# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004411
**Filing Date:** 2025-11
**Character Count:** 91467
**Document Hash:** 580ece12103b0cbcb4d8f2011c23380f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004411.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004411

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO FUNDS
- **CENTRAL INDEX KEY:** 0000810893

**ORGANIZATION NAME:**
- **EIN:** 952632339
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528215

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO International Portfolio (Series ID: S000009851)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000027279 | PIMCO International Portfolio |  |

## 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 Funds

- **b. Investment Company Act file number:** 811-05028

- **c. CIK number of Registrant:** 0000810893

- **d. LEI of Registrant:** 5493003B5Y5GR0Y25Y76

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO International Portfolio

- **b. EDGAR series identifier (if any):** S000009851

- **c. LEI of Series:** TQP7DPAB80LXP8753734

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $533656124.20

**Total Liabilities:** $5260673.17

**Net Assets:** $528395451.03

**Cash Not Reported:** $24046336.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1579.935300 | **1-Year:** 39002.862200 | **5-Year:** 125773.016300 | **10-Year:** 94210.387000 | **30-Year:** -65525.699900

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

- **3-Month:** 33.753800 | **1-Year:** 1206.004700 | **5-Year:** 4242.632000 | **10-Year:** 337.122300 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027279 | -0.16%               | 0.47%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $163458.27               | $-12177630.39                              |
| Month 2  | $-69580.92               | $3245034.52                                |
| Month 3  | $-1840.37                | $862886.91                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                      | SOLD EUR BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-225830.01   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERT 2005-20J  | SMALL BUSINESS ADMINISTRATION SBAP 2005 20J 1         | CUSIP: 83162CPV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        166 | PA      | $165.55       | 0.00%             | 2025-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD EUR BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $56159.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.00000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $7410.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $200563.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 09/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $26917.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-1       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A      | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     595409 | PA      | $551528.67    | 0.10%             | 2036-03-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6    | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1           | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33265 | PA      | $30277.18     | 0.01%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD EUR BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-105505.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2001-HE17  | CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1      | CUSIP: 22540A7A0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27870 | PA      | $27398.24     | 0.01%             | 2032-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2               | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A     | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2630 | PA      | $2627.97      | 0.00%             | 2045-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-5403.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $11.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-217.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                     | FNMA POOL 594243 FN 12/30 FLOATING VAR                | CUSIP: 31387UEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        457 | PA      | $461.23       | 0.00%             | 2030-12-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-16           | COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A              | CUSIP: 12669FY23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2096 | PA      | $2032.46      | 0.00%             | 2034-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.75000 03/18/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $205948.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-593500.79   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD NZD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-3509.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-168642.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLAT 2001-BC6   | AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A         | CUSIP: 86358RMY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67802 | PA      | $67463.75     | 0.01%             | 2031-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-554.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-4243.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25           | COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1               | CUSIP: 12669GJY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4614 | PA      | $4378.62      | 0.00%             | 2035-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-167690.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-2879.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD NZD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $5412.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $103975.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/1.25000 06/18/25-7Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $96084.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $36749.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.9000 03/31/25-8Y* LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-103165.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215411 | PA      | $58086.16     | 0.01%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   26400000 | PA      | $26400000.00  | 5.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A      | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25657 | PA      | $24656.04     | 0.00%             | 2035-06-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.28000 03/04/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-41870.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-61      | FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1           | CUSIP: 31395A3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6124 | PA      | $5936.46      | 0.00%             | 2044-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/4.50000 09/17/25-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $106825.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W6             | FANNIEMAE WHOLE LOAN FNW 2003 W6 F                    | CUSIP: 31393BX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11584 | PA      | $11545.35     | 0.00%             | 2042-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.38000 12/31/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-38196.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 10/25 0.00000                           | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     892000 | PA      | $891396.08    | 0.17%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN 2005-S001         | FREDDIE MAC WHOLE LOAN FHW 2005 S001 1A2              | CUSIP: 35562QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435937 | PA      | $426646.17    | 0.08%             | 2035-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $108.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR2        | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR2 2A1A           | CUSIP: 23332UDC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92543 | PA      | $88491.01     | 0.02%             | 2045-03-19      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-8       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 8 1A2A      | CUSIP: 41161PQU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7155 | PA      | $4257.56      | 0.00%             | 2035-09-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $167484.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $4690.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 3.75000 03/19/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-56571.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT CAD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-16525.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 5                 | SEQUOIA MORTGAGE TRUST SEMT 5 A                       | CUSIP: 81743WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1165 | PA      | $1150.45      | 0.00%             | 2026-10-19      | Floating      | 4.95%                 | 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        |      61164 | PA      | $54058.44     | 0.01%             | 2035-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     100000 | PA      | $100000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $24606.90     | 0.00%             |  |  |  | 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        |        643 | PA      | $619.50       | 0.00%             | 2042-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-11           | COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1               | CUSIP: 12669GUX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28603 | PA      | $16279.46     | 0.00%             | 2035-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA GOVT                           | AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/35 2.75    | CUSIP: ACI0C4L00<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   31400000 | PA      | $18244882.07  | 3.45%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.75000 09/17/25-5Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-11653.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2003-4            | SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1                | CUSIP: 81743PBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121814 | PA      | $121640.26    | 0.02%             | 2033-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A    | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48483 | PA      | $42791.05     | 0.01%             | 2046-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                      | EURO-BOBL FUTURE  DEC25 XEUR 20251208                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         21 | NC      | $798.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/1.25000 09/17/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $12506.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT EUR SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $30013.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 080418 G2 06/30 FLOATING VAR             | CUSIP: 36225CPC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14373 | PA      | $14403.90     | 0.00%             | 2030-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.53000 04/23/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $56804.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16   | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A     | CUSIP: 41161PYW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7807 | PA      | $7924.51      | 0.00%             | 2036-01-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.61000 03/24/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $40499.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $162.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-103875.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR5        | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR5 2A1A           | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917847 | PA      | $480555.40    | 0.09%             | 2045-09-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-226222.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                        | CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3         | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   11800000 | PA      | $8951039.86   | 1.69%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (20 YEAR ISSUE) BONDS 12/44 2                   | CUSIP: ACI2T82B6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3680000000 | PA      | $22809853.60  | 4.32%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2            | COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1                | CUSIP: 12669GPR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8276 | PA      | $8244.86      | 0.00%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $82195.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002 AR2               | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A        | CUSIP: 929227LE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1447 | PA      | $1406.44      | 0.00%             | 2034-02-27      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                      | AUST 10Y BOND FUT DEC25 XSFE 20251215                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        169 | NC      | $-102735.73   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $60.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-822.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-HE1        | HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1      | CUSIP: 44328AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20420 | PA      | $7264.49      | 0.00%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1     | CUSIP: 126694A32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     188340 | PA      | $176148.28    | 0.03%             | 2046-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                 | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2800000000 | PA      | $16153037.83  | 3.06%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-499427.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   25000000 | PA      | $25000000.00  | 4.73%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 06/18/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-63113.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                              | PIMCO PRV SHORT TERM FLT III MUTUAL FUND              | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   17689475 | PA      | $172277797.50 | 32.60%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | SOLD MXN BOUGHT USD 20251217                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-5852.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $3522.63      | 0.00%             |  |  |  | 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        |       4337 | PA      | $4324.15      | 0.00%             | 2045-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR4        | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A           | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67182 | PA      | $60292.81     | 0.01%             | 2045-08-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 12/25 0.00000                           | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     214000 | PA      | $212377.20    | 0.04%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W12            | FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1                 | CUSIP: 31394A6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6250 | PA      | $6505.61      | 0.00%             | 2044-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 3.00000 03/18/26-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1023246.33  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-35      | FHLMC STRUCTURED PASS THROUGH FSPC T 35 A             | CUSIP: 313398VT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3950 | PA      | $3943.15      | 0.00%             | 2031-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $12472.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                       | PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45            | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   13600000 | PA      | $10415150.49  | 1.97%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $46.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1            | ARGENT SECURITIES INC. ARSI 2006 M1 A2B               | CUSIP: 04012MAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1157710 | PA      | $315210.78    | 0.06%             | 2036-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-62    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1A1      | CUSIP: 12668ATN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555536 | PA      | $425431.05    | 0.08%             | 2035-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-81    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1       | CUSIP: 12668BBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57023 | PA      | $48477.68     | 0.01%             | 2037-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $112370.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-200396.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB9   | CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1      | CUSIP: 12465MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27084 | PA      | $12332.39     | 0.00%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT DKK SOLD USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $317.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-129431.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8                 | CUSIP: ACI2YH5D3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1700000000 | PA      | $10894553.20  | 2.06%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 10/25 0.00000                           | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     112000 | PA      | $111899.04    | 0.02%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE5  | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1     | CUSIP: 93934XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20945 | PA      | $7319.93      | 0.00%             | 2036-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC1    | MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2B          | CUSIP: 617505AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3957339 | PA      | $1893004.22   | 0.36%             | 2036-11-25      | Floating      | 4.37%                 | 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      | $146429.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2005-AR5    | NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1       | CUSIP: 65535VPU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7380 | PA      | $6645.27      | 0.00%             | 2035-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                     | FNMA POOL 841068 FN 11/34 FLOATING VAR                | CUSIP: 31407UMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4168 | PA      | $4343.04      | 0.00%             | 2034-11-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD EUR BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-29782.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 1999-37                       | FANNIE MAE FNR 1999 37 F                              | CUSIP: 31359V6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        277 | PA      | $275.77       | 0.00%             | 2029-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR9               | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A       | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2105 | PA      | $2052.28      | 0.00%             | 2042-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-16323.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS NZD 3.75000 06/15/22-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |          1 | NC      | $2226878.15   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.42000 03/07/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-35995.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1     | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1211 | PA      | $1010.27      | 0.00%             | 2036-10-25      | Floating      | 4.37%                 | 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      | $-3251402.91  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2                 | CUSIP: ACI2P7MX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1630000000 | PA      | $8451288.50   | 1.60%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                      | EURO-BUND FUTURE  DEC25 XEUR 20251208                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -666 | NC      | $-331692.37   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)           | EUROPEAN INVESTMENT BANK EUROPEAN INVESTMENT BANK     | CUSIP: ACI2RJC49<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    3900000 | PA      | $4551106.66   | 0.86%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-3300.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT CAD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-40968.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-10      | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A     | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56005 | PA      | $36265.40     | 0.01%             | 2035-11-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD NZD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $3303.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-31    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1      | CUSIP: 12667GZB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     132038 | PA      | $127545.84    | 0.02%             | 2035-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT EUR SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1486.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE1    | MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B          | CUSIP: 617526AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1147148 | PA      | $675865.32    | 0.13%             | 2036-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-63   | FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1           | CUSIP: 31395M2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10436 | PA      | $10128.07     | 0.00%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT DKK SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $436.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-11                       | FANNIE MAE FNR 2004 11 A                              | CUSIP: 31393T7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        528 | PA      | $526.74       | 0.00%             | 2034-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                 | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2100000000 | PA      | $13833147.38  | 2.62%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 09/20/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $911851.72    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT EUR SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $3282.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $10240.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-10         | BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1           | CUSIP: 07386HZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221934 | PA      | $211705.77    | 0.04%             | 2036-01-25      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT CAD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $29526.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MTGE ASSOC 2004-68   | GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC         | CUSIP: 38374HVU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119543 | PA      | $120807.62    | 0.02%             | 2034-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $104.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                 | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3060000000 | PA      | $18030794.20  | 3.41%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 01/26 0.00000                           | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     299000 | PA      | $295701.81    | 0.06%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-163523.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.46000 03/13/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-20360.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $168596.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $442432.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR9               | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR9 A1A      | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3728 | PA      | $3625.56      | 0.00%             | 2045-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD DKK BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-51.95       | -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        |    2363355 | PA      | $1912100.20   | 0.36%             | 2047-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                      | PARIBAS REPO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    4100000 | PA      | $4100000.00   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $65174.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-1       | HOME EQUITY ASSET TRUST HEAT 2002 1 A4                | CUSIP: 22541NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1283 | PA      | $1198.47      | 0.00%             | 2032-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1            | COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1                | CUSIP: 12669GRQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232093 | PA      | $210102.47    | 0.04%             | 2035-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT DKK SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $356.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $226422.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD DKK BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-317.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO CANADA               | ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8          | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   13300000 | PA      | $9687021.98   | 1.83%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-108.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-327983.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $593.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $317.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2007-HE2   | ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2      | CUSIP: 04544TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32963 | PA      | $23536.65     | 0.00%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1214.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/4.00000 09/17/25-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-23853.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13              | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1    | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5871 | PA      | $5812.99      | 0.00%             | 2045-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62      | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1           | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21939 | PA      | $20156.64     | 0.00%             | 2044-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 008849 G2 04/26 FLOATING VAR             | CUSIP: 36202KZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        276 | PA      | $275.60       | 0.00%             | 2026-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERTS 2004-OPT5     | ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1      | CUSIP: 04542BJY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185752 | PA      | $187069.44    | 0.04%             | 2034-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3      | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1       | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116645 | PA      | $28951.83     | 0.01%             | 2046-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2004-1  | THORNBURG MORTGAGE SECURITIES TMST 2004 1 I1A         | CUSIP: 885220ET6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16992 | PA      | $16593.86     | 0.00%             | 2044-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $16636.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR3    | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2      | CUSIP: 86359LBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        552 | PA      | $521.98       | 0.00%             | 2034-07-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT EUR SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-55888.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 09/18/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $1325421.10   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $151619.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $355.69       | 0.00%             |  |  |  | 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        |    1104263 | PA      | $716904.42    | 0.14%             | 2036-01-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4          | BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1            | CUSIP: 073871AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17944 | PA      | $11346.21     | 0.00%             | 2036-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.40000 04/09/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-16333.45    | -0.00%            |  |  |  | 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        |      20212 | PA      | $18780.99     | 0.00%             | 2035-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2073                         | FREDDIE MAC FHR 2073 PH                               | CUSIP: 3133TER55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23588 | PA      | $24005.46     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2494.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.2500 06/18/25-10Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $62843.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-61    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1      | CUSIP: 12668AVP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127550 | PA      | $119993.82    | 0.02%             | 2035-12-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-3       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A      | CUSIP: 41161PMG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73586 | PA      | $72083.91     | 0.01%             | 2035-06-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-104280.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2            | COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1                | CUSIP: 12669GPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1294233 | PA      | $1222189.23   | 0.23%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $28.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-3            | COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1                | CUSIP: 12669GTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        296 | PA      | $288.19       | 0.00%             | 2035-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD NZD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $7394.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                    | FED HM LN PC POOL 1G2602 FH 10/36 FLOATING VAR        | CUSIP: 3128QS3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7143 | PA      | $7295.54      | 0.00%             | 2036-10-01      | Floating      | 6.50%                 | 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        |     198694 | PA      | $177876.56    | 0.03%             | 2046-11-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1226.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/1.00000 09/17/25-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $9968.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD NZD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-163.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-46.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 080409 G2 05/30 FLOATING VAR             | CUSIP: 36225CN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43978 | PA      | $43963.79     | 0.01%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $200417.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-10035.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 11/25 0.00000                           | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     558000 | PA      | $555400.85    | 0.11%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-28.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.00000 03/18/26-2Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-656925.21   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA22     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1     | CUSIP: 23245PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47746 | PA      | $47061.23     | 0.01%             | 2047-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-13811.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-8633.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 10/25 0.00000                           | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     556000 | PA      | $555937.97    | 0.11%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 008865 G2 05/26 FLOATING VAR             | CUSIP: 36202KZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        680 | PA      | $679.87       | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-104542.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-4        | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1       | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24023 | PA      | $23809.46     | 0.00%             | 2034-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-31395.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT CAD SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-7416.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                      | UNITED KINGDOM GILT BONDS REGS 10/61 0.5              | CUSIP: BMBL1DII5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2900000 | PA      | $953990.99    | 0.18%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-29469.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 080397 G2 04/30 FLOATING VAR             | CUSIP: 36225CNP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11232 | PA      | $11251.41     | 0.00%             | 2030-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/3.50000 09/17/25-2Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-430591.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2395                         | FREDDIE MAC FHR 2395 FT                               | CUSIP: 31339LMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        274 | PA      | $273.37       | 0.00%             | 2031-12-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                      | CAN 10YR BOND FUT DEC25 XMOD 20251218                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       1262 | NC      | $2303477.11   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MTGE LOAN TRUST 2003-2F              | GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1               | CUSIP: 36228FNB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         50 | PA      | $51.31        | 0.00%             | 2032-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.45000 05/05/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $77995.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTO-2006-RM4  | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A      | CUSIP: 59023QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21537 | PA      | $4215.99      | 0.00%             | 2037-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-38    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 38 A3       | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     496845 | PA      | $455477.86    | 0.09%             | 2035-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-63                       | FANNIE MAE FNR 2004 63 FA                             | CUSIP: 31394ANT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        324 | PA      | $318.38       | 0.00%             | 2034-08-25      | Floating      | 4.61%                 | 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       |   28300000 | PA      | $33791109.13  | 6.40%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.00000 06/18/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-8787.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT DKK SOLD USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $52.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT CNH SOLD USD 20251016                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-32.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $104699.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A      | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14154 | PA      | $13430.10     | 0.00%             | 2046-10-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                      | UNITED KINGDOM GILT BONDS REGS 07/54 4.375            | CUSIP: ACI2MLPN3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   31600000 | PA      | $35581289.76  | 6.73%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-8     | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1        | CUSIP: 22541NX20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1542 | PA      | $1586.43      | 0.00%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.0000 01/13/25-8Y* LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-227857.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                     | FNMA POOL 800171 FN 12/34 FLOATING VAR                | CUSIP: 31405U6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1124 | PA      | $1136.52      | 0.00%             | 2034-12-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-6560.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-317.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR2      | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1       | CUSIP: 39538RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     568723 | PA      | $451881.94    | 0.09%             | 2045-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.51000 04/09/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $55289.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.35000 04/29/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-2602.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH COLUMBIA CANADA      | BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15         | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   29000000 | PA      | $21756861.27  | 4.12%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                      | LONG GILT FUTURE  DEC25 IFLL 20251229                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        365 | NC      | $76369.24     | 0.01%             |  |  |  | No            |                  1 | 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        |       4894 | PA      | $4673.40      | 0.00%             | 2035-08-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1   | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A    | CUSIP: 1248MGAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240341 | PA      | $70767.20     | 0.01%             | 2037-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                       | PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6             | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   21400000 | PA      | $15586550.15  | 2.95%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2004-9            | SEQUOIA MORTGAGE TRUST SEMT 2004 9 A2                 | CUSIP: 81744FDW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95099 | PA      | $85663.24     | 0.02%             | 2034-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20251104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-7386.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 01/26 0.00000                           | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     193000 | PA      | $190729.76    | 0.04%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 03/20/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $435910.51    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer