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A              | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3496597 | PA      | $3483727.33   | 0.18%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $3707.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL2049 FR 08/55 FIXED 5.5             | CUSIP: 31427PH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113517 | PA      | $115583.96    | 0.01%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2007-4                             | THORNBURG MORTGAGE SECURITIES TMST 2007 4 2A1           | CUSIP: 88522YAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5724 | PA      | $5703.22      | 0.00%             | 2037-09-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| DELTA FNDG HOME EQ LN TR 1999-2                                     | DELTA FUNDING HOME EQUITY LOAN DELHE 1999 2 A1A         | CUSIP: 24763LFS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10569 | PA      | $10521.07     | 0.00%             | 2030-08-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $1807.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TRUST 9CB                                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 9CB 1A5       | CUSIP: 12667GEP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863972 | PA      | $765107.00    | 0.04%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                | AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15         | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4046544 | PA      | $3776809.49   | 0.19%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2105                                                    | FREDDIE MAC FHR 2105 PE                                 | CUSIP: 3133TH4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20033 | PA      | $20352.63     | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP SR UNSECURED 04/55 6.2               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3890259.36   | 0.20%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR11                              | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR11 A4        | CUSIP: 45660LQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     414145 | PA      | $307493.30    | 0.02%             | 2035-08-25      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $12610.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A8                                    | JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1              | CUSIP: 466247YH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29516 | PA      | $23031.83     | 0.00%             | 2035-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-204.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-29                                      | COUNTRYWIDE HOME LOANS CWHL 2004 29 1A1                 | CUSIP: 12669GHY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2993 | PA      | $2919.77      | 0.00%             | 2035-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080116 G2 09/27 FLOATING VAR               | CUSIP: 36225CDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        299 | PA      | $300.20       | 0.00%             | 2027-09-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $16530.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHING MUTUAL MTGE P/T 2006-7                                      | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A3          | CUSIP: 93935HAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117691 | PA      | $30487.78     | 0.00%             | 2036-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2                             | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3       | CUSIP: 83613DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1102184 | PA      | $1015761.69   | 0.05%             | 2037-07-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A2                                | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C         | CUSIP: 59024FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     706546 | PA      | $162751.10    | 0.01%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2005-3AR                              | MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A1         | CUSIP: 61745M4N0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     940479 | PA      | $848476.39    | 0.04%             | 2035-07-25      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A       | CUSIP: 92922FB72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55137 | PA      | $54279.08     | 0.00%             | 2034-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $4220.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $30004.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2026-CES1                                 | TOWD POINT MORTGAGE TRUST TPMT 2026 CES1 A1 144A        | CUSIP: 89190LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2540295 | PA      | $2526313.75   | 0.13%             | 2066-01-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-12                                      | COUNTRYWIDE HOME LOANS CWHL 2004 12 3A1                 | CUSIP: 12669FM26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1314180 | PA      | $1303771.03   | 0.07%             | 2034-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-82327.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                               | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75         | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3875193.60   | 0.20%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-91203.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR9                               | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 2A1        | CUSIP: 45661EGE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3166373 | PA      | $2193339.27   | 0.11%             | 2036-06-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $14289.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL C00932 FG 03/30 FIXED 7               | CUSIP: 31292HA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1700 | PA      | $1788.10      | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                                | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2          | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1389869 | PA      | $935657.20    | 0.05%             | 2036-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY6                                     | COUNTRYWIDE HOME LOANS CWHL 2007 HY6 1A1                | CUSIP: 17025MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61460 | PA      | $55522.81     | 0.00%             | 2037-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1134.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-4693.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                | GSAMP TRUST GSAMP 2007 FM1 A2B                          | CUSIP: 3622MAAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1378413 | PA      | $681386.45    | 0.04%             | 2036-12-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                  | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6117157.80   | 0.31%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AGCREDIT CORPORATION                                       | AMER AGCREDIT ACA JR SUBORDINA 144A VAR                 | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    6000000 | NS      | $6033360.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $65973.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                      | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A    | CUSIP: 749423AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3789166 | PA      | $3770456.33   | 0.19%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-4179.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-EMX9                                | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 2A        | CUSIP: 74924VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184864 | PA      | $173687.78    | 0.01%             | 2036-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                    | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5                | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12540 | PA      | $11436.44     | 0.00%             | 2035-09-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL2834 FR 10/55 FIXED 5.5             | CUSIP: 31427QEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118800 | PA      | $120905.24    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL RJ5158 FR 11/55 FIXED 5.5             | CUSIP: 3142GVWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2047702 | PA      | $2088513.42   | 0.11%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2  | SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C        | CUSIP: 84752EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     101980 | PA      | $75687.56     | 0.00%             | 2037-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS14                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 3A1       | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     432701 | PA      | $385000.17    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-47226.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-106525.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-102225.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN ASST BKD 2005-FF2                             | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5          | CUSIP: 36242DN66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14155 | PA      | $15942.90     | 0.00%             | 2035-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL 1B0349 FH 07/32 FLOATING VAR          | CUSIP: 31336R5J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        238 | PA      | $243.50       | 0.00%             | 2032-07-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-14                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 1A           | CUSIP: 23243LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2995855 | PA      | $2887401.97   | 0.15%             | 2037-02-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2006-1                              | RENAISSANCE HOME EQUITY LOAN T RAMC 2006 1 AF3          | CUSIP: 759950GV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9549602 | PA      | $4064015.74   | 0.21%             | 2036-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 668269 FN 10/32 FLOATING VAR                  | CUSIP: 31391JMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        178 | PA      | $181.13       | 0.00%             | 2032-10-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                             | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1       | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33074 | PA      | $22323.98     | 0.00%             | 2037-06-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-C                                  | MLCC MORTGAGE INVESTORS INC MLCC 2004 C A2B             | CUSIP: 59020UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4081 | PA      | $4079.32      | 0.00%             | 2029-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-HY4                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY4 4A1       | CUSIP: 02150QAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25746 | PA      | $25483.72     | 0.00%             | 2037-06-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                 | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR     | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     308000 | PA      | $305566.29    | 0.02%             | 2027-09-13      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BAYFRT-7A                                                           | BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A            | CUSIP: ACI355GJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | SG        |    3000000 | PA      | $2999894.10   | 0.15%             | 2048-04-11      | Floating      | 5.04%                 | No            |                  3 | On Loan: No      |
| N/A                                                                 | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-75301.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-111.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4579.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-13                                   | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 13 6A1          | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66609 | PA      | $34488.29     | 0.00%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDPKE 14A                                                           | MADISON PARK EURO FUNDING MDPKE 14A A1R 144A            | CUSIP: ACI2289F9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5642893 | PA      | $6513980.34   | 0.33%             | 2032-07-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.32500 07/06/26-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $176072.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                   | HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR                | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2053202.76   | 0.11%             | 2035-03-04      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $21288.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST 2006-A5                            | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 1A1        | CUSIP: 466284AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2174672 | PA      | $2066936.35   | 0.11%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $4040.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017                                                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A      | CUSIP: 12652FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1016973.00   | 0.05%             | 2032-11-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $490.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-CW1                                        | ACE SECURITIES CORP. ACE 2006 CW1 A2C                   | CUSIP: 00441QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86804 | PA      | $72938.43     | 0.00%             | 2036-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA3                                 | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 4A2       | CUSIP: 939355BR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186780 | PA      | $157164.26    | 0.01%             | 2047-04-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO1 TRUST                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1         | CUSIP: 761118EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62751 | PA      | $42871.84     | 0.00%             | 2035-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                 | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375          | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3745278 | PA      | $3699974.86   | 0.19%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14870.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2006-4                              | RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF1          | CUSIP: 75970HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7350427 | PA      | $2275172.55   | 0.12%             | 2037-01-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                 | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 13A1       | CUSIP: 161630CF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13683 | PA      | $12856.20     | 0.00%             | 2037-03-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-3                                              | CHASEFLEX TRUST CFLX 2007 3 1A1                         | CUSIP: 16165AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68446 | PA      | $21484.92     | 0.00%             | 2037-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1675.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $9585.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB9                                    | COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A              | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5198 | PA      | $4648.96      | 0.00%             | 2036-02-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                               | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625        | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1477988.10   | 0.08%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SG MORTGAGE SECURITIES TRUST 2006-FRE2                              | SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A2C         | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26983611 | PA      | $5590483.42   | 0.29%             | 2036-07-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-8                                   | VERUS SECURITIZATION TRUST VERUS 2021 8 A1 144A         | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2687719 | PA      | $2465693.91   | 0.13%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| GSC CAPITAL CORP MORTGAGE TRUST 2006-2                              | GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1           | CUSIP: 362480AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43793 | PA      | $43466.54     | 0.00%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125       | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3963729.08   | 0.20%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                | BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875      | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2425290.57   | 0.12%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                | BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5        | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2340472.62   | 0.12%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-16935.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MORTGAGE SECURITIES 2005                            | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 8 A10         | CUSIP: 05949CGX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97209 | PA      | $84794.58     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-15                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MV5          | CUSIP: 126673UR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18769 | PA      | $18646.25     | 0.00%             | 2035-04-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-26855.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-S3                                    | JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A11             | CUSIP: 466247ZY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93578 | PA      | $42695.50     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC 2007-OA4                              | DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 1A1A       | CUSIP: 25151XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142260 | PA      | $134031.70    | 0.01%             | 2047-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECURITIES 2005-D                              | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 D 2A7         | CUSIP: 05949A4R8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166768 | PA      | $149540.89    | 0.01%             | 2035-05-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-EMX5                              | RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX5 A3        | CUSIP: 76110W7R1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76260 | PA      | $67483.15     | 0.00%             | 2035-12-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-LTV6                                  | JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A        | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7986947 | PA      | $6946160.18   | 0.36%             | 2052-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-7                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 7 A3           | CUSIP: 86359BRV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112162 | PA      | $110613.09    | 0.01%             | 2034-06-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-25847.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-NC1                                        | ACE SECURITIES CORP. ACE 2006 NC1 M1                    | CUSIP: 004421UU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1253407 | PA      | $1204669.35   | 0.06%             | 2035-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-34152.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 2A1        | CUSIP: 021482AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45990 | PA      | $19405.24     | 0.00%             | 2037-08-25      | Variable      | 10.71%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE7                               | MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C            | CUSIP: 61756YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $357703.68    | 0.02%             | 2037-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $49323.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.85000 08/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-19155.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2003-AR2                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR2 A1         | CUSIP: 86358HTY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59431 | PA      | $59696.12     | 0.00%             | 2033-12-19      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-61                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1        | CUSIP: 12668AVL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     364084 | PA      | $345613.49    | 0.02%             | 2035-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $197851.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-A1                                 | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1        | CUSIP: 16163CAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     447636 | PA      | $382780.58    | 0.02%             | 2036-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A        | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135626 | PA      | $113343.56    | 0.01%             | 2046-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7           | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4869692.51   | 0.25%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                   | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A         | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8026300 | PA      | $7946258.17   | 0.41%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-4257.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1166.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                         | ONEMAIN FINANCE CORP COMPANY GUAR 01/28 6.625           | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     205000 | PA      | $206548.57    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE10                | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE10 M2       | CUSIP: 073879X45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69572 | PA      | $72390.14     | 0.00%             | 2035-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-22232.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD TWD BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $478.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 400742 FN 09/27 FLOATING VAR                  | CUSIP: 31378KEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3259 | PA      | $3275.71      | 0.00%             | 2027-09-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                 | FS KKR CAPITAL CORP SR UNSECURED 01/27 2.625            | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8736382.89   | 0.45%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $13509.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG MORTGAGE SECURITIES TRUST 2005-OPT1                              | SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M2          | CUSIP: 81879MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191441 | PA      | $190981.43    | 0.01%             | 2035-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                         | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR     | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4004956.71   | 0.21%             | 2069-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2010-4                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2010 4 3A6 144A     | CUSIP: 17315QAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92997 | PA      | $35002.13     | 0.00%             | 2037-11-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-HOA1                                | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156427 | PA      | $105574.43    | 0.01%             | 2047-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                     | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     107000 | PA      | $103408.10    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   71150000 | PA      | $73208401.52  | 3.76%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.00000 02/12/25-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9453858.93   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1230.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2005-HE7                                        | ACE SECURITIES CORP. ACE 2005 HE7 M1                    | CUSIP: 004421UC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6413 | PA      | $7476.63      | 0.00%             | 2035-11-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-78436.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $9620.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 27CB A1       | CUSIP: 12667FWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32823 | PA      | $29246.21     | 0.00%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $22226.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-NC2                                 | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1        | CUSIP: 46629FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78998 | PA      | $78278.81     | 0.00%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TRUST-2005-11                            | STRUCTURED ASSET INVESTMENT LO SAIL 2005 11 A3          | CUSIP: 86358EZP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25142 | PA      | $24964.18     | 0.00%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                              | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A10        | CUSIP: 18976GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2133284 | PA      | $1957683.25   | 0.10%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-WMC1                              | MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C           | CUSIP: 61744CXM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55168 | PA      | $54618.29     | 0.00%             | 2035-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM1                                                | GSAMP TRUST GSAMP 2006 FM1 A2D                          | CUSIP: 362334PK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     206841 | PA      | $135601.00    | 0.01%             | 2036-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY ABS SER 2004-1                              | WELLS FARGO HOME EQUITY TRUST WFHET 2004 1 1A           | CUSIP: 86359BMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64157 | PA      | $63392.81     | 0.00%             | 2034-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11                            | FS RIALTO ISSUER LTD FSRIA 2026 FL11 A 144A             | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6900000 | PA      | $6901317.35   | 0.35%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $9202.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2726.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                   | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875              | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  444988000 | PA      | $25845265.95  | 1.33%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | IRS AUD 4.75000 12/20/28-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-1550781.87  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED REC 2006-HE1                               | SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C        | CUSIP: 81376YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174606 | PA      | $56170.16     | 0.00%             | 2036-07-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-3393.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3                 | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1      | CUSIP: 073888AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1290 | PA      | $1285.84      | 0.00%             | 2036-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QA4                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA4 A1B        | CUSIP: 74923YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41230 | PA      | $37784.72     | 0.00%             | 2037-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                 | NOMURA HOLDINGS INC SR UNSECURED 07/34 5.783            | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2750000 | PA      | $2825866.75   | 0.15%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                              | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A   | CUSIP: 1248RHAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147593 | PA      | $98764.04     | 0.01%             | 2037-07-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST 2005-2                                | MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A      | CUSIP: 57643QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     582294 | PA      | $370903.03    | 0.02%             | 2035-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $14171.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A         | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27158 | PA      | $27804.47     | 0.00%             | 2035-10-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II TBA 30 YR 2.5 JUMBOS                            | CUSIP: 21H022655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  350900000 | PA      | $301746587.69 | 15.51%            | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                  | DRILLCO HLDG LUX S A COMMON STOCK                       | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       1418 | NS      | $32614.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 666828 FN 11/32 FLOATING VAR                  | CUSIP: 31391GYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3580 | PA      | $3629.51      | 0.00%             | 2032-11-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2007-CH3                                 | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 A5        | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52876 | PA      | $52648.20     | 0.00%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE 2003-9                                   | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 3A2         | CUSIP: 07384MC67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18571 | PA      | $17131.67     | 0.00%             | 2034-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR12                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1        | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63556 | PA      | $59591.23     | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                           | NATIONAL FUEL GAS CO SR UNSECURED 03/35 5.95            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1707962.07   | 0.09%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO V LTD                                                    | ROMARK CLO LTD RMRK 2021 5A AR 144A                     | CUSIP: 77588PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5600000 | PA      | $5596458.62   | 0.29%             | 2035-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD TWD BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-13.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $24523.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2004-3                             | THORNBURG MORTGAGE SECURITIES TMST 2004 3 A             | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9712 | PA      | $9260.94      | 0.00%             | 2034-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-7065.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7                        | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A            | CUSIP: 232422AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2516719 | PA      | $2388529.88   | 0.12%             | 2046-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TR 2005-5                             | AEGIS ASSET BACKED SECURITIES AABST 2005 5 M1           | CUSIP: 00764MHE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123244 | PA      | $117498.37    | 0.01%             | 2035-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TR 2005-1                                      | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4          | CUSIP: 542514KC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5089366 | PA      | $5044868.93   | 0.26%             | 2035-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RE-REMIC TRUST 2010-R4                               | MORGAN STANLEY REREMIC TRUST MSRR 2010 R4 4B 144A       | CUSIP: 61759FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73135 | PA      | $70090.19     | 0.00%             | 2037-02-26      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR1                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2        | CUSIP: 86359LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18605 | PA      | $17889.66     | 0.00%             | 2034-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| LAVENDER TRUST SERIES 2010-RR2A                                     | LAVENDER TRUST LTS 2010 RR2A A4 144A                    | CUSIP: 519440AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     201585 | PA      | $85055.75     | 0.00%             | 2036-10-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                        | DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A                | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998018.40    | 0.05%             | 2039-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ALTERNATIVE LN TRUST 2005-1F                               | SUNTRUST ALTERNATIVE LOAN TRUS STALT 2005 1F 2A8        | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129995 | PA      | $120955.63    | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-9                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A            | CUSIP: 12670FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9997435 | PA      | $9026508.35   | 0.46%             | 2047-06-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-100907.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3      | CUSIP: 02146VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49837 | PA      | $36011.59     | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES 2025-FL4                     | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A    | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7002836.75   | 0.36%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $198353.61    | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LMNT CRE 2025-FL3 LLC                                               | LFT CRE 2021 FL1, LLC LMNT 2025 FL3 A 144A              | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7700000 | PA      | $7704656.34   | 0.40%             | 2043-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR14                                | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR14 2A1      | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92479 | PA      | $85650.94     | 0.00%             | 2036-10-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-22558.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A16      | CUSIP: 02147QAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     411284 | PA      | $224460.91    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SEK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-102.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A         | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     446536 | PA      | $422020.17    | 0.02%             | 2046-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $162.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080601 G2 05/32 FLOATING VAR               | CUSIP: 36225CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1094 | PA      | $1090.52      | 0.00%             | 2032-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 008987 G2 10/26 FLOATING VAR               | CUSIP: 36202K6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         50 | PA      | $49.70        | 0.00%             | 2026-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LN TR 2005-OPT2                                 | CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M5        | CUSIP: 144531CN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140631 | PA      | $137732.10    | 0.01%             | 2035-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | IRS AUD 4.50000 02/15/29-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-1934894.45  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SEC TR 2004-6                                    | AEGIS ASSET BACKED SECURITIES AABST 2004 6 M2           | CUSIP: 00764MDY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21291 | PA      | $20512.54     | 0.00%             | 2035-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-18797.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SD8341 FR 07/53 FIXED 5               | CUSIP: 3132DWHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20341257 | PA      | $20142926.24  | 1.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080291 G2 06/29 FLOATING VAR               | CUSIP: 36225CKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1340 | PA      | $1337.68      | 0.00%             | 2029-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-30126.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                     | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001            | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    2250000 | PA      | $2680139.26   | 0.14%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1                 | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 22A1      | CUSIP: 07389QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30299 | PA      | $12919.86     | 0.00%             | 2036-10-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-3                                  | MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A              | CUSIP: 59020UL37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20208 | PA      | $19758.82     | 0.00%             | 2035-11-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF11                               | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A4        | CUSIP: 32028PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81208 | PA      | $78154.95     | 0.00%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                 | AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5           | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     404654 | PA      | $374037.11    | 0.02%             | 2033-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                   | GOLUB CAPITAL CAP FND SR UNSECURED 05/30 5.875          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1964507.26   | 0.10%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOFTBANK GROUP CORP SNR JP SP GST                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2566.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD KRW BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $10969.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT KRW SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-658.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-8                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4           | CUSIP: 045427AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2646680 | PA      | $2532629.25   | 0.13%             | 2046-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2005-FF10                               | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5         | CUSIP: 32027NWP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78957 | PA      | $75005.50     | 0.00%             | 2035-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIV LTD                                           | MARBLE POINT CLO XXIV LTD MP24 2022 1A A1R 144A         | CUSIP: 56607WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3100825.96   | 0.16%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | BARCLAYS PLC SR UNSECURED 11/33 VAR                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1342331.51   | 0.07%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                             | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5          | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4817469.95   | 0.25%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                 | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11A4       | CUSIP: 161630BK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26830 | PA      | $25560.09     | 0.00%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-81.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1210.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                 | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 12A3       | CUSIP: 07384M4C3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4673 | PA      | $4550.44      | 0.00%             | 2035-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                               | WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR            | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3673854.20   | 0.19%             | 2033-03-02      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                                  | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A        | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     960912 | PA      | $935727.30    | 0.05%             | 2035-05-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                 | CITADEL FINANCE LLC COMPANY GUAR 144A 02/29 4.75        | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3529883.48   | 0.18%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2        | CUSIP: 86360JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26963 | PA      | $16957.59     | 0.00%             | 2046-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                       | D.R. HORTON INC COMPANY GUAR 10/34 5                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3949385.28   | 0.20%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                            | WOODSIDE FINANCE LTD COMPANY GUAR 05/35 6               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3350000 | PA      | $3492667.92   | 0.18%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2005-1                                              | FIRST NLC TRUST FNLC 2005 1 A                           | CUSIP: 32113JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     538891 | PA      | $491796.04    | 0.03%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CNH SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $6138.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                           | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4            | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     600000 | PA      | $163815.05    | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | LONG GILT FUTURE  JUN26 IFLL 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        545 | NC      | $-1471724.19  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080045 G2 02/27 FLOATING VAR               | CUSIP: 36225CBP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        305 | PA      | $304.07       | 0.00%             | 2027-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-3                                       | COUNTRYWIDE HOME LOANS CWHL 2006 3 2A2                  | CUSIP: 126694YN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2566 | PA      | $2377.54      | 0.00%             | 2036-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR12                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR12 A2A       | CUSIP: 92922FZF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308604 | PA      | $305566.77    | 0.02%             | 2044-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                             | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/29 5.026       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2416157.40   | 0.12%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | BARCLAYS PLC SR UNSECURED 05/34 VAR                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2100695.64   | 0.11%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD NZD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $92648.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080042 G2 02/27 FLOATING VAR               | CUSIP: 36225CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        391 | PA      | $389.84       | 0.00%             | 2027-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                               | COUSINS PROPERTIES LP COMPANY GUAR 02/32 5.375          | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2416082.02   | 0.12%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-HF1                                  | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1         | CUSIP: 57645RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78215 | PA      | $30987.61     | 0.00%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                               | COMPEER FINANCIAL ACA JR SUBORDINA 144A 12/99 VAR       | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |    9000000 | NS      | $9222120.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC. 2006-W2                                      | ARGENT SECURITIES INC. ARSI 2006 W2 A2B                 | CUSIP: 040104RV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259370 | PA      | $146713.65    | 0.01%             | 2036-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                 | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9         | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4121867.60   | 0.21%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2246                                                    | FREDDIE MAC FHR 2246 Z                                  | CUSIP: 3133TPLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5721 | PA      | $5917.47      | 0.00%             | 2030-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2006-WF2                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A2E        | CUSIP: 17309BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116281 | PA      | $40683.81     | 0.00%             | 2036-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                  | DRILLCO HLDG LUX S A COMMON STOCK                       | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        561 | NS      | $12903.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-6                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 6 A1A         | CUSIP: 41161PPB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20517 | PA      | $17677.58     | 0.00%             | 2045-07-19      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2009-RR14                                            | BCAP LLC TRUST BCAP 2009 RR14 2A2 144A                  | CUSIP: 05532LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13153 | PA      | $11867.85     | 0.00%             | 2036-07-26      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2007-AA3                                             | BCAP LLC TRUST BCAP 2007 AA3 2A1A                       | CUSIP: 05530VAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134541 | PA      | $123308.05    | 0.01%             | 2047-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR23                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1       | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65231 | PA      | $63293.52     | 0.00%             | 2035-11-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-7                                 | PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A       | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     225351 | PA      | $226166.92    | 0.01%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2019-B13                                   | BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4              | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4565217 | PA      | $4310734.46   | 0.22%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2909.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC5                               | MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B            | CUSIP: 61749BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     529968 | PA      | $276644.20    | 0.01%             | 2036-10-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                  | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5            | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      16277 | PA      | $15995.20     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR2                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1        | CUSIP: 86363DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62558 | PA      | $24477.82     | 0.00%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080363 G2 01/30 FLOATING VAR               | CUSIP: 36225CMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4309 | PA      | $4314.46      | 0.00%             | 2030-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                      | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR              | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5961310.88   | 0.31%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.24800 09/18/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $241635.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST 2006-2                               | ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4           | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     502488 | PA      | $501448.19    | 0.03%             | 2036-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3           | COUNTRYWIDE HOME LOANS CWHL 2007 J3 A10                 | CUSIP: 17025QAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49842 | PA      | $20241.05     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5             | SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1         | CUSIP: 81375WFU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74421 | PA      | $57633.97     | 0.00%             | 2035-08-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-3                  | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 3 1A1         | CUSIP: 07387AAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        682 | PA      | $674.44       | 0.00%             | 2035-06-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS5                    | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4         | CUSIP: 75156YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53671 | PA      | $51180.22     | 0.00%             | 2036-09-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1828.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-17112.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD 2013-2A                                          | ARES CLO LTD ARES 2013 2A AR3 144A                      | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4605582.05   | 0.24%             | 2034-10-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-7248.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                              | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25            | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2506403.95   | 0.13%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2005-2                                        | LEHMAN MORTGAGE TRUST LMT 2005 2 4A1                    | CUSIP: 52520MCF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171650 | PA      | $25291.01     | 0.00%             | 2035-12-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $31845.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CERTIFICATES 2007-HE3                             | WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3        | CUSIP: 93364EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     884493 | PA      | $801462.18    | 0.04%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A12                                | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1         | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83794 | PA      | $28631.82     | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2248                                                    | FREDDIE MAC FHR 2248 FB                                 | CUSIP: 3133TPV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        377 | PA      | $377.25       | 0.00%             | 2030-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR1                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A        | CUSIP: 939336X40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67711 | PA      | $66374.38     | 0.00%             | 2045-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080030 G2 01/27 FLOATING VAR               | CUSIP: 36225CA89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         71 | PA      | $71.24        | 0.00%             | 2027-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-R1                                  | VERUS SECURITIZATION TRUST VERUS 2026 R1 A1 144A        | CUSIP: 924932AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2449766 | PA      | $2430056.65   | 0.12%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7        | CUSIP: 12668BLG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     141573 | PA      | $61851.14     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $12870.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-14                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 4A1        | CUSIP: 12667GCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     485357 | PA      | $462401.39    | 0.02%             | 2035-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $19371.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M2                                       | ARGENT SECURITIES INC. ARSI 2006 M2 A2C                 | CUSIP: 04013BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     706377 | PA      | $228514.48    | 0.01%             | 2036-09-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC2                                  | MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A3          | CUSIP: 55275BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127584 | PA      | $44384.39     | 0.00%             | 2036-08-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL RJ4830 FR 09/55 FIXED 5.5             | CUSIP: 3142GVLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     867678 | PA      | $887582.93    | 0.05%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL 2022-1A                                    | VB S1 ISSUER LLC VBTEL 2022 1A C2II 144A                | CUSIP: 91823AAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1284479.42   | 0.07%             | 2057-02-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1198841.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2005-NC2                                | MASTR ASSET BACKED SECURITIES MABS 2005 NC2 A3          | CUSIP: 57643LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6325868 | PA      | $3531577.79   | 0.18%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $33811.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13      | CUSIP: 02150EAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55273 | PA      | $26137.53     | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2007-AA3                                             | BCAP LLC TRUST BCAP 2007 AA3 2A1B                       | CUSIP: 05530VAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20868 | PA      | $19118.97     | 0.00%             | 2047-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CNH SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $5136.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-HE2                                   | HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2        | CUSIP: 44328BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183343 | PA      | $43899.56     | 0.00%             | 2036-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-36                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 3A1        | CUSIP: 12667GZX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98809 | PA      | $94088.61     | 0.00%             | 2035-08-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM7                                                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM7 A1 144A     | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6260258 | PA      | $5544174.88   | 0.29%             | 2066-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $23193.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080300 G2 07/29 FLOATING VAR               | CUSIP: 36225CKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1551 | PA      | $1555.48      | 0.00%             | 2029-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1612.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-21                                      | COUNTRYWIDE HOME LOANS CWHL 2006 21 A2                  | CUSIP: 12543PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77057 | PA      | $32233.92     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR1                                             | BCAP LLC TRUST BCAP 2010 RR1 1A4 144A                   | CUSIP: 05532TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46546 | PA      | $43064.91     | 0.00%             | 2037-03-26      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2005-9                                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1          | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105928 | PA      | $102664.22    | 0.01%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1244.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                  | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5            | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      11137 | PA      | $10944.19     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-1997-42                                                  | FANNIE MAE FNR 1997 42 ZC                               | CUSIP: 31359PX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          8 | PA      | $8.14         | 0.00%             | 2027-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL17               | MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A     | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5485775.57   | 0.28%             | 2040-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2430528.84   | 0.12%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDINGS LTD                                              | DAVINCIRE HOLDINGS LTD SR UNSECURED 144A 04/35 5.95     | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3150000 | PA      | $3143404.40   | 0.16%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM2                                                | GSAMP TRUST GSAMP 2006 FM2 A2C                          | CUSIP: 36245DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2557150 | PA      | $878014.95    | 0.05%             | 2036-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-AR1                                  | STRUCTURED ASSET SECURITIES CO SASC 2005 AR1 M2         | CUSIP: 86359DVX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229180 | PA      | $222013.23    | 0.01%             | 2035-09-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                  | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1         | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21161 | PA      | $20546.24     | 0.00%             | 2034-01-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-9N                                             | LEHMAN XS TRUST LXS 2005 9N 1A1                         | CUSIP: 525221GM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3151188 | PA      | $3023534.08   | 0.16%             | 2036-02-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC2                                  | MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A5          | CUSIP: 55275BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126319 | PA      | $43944.13     | 0.00%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO X DAC 10A                                        | HAYFIN EMERALD CLO HAYEM 10A ARR 144A                   | CUSIP: ACI2ZWCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155184.10   | 0.06%             | 2039-10-18      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                    | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5              | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53442 | PA      | $53565.94     | 0.00%             | 2035-07-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR4                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A       | CUSIP: 17311WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31947 | PA      | $29690.13     | 0.00%             | 2037-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $1337.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $8086.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AHL3                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A1 144A   | CUSIP: 17312GAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9528545 | PA      | $8569482.76   | 0.44%             | 2037-05-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14942.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                  | VICI PROPERTIES LP SR UNSECURED 04/35 5.625             | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4779817.54   | 0.25%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL2432 FR 08/55 FIXED 5.5             | CUSIP: 31427PV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573100 | PA      | $585909.78    | 0.03%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAK HILL EUROPEAN CREDIT PARTNERS V DESIGNATED ACTIVITY CO 16-5A    | OAK HILL EUROPEAN CREDIT PARTN OHECP 2016 5A ARR 144A   | CUSIP: ACI224GS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4000000 | PA      | $4621159.92   | 0.24%             | 2035-01-21      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3                         | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A  | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3323658 | PA      | $2981183.08   | 0.15%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL2984 FR 10/55 FIXED 5.5             | CUSIP: 31427QJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1101596 | PA      | $1124468.08   | 0.06%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-R1                                    | BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21             | CUSIP: 073866BN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195685 | PA      | $129176.29    | 0.01%             | 2036-08-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR2                                    | GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2                | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13510 | PA      | $11957.17     | 0.00%             | 2035-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                               | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C            | CUSIP: 61750SAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1943552 | PA      | $848026.74    | 0.04%             | 2036-10-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1211.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-36                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 36 2A1A       | CUSIP: 12667GWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60722 | PA      | $58372.10     | 0.00%             | 2035-08-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-8028.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                  | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875            | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $334695.87    | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080094 G2 07/27 FLOATING VAR               | CUSIP: 36225CC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        133 | PA      | $132.45       | 0.00%             | 2027-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ABS SEC INC 2004-HE2                                   | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1        | CUSIP: 07384YQY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1324715 | PA      | $1417087.24   | 0.07%             | 2034-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE4                               | MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3             | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134612 | PA      | $66384.82     | 0.00%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $40955.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 008880 G2 06/26 FLOATING VAR               | CUSIP: 36202K2M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         16 | PA      | $15.78        | 0.00%             | 2026-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                           | FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR          | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |    2500000 | NS      | $2613575.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080170 G2 02/28 FLOATING VAR               | CUSIP: 36225CFL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        700 | PA      | $699.44       | 0.00%             | 2028-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $658.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR7                              | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1        | CUSIP: 45670CAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46945 | PA      | $38546.63     | 0.00%             | 2037-06-25      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDB MTGE LOAN TRUST 2005-1                                 | INDYMAC INDB MORTGAGE LOAN TRU INDB 2005 1 A1           | CUSIP: 45660LYW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110658 | PA      | $63995.33     | 0.00%             | 2035-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P3                              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A3         | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     149625 | PA      | $149662.56    | 0.01%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2026-FL4 ISSUER LLC                         | ACRES PLC ACRES 2026 FL4 A 144A                         | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4996778.75   | 0.26%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        338 | NC      | $-1407063.69  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $102.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL0421 FR 02/55 FIXED 6               | CUSIP: 31427MPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8912961 | PA      | $9288874.32   | 0.48%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                              | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A   | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6880 | PA      | $4604.30      | 0.00%             | 2037-07-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC 1A                                           | INVESCO EURO CLO INVSC 1A A1R 144A                      | CUSIP: ACI1VT7W8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     375189 | PA      | $434202.02    | 0.02%             | 2031-07-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                   | HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1479055.06   | 0.08%             | 2031-06-04      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S3                                 | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S3 1A12       | CUSIP: 16163HAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94147 | PA      | $37843.86     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-25509.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                          | JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2                   | CUSIP: ACI30Y3M3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3010000000 | PA      | $17432414.86  | 0.90%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-4                               | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2          | CUSIP: 68389FJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1073977 | PA      | $1046612.62   | 0.05%             | 2035-11-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $11670.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99000000 | PA      | $95454349.65  | 4.91%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                        | DELOITTE LLP SR UNSEC B                                 | CUSIP: 955GGZII8<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1805584.54   | 0.09%             | 2032-01-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| CITY OF NEWPORT BEACH CA                                            | NEWPORT BEACH CA COPS NPBCTF 07/40 FIXED 7.168          | CUSIP: 651779BZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3400000 | PA      | $3780997.20   | 0.19%             | 2040-07-01      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-2                                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 2A1         | CUSIP: 07401EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239642 | PA      | $202373.16    | 0.01%             | 2046-12-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3           | CUSIP: 12669LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153632 | PA      | $166166.87    | 0.01%             | 2037-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $66956.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                             | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2       | CUSIP: 83613FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184174 | PA      | $145561.64    | 0.01%             | 2037-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| LCM 36 LTD                                                          | LCM LTD PARTNERSHIP LCM 36A A1R 144A                    | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000775.68   | 0.10%             | 2034-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $78441.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $603239.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080060 G2 04/27 FLOATING VAR               | CUSIP: 36225CB62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        140 | PA      | $140.47       | 0.00%             | 2027-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2006-AB1                             | SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4         | CUSIP: 84751PKW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     578272 | PA      | $566341.14    | 0.03%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WCW2                                 | PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3             | CUSIP: 70069FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94316 | PA      | $93765.04     | 0.00%             | 2034-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                              | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG       | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $560000.00    | 0.03%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3A                                    | OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A           | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     256327 | PA      | $256911.15    | 0.01%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE5                               | MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B            | CUSIP: 61753KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     292706 | PA      | $118390.05    | 0.01%             | 2037-03-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A        | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A     | CUSIP: 22540VK43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4616 | PA      | $4491.88      | 0.00%             | 2032-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                           | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375         | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3223246.27   | 0.17%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                              | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2654314.68   | 0.14%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-138419.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.47000 09/04/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $130346.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $525.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-7                                       | COUNTRYWIDE HOME LOANS CWHL 2005 7 2A1                  | CUSIP: 12669GNP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109633 | PA      | $101643.34    | 0.01%             | 2035-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                      | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5    | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1822712.20   | 0.09%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $112.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                | EUROSAIL PLC ESAIL 2007 3X A3A REGS                     | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     264263 | PA      | $349795.40    | 0.02%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1632.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN ASSET CERT2004-FF8                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF8 M3          | CUSIP: 32027NNS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     177856 | PA      | $179530.88    | 0.01%             | 2034-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PRET 2026-RPL1 TRUST                                                | PRETIUM MORTGAGE CREDIT PARTNE PRET 2026 RPL1 A1 144A   | CUSIP: 69393EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3669891 | PA      | $3559314.08   | 0.18%             | 2070-01-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                        | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317    | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2357301.86   | 0.12%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B      | CUSIP: 02151WAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     348736 | PA      | $315760.47    | 0.02%             | 2047-11-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-92333.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-AF2                               | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 AF2 AF2        | CUSIP: 59023NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     978483 | PA      | $333069.88    | 0.02%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR8                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 2A1        | CUSIP: 93362FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43257 | PA      | $40561.42     | 0.00%             | 2036-08-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                 | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A          | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2765352 | PA      | $2787789.19   | 0.14%             | 2063-10-25      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3A LTD                                         | ATLANTIC AVENUE LTD MCCP 2024 3A A 144A                 | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6200000 | PA      | $6203311.92   | 0.32%             | 2035-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1                   | SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2         | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14819 | PA      | $13615.23     | 0.00%             | 2035-01-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                       | DIAGEO INVESTMENT CORP COMPANY GUAR 04/35 5.625         | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1554415.32   | 0.08%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                              | FIRST NLC TRUST FNLC 2007 1 A1 144A                     | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38080 | PA      | $19246.24     | 0.00%             | 2037-08-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC1                               | MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C            | CUSIP: 617505AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168032 | PA      | $80190.57     | 0.00%             | 2036-11-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-A                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1          | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59591 | PA      | $57305.49     | 0.00%             | 2036-02-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC-2005-WCW1                                 | PARK PLACE SECURITIES INC PPSI 2005 WCW1 M3             | CUSIP: 70069FKG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100213 | PA      | $99058.18     | 0.01%             | 2035-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $8409.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-8                                | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21         | CUSIP: 007036QH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52434 | PA      | $36846.62     | 0.00%             | 2035-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                          | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A            | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3610991 | PA      | $3663363.69   | 0.19%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2003-4                             | THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1            | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53579 | PA      | $52870.89     | 0.00%             | 2043-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ4                                        | PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2             | CUSIP: 70069FMT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82429 | PA      | $81494.02     | 0.00%             | 2035-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-HY7C                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY7C A1       | CUSIP: 02150VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     262716 | PA      | $250596.84    | 0.01%             | 2037-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080587 G2 03/32 FLOATING VAR               | CUSIP: 36225CUM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1786 | PA      | $1794.39      | 0.00%             | 2032-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10                 | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3         | CUSIP: 07387AET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16055 | PA      | $16072.94     | 0.00%             | 2035-10-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY REREMIC TRUST 2010-R5                                | MORGAN STANLEY REREMIC TRUST MSRR 2010 R5 3B 144A       | CUSIP: 61759HAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39026 | PA      | $41184.90     | 0.00%             | 2037-03-26      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $39530.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                          | MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625         | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3700196.39   | 0.19%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF5                                    | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4         | CUSIP: 32027EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $373221.44    | 0.02%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2595337.94   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                    | PROJECT CASHMERE CLASS C 144A                           | CUSIP: 990ABJSB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    1300000 | PA      | $896935.24    | 0.05%             | 2057-12-30      | Floating      | 6.16%                 | No            |                  3 | On Loan: No      |
| PUGET ENERGY INC                                                    | PUGET ENERGY INC SR SECURED 03/35 5.725                 | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3025164.69   | 0.16%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $22555.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -2770 | NC      | $6056906.95   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LTD                        | ROYAL BK SCOTLAND INTL LTD USD SR NT SER E              | CUSIP: 929QCQII3<br>LEI: 21380078CCZSEEIIKA41 | Long             | DBT              | CORP              | JE        |    6000000 | PA      | $5923051.86   | 0.30%             | 2028-12-16      | Fixed         | 4.66%                 | Yes           |                  3 | On Loan: No      |
| NLT 2021-INV2 TRUST                                                 | NMLT TRUST NLT 2021 INV2 A1 144A                        | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2886618 | PA      | $2537739.75   | 0.13%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                | SABRA HEALTH CARE LP COMPANY GUAR 10/29 3.9             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4467582.51   | 0.23%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                          | AVIATION CAPITAL GROUP SR UNSECURED 144A 10/28 6.75     | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5497636.83   | 0.28%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9                                       | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3                  | CUSIP: 12669GZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32611 | PA      | $28953.06     | 0.00%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2953.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2006-RS1                                | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS1 AI3        | CUSIP: 76112BT91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307144 | PA      | $288781.19    | 0.01%             | 2036-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-8530.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY REREMIC TRUST 2009-R3                                | MORGAN STANLEY REREMIC TRUST MSRR 2009 R3 1B 144A       | CUSIP: 61758NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4441721 | PA      | $2651606.99   | 0.14%             | 2035-10-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO3                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1         | CUSIP: 761118KU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49326 | PA      | $34089.05     | 0.00%             | 2045-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-114828.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                     | BACARDI LTD COMPANY GUAR 144A 05/28 4.7                 | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $999149.27    | 0.05%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $11301.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAAC SERIES 2007-RP4                                                | RAAC SERIES RAAC 2007 RP4 A 144A                        | CUSIP: 74919LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250472 | PA      | $234345.87    | 0.01%             | 2046-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A8                                    | JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 2A3              | CUSIP: 466247YP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21394 | PA      | $17333.91     | 0.00%             | 2035-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 3 PLC                                        | TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744    | CUSIP: G8765XAA6<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |     382597 | PA      | $497243.17    | 0.03%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY2                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1        | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539761 | PA      | $499150.02    | 0.03%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-FM2                                        | ACE SECURITIES CORP. ACE 2004 FM2 M1                    | CUSIP: 004421GJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259117 | PA      | $248714.18    | 0.01%             | 2034-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-OA5                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B       | CUSIP: 93364BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22477 | PA      | $21596.14     | 0.00%             | 2047-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.23100 09/18/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $253491.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                   | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A          | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3600795.67   | 0.19%             | 2034-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                           | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375           | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3913116.20   | 0.20%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                           | STELLANTIS FIN US INC COMPANY GUAR 144A 03/35 6.45      | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5223830.47   | 0.27%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                  | FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85          | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4018063.04   | 0.21%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB1                              | CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF2       | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37494 | PA      | $32170.40     | 0.00%             | 2036-01-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY10                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY10 3A1      | CUSIP: 12668BUK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6130 | PA      | $5473.59      | 0.00%             | 2036-05-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                | GSAMP TRUST GSAMP 2007 FM1 A1                           | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5903604 | PA      | $3151391.03   | 0.16%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.61100 08/28/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $130444.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                               | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3         | CUSIP: 68400DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43076 | PA      | $25070.72     | 0.00%             | 2037-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL 257561 FN 12/28 FIXED 6.5                     | CUSIP: 31371PB66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        396 | PA      | $409.83       | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                   | CI FINANCIAL CORP SR UNSECURED 06/51 4.1                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $3319550.15   | 0.17%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-6                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 6 1A3A         | CUSIP: 17312VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59664 | PA      | $53489.52     | 0.00%             | 2046-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2004-2                                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 12A2        | CUSIP: 07384MM25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15380 | PA      | $14016.15     | 0.00%             | 2034-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC2                                  | MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4          | CUSIP: 55275BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210532 | PA      | $73240.22     | 0.00%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED REC 2006-HE1                               | SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B        | CUSIP: 81376YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     178571 | PA      | $57480.11     | 0.00%             | 2036-07-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING TRUST 2015-R2                               | BANC OF AMERICA FUNDING CORPOR BAFC 2015 R2 1A2 144A    | CUSIP: 05990TAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4140750 | PA      | $4010519.71   | 0.21%             | 2036-08-27      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-M1                                             | CHASEFLEX TRUST CFLX 2007 M1 2F4                        | CUSIP: 16165YAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18175 | PA      | $15466.16     | 0.00%             | 2037-08-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR3                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR3 1A3        | CUSIP: 86363NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     535231 | PA      | $496521.73    | 0.03%             | 2047-09-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | US TREASURY N/B 02/46 4.625                             | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48000000 | PA      | $46278749.76  | 2.38%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $96.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-28949.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEN TREE FINANCIAL CORP 1999-3                                    | CONSECO FINANCIAL CORP GT 1999 3 A8                     | CUSIP: 393505X80<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     144112 | PA      | $131885.45    | 0.01%             | 2031-02-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $5633.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-15                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A4           | CUSIP: 12666UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2666851 | PA      | $2737218.86   | 0.14%             | 2046-10-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1298.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QA2                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1        | CUSIP: 761118TR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72372 | PA      | $62751.84     | 0.00%             | 2036-02-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYSTEM OF WEST                                     | ADVENTIST HEALTH SYS/W UNSECURED 12/30 4.742            | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     480000 | PA      | $475762.40    | 0.02%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-2                       | NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A2C               | CUSIP: 66988VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71004 | PA      | $53177.09     | 0.00%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $102967.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1840.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $10049.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                             | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375   | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     358000 | PA      | $354472.74    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-3                                              | CHASEFLEX TRUST CFLX 2007 3 2A1                         | CUSIP: 16165AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106034 | PA      | $94084.56     | 0.00%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC1                               | MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2D            | CUSIP: 617505AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1008192 | PA      | $481048.75    | 0.02%             | 2036-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                              | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG       | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $490000.00    | 0.03%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL SL0788 FR 02/55 FIXED 6               | CUSIP: 31427M2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40306 | PA      | $41629.08     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-5                                       | GSAA HOME EQUITY TRUST GSAA 2007 5 2A1A                 | CUSIP: 3622ECAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38994 | PA      | $36503.34     | 0.00%             | 2047-04-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MTGE LOAN TRUST 2007-FRE1                                | CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3        | CUSIP: 144527AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2735149 | PA      | $2642081.70   | 0.14%             | 2037-02-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-1550865.62  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-B                                      | FREMONT HOME LOAN TRUST FHLT 2006 B 2A3                 | CUSIP: 35729QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172351 | PA      | $53148.63     | 0.00%             | 2036-08-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A2         | CUSIP: 86359LRY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176257 | PA      | $152521.90    | 0.01%             | 2036-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                  | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A     | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2336446 | PA      | $2338912.13   | 0.12%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL AX4887 FN 12/44 FIXED 4                       | CUSIP: 3138Y6ND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8902 | PA      | $8578.52      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4                   | SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2         | CUSIP: 81375WFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20931 | PA      | $19703.66     | 0.00%             | 2036-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2006-D                             | INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A          | CUSIP: 43709LAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186168 | PA      | $175673.03    | 0.01%             | 2036-11-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2004-11                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 11 3A2A       | CUSIP: 41161PKF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15163 | PA      | $14640.57     | 0.00%             | 2035-01-19      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR4                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1        | CUSIP: 86360QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1121686 | PA      | $1106631.18   | 0.06%             | 2036-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-3                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA3A         | CUSIP: 059515AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48229 | PA      | $40347.64     | 0.00%             | 2037-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC4                               | MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C            | CUSIP: 61748LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299458 | PA      | $267231.44    | 0.01%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-631.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.26082 12/02/24-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1068917.73   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6             | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2067376.24   | 0.11%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC2                               | MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B            | CUSIP: 61753NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97394 | PA      | $42643.12     | 0.00%             | 2037-02-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $57151.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24200000 | PA      | $24632760.86  | 1.27%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-23834.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.41000 09/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $175077.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-13328.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 008947 G2 08/26 FLOATING VAR               | CUSIP: 36202K5G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         62 | PA      | $62.44        | 0.00%             | 2026-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                       | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A      | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3888403 | PA      | $3894935.33   | 0.20%             | 2032-10-23      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                    | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1              | CUSIP: 46630GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16382 | PA      | $16448.99     | 0.00%             | 2035-07-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-14053.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1       | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     640069 | PA      | $523606.69    | 0.03%             | 2047-02-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1        | CUSIP: 86360JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     672852 | PA      | $213544.67    | 0.01%             | 2046-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                   | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2320251.25   | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                        | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2550747.05   | 0.13%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-41196.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-NC2                                                | GSAMP TRUST GSAMP 2006 NC2 A2D                          | CUSIP: 362463AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167474 | PA      | $91418.36     | 0.00%             | 2036-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-2                                      | FREMONT HOME LOAN TRUST FHLT 2006 2 2A4                 | CUSIP: 35729PPY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $280920.81    | 0.01%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                 | FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875            | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3146666.50   | 0.16%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR6                               | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A2         | CUSIP: 86359LEW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44398 | PA      | $42697.50     | 0.00%             | 2035-02-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                          | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A               | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7007188.37   | 0.36%             | 2034-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL C00895 FG 12/29 FIXED 7               | CUSIP: 31292G7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $26.72        | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1                       | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A   | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7097332 | PA      | $7155144.09   | 0.37%             | 2063-10-25      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OC10                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC10 2A2A     | CUSIP: 23245FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11636 | PA      | $17019.57     | 0.00%             | 2036-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MACH 1 CAYMAN LTD 2019-1                                            | MACH I MAACH 2019 1 A 144A                              | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     365723 | PA      | $362736.90    | 0.02%             | 2039-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                | FNMA POOL CB9007 FN 08/54 FIXED 6                       | CUSIP: 3140QVAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1132482 | PA      | $1172685.78   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                  | ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5               | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5072356.60   | 0.26%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080187 G2 04/28 FLOATING VAR               | CUSIP: 36225CF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        341 | PA      | $340.35       | 0.00%             | 2028-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM2                                                | GSAMP TRUST GSAMP 2007 FM2 A1                           | CUSIP: 3622MHAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33256846 | PA      | $20697238.24  | 1.06%             | 2037-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $2225.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT KRW SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3943.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 TRUST                                                | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM16 A1 144A         | CUSIP: 67120GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5388414 | PA      | $5411182.99   | 0.28%             | 2064-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE2                 | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A4       | CUSIP: 07389YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9756733 | PA      | $9542796.15   | 0.49%             | 2037-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                              | SAMMONS FINANCIAL GLOBAL SECURED 144A 12/29 5.1         | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2527117.58   | 0.13%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2006-1                               | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1          | CUSIP: 68389FKR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243987 | PA      | $233017.40    | 0.01%             | 2036-01-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | PEMEX SNR LA SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-3516.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $20540.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-1                                     | BEAR STEARNS ALT A TRUST BALTA 2006 1 22A1              | CUSIP: 07386HC25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14465 | PA      | $11903.84     | 0.00%             | 2036-02-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080186 G2 04/28 FLOATING VAR               | CUSIP: 36225CF43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        443 | PA      | $444.21       | 0.00%             | 2028-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080123 G2 10/27 FLOATING VAR               | CUSIP: 36225CD52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        282 | PA      | $282.20       | 0.00%             | 2027-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2001-4                                   | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2M1         | CUSIP: 542514BK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7412 | PA      | $12165.81     | 0.00%             | 2032-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2272.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $398.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                         | PROLOGIS LP SR UNSECURED 02/33 4.2                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2866433.24   | 0.15%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT CAD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-111.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8242721.92   | 0.42%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                        | UBS GROUP AG SR UNSECURED 144A 02/35 VAR                | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9000000 | PA      | $9229046.31   | 0.47%             | 2035-02-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2006-3                              | RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF4          | CUSIP: 75971EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     512510 | PA      | $161350.85    | 0.01%             | 2036-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19593.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $480233.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2010-C                                       | SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A              | CUSIP: 78445QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1258884 | PA      | $1321670.07   | 0.07%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $9811.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-12N                                            | LEHMAN XS TRUST LXS 2006 12N A31A                       | CUSIP: 525226AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19085 | PA      | $20668.32     | 0.00%             | 2046-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                                      | COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2                 | CUSIP: 12669GKG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124001 | PA      | $117708.31    | 0.01%             | 2035-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP INC                                        | TRUSTAGE FINANCIAL GROUP SR UNSECURED 144A 04/32 4.625  | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5071517.95   | 0.26%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $10094.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-8305.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED P/T CERT 2007-2                                     | TBW MORTGAGE BACKED PASS THROU TBW 2007 2 A1A           | CUSIP: 872227AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2576679 | PA      | $726560.91    | 0.04%             | 2037-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR USD SOFR/3.28013 12/02/24-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1006047.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $20028.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA11                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA11 A1        | CUSIP: 74922XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     132363 | PA      | $123424.12    | 0.01%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2021-RPL4                                                | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A     | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2487191 | PA      | $2480313.01   | 0.13%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        844 | NC      | $-1790318.21  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2353.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5             | CUSIP: 3142GQEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1061505 | PA      | $1068710.49   | 0.05%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST 1999-3                                | FREMONT HOME LOAN OWNER TRUST FREHE 1999 3 A2           | CUSIP: 35729BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3523 | PA      | $3457.36      | 0.00%             | 2029-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                               | FED HM LN PC POOL 847116 FH 02/33 FLOATING VAR          | CUSIP: 3128HD3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4329 | PA      | $4406.26      | 0.00%             | 2033-02-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3  | SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B        | CUSIP: 84751XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6600655 | PA      | $4614229.18   | 0.24%             | 2037-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                    | VOYA CLO LTD VOYA 2017 3A A1RR 144A                     | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7100000 | PA      | $7105233.34   | 0.37%             | 2034-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $10197.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1541.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                  | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99849.13     | 0.01%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-6107.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                    | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A      | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     862258 | PA      | $863150.72    | 0.04%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO 2006-BC4                             | STRUCTURED ASSET SECURITIES CO SASC 2006 BC4 A4         | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23077 | PA      | $22671.09     | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-441262.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                             | BLACK HILLS CORP SR UNSECURED 01/35 6                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4258193.29   | 0.22%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                   | REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75               | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   22640000 | PA      | $1210454.78   | 0.06%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT TRY SOLD USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1167.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2005-SA1                               | RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA1 1A2        | CUSIP: 76111XTC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     665359 | PA      | $419432.25    | 0.02%             | 2035-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LN TRUST LLC 2005-B                               | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1           | CUSIP: 92977YBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1252 | PA      | $1211.07      | 0.00%             | 2035-10-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                 | CHENIERE ENERGY INC SR UNSECURED 04/34 5.65             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2059682.30   | 0.11%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $29559.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-5                               | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 2A2         | CUSIP: 68403HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8464318 | PA      | $4580098.07   | 0.24%             | 2037-05-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-4                                 | STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M4           | CUSIP: 86358ESN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146281 | PA      | $144874.47    | 0.01%             | 2035-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SLAM 2024-1A LTD                                                    | SLAM LLC SLAM 2024 1A A 144A                            | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3656250 | PA      | $3649823.76   | 0.19%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-93808.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A      | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17345 | PA      | $15136.30     | 0.00%             | 2046-07-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC2                             | SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3         | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19301 | PA      | $19273.12     | 0.00%             | 2035-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE1                               | MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 A4             | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     304386 | PA      | $298110.69    | 0.02%             | 2036-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-3                                     | BEAR STEARNS ALT A TRUST BALTA 2006 3 35A1              | CUSIP: 07386HQ87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     293438 | PA      | $138999.79    | 0.01%             | 2036-05-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQI CORP 2006-CW2                               | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF5       | CUSIP: 46629BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80356 | PA      | $46754.00     | 0.00%             | 2036-08-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-2NU       | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 2NU A 144A    | CUSIP: 46592FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2940000 | PA      | $2728822.15   | 0.14%             | 2040-01-05      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE P/T CERTIFICATES 2007-OA1                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A        | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     959293 | PA      | $901035.36    | 0.05%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-9                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A2A         | CUSIP: 863579QX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167956 | PA      | $133448.45    | 0.01%             | 2035-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-16789.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                              | CASTLELAKE LP FIRST LIEN TERM LOAN                      | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6007971 | PA      | $5629541.23   | 0.29%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1         | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18334 | PA      | $17298.59     | 0.00%             | 2034-11-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                | GNMA II POOL 080180 G2 03/28 FLOATING VAR               | CUSIP: 36225CFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1689 | PA      | $1689.65      | 0.00%             | 2028-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-2                                | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2          | CUSIP: 61752UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406372 | PA      | $207867.59    | 0.01%             | 2037-04-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 3 PLC                                        | TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744    | CUSIP: 989XYDII0<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |     170043 | PA      | $220996.96    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9563.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-19546.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                  | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C        | CUSIP: 00075WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176614 | PA      | $98820.58     | 0.01%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $725464.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                          | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     543858 | PA      | $519297.98    | 0.03%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| WAVE TRUST 2019-1                                                   | WAVE USA WAAV 2019 1 A 144A                             | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1005117 | PA      | $986549.22    | 0.05%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                                 | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 7A5          | CUSIP: 059522AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20774 | PA      | $19706.99     | 0.00%             | 2047-05-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-E                                  | MLCC MORTGAGE INVESTORS INC MLCC 2004 E A1              | CUSIP: 59020UJP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12620 | PA      | $11060.57     | 0.00%             | 2029-11-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2022-2                                        | ARROYO MORTGAGE TRUST ARRW 2022 2 A1 144A               | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1737929 | PA      | $1734493.32   | 0.09%             | 2057-07-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOAN, INC. 2007-QO4                            | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO4 A1         | CUSIP: 74923LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49502 | PA      | $46806.23     | 0.00%             | 2047-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9892.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-5                                    | TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A          | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4153408 | PA      | $4120452.23   | 0.21%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | BOUGHT INR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-171268.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                      | LUMINENT MORTGAGE TRUST LUM 2006 7 2A1                  | CUSIP: 55028BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308183 | PA      | $276356.22    | 0.01%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A11      | CUSIP: 12668BFL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41904 | PA      | $22831.20     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | REVERSE REPO BARCLAYS REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -5644500 | PA      | $-5663680.67  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-18A                                 | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A      | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2100000 | PA      | $2097375.15   | 0.11%             | 2035-01-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $591767.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO Managed Accounts Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer