# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004437
**Filing Date:** 2025-11
**Character Count:** 97253
**Document Hash:** 75f95ef1c9878f5c14564e2f92efce0a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004437.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004437

**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:** 251528250

**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 U.S. Government and Short-Term Investments Portfolio (Series ID: S000009847)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000027275 | PIMCO U.S. Government and Short-Term Investments 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 U.S. Government and Short-Term Investments Portfolio

- **b. EDGAR series identifier (if any):** S000009847

- **c. LEI of Series:** 8NMWJD2XVDNZZAHXSJ80

**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:** $1311700602.81

**Total Liabilities:** $98602267.58

**Net Assets:** $1213098335.23

**Cash Not Reported:** $2444531.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 55175.836100 | **1-Year:** 2481.312400 | **5-Year:** -4758.953500 | **10-Year:** -2872.332000 | **30-Year:** 0.000000

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

- **3-Month:** 734.967900 | **1-Year:** 3073.661600 | **5-Year:** 11755.210000 | **10-Year:** 158.040900 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027275 | -0.16%               | 0.96%                | 2.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43204.66               | $-11102686.32                              |
| Month 2  | $34793.28                | $2090678.00                                |
| Month 3  | $-489425.30              | $25789985.59                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TCW CLO 2024-1 LTD                                   | TCW LTD TCW 2024 1A A1 144A                           | CUSIP: 87252MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004701.58   | 0.08%             | 2037-01-16      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/43 3.125                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41250000 | PA      | $33681591.90  | 2.78%             | 2043-02-15      | Fixed         | 3.12%                 | 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        |    805141 | PA      | $237070.10    | 0.02%             | 2037-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-T7                      | FANNIEMAE GRANTOR TRUST FNGT 2002 T7 A1               | CUSIP: 31392DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37539 | PA      | $37360.68     | 0.00%             | 2032-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2002 W11                       | FANNIEMAE WHOLE LOAN FNW 2002 W11 AV1                 | CUSIP: 31392EW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       190 | PA      | $186.18       | 0.00%             | 2032-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.50000 06/20/24-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1115375.86   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 576836 FN 02/41 FLOATING VAR                | CUSIP: 31386XY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       102 | PA      | $102.41       | 0.00%             | 2041-02-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AE4948 FN 09/40 FIXED 4                     | CUSIP: 31419FQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106433 | PA      | $103573.08    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 563479 FN 11/30 FLOATING VAR                | CUSIP: 31386G6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        73 | PA      | $72.99        | 0.00%             | 2030-11-01      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.85700 09/01/23-7Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2463103.99   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AE8748 FN 12/40 FIXED 4                     | CUSIP: 31419KWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45996 | PA      | $45130.55     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 10YR NOTE (CBT)DEC25 XCBT 20251219                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      7414 | NC      | $3517833.09   | 0.29%             |  |  |  | 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        |     81932 | PA      | $78905.03     | 0.01%             | 2042-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/52 2.25                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $372304.69    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2018-12A                  | ATLAS SENIOR LOAN FUND LTD ATCLO 2018 12A A1 144A     | CUSIP: 04942UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    887988 | PA      | $888773.04    | 0.07%             | 2031-10-24      | Floating      | 5.76%                 | 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        |   1335945 | PA      | $1324070.23   | 0.11%             | 2034-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                     | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1             | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509708 | PA      | $1338957.17   | 0.11%             | 2036-09-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0427 FN 05/30 FIXED 4                     | CUSIP: 31417YPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7393 | PA      | $7354.31      | 0.00%             | 2030-05-01      | Fixed         | 4.00%                 | 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        |     53589 | PA      | $52920.71     | 0.00%             | 2026-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/41 1.875                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110500000 | PA      | $77727685.69  | 6.41%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TR 2005-AR2                   | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A     | CUSIP: 45660LCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571889 | PA      | $533139.91    | 0.04%             | 2035-02-25      | Floating      | 4.91%                 | 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        |    140850 | PA      | $140649.22    | 0.01%             | 2033-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO2              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1       | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129671 | PA      | $110772.91    | 0.01%             | 2045-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-34                  | FHLMC STRUCTURED PASS THROUGH FSPC T 34 A1V           | CUSIP: 3133985T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149624 | PA      | $148292.17    | 0.01%             | 2031-07-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-1A     | CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 1A AR3 144A  | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    803185 | PA      | $804389.96    | 0.07%             | 2031-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                       | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A        | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    572949 | PA      | $573236.13    | 0.05%             | 2029-10-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XVIII LTD 2017-4A                    | SOUND POINT CLO LTD SNDPT 2017 4A A1 144A             | CUSIP: 83609TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320359 | PA      | $320749.51    | 0.03%             | 2031-01-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1     | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5969677 | PA      | $4928889.92   | 0.41%             | 2036-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                           | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2      | CUSIP: 07384MZ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153832 | PA      | $146911.19    | 0.01%             | 2034-11-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| GNRT-3A                                              | GENERATE CLO LTD. GNRT 3A A2R 144A                    | CUSIP: 98625UBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3526854.52   | 0.29%             | 2036-10-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1       | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9977 | PA      | $10066.59     | 0.00%             | 2033-04-25      | Floating      | 6.57%                 | 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        |    430822 | PA      | $116172.32    | 0.01%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/1.75000 12/21/22-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $20717447.18  | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 03/27 3.875                           | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46600000 | PA      | $46743804.80  | 3.85%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-11                       | COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1               | CUSIP: 12669GUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165059 | PA      | $123355.61    | 0.01%             | 2035-04-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/41 1.75                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $8417226.52   | 0.69%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A      | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474593 | PA      | $431743.16    | 0.04%             | 2046-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR4                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A     | CUSIP: 93934FPT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187638 | PA      | $154553.00    | 0.01%             | 2046-05-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 844532 FN 11/35 FLOATING VAR                | CUSIP: 31407YHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45839 | PA      | $46668.30     | 0.00%             | 2035-11-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AH6225 FN 03/41 FIXED 4                     | CUSIP: 3138A74K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47909 | PA      | $46450.99     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | 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        |     17659 | PA      | $16703.49     | 0.00%             | 2034-07-19      | Floating      | 4.83%                 | 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        |    129193 | PA      | $131070.75    | 0.01%             | 2045-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 080070 G2 05/27 FLOATING VAR             | CUSIP: 36225CCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       231 | PA      | $231.13       | 0.00%             | 2027-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1134.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2990                                     | FREDDIE MAC FHR 2990 EZ                               | CUSIP: 31395V2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236468 | PA      | $236765.07    | 0.02%             | 2035-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 735362 FN 03/35 FLOATING VAR                | CUSIP: 31402Q5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98782 | PA      | $99586.94     | 0.01%             | 2035-03-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2023-2A LTD                        | SYCAMORE TREE CLO LTD STCP 2023 2A AR 144A            | CUSIP: 87122CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1808363.25   | 0.15%             | 2037-01-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                      | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1            | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10716671 | PA      | $5456310.54   | 0.45%             | 2036-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2018-3A                         | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A           | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    783119 | PA      | $784513.34    | 0.06%             | 2030-10-25      | Floating      | 5.51%                 | 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        |    388393 | PA      | $343271.08    | 0.03%             | 2035-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 844214 FN 11/35 FLOATING VAR                | CUSIP: 31407X3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44504 | PA      | $45217.46     | 0.00%             | 2035-11-01      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/44 3.625                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32300000 | PA      | $28046746.01  | 2.31%             | 2044-02-15      | Fixed         | 3.62%                 | 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        |    471866 | PA      | $456204.67    | 0.04%             | 2035-05-19      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 1935                                     | FREDDIE MAC FHR 1935 FJ                               | CUSIP: 3133T8Z67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       160 | PA      | $160.24       | 0.00%             | 2027-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A       | CUSIP: 93363DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6268787 | PA      | $5460344.34   | 0.45%             | 2046-08-25      | Floating      | 5.20%                 | 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        |    147801 | PA      | $132644.17    | 0.01%             | 2045-08-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVII LTD                            | SOUND POINT CLO LTD SNDPT 2020 2A AR 144A             | CUSIP: 83611VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006750.00   | 0.25%             | 2034-10-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 2024-6A                         | DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A             | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2411727.65   | 0.20%             | 2037-04-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD 2017-23A              | MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A        | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    813707 | PA      | $814166.23    | 0.07%             | 2031-07-27      | Floating      | 5.55%                 | 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        |    390546 | PA      | $271941.14    | 0.02%             | 2035-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE4                   | MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1        | CUSIP: 576449AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70882 | PA      | $20911.62     | 0.00%             | 2036-11-25      | Floating      | 4.37%                 | 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        |     67527 | PA      | $67569.26     | 0.01%             | 2034-01-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/50 1.375                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150550000 | PA      | $75742528.51  | 6.24%             | 2050-08-15      | Fixed         | 1.38%                 | 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        |    326636 | PA      | $217867.27    | 0.02%             | 2037-06-25      | Floating      | 4.36%                 | 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        |     16482 | PA      | $11768.33     | 0.00%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD 2018-35A                             | VENTURE CDO LTD VENTR 2018 35A ALR 144A               | CUSIP: 92331XAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1709537 | PA      | $1712471.10   | 0.14%             | 2031-10-22      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 28 LTD                         | ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A       | CUSIP: 03330RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509660.40   | 0.21%             | 2037-04-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                   | FANNIE MAE FNR 2006 15 FC                             | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38460 | PA      | $37924.64     | 0.00%             | 2036-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.32826 09/03/24-7Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $105375.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS1                 | JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A      | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797970 | PA      | $806533.51    | 0.07%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 21                                       | KKR FINANCIAL CLO LTD KKR 21 A 144A                   | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    314462 | PA      | $314778.61    | 0.03%             | 2031-04-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2003-4                        | SEQUOIA MORTGAGE TRUST SEMT 2003 4 2M1                | CUSIP: 81743PBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99739 | PA      | $95473.57     | 0.01%             | 2033-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/43 3.625                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53000000 | PA      | $46259062.50  | 3.81%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 786778 FH 07/29 FLOATING VAR        | CUSIP: 31295KQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1319 | PA      | $1334.50      | 0.00%             | 2029-07-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 664885 FN 10/32 FLOATING VAR                | CUSIP: 31391EUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2219 | PA      | $2262.82      | 0.00%             | 2032-10-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 257202 FN 04/28 FIXED 4.5                   | CUSIP: 31371NU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        66 | PA      | $65.62        | 0.00%             | 2028-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 535228 FN 12/29 FLOATING VAR                | CUSIP: 31384VSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       381 | PA      | $383.73       | 0.00%             | 2029-12-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG45 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $563083.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST 2002-2            | RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A          | CUSIP: 759950AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1853 | PA      | $1784.58      | 0.00%             | 2032-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 789084 FH 02/32 FLOATING VAR        | CUSIP: 31295NCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       390 | PA      | $397.78       | 0.00%             | 2032-02-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 930543 FN 02/29 FIXED 4.5                   | CUSIP: 31412NZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9625 | PA      | $9645.08      | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR1                  | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2       | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114744 | PA      | $104923.88    | 0.01%             | 2045-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD 2014-19A                         | VENTURE CDO LTD VENTR 2014 19A ARR 144A               | CUSIP: 92330EAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    991276 | PA      | $993062.65    | 0.08%             | 2032-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/43 2.875                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10960000 | PA      | $8589900.00   | 0.71%             | 2043-05-15      | Fixed         | 2.88%                 | 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        |    304305 | PA      | $288747.11    | 0.02%             | 2046-10-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-1                   | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A      | CUSIP: 41164MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541584 | PA      | $504132.15    | 0.04%             | 2037-03-19      | Floating      | 4.51%                 | 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    | 0.01%             | 2035-12-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AJ4494 FN 12/41 FIXED 4                     | CUSIP: 3138AV7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    442328 | PA      | $430444.58    | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/48 3                               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $6242507.85   | 0.51%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL A82915 FG 11/38 FIXED 5.5           | CUSIP: 312929GY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6389 | PA      | $6638.96      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/38 4.375                           | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78530000 | PA      | $79238610.74  | 6.53%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2469                                     | FREDDIE MAC FHR 2469 FV                               | CUSIP: 31392RDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5311 | PA      | $5299.99      | 0.00%             | 2030-06-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 930770 FN 03/29 FIXED 4.5                   | CUSIP: 31412PCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4400 | PA      | $4411.26      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 5YR NOTE (CBT) DEC25 XCBT 20251231                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      6168 | NC      | $-1372758.74  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0096 FN 06/29 FIXED 4.5                   | CUSIP: 31417YDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2070 | PA      | $2075.88      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 008945 G2 08/26 FLOATING VAR             | CUSIP: 36202K5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       664 | PA      | $663.03       | 0.00%             | 2026-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/42 4                               | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38100000 | PA      | $35238035.06  | 2.90%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG44 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1818980.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                      | BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1            | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5109145 | PA      | $2905531.85   | 0.24%             | 2036-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/4.10000 12/31/25-28Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2993741.71  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/50 1.625                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 214700000 | PA      | $115258676.32 | 9.50%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD INC 2004-SL2             | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4       | CUSIP: 7609856D8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113522 | PA      | $105966.84    | 0.01%             | 2031-10-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/49 3                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38140000 | PA      | $28565519.00  | 2.35%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1     | CUSIP: 12668BB44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24541 | PA      | $21220.07     | 0.00%             | 2036-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 080058 G2 04/27 FLOATING VAR             | CUSIP: 36225CB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       611 | PA      | $612.81       | 0.00%             | 2027-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                 | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0406B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -17000000 | PA      | $-16020161.82 | -1.32%            | 2055-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 635099 FN 06/32 FLOATING VAR                | CUSIP: 31389TRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89 | PA      | $90.89        | 0.00%             | 2032-06-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/40 1.375                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37030000 | PA      | $24174370.07  | 1.99%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 2YR NOTE (CBT) DEC25 XCBT 20251231                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -5539 | NC      | $870938.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 555847 FN 09/33 FLOATING VAR                | CUSIP: 31385XP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        46 | PA      | $46.81        | 0.00%             | 2033-09-01      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIII 2019-2A                        | SOUND POINT CLO LTD SNDPT 2019 2A AR 144A             | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001750.00   | 0.08%             | 2034-07-15      | Floating      | 5.75%                 | 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        |   2068688 | PA      | $1673695.85   | 0.14%             | 2047-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/27 3.875                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44100000 | PA      | $44256761.83  | 3.65%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMARK WM-R LTD 2018-1A                              | ROMARK CLO LTD RMRK 2018 1A A1 144A                   | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395551 | PA      | $395930.61    | 0.03%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG40 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $229438.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO 2024-1A LTD                          | APEX CREDIT CLO LLC APEXC 2024 1A A1 144A             | CUSIP: 03753AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1300000 | PA      | $1306782.83   | 0.11%             | 2036-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SALOMON BROTHERS MTGE SEC VII 2002-WMC1              | SALOMON BROTHERS MORTGAGE SECU SBM7 2002 WMC1 M1      | CUSIP: 79549AKF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10643 | PA      | $10626.44     | 0.00%             | 2032-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0232 FN 11/29 FIXED 4.5                   | CUSIP: 31417YHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24023 | PA      | $24090.65     | 0.00%             | 2029-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/28 2.875                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9680000 | PA      | $9500390.60   | 0.78%             | 2028-05-15      | Fixed         | 2.88%                 | 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        |     21260 | PA      | $21227.59     | 0.00%             | 2034-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.30000 12/02/24-7Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $368751.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 806506 FN 10/44 FLOATING VAR                | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193751 | PA      | $196149.51    | 0.02%             | 2044-10-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 803338 FN 09/44 FLOATING VAR                | CUSIP: 31405YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    146052 | PA      | $147842.74    | 0.01%             | 2044-09-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL A89085 FG 10/39 FIXED 5.5           | CUSIP: 312936CW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8763 | PA      | $9089.19      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR15                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1    | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400715 | PA      | $387926.47    | 0.03%             | 2045-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3031                                     | FREDDIE MAC FHR 3031 LZ                               | CUSIP: 31396AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56575 | PA      | $56639.04     | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.75000 12/18/24-10Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-150801.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 789433 FH 05/32 FLOATING VAR        | CUSIP: 31295NPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2985 | PA      | $3043.37      | 0.00%             | 2032-05-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1    | SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A      | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390559 | PA      | $297287.35    | 0.02%             | 2036-12-25      | Floating      | 4.39%                 | 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        |     88061 | PA      | $31328.10     | 0.00%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO 2 LTD 2017 1A                         | NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A          | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    706247 | PA      | $707307.38    | 0.06%             | 2030-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR11                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A      | CUSIP: 93363TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865582 | PA      | $846255.81    | 0.07%             | 2046-09-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-118                                  | FANNIE MAE FNR 2006 118 A2                            | CUSIP: 31396L4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77656 | PA      | $76346.70     | 0.01%             | 2036-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR1                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A        | CUSIP: 92922FLD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20454 | PA      | $20658.09     | 0.00%             | 2034-03-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/42 2.75                            | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83400000 | PA      | $64618711.15  | 5.33%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HEQ LN 2001-HE2                | ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1      | CUSIP: 04541GBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268266 | PA      | $264987.08    | 0.02%             | 2031-06-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) | FREDDIE MAC NOTES 01/32 0.00000                       | CUSIP: 3134A4NU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    563000 | PA      | $433341.68    | 0.04%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1       | CUSIP: 07384MTK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5051 | PA      | $5113.27      | 0.00%             | 2033-04-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                 | GSAMP TRUST GSAMP 2007 FM1 A2A                        | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362273 | PA      | $179356.80    | 0.01%             | 2036-12-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR5                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A     | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919462 | PA      | $864073.36    | 0.07%             | 2046-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006 AR7                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A       | CUSIP: 93363CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150769 | PA      | $1966309.45   | 0.16%             | 2046-07-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR3                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A      | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703793 | PA      | $647578.08    | 0.05%             | 2046-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $888843.02    | 0.07%             |  |  |  | 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        |     13254 | PA      | $13250.12     | 0.00%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 4 LTD                           | DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A            | CUSIP: 25255NAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2708908.87   | 0.22%             | 2037-01-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/38 4.5                             | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31463000 | PA      | $32152482.07  | 2.65%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-3A                | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A  | CUSIP: 16678RBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73571 | PA      | $71508.33     | 0.01%             | 2035-08-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-1               | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B       | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102116 | PA      | $102785.97    | 0.01%             | 2036-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A    | CUSIP: 933638AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288482 | PA      | $276248.15    | 0.02%             | 2047-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQ CORP 2005-RM1                 | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2      | CUSIP: 46629NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24679 | PA      | $10896.48     | 0.00%             | 2036-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1              | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A      | CUSIP: 939336PL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        44 | PA      | $44.17        | 0.00%             | 2033-02-25      | Floating      | 6.35%                 | 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        |   1493444 | PA      | $1396770.52   | 0.12%             | 2046-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AJ5116 FN 12/41 FIXED 4                     | CUSIP: 3138AWVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116083 | PA      | $112964.43    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/49 2.875                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56970000 | PA      | $41574747.37  | 3.43%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                  | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A      | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247311 | PA      | $69722.33     | 0.01%             | 2037-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 732218 FN 06/43 FLOATING VAR                | CUSIP: 31402LPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127399 | PA      | $128754.38    | 0.01%             | 2043-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 080592 G2 04/32 FLOATING VAR             | CUSIP: 36225CUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2259 | PA      | $2258.70      | 0.00%             | 2032-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/44 4.125                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $6963720.68   | 0.57%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4    | SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2A      | CUSIP: 81377XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435552 | PA      | $120646.74    | 0.01%             | 2036-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2585                                     | FREDDIE MAC FHR 2585 FD                               | CUSIP: 31393MH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7838 | PA      | $7805.64      | 0.00%             | 2032-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR2                     | GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1              | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1396038 | PA      | $836278.16    | 0.07%             | 2036-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND 2015-37A                     | DRYDEN SENIOR LOAN FUND DRSLF 2015 37A AR 144A        | CUSIP: 26249MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1223944 | PA      | $1225032.63   | 0.10%             | 2031-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/4.13656 12/31/25-28Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2763267.91  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                      | BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1             | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352578 | PA      | $333921.31    | 0.03%             | 2034-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-14                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1      | CUSIP: 12667GCB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200801 | PA      | $192999.56    | 0.02%             | 2035-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 873877 G2 02/30 FLOATING VAR             | CUSIP: 36208ALN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105475 | PA      | $106141.31    | 0.01%             | 2030-02-20      | Floating      | 5.62%                 | 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        |    646439 | PA      | $570547.39    | 0.05%             | 2046-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                     | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3            | CUSIP: 46630GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126861 | PA      | $122253.09    | 0.01%             | 2035-07-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.14947 12/02/24-9Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $14745014.63  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG43 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $6925.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | US ULTRA BOND CBT DEC25 XCBT 20251219                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       245 | NC      | $1144222.28   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XIV LTD 2018-2                      | MARBLE POINT CLO LTD. MP14 2018 2A A12R 144A          | CUSIP: 56608KAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    388529 | PA      | $387935.18    | 0.03%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 1B2793 FH 02/35 FLOATING VAR        | CUSIP: 3128JM7F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115285 | PA      | $117766.92    | 0.01%             | 2035-02-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 10YR ULTRA FUT DEC25 XCBT 20251219                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      7813 | NC      | $6483615.22   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2739                                     | FREDDIE MAC FHR 2739 PG                               | CUSIP: 31394NGR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    792884 | PA      | $810829.15    | 0.07%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A1             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A        | CUSIP: 589929F37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12101 | PA      | $11889.86     | 0.00%             | 2032-12-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                          | PIMCO PRV SHORT TERM FLT III MUTUAL FUND              | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   4190992 | PA      | $40816072.04  | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-59                  | FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1           | CUSIP: 31394PPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    257819 | PA      | $265436.86    | 0.02%             | 2043-10-25      | Fixed         | 6.50%                 | 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        |    122130 | PA      | $112141.15    | 0.01%             | 2036-02-25      | Floating      | 5.15%                 | 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        |    172367 | PA      | $115074.01    | 0.01%             | 2037-06-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| TIAA CLO III LTD 2017-2A                             | TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A     | CUSIP: 87272HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     72365 | PA      | $72414.13     | 0.01%             | 2031-01-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/44 3                               | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 213100000 | PA      | $166792370.56 | 13.75%            | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG41 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $25752.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2003-S9                | RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1        | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6769 | PA      | $6848.79      | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | 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        |    515080 | PA      | $473242.85    | 0.04%             | 2044-10-25      | Floating      | 5.35%                 | 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        |   1167781 | PA      | $1084710.60   | 0.09%             | 2047-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 008814 G2 02/26 FLOATING VAR             | CUSIP: 36202KYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       130 | PA      | $130.09       | 0.00%             | 2026-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2002-AR21              | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1     | CUSIP: 22540V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       975 | PA      | $819.63       | 0.00%             | 2032-06-25      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/43 4.375                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23300000 | PA      | $22494056.73  | 1.85%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2              | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2     | CUSIP: 939336D59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29584 | PA      | $30135.96     | 0.00%             | 2033-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A1                     | JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A2            | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241634 | PA      | $167623.23    | 0.01%             | 2036-02-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 675632 FN 12/32 FLOATING VAR                | CUSIP: 31391SSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       673 | PA      | $685.98       | 0.00%             | 2032-12-01      | Floating      | 6.25%                 | 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        |    119754 | PA      | $108997.84    | 0.01%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GE-WMC MORTGAGE SECURITIES LLC 2006-1                | GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A       | CUSIP: 36829JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37674 | PA      | $15995.50     | 0.00%             | 2036-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14     | CUSIP: 12668BLY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807302 | PA      | $331358.91    | 0.03%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-21                                   | FANNIE MAE FNR 2002 21 FD                             | CUSIP: 31392CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4738 | PA      | $4754.03      | 0.00%             | 2032-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CATHEDRAL LAKE VIII LTD                              | CATHEDRAL LAKE LTD CATLK 2021 8A A1 144A              | CUSIP: 14919GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003757.67   | 0.08%             | 2035-01-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0200 FN 10/29 FIXED 4.5                   | CUSIP: 31417YGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5546 | PA      | $5560.64      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | 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        |     51656 | PA      | $49237.51     | 0.00%             | 2034-03-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.30000 12/02/24-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $943465.25    | 0.08%             |  |  |  | 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        |     18186 | PA      | $17878.13     | 0.00%             | 2032-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US LONG BOND(CBT) DEC25 XCBT 20251219                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -2354 | NC      | $-5884718.75  | -0.49%            |  |  |  | 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        |    249156 | PA      | $236445.41    | 0.02%             | 2035-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W-8                        | FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2                  | CUSIP: 31393CX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55204 | PA      | $55064.49     | 0.00%             | 2042-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                       | COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1               | CUSIP: 12669GKF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141601 | PA      | $132206.46    | 0.01%             | 2035-02-25      | Floating      | 4.95%                 | 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        |    164653 | PA      | $159798.40    | 0.01%             | 2045-02-25      | Floating      | 5.35%                 | 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        |      7389 | PA      | $7204.73      | 0.00%             | 2035-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A       | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42765 | PA      | $43257.41     | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/49 2.25                            | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50320000 | PA      | $32130106.00  | 2.65%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 866888 FN 01/36 FLOATING VAR                | CUSIP: 31409CCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36469 | PA      | $37079.05     | 0.00%             | 2036-01-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 847076 FH 01/32 FLOATING VAR        | CUSIP: 3128HD2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1474 | PA      | $1481.87      | 0.00%             | 2032-01-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-3                   | HOME EQUITY ASSET TRUST HEAT 2002 3 A4                | CUSIP: 22541NHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1010 | PA      | $983.44       | 0.00%             | 2033-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL A89493 FG 10/39 FIXED 5.5           | CUSIP: 312936RN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16559 | PA      | $17129.45     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFRF USD SF+26.161/2.6* 12/21/17-30Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $9545095.64   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2001-T13                     | FANNIEMAE GRANTOR TRUST FNGT 2001 T13 A1              | CUSIP: 31392A5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110800 | PA      | $106663.05    | 0.01%             | 2032-03-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                 | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F0426B4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2908753.23  | -0.24%            | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RT MTGE TRUST 2004-4                | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1        | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40950 | PA      | $39896.43     | 0.00%             | 2034-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| KKR CLO 28 LTD 28A                                   | KKR FINANCIAL CLO LTD KKR 28A AR 144A                 | CUSIP: 48253WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1706449.73   | 0.14%             | 2035-02-09      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1       | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144073 | PA      | $132670.16    | 0.01%             | 2035-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO LTD 2020-25A                           | MAGNETITE CLO LTD MAGNE 2020 25A A 144A               | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    589538 | PA      | $590806.41    | 0.05%             | 2032-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FANNIEMAIE WHOLE LOAN 2002-W2                        | FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1                  | CUSIP: 31392CEQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       128 | PA      | $125.44       | 0.00%             | 2032-06-25      | Floating      | 4.60%                 | 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        |    183025 | PA      | $180401.38    | 0.01%             | 2047-02-25      | Floating      | 4.59%                 | 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        |    306204 | PA      | $296822.70    | 0.02%             | 2044-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO 2022-1A                          | CAPITAL FOUR US CLO C4US 2022 1A AR 144A              | CUSIP: 14016CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2200000 | PA      | $2209900.00   | 0.18%             | 2037-01-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 795297 FN 07/44 FLOATING VAR                | CUSIP: 31405PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38988 | PA      | $39258.95     | 0.00%             | 2044-07-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| DEWOLF PARK CLO LTD 2017-1A                          | DEWOLF PARK CLO, LTD DWOLF 2017 1A AR 144A            | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    691987 | PA      | $692337.86    | 0.06%             | 2030-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-S1                                  | GSAMP TRUST GSAMP 2006 S1 A2A                         | CUSIP: 3623413A5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130239 | PA      | $9709.11      | 0.00%             | 2035-11-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.50000 12/18/24-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5415705.08   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR        | CUSIP: 3128JRGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310232 | PA      | $320865.61    | 0.03%             | 2035-06-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 516801 FN 12/29 FLOATING VAR                | CUSIP: 31383YDE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2806 | PA      | $2821.65      | 0.00%             | 2029-12-01      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY IXIS RE CAP TR 2006-2                 | MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1         | CUSIP: 617463AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28834 | PA      | $9216.18      | 0.00%             | 2036-11-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W9                         | FANNIEMAE WHOLE LOAN FNW 2003 W9 A                    | CUSIP: 31393B6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50371 | PA      | $48305.07     | 0.00%             | 2033-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/42 3                               | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51000000 | PA      | $41391679.56  | 3.41%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 775852 FN 03/44 FLOATING VAR                | CUSIP: 31404Q5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202282 | PA      | $204764.72    | 0.02%             | 2044-03-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2477                                     | FREDDIE MAC FHR 2477 FZ                               | CUSIP: 31392PU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4849 | PA      | $4841.40      | 0.00%             | 2031-06-15      | Floating      | 5.04%                 | 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