# EDGAR Filing Document

**Accession Number:** 0001479359
**File Stem:** 0001099263-26-007321
**Filing Date:** 2026-5
**Character Count:** 386480
**Document Hash:** 35fb451e9d2233273253c1eaeb32172a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007321.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007321

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Equity Series VIT
- **CENTRAL INDEX KEY:** 0001479359

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22376
- **FILM NUMBER:** 261043669

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Equity Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20091223

## Series and Classes Contracts Data

### PIMCO StocksPLUS Global Portfolio (Series ID: S000028118)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000085710 | Institutional Class | PMVIEQS         |
| C000085712 | Advisor Class       | PMVIEAD         |

## Nport-Ex

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 92.3% ¤** |  |  |
| **ASSET-BACKED SECURITIES 20.2%**  |  |  |
| **CAYMAN ISLANDS 7.1%**  |  |  |
| **37 Capital CLO 4 Ltd.** <br>4.762% due 04/15/2035 •  | $400 | $400 |
| **522 Funding CLO Ltd.** <br>4.969% due 10/20/2031 •  | 15 | 15 |
| **Anchorage Capital CLO 20 Ltd.** <br>4.768% due 01/20/2035 •  | 600 | 600 |
| **Anchorage Credit Funding 9 Ltd.** <br>3.793% due 10/25/2037 | 389 | 383 |
| **ARES LXV CLO Ltd.** <br>4.788% due 07/25/2034 •  | 900 | 900 |
| **ARES XLIV CLO Ltd.** <br>4.802% due 04/15/2034 •  | 800 | 801 |
| **Atlantic Avenue Ltd.** <br>4.928% due 01/20/2035 •  | 800 | 800 |
| **Atlas Senior Loan Fund XVI Ltd.** <br>4.768% due 01/20/2034 •  | 900 | 901 |
| **Canyon CLO Ltd.** <br>4.772% due 10/15/2034 •  | 500 | 500 |
| **Fortress Credit BSL VII Ltd.** <br>4.761% due 07/23/2032 •  | 179 | 179 |
| **Galaxy XXII CLO Ltd.** <br>4.683% due 04/16/2034 •  | 300 | 300 |
| **ICG U.S. CLO Ltd.** <br>4.661% due 01/16/2033 •  | 294 | 294 |
| **KKR CLO 42 Ltd.** <br>4.818% due 07/20/2034 •  | 900 | 901 |
| **LCM 30 Ltd.** <br>5.009% due 04/20/2031 •  | 130 | 130 |
| **Madison Park Funding XLVI Ltd.** <br>4.672% due 10/15/2034 •  | 800 | 799 |
| **Neuberger Berman Loan Advisers CLO 45 Ltd.** <br>4.727% due 10/14/2036 •  | 900 | 901 |
| **Northwoods Capital 25 Ltd.** <br>4.788% due 07/20/2034 •  | 900 | 901 |
| **Octagon Investment Partners 40 Ltd.** <br>4.708% due 01/20/2035 •  | 500 | 500 |
| **Palmer Square Loan Funding Ltd.** <br>4.489% due 01/15/2033 •  | 900 | 899 |
| **Rockford Tower CLO Ltd.** <br>4.798% due 07/20/2034 •  | 500 | 501 |
| **Starwood Ltd.** <br>4.994% due 04/18/2038 •  | 104 | 104 |
| **Symphony CLO XXIV Ltd.** <br>4.801% due 10/23/2035 •  | 200 | 200 |
| **Venture 36 CLO Ltd.** <br>5.059% due 04/20/2032 •  | 84 | 84 |
| **Venture 44 CLO Ltd.** <br>4.808% due 10/20/2034 •  | 500 | 500 |
| Total Cayman Islands |  | 12493 |
| **IRELAND 1.3%**  |  |  |
| **Bosphorus CLO IX DAC** <br>0.000% due 04/15/2038 •(a) | 500 | 578 |
| **Carlyle Euro CLO DAC** <br>3.194% due 08/15/2038 •  | 500 | 578 |
| **Hayfin Emerald CLO XIV DAC** <br>3.237% due 01/22/2039 •  | 500 | 578 |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Penta CLO 9 DAC** <br>2.880% due 07/25/2036 •  | 500 | 576 |
| Total Ireland |  | 2310 |
| **ITALY 0.1%**  |  |  |
| **Golden Bar Securitisation SRL** <br>2.871% due 12/20/2044 •  | 91 | 106 |
| Total Italy |  | 106 |
| **JAPAN 0.2%**  |  |  |
| **Oscar U.S. Funding XIV LLC** <br>2.820% due 04/10/2029 | $259 | 257 |
| Total Japan |  | 257 |
| **JERSEY, CHANNEL ISLANDS 0.3%**  |  |  |
| **Elmwood CLO 15 Ltd.** <br>4.819% due 04/22/2035 •  | 600 | 600 |
| Total Jersey, Channel Islands |  | 600 |
| **UNITED STATES 11.2%**  |  |  |
| **ACHV ABS Trust** <br>5.070% due 10/27/2031 | 93 | 93 |
| **Carvana Auto Receivables Trust**  |  |  |
| 4.100% due 06/11/2029  | 300 | 300 |
| 4.530% due 01/10/2029  | 443 | 444 |
| **Citizens Auto Receivables Trust**  |  |  |
| 5.110% due 04/17/2028  | 55 | 55 |
| 5.840% due 01/18/2028  | 138 | 138 |
| **College Avenue Student Loans LLC** <br>4.593% due 06/25/2052 •  | 709 | 701 |
| **Countrywide Asset-Backed Certificates Trust**  |  |  |
| 4.073% due 12/25/2046 •  | 585 | 550 |
| 4.273% due 10/25/2046 •  | 308 | 305 |
| **CPS Auto Receivables Trust**  |  |  |
| 4.710% due 03/15/2029  | 280 | 281 |
| 4.710% due 12/17/2029  | 500 | 501 |
| **Exeter Select Automobile Receivables Trust** <br>4.540% due 06/15/2029 | 764 | 765 |
| **GLS Auto Select Receivables Trust** <br>5.960% due 10/16/2028 | 159 | 160 |
| **GM Financial Consumer Automobile Receivables Trust**  |  |  |
| 4.470% due 02/16/2028  | 136 | 136 |
| 4.850% due 12/18/2028  | 197 | 198 |
| **GreenSky Home Improvement Issuer Trust**  |  |  |
| 4.930% due 06/25/2060  | 287 | 288 |
| 5.250% due 10/27/2059  | 30 | 30 |
| **Lendbuzz Securitization Trust** <br>7.090% due 10/16/2028 | 269 | 272 |
| **Mariner Finance Issuance Trust** <br>1.860% due 03/20/2036 | 784 | 775 |
| **Morgan Stanley Home Equity Loan Trust** <br>4.303% due 02/25/2036 •  | 577 | 549 |
| **Navient Education Loan Trust** <br>5.020% due 07/15/2055 | 570 | 571 |
| **Navient Private Education Loan Trust** <br>5.237% due 07/16/2040 •  | 87 | 87 |
| **Navient Private Education Refi Loan Trust** <br>0.940% due 07/15/2069 | 305 | 279 |
| **Navient Refinance Loan Trust** <br>4.800% due 10/15/2055 | 799 | 795 |
| **Navient Student Loan Trust** <br>4.767% due 12/15/2059 •  | 120 | 120 |
| **Nelnet Student Loan Trust**  |  |  |
| 4.610% due 02/21/2061  | 384 | 379 |
| 4.840% due 05/17/2055  | 1145 | 1141 |
| 4.973% due 02/21/2061 •  | 96 | 96 |
| **Nomura Home Equity Loan, Inc. Home Equity Loan Trust** <br>4.423% due 02/25/2036 •  | 74 | 67 |
| **OneMain Financial Issuance Trust** <br>1.750% due 09/14/2035 | 299 | 295 |
| **Pagaya AI Debt Grantor Trust**  |  |  |
| 4.684% due 08/17/2026  | 64 | 64 |
| 5.065% due 03/15/2032  | 101 | 102 |
| 5.092% due 07/15/2032  | 152 | 152 |
| 5.108% due 03/15/2033  | 900 | 902 |
| 6.278% due 10/15/2031  | 97 | 97 |
| **Park Place Securities, Inc. Asset-Backed Pass-Through Certificates**  |  |  |
| 4.963% due 03/25/2035 •  | 106 | 100 |
| 5.518% due 02/25/2035 •  | 691 | 647 |
| **Reach ABS Trust**  |  |  |
| 4.930% due 08/18/2032  | 354 | 355 |
| 5.120% due 08/18/2032  | 500 | 501 |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Santander Drive Auto Receivables Trust** <br>5.930% due 07/17/2028 | 59 | 59 |
| **SCCU Auto Receivables Trust**  |  |  |
| 4.570% due 01/15/2031  | 600 | 602 |
| 4.670% due 11/15/2028  | 369 | 370 |
| 5.700% due 10/16/2028  | 237 | 238 |
| **SLM Private Credit Student Loan Trust** <br>4.266% due 06/15/2039 •  | 582 | 570 |
| **SMB Private Education Loan Trust**  |  |  |
| 0.000% due 12/15/2053 •  | 600 | 601 |
| 1.290% due 07/15/2053  | 131 | 126 |
| 1.310% due 07/17/2051  | 206 | 195 |
| 1.340% due 03/17/2053  | 355 | 337 |
| 4.507% due 01/15/2037 •  | 110 | 110 |
| 4.587% due 01/15/2053 •  | 238 | 236 |
| 5.022% due 10/16/2056 •  | 698 | 704 |
| 5.060% due 03/16/2054  | 796 | 802 |
| 5.122% due 02/16/2055 •  | 504 | 509 |
| **SoFi Professional Loan Program LLC** <br>2.540% due 05/15/2046 | 239 | 232 |
| **World Omni Auto Receivables Trust** <br>5.610% due 02/15/2028 | 90 | 90 |
| **World Omni Select Auto Trust** <br>4.980% due 02/15/2030 | 433 | 434 |
| Total United States |  | 19506 |
| Total Asset-Backed Securities (Cost $35,338) |  | 35272 |
| **CORPORATE BONDS & NOTES 33.8%**  |  |  |
| **AUSTRALIA 0.1%**  |  |  |
| **UTILITIES 0.1%**  |  |  |
| **SGSP Australia Assets Pty. Ltd.** <br>3.500% due 07/07/2027 | 200 | 198 |
| Total Australia |  | 198 |
| **CANADA 2.3%**  |  |  |
| **BANKING & FINANCE 1.2%**  |  |  |
| **Canadian Imperial Bank of Commerce** <br>4.465% (SOFRINDX + 0.800%) due 01/29/2030 ~ | 600 | 599 |
| **National Bank of Canada** <br>4.437% due 01/20/2029 •  | 1500 | 1502 |
|  |  | 2101 |
| **INDUSTRIALS 0.8%**  |  |  |
| **Algonquin Power & Utilities Corp.** <br>5.365% due 06/15/2026 þ | 1500 | 1501 |
| **UTILITIES 0.3%**  |  |  |
| **Fortis, Inc.** <br>3.055% due 10/04/2026 | 500 | 497 |
| Total Canada |  | 4099 |
| **CAYMAN ISLANDS 0.5%**  |  |  |
| **BANKING & FINANCE 0.5%**  |  |  |
| **Avolon Holdings Funding Ltd.**  |  |  |
| 4.375% due 05/01/2026  | 200 | 200 |
| 6.375% due 05/04/2028  | 400 | 412 |
| **Emaar Sukuk Ltd.** <br>3.635% due 09/15/2026 | 300 | 297 |
|  |  | 909 |
| Total Cayman Islands |  | 909 |
| **FRANCE 0.7%**  |  |  |
| **BANKING & FINANCE 0.7%**  |  |  |
| **Banque Federative du Credit Mutuel SA** <br>4.657% (SOFRRATE + 0.990%) due 10/16/2028 ~ | 300 | 301 |
| **BNP Paribas SA** <br>2.591% due 01/20/2028 •  | 300 | 296 |
| **BPCE SA** <br>3.500% due 10/23/2027 | 400 | 394 |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Credit Agricole SA** <br>4.859% (SOFRRATE + 1.210%) due 09/11/2028 ~ | 300 | 301 |
|  |  | 1292 |
| Total France |  | 1292 |
| **GERMANY 1.4%**  |  |  |
| **BANKING & FINANCE 1.4%**  |  |  |
| **Deutsche Bank AG**  |  |  |
| 2.311% due 11/16/2027 •  | 1100 | 1085 |
| 2.552% due 01/07/2028 •  | 700 | 690 |
| 4.878% (SOFRRATE + 1.210%) due 01/10/2029 ~  | 700 | 703 |
|  |  | 2478 |
| Total Germany |  | 2478 |
| **IRELAND 0.1%**  |  |  |
| **BANKING & FINANCE 0.1%**  |  |  |
| **AerCap Ireland Capital DAC/AerCap Global Aviation Trust** <br>2.450% due 10/29/2026 | 200 | 198 |
| Total Ireland |  | 198 |
| **ISRAEL 1.0%**  |  |  |
| **BANKING & FINANCE 0.5%**  |  |  |
| **Bank Hapoalim BM** <br>4.722% due 07/14/2029 | 200 | 198 |
| **Mizrahi Tefahot Bank Ltd.** <br>5.049% due 01/28/2031 | 700 | 692 |
|  |  | 890 |
| **UTILITIES 0.5%**  |  |  |
| **Israel Electric Corp. Ltd.** <br>7.750% due 12/15/2027 | 900 | 940 |
| Total Israel |  | 1830 |
| **ITALY 0.3%**  |  |  |
| **BANKING & FINANCE 0.3%**  |  |  |
| **UniCredit SpA** <br>1.982% due 06/03/2027 •  | 463 | 461 |
| Total Italy |  | 461 |
| **JAPAN 0.9%**  |  |  |
| **BANKING & FINANCE 0.4%**  |  |  |
| **Nomura Holdings, Inc.** <br>4.936% (SOFRRATE + 1.250%) due 07/02/2027 ~ | 300 | 302 |
| **Sumitomo Mitsui Financial Group, Inc.**  |  |  |
| 5.316% due 07/09/2029  | 200 | 204 |
| 4.660% due 07/08/2031 •  | 200 | 199 |
|  |  | 705 |
| **INDUSTRIALS 0.5%**  |  |  |
| **NTT Finance Corp.** <br>4.978% (SOFRRATE + 1.310%) due 07/16/2030 ~ | 600 | 609 |
| **Renesas Electronics Corp.** <br>2.170% due 11/25/2026 | 200 | 197 |
|  |  | 806 |
| Total Japan |  | 1511 |
| **LIBERIA 0.8%**  |  |  |
| **INDUSTRIALS 0.8%**  |  |  |
| **Royal Caribbean Cruises Ltd.**  |  |  |
| 5.500% due 04/01/2028  | 300 | 303 |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 5.375% due 07/15/2027  | 1000 | 1004 |
|  |  | 1307 |
| Total Liberia |  | 1307 |
| **NETHERLANDS 0.9%**  |  |  |
| **BANKING & FINANCE 0.9%**  |  |  |
| **ING Groep NV** <br>4.657% (SOFRINDX + 1.010%) due 03/25/2029 ~ | 1500 | 1505 |
| Total Netherlands |  | 1505 |
| **SPAIN 0.1%**  |  |  |
| **INDUSTRIALS 0.1%**  |  |  |
| **Telefonica Emisiones SA** <br>4.103% due 03/08/2027 | 200 | 199 |
| Total Spain |  | 199 |
| **SWITZERLAND 1.0%**  |  |  |
| **BANKING & FINANCE 1.0%**  |  |  |
| **UBS Group AG**  |  |  |
| 3.091% due 05/14/2032 •  | 250 | 229 |
| 4.501% (SOFRRATE + 0.840%) due 04/10/2030 ~  | 1500 | 1487 |
|  |  | 1716 |
| Total Switzerland |  | 1716 |
| **UNITED KINGDOM 4.0%**  |  |  |
| **BANKING & FINANCE 3.9%**  |  |  |
| **Barclays PLC** <br>4.740% (SOFRRATE + 1.080%) due 11/11/2029 ~ | 850 | 851 |
| **HSBC Holdings PLC**  |  |  |
| 2.357% due 08/18/2031 •  | 300 | 271 |
| 4.945% (SOFRRATE + 1.290%) due 03/03/2031 ~  | 200 | 201 |
| 5.887% due 08/14/2027 •  | 400 | 402 |
| **Lloyds Banking Group PLC** <br>4.716% (SOFRINDX + 1.060%) due 11/26/2028 ~ | 1700 | 1708 |
| **Nationwide Building Society**  |  |  |
| 4.738% (SOFRRATE + 1.070%) due 07/14/2029 ~  | 700 | 702 |
| 4.950% (SOFRRATE + 1.290%) due 02/16/2028 ~  | 300 | 301 |
| **NatWest Markets PLC** <br>5.022% due 03/21/2030 | 600 | 607 |
| **Santander U.K. Group Holdings PLC**  |  |  |
| 4.716% (SOFRINDX + 1.070%) due 09/22/2029 ~  | 300 | 300 |
| 2.469% due 01/11/2028 •  | 1400 | 1377 |
|  |  | 6720 |
| **INDUSTRIALS 0.1%**  |  |  |
| **Vmed O2 U.K. Financing I PLC** <br>7.750% due 04/15/2032 | 200 | 192 |
| Total United Kingdom |  | 6912 |
| **UNITED STATES 19.7%**  |  |  |
| **BANKING & FINANCE 9.0%**  |  |  |
| **Air Lease Corp.**  |  |  |
| 3.625% due 04/01/2027  | 500 | 493 |
| 3.625% due 12/01/2027  | 600 | 591 |
| **Athene Global Funding**  |  |  |
| 5.033% due 07/17/2030  | 300 | 297 |
| 4.647% due 09/18/2028 •  | 1500 | 1493 |
| **Bank of America Corp.**  |  |  |
| 5.162% due 01/24/2031 •  | 200 | 204 |
| 3.559% due 04/23/2027 •  | 1500 | 1499 |
| **Credit Suisse AG AT1 Claim**  | 200 | 70 |
| **F&G Global Funding** <br>2.300% due 04/11/2027 | 200 | 195 |
| **Ford Motor Credit Co. LLC**  |  |  |
| 5.800% due 03/05/2027  | 1500 | 1509 |
| 3.815% due 11/02/2027  | 200 | 196 |
| 4.271% due 01/09/2027  | 200 | 199 |
| **GA Global Funding Trust**  |  |  |
| 2.250% due 01/06/2027  | 500 | 492 |
| 4.400% due 09/23/2027  | 200 | 199 |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Goldman Sachs Group, Inc.**  |  |  |
| 5.207% due 01/28/2031 •  | 100 | 102 |
| 4.377% (SOFRRATE + 0.710%) due 01/21/2029 ~  | 200 | 200 |
| 5.683% (US0003M + 1.750%) due 10/28/2027 ~  | 400 | 403 |
| 1.948% due 10/21/2027 •  | 500 | 493 |
| **HAT Holdings I LLC/HAT Holdings II LLC** <br>3.375% due 06/15/2026 | 200 | 199 |
| **Jackson National Life Global Funding**  |  |  |
| 5.350% due 01/13/2030  | 200 | 202 |
| 4.598% (SOFRRATE + 0.950%) due 09/12/2028 ~  | 700 | 700 |
| **JPMorgan Chase & Co.**  |  |  |
| 1.578% due 04/22/2027 •  | 300 | 299 |
| 1.470% due 09/22/2027 •  | 300 | 296 |
| 4.506% (SOFRRATE + 0.840%) due 01/22/2032 ~  | 500 | 498 |
| **Morgan Stanley**  |  |  |
| 4.687% (SOFRRATE + 1.020%) due 04/13/2028 ~  | 1600 | 1606 |
| 1.593% due 05/04/2027 •  | 300 | 299 |
| **Sammons Financial Group, Inc.** <br>3.350% due 04/16/2031 | 200 | 184 |
| **Stellantis Financial Services U.S. Corp.**  |  |  |
| 4.950% due 09/15/2028  | 500 | 497 |
| 5.338% (SOFRRATE + 1.690%) due 09/15/2028 ~  | 300 | 301 |
| **Synchrony Financial** <br>3.700% due 08/04/2026 | 200 | 199 |
| **VICI Properties LP** <br>4.750% due 04/01/2028 | 800 | 801 |
| **Wells Fargo & Co.**  |  |  |
| 5.150% due 04/23/2031 •  | 100 | 102 |
| 4.736% (SOFRRATE + 1.070%) due 04/22/2028 ~  | 400 | 401 |
| 4.406% (SOFRRATE + 0.740%) due 01/23/2030 ~  | 500 | 497 |
|  |  | 15716 |
| **INDUSTRIALS 8.7%**  |  |  |
| **Bayer U.S. Finance II LLC** <br>4.375% due 12/15/2028 | 200 | 198 |
| **Beignet Investor LLC** <br>6.581% due 05/30/2049 | 400 | 412 |
| **Berry Global, Inc.** <br>1.650% due 01/15/2027 | 200 | 196 |
| **Boeing Co.** <br>2.700% due 02/01/2027 | 700 | 690 |
| **CDW LLC/CDW Finance Corp.** <br>2.670% due 12/01/2026 | 700 | 692 |
| **Cox Communications, Inc.** <br>3.350% due 09/15/2026 | 600 | 597 |
| **Daimler Truck Finance North America LLC** <br>4.650% due 10/12/2030 | 700 | 696 |
| **Diamondback Energy, Inc.** <br>3.250% due 12/01/2026 | 200 | 199 |
| **Expand Energy Corp.** <br>6.750% due 04/15/2029 | 200 | 200 |
| **Fresenius Medical Care U.S. Finance III, Inc.** <br>1.875% due 12/01/2026 | 300 | 294 |
| **Glencore Funding LLC**  |  |  |
| 1.625% due 04/27/2026  | 435 | 434 |
| 5.338% due 04/04/2027  | 500 | 504 |
| **Global Payments, Inc.**  |  |  |
| 2.150% due 01/15/2027  | 200 | 196 |
| 4.800% due 04/01/2026  | 200 | 200 |
| 4.500% due 11/15/2028  | 200 | 198 |
| **Hyatt Hotels Corp.** <br>5.750% due 01/30/2027 | 700 | 706 |
| **Hyundai Capital America**  |  |  |
| 5.250% due 01/08/2027  | 700 | 704 |
| 4.997% (SOFRRATE + 1.350%) due 03/27/2030 ~  | 1500 | 1515 |
| 4.717% due 09/18/2028 •  | 100 | 100 |
| **Illumina, Inc.** <br>4.650% due 09/09/2026 | 300 | 300 |
| **L3Harris Technologies, Inc.** <br>5.400% due 01/15/2027 | 1800 | 1815 |
| **Las Vegas Sands Corp.** <br>3.500% due 08/18/2026 | 400 | 399 |
| **National Fuel Gas Co.** <br>5.500% due 10/01/2026 | 200 | 201 |
| **Sabine Pass Liquefaction LLC** <br>5.000% due 03/15/2027 | 200 | 200 |
| **Sirius XM Radio LLC** <br>5.000% due 08/01/2027 | 167 | 167 |
| **Sysco Corp.** <br>5.100% due 09/23/2030 | 500 | 504 |
| **Uber Technologies, Inc.** <br>4.500% due 08/15/2029 | 1000 | 992 |
| **Viper Energy Partners LLC** <br>4.900% due 08/01/2030 | 500 | 501 |

---

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<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Volkswagen Group of America Finance LLC**  |  |  |
| 4.550% due 09/11/2028  | 200 | 200 |
| 6.000% due 11/16/2026  | 1000 | 1010 |
| **Western Midstream Operating LP** <br>4.650% due 07/01/2026 | 200 | 200 |
|  |  | 15220 |
| **UTILITIES 2.0%**  |  |  |
| **Emera U.S. Finance LP** <br>3.550% due 06/15/2026 | 800 | 798 |
| **Fells Point Funding Trust** <br>3.046% due 01/31/2027 | 400 | 396 |
| **FirstEnergy Corp.** <br>3.900% due 07/15/2027 | 300 | 298 |
| **NextEra Energy Capital Holdings, Inc.** <br>5.050% due 03/15/2030 | 500 | 509 |
| **Southern California Edison Co.**  |  |  |
| 4.875% due 02/01/2027  | 200 | 201 |
| 4.700% due 06/01/2027  | 100 | 100 |
| 5.850% due 11/01/2027  | 100 | 102 |
| **Vistra Operations Co. LLC** <br>3.700% due 01/30/2027 | 500 | 496 |
| **Xcel Energy, Inc.** <br>3.350% due 12/01/2026 | 600 | 596 |
|  |  | 3496 |
| Total United States |  | 34432 |
| Total Corporate Bonds & Notes (Cost $59,110) |  | 59047 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 3.8%**  |  |  |
| **AUSTRALIA 0.3%**  |  |  |
| **Mortgage House RMBS Osmium** <br>5.250% due 03/15/2056 •  | 652 | 451 |
| Total Australia |  | 451 |
| **UNITED KINGDOM 0.4%**  |  |  |
| **Polaris PLC** <br>4.464% due 06/27/2070 •  | 500 | 660 |
| **Uropa Securities PLC** <br>4.063% due 10/10/2040 •  | 61 | 80 |
| Total United Kingdom |  | 740 |
| **UNITED STATES 3.1%**  |  |  |
| **Angel Oak Mortgage Trust** <br>5.338% due 05/27/2069 þ | $352 | 353 |
| **Chase Home Lending Mortgage Trust** <br>4.912% due 05/25/2055 •  | 218 | 218 |
| **CLNY Trust** <br>5.163% due 11/15/2038 •  | 233 | 231 |
| **Countrywide Alternative Loan Trust** <br>4.153% due 04/25/2046 •  | 172 | 163 |
| **Cross Mortgage Trust**  |  |  |
| 6.093% due 04/25/2069 þ  | 268 | 269 |
| 6.147% due 07/25/2069 þ  | 297 | 300 |
| **Ellington Financial Mortgage Trust** <br>5.900% due 09/25/2067 þ | 251 | 251 |
| **GCAT Trust** <br>6.007% due 01/25/2059 þ | 250 | 251 |
| **Government National Mortgage Association REMICS** <br>4.443% due 09/20/2075 •  | 943 | 952 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 5.070% due 02/15/2035 •  | 469 | 458 |
| 5.170% due 12/15/2031 •  | 145 | 144 |
| **JP Morgan Mortgage Trust** <br>5.591% due 06/25/2065 þ | 152 | 153 |
| **MASTR Adjustable Rate Mortgages Trust** <br>5.598% due 11/21/2034 ~ | 42 | 42 |
| **OBX Trust** <br>6.520% due 07/25/2063 þ | 426 | 427 |
| **Oceanview Mortgage Trust** <br>4.611% due 05/25/2055 •  | 514 | 516 |
| **PMT Loan Trust** <br>5.012% due 08/25/2056 •  | 524 | 526 |

---

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<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Towd Point Mortgage Trust** <br>2.250% due 12/25/2061 ~ | 176 | 172 |
| Total United States |  | 5426 |
| Total Non-Agency Mortgage-Backed Securities (Cost $6,619) |  | 6617 |
| **SOVEREIGN ISSUES 4.9%**  |  |  |
| **BRAZIL 2.3%**  |  |  |
| **Brazil Letras do Tesouro Nacional**  |  |  |
| 0.000% due 07/01/2026 (b)  | 9200 | 1720 |
| 0.000% due 10/01/2026 (b)  | 12700 | 2297 |
| Total Brazil |  | 4017 |
| **CHILE 0.0%**  |  |  |
| **Bonos de la Tesoreria de la Republica en pesos** <br>5.800% due 10/01/2029 | 65000 | 71 |
| Total Chile |  | 71 |
| **COLOMBIA 0.3%**  |  |  |
| **Colombia TES** <br>11.000% due 08/22/2029 | 1900000 | 479 |
| Total Colombia |  | 479 |
| **ISRAEL 0.3%**  |  |  |
| **Israel Government International Bonds** <br>1.500% due 01/18/2027 | 500 | 569 |
| Total Israel |  | 569 |
| **LUXEMBOURG 0.6%**  |  |  |
| **Eagle Funding Luxco SARL** <br>5.500% due 08/17/2030 | $1050 | 1057 |
| Total Luxembourg |  | 1057 |
| **PERU 0.4%**  |  |  |
| **Peru Government International Bonds** <br>4.125% due 08/25/2027 | 700 | 700 |
| Total Peru |  | 700 |
| **ROMANIA 1.0%**  |  |  |
| **Romania Government International Bonds** <br>5.250% due 11/25/2027 | 1800 | 1799 |
| Total Romania |  | 1799 |
| Total Sovereign Issues (Cost $8,696) |  | 8692 |
| **U.S. GOVERNMENT AGENCIES 16.7%**  |  |  |
| **UNITED STATES 16.7%**  |  |  |
| **Federal Home Loan Mortgage Corp.**  |  |  |
| 3.000% due 09/01/2032 | 277 | 270 |
| 5.500% due 10/01/2052 - 06/01/2053 | 810 | 816 |
| 6.225% due 09/01/2037 •  | 86 | 89 |
| **Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates**  |  |  |
| 2.937% due 07/25/2054 ~ | 466 | 453 |
| 4.219% due 08/25/2027 •  | 90 | 90 |
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 4.236% due 07/15/2040 •  | 56 | 56 |
| 4.237% due 07/15/2037 •  | 8 | 8 |
| 4.317% due 10/15/2033 •  | 57 | 57 |
| 4.562% due 09/25/2055 - 11/25/2055 •  | 2462 | 2476 |
| 4.602% due 11/25/2054 •  | 650 | 654 |
| 4.612% due 03/25/2055 - 08/25/2055 •  | 861 | 866 |
| 4.672% due 03/25/2055 •  | 1300 | 1293 |
| 4.762% due 11/25/2054 •  | 558 | 559 |
| 4.812% due 12/25/2054 - 01/25/2055 •  | 2222 | 2239 |
| 4.862% due 08/25/2055 •  | 2490 | 2514 |
| **Federal National Mortgage Association**  |  |  |
| 3.000% due 01/01/2027 | 17 | 17 |
| 4.300% due 12/01/2029 | 601 | 604 |
| 4.730% due 05/01/2029 | 200 | 203 |
| 5.500% due 10/01/2052 - 01/01/2054 | 66 | 67 |
| **Federal National Mortgage Association REMICS**  |  |  |
| 4.076% due 12/25/2045 •  | 128 | 127 |
| 4.246% due 09/25/2046 - 11/25/2059 •  | 680 | 672 |
| 4.562% due 12/25/2053 - 08/25/2055 •  | 2253 | 2263 |
| 4.662% due 11/25/2055 •  | 985 | 988 |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 4.672% due 03/25/2055 •  | 500 | 499 |
| 4.673% due 07/25/2055 •  | 800 | 798 |
| 4.712% due 01/25/2055 •  | 223 | 224 |
| 4.750% due 04/25/2056 •  | 1300 | 1294 |
| 4.862% due 12/25/2053 •  | 344 | 347 |
| 4.962% due 10/25/2053 •  | 650 | 658 |
| **Government National Mortgage Association REMICS**  |  |  |
| 4.623% due 12/20/2055 •  | 987 | 990 |
| 4.783% due 12/20/2066 •  | 204 | 205 |
| 4.873% due 06/20/2055 •  | 2345 | 2371 |
| **Uniform Mortgage-Backed Security, TBA**  |  |  |
| 6.000% due 06/01/2056 | 1400 | 1425 |
| 6.500% due 05/01/2056 | 2860 | 2957 |
| Total U.S. Government Agencies (Cost $29,012) |  | 29149 |
| **U.S. TREASURY OBLIGATIONS 3.6%**  |  |  |
| **UNITED STATES 3.6%**  |  |  |
| **U.S. Treasury Floating Rate Notes**  |  |  |
| 3.751% due 01/31/2027 •(f) | 1891 | 1892 |
| **U.S. Treasury Inflation Protected Securities (d)** |  |  |
| 0.125% due 01/15/2031  | 375 | 352 |
| 1.625% due 04/15/2030 (f) | 3984 | 4026 |
| Total U.S. Treasury Obligations (Cost $6,275) |  | 6270 |
| **SHORT-TERM INSTRUMENTS 9.3%**  |  |  |
| **CERTIFICATES OF DEPOSIT 0.3%**  |  |  |
| **Banco Itau Chile** <br>4.150% due 08/12/2026 | 600 | 600 |
| **COMMERCIAL PAPER 0.9%**  |  |  |
| **HCA, Inc.**  |  |  |
| 4.200% due 05/11/2026  | 800 | 796 |
| 4.250% due 05/13/2026  | 800 | 796 |
| Total Commercial Paper (Cost $1,592) |  | 1592 |
| **SHORT-TERM NOTES 8.1%**  |  |  |
| **Federal Home Loan Bank Discount Notes**  |  |  |
| 3.634% due 07/08/2026 (b)(c) | 2700 | 2673 |
| 3.643% due 09/04/2026 (b)(c) | 2700 | 2658 |
| 3.679% due 09/09/2026 (b)(c) | 3900 | 3837 |
| 3.694% due 06/22/2026 (b)(c) | 5100 | 5058 |
| Total Short-Term Notes (Cost $14,229) |  | 14226 |
| Total Short-Term Instruments (Cost $16,421) |  | 16418 |
| Total Investments in Securities (Cost $161,471) |  | 161465 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 2.9%**  |  |  |
| **SHORT-TERM INSTRUMENTS 2.9%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 2.9%**  |  |  |
| **PIMCO Short Asset Portfolio** | 430772 | 4228 |
| **PIMCO Short-Term Floating NAV Portfolio III** | 82270 | 801 |
| Total Short-Term Instruments (Cost $5,018) |  | 5029 |
| Total Investments in Affiliates (Cost $5,018) |  | 5029 |
| Total Investments 95.2% (Cost $166,489) |  | $166494 |
| **Financial Derivative Instruments (e)(g) 3.5**%(Cost or Premiums, net $1,608) |  | 6145 |
| Other Assets and Liabilities, net 1.3% |  | 2171 |
| Net Assets 100.0% |  | $174810 |

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<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** |
| **(b)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(c)** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** |
| **(d)** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** | **Principal amount of security is adjusted for inflation.** |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** |
| Description | Description | Description | Description | Coupon | Maturity<br>Date | Maturity<br>Date | Principal<br>Amount | Proceeds | Payable for<br>Short Sales |
| U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% | U.S. Government Agencies (1.2)% |
| &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% | &nbsp;&nbsp;&nbsp;&nbsp; United States (1.2)% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | 5.500% | 05/01/2056 | 05/01/2056 | 2100 | (2117) | $(2107) |
| **(e)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** |
| **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  | <u>Variation Margin</u><sup>(1)</sup> | <u>Variation Margin</u><sup>(1)</sup> |
| Description | Description | Expiration<br>Month | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Liability |
| 3-Month EURIBOR December Futures  | 3-Month EURIBOR December Futures  | 12/2026 | 63 | 17691 | 17691 | $(37) | (37) | 0 | 0 |
| 3-Month SOFR Active Contract December Futures  | 3-Month SOFR Active Contract December Futures  | 03/2028 | 82 | 19802 | 19802 | 1 | 1 | 4 | 0 |
| 3-Month SONIA December Futures  | 3-Month SONIA December Futures  | 03/2027 | 54 | 17090 | 17090 | (87) | (87) | 20 | 0 |
| Australia Government 3-Year Bond June Futures  | Australia Government 3-Year Bond June Futures  | 06/2026 | 139 | 9941 | 9941 | (39) | (39) | 45 | 0 |
| Australia Government 10-Year Bond June Futures  | Australia Government 10-Year Bond June Futures  | 06/2026 | 27 | 2007 | 2007 | (12) | (12) | 19 | 0 |
| E-Mini S&P 500 Index June Futures  | E-Mini S&P 500 Index June Futures  | 06/2026 | 266 | 87391 | 87391 | (1539) | (1539) | 2427 | 0 |
| Long Guilt June Futures  | Long Guilt June Futures  | 06/2026 | 15 | 1743 | 1743 | (101) | (101) | 13 | 0 |
| Mini MSCI EAFE Index June Futures  | Mini MSCI EAFE Index June Futures  | 06/2026 | 604 | 87613 | 87613 | (726) | (726) | 2751 | 0 |
| U.S. Treasury 2-Year Note June Futures  | U.S. Treasury 2-Year Note June Futures  | 06/2026 | 382 | 79244 | 79244 | (23) | (23) | 30 | 0 |
| U.S. Treasury 5-Year Note June Futures  | U.S. Treasury 5-Year Note June Futures  | 06/2026 | 43 | 4652 | 4652 | (49) | (49) | 6 | 0 |
|  |  |  |  |  |  | (2612) | $ | $ | 0 |
| **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  | <u>Variation Margin</u><sup>(1)</sup> | <u>Variation Margin</u><sup>(1)</sup> |
| Description | Description | Expiration<br>Month | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Liability |
| Euro-Schatz June Futures  | Euro-Schatz June Futures  | 06/2026 | 8 | (978) | (978) | $8 | 8 | 0 | (1) |
| U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | 06/2026 | 106 | (11771) | (11771) | 232 | 232 | 0 | (25) |
| U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | 06/2026 | 51 | (5789) | (5789) | 97 | 97 | 0 | (15) |
| U.S. Treasury Ultra Long-Term Bond June Futures  | U.S. Treasury Ultra Long-Term Bond June Futures  | 06/2026 | 22 | (2564) | (2564) | 86 | 86 | 0 | (5) |
|  |  |  |  |  |  | 423 | $ | $ | (46) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **(2189)** | **$** | **$** | **(46)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> |
|  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Reference Entity | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(3)</sup> | Notional<br>Amount<sup>(4)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value<sup>(5)</sup> | Asset | Liability |
| Southwest Airlines Co.  | 12/20/2026 | % | $100 | 0 | $ | 1 | 1 | 0 | $0 |

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<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Tesco PLC  | Tesco PLC  | Tesco PLC  | 1.000 | Quarterly | Quarterly | 12/20/2027 | 12/20/2027 | 0.212 | 0.212 |  | EUR | 400 | 0 |  | 6 |  | 6 | 0 |  | 0 |
|  |  |  |  |  |  |  |  |  |  |  |  |  | 0 | 0 | 7 | 7 | 7 | 0 | 0 | 0 |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Floating Rate Index | Floating Rate Index | Fixed Rate | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date |  | Notional<br>Amount | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Asset | Asset | Liability |
| Pay | Pay | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 3.500% | 3.500% | Annual | Annual | 03/18/2031 | GBP | 2610 | 2610 | $(11) | (11) | $(100) | (100) | (111) | $8 | 8 | $0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 0.500 | 0.500 | Semi-Annual | Semi-Annual | 06/16/2026 | $ | $13000 | 13000 | 110 | 110 | (11) | (11) | 99 | 1 | 1 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.982 | 3.982 | Annual | Annual | 09/30/2026 |  | 4200 | 4200 | 0 | 0 | 7 | 7 | 7 | 0 | 0 | 0 |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.650 | 3.650 | Annual | Annual | 09/11/2027 |  | 12500 | 12500 | 20 | 20 | (19) | (19) | 1 | 0 | 0 | (4) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | 3.750 | Annual | Annual | 06/20/2028 |  | 5570 | 5570 | (47) | (47) | 45 | 45 | (2) | 0 | 0 | (3) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.250 | 3.250 | Annual | Annual | 06/21/2028 |  | 1300 | 1300 | 4 | 4 | 14 | 14 | 18 | 0 | 0 | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | 3.750 | Annual | Annual | 12/20/2028 |  | 700 | 700 | 3 | 3 | (6) | (6) | (3) | 0 | 0 | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | 3.000 | Annual | Annual | 03/19/2030 |  | 8310 | 8310 | 429 | 429 | (248) | (248) | 181 | 0 | 0 | (8) |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.325 | 3.325 | Annual | Annual | 08/31/2030 |  | 13688 | 13688 | 44 | 44 | 92 | 92 | 136 | 0 | 0 | (14) |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.337 | 3.337 | Annual | Annual | 08/31/2030 |  | 100 | 100 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.369 | 3.369 | Annual | Annual | 08/31/2030 |  | 100 | 100 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.376 | 3.376 | Annual | Annual | 08/31/2030 |  | 800 | 800 | 0 | 0 | 6 | 6 | 6 | 0 | 0 | (1) |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.407 | 3.407 | Annual | Annual | 08/31/2030 |  | 100 | 100 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.422 | 3.422 | Annual | Annual | 08/31/2030 |  | 100 | 100 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | 3.750 | Annual | Annual | 09/17/2030 |  | 3200 | 3200 | (54) | (54) | 37 | 37 | (17) | 0 | 0 | (3) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.734 | 3.734 | Annual | Annual | 05/31/2032 |  | 3400 | 3400 | 0 | 0 | 6 | 6 | 6 | 4 | 4 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.791 | 3.791 | Annual | Annual | 05/31/2032 |  | 6600 | 6600 | 0 | 0 | 35 | 35 | 35 | 8 | 8 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | 3.750 | Annual | Annual | 06/20/2033 |  | 4800 | 4800 | (93) | (93) | 103 | 103 | 10 | 0 | 0 | (6) |
| Receive | Receive | 3-Month COP-IBR Compounded-OIS | 3-Month COP-IBR Compounded-OIS | 3-Month COP-IBR Compounded-OIS | 8.530 | 8.530 | Quarterly | Quarterly | 08/22/2029 | COP | 1800000 | 1800000 | 0 | 0 | 46 | 46 | 46 | 0 | 0 | 0 |
| Pay | Pay | 3-Month PLN-WIBOR | 3-Month PLN-WIBOR | 3-Month PLN-WIBOR | 4.136 | 4.136 | Annual | Annual | 07/25/2029 | PLN | 5400 | 5400 | 0 | 0 | 5 | 5 | 5 | 2 | 2 | 0 |
| Receive | Receive | 3-Month PLN-WIBOR | 3-Month PLN-WIBOR | 3-Month PLN-WIBOR | 4.930 | 4.930 | Annual | Annual | 07/25/2029 |  | 2100 | 2100 | 0 | 0 | (23) | (23) | (23) | 0 | 0 | (1) |
| Receive | Receive | 3-Month PLN-WIBOR | 3-Month PLN-WIBOR | 3-Month PLN-WIBOR | 5.010 | 5.010 | Annual | Annual | 07/25/2029 |  | 3300 | 3300 | (31) | (31) | (8) | (8) | (39) | 0 | 0 | (1) |
| Receive | Receive | 6-Month CLP-CHILIBOR | 6-Month CLP-CHILIBOR | 6-Month CLP-CHILIBOR | 4.590 | 4.590 | Semi-Annual | Semi-Annual | 10/01/2029 | CLP | 59000 | 59000 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 |
| Pay<sup>(6)</sup> | Pay<sup>(6)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 2.750 | 2.750 | Annual | Annual | 09/16/2036 | EUR | 500 | 500 | (18) | (18) | 0 | 0 | (18) | 4 | 4 | 0 |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 3.000 | 3.000 | Annual | Annual | 09/16/2056 |  | 200 | 200 | 2 | 2 | 3 | 3 | 5 | 0 | 0 | (2) |
|  |  |  |  |  |  |  |  |  |  |  |  |  | 358 | $ | (11) | $ | 347 | 27 | $ | (45) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **358** | **$** | **(4)** | **$** | **354** | **27** | **$** | **(45)** |
| **(f)** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Securities with an aggregate market value of $4,800 and cash of $7,295 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. | Unsettled variation margin asset of $38 for closed futures is outstanding at period end. |
| <sup>(2)</sup> | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(3)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(4)</sup> | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(5)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(6)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| **(g)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |

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<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Currency to<br>be Delivered | Currency to<br>be Received | Currency to<br>be Received | Asset | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 1091 | $209 | 209 | $0 | $(1) |
|  | 04/2026  | 246 | 180 | 180 | 3 | 0 |
|  | 04/2026  | 483666 | 535 | 535 | 13 | 0 |
|  | 04/2026  | 1788 | 2083 | 2083 | 16 | 0 |
|  | 04/2026  | $209 | 1091 | 1091 | 2 | 0 |
|  | 04/2026  | 535 | 483666 | 483666 | 0 | (13) |
|  | 06/2026  | 18 | 97 | 97 | 0 | 0 |
|  | 10/2026  | 500 | $91 | 91 | 0 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | 04/2026  | 9994 | 1873 | 1873 | 0 | (56) |
|  | 04/2026  | 483666 | 530 | 530 | 8 | 0 |
|  | 04/2026  | 64 | 85 | 85 | 0 | 0 |
|  | 04/2026  | 871 | 242 | 242 | 7 | 0 |
|  | 04/2026  | $1907 | 9994 | 9994 | 22 | 0 |
|  | 06/2026  | 501 | 457593 | 457593 | 0 | (7) |
|  | 07/2026  | 3800 | $710 | 710 | 0 | (8) |
|  | 07/2026  | $1576 | 8465 | 8465 | 25 | 0 |
|  | 10/2026  | 2900 | $528 | 528 | 0 | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | 854 | 237 | 237 | 7 | 0 |
|  | 04/2026  | $20 | 332 | 332 | 0 | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | 04/2026  | 8700 | $1614 | 1614 | 0 | (66) |
|  | 04/2026  | 12711 | 80 | 80 | 0 | 0 |
|  | 04/2026  | $1674 | 8700 | 8700 | 6 | 0 |
|  | 04/2026  | 1158 | 870 | 870 | 0 | (7) |
|  | 04/2026  | 660 | 2388 | 2388 | 0 | (17) |
|  | 05/2026  | 870 | $1158 | 1158 | 7 | 0 |
|  | 05/2026  | $80 | 12672 | 12672 | 0 | 0 |
|  | 10/2026  | 9300 | $1715 | 1715 | 0 | (6) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 130 | 91 | 91 | 2 | 0 |
|  | 04/2026  | $1148 | 1634 | 1634 | 0 | (21) |
|  | 04/2026  | 182 | 247 | 247 | 0 | (5) |
|  | 04/2026  | 531 | 483666 | 483666 | 0 | (9) |
|  | 04/2026  | 8 | 239 | 239 | 0 | 0 |
|  | 06/2026  | 65336 | $76 | 76 | 5 | 0 |
|  | 09/2026  | 882010 | 985 | 985 | 33 | 0 |
|  | 09/2026  | $680 | 590633 | 590633 | 0 | (42) |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 116 | $17 | 17 | 0 | 0 |
|  | 04/2026  | $751 | 1095 | 1095 | 4 | 0 |
|  | 04/2026  | 35 | 238 | 238 | 0 | 0 |
|  | 04/2026  | 19 | 24 | 24 | 0 | 0 |
|  | 05/2026  | 1095 | $751 | 751 | 0 | (4) |
|  | 05/2026  | 24 | 19 | 19 | 0 | 0 |
|  | 05/2026  | $17 | 116 | 116 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | 04/2026  | 944 | $669 | 669 | 18 | 0 |
|  | 04/2026  | 40 | 52 | 52 | 2 | 0 |
|  | 04/2026  | 625 | 845 | 845 | 17 | 0 |
|  | 04/2026  | 15826 | 99 | 99 | 0 | (1) |
|  | 04/2026  | 1630 | 952 | 952 | 16 | 0 |
|  | 04/2026  | 951 | 264 | 264 | 7 | 0 |
|  | 04/2026  | $51 | 40 | 40 | 0 | 0 |
|  | 04/2026  | 32 | 4958 | 4958 | 0 | (1) |
|  | 04/2026  | 900 | 1506 | 1506 | 0 | (35) |
|  | 05/2026  | 40 | $51 | 51 | 0 | 0 |
|  | 05/2026  | $99 | 15778 | 15778 | 1 | 0 |
|  | 05/2026  | 954 | 1630 | 1630 | 0 | (16) |
|  | 06/2026  | 291 | 5069 | 5069 | 0 | (10) |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 11937 | $2171 | 2171 | 0 | (133) |
|  | 04/2026  | $2249 | 11937 | 11937 | 56 | 0 |
|  | 06/2026  | 9533 | $1770 | 1770 | 0 | (46) |
|  | 06/2026  | $55 | 292 | 292 | 1 | 0 |
|  | 07/2026  | 2100 | $391 | 391 | 0 | (6) |
|  | 07/2026  | $50 | 267 | 267 | 1 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 2025 | $2392 | 2392 | 51 | 0 |
|  | 04/2026  | $74 | 124 | 124 | 0 | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 8400 | $1424 | 1424 | 0 | (197) |
|  | 04/2026  | 122 | 18 | 18 | 0 | 0 |
|  | 04/2026  | 10542 | 589 | 589 | 1 | 0 |
|  | 04/2026  | 24 | 19 | 19 | 0 | 0 |
|  | 04/2026  | $1600 | 8400 | 8400 | 21 | 0 |
|  | 04/2026  | 53 | 888 | 888 | 0 | (1) |
|  | 05/2026  | 18 | 122 | 122 | 0 | 0 |
|  | 07/2026  | 3300 | $610 | 610 | 0 | (14) |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 132 | 91 | 91 | 0 | 0 |
|  | 04/2026  | 181 | 241 | 241 | 2 | 0 |
|  | 04/2026  | 7053 | 44 | 44 | 0 | 0 |
|  | 04/2026  | $35 | 5368 | 5368 | 0 | (1) |
|  | 05/2026  | 44 | 7032 | 7032 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 25 | 3899 | 3899 | 0 | 0 |
|  | 04/2026  | 14 | 440 | 440 | 0 | 0 |
|  | 06/2026  | 137892 | $155 | 155 | 7 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | 04/2026  | $4401 | 3813 | 3813 | 7 | 0 |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 138 | 138 | 138 | JPY | 21506 | 21506 | 21506 | 21506 |  | 0 | 0 |  |  | (3) | (3) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | EUR | 3813 | 3813 | 3813 | $ | 4408 | 4408 | 4408 | 4408 |  | 0 | 0 |  |  | (7) | (7) |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 04/2026  | 04/2026  | 04/2026  | AUD | 1523 | 1523 | 1523 |  | 1084 | 1084 | 1084 | 1084 |  | 33 | 33 |  |  | 0 | 0 |
|  |  |  | 08/2026  | 08/2026  | 08/2026  | COP | 2457339 | 2457339 | 2457339 |  | 644 | 644 | 644 | 644 |  | 0 | 0 |  |  | (4) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | &nbsp;&nbsp;&nbsp;&nbsp; UAG | 04/2026  | 04/2026  | 04/2026  | PLN | 1171 | 1171 | 1171 |  | 323 | 323 | 323 | 323 |  | 8 | 8 |  |  | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $5 | 5 | 5 | CZK | 97 | 97 | 97 | 97 |  | 0 | 0 |  |  | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 383 | 383 | 383 | PLN | 1382 | 1382 | 1382 | 1382 |  | 0 | 0 |  |  | (10) | (10) |
|  |  |  | 06/2026  | 06/2026  | 06/2026  |  | 281 | 281 | 281 | MXN | 4987 | 4987 | 4987 | 4987 |  | 0 | 0 |  |  | (5) | (5) |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**409** | **409** | **409** | **$** | $**(766)** | **(766)** | **(766)** |
| **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** |
| **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** |
| Counterparty | Counterparty | Description | Description | Description | Description | Description | Description | Description |  | Strike<br>Price | Strike<br>Price | Strike<br>Price | Expiration<br>Date | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Cost | Cost |  | Market<br>Value | Market<br>Value |
| BOA | BOA | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | KRW | 1400.000 | 1400.000 | 1400.000 | 07/09/2026 | 736 | 736 | 736 | 7 | 7 | $ | $2 | 2 |
|  |  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  |  | 1400.000 | 1400.000 | 1400.000 | 07/13/2026 | 164 | 164 | 164 | 1 | 1 |  | 1 | 1 |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 8 | 8 | $ | $3 | 3 |
| **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** | **INTEREST RATE SWAPTIONS** |
| Counterparty | Counterparty | Description | Description | Floating Rate<br>Index | Floating Rate<br>Index | Floating Rate<br>Index | Floating Rate<br>Index | Pay/Receive<br>Floating Rate | Exercise<br>Rate | Exercise<br>Rate | Exercise<br>Rate | Expiration<br>Date | Expiration<br>Date | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Cost | Cost |  | Market<br>Value | Market<br>Value |
| BPS | BPS | Put - OTC 1-Year Interest Rate Swap  | Put - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Receive | 4.250% | 4.250% | 4.250% | 12/09/2026 | 12/09/2026 | 700 | 700 | 700 | 0 | 0 | $ | $1 | 1 |
| DUB | DUB | Put - OTC 1-Year Interest Rate Swap  | Put - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Receive | 3.650 | 3.650 | 3.650 | 09/09/2026 | 09/09/2026 | 18700 | 18700 | 18700 | 19 | 19 |  | 51 | 51 |
| FAR | FAR | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Pay | 3.000 | 3.000 | 3.000 | 08/03/2026 | 08/03/2026 | 12600 | 12600 | 12600 | 11 | 11 |  | 9 | 9 |
|  |  | Put - OTC 1-Year Interest Rate Swap  | Put - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Receive | 4.250 | 4.250 | 4.250 | 12/09/2026 | 12/09/2026 | 47000 | 47000 | 47000 | 22 | 22 |  | 50 | 50 |
| GLM | GLM | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Pay | 3.000 | 3.000 | 3.000 | 07/28/2026 | 07/28/2026 | 8400 | 8400 | 8400 | 6 | 6 |  | 5 | 5 |
|  |  | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Pay | 3.000 | 3.000 | 3.000 | 08/11/2026 | 08/11/2026 | 14200 | 14200 | 14200 | 16 | 16 |  | 10 | 10 |
| MYC | MYC | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Pay | 3.000 | 3.000 | 3.000 | 08/03/2026 | 08/03/2026 | 14900 | 14900 | 14900 | 14 | 14 |  | 10 | 10 |
|  |  | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Pay | 3.000 | 3.000 | 3.000 | 08/11/2026 | 08/11/2026 | 15500 | 15500 | 15500 | 17 | 17 |  | 11 | 11 |
|  |  | Put - OTC 1-Year Interest Rate Swap  | Put - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Receive | 3.650 | 3.650 | 3.650 | 09/09/2026 | 09/09/2026 | 3100 | 3100 | 3100 | 3 | 3 |  | 8 | 8 |
| NGF | NGF | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Pay | 3.000 | 3.000 | 3.000 | 07/28/2026 | 07/28/2026 | 31200 | 31200 | 31200 | 22 | 22 |  | 20 | 20 |
|  |  | Call - OTC 1-Year Interest Rate Swap  | Call - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Pay | 3.000 | 3.000 | 3.000 | 08/03/2026 | 08/03/2026 | 1800 | 1800 | 1800 | 2 | 2 |  | 1 | 1 |
|  |  | Put - OTC 1-Year Interest Rate Swap  | Put - OTC 1-Year Interest Rate Swap  | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | 3-Month USD-SOFR | Receive | 3.650 | 3.650 | 3.650 | 09/09/2026 | 09/09/2026 | 32700 | 32700 | 32700 | 35 | 35 |  | 89 | 89 |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 167 | 167 | $ | $265 | 265 |
| **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **175** | **175** | **$** | $**268** | **268** |
| **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** |
| **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** | **FOREIGN CURRENCY OPTIONS** |
| Counterparty | Counterparty | Description | Description | Description | Description | Description | Description | Description |  | Strike<br>Price | Strike<br>Price | Strike<br>Price | Expiration<br>Date | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Notional<br>Amount<sup>(1)</sup> | Premiums<br>(Received) | Premiums<br>(Received) |  | Market<br>Value | Market<br>Value |
| BOA | BOA | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | KRW | 1350.000 | 1350.000 | 1350.000 | 07/09/2026 | 736 | 736 | 736 | (3) | (3) | $ | $(1) | (1) |
|  |  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  | Put - OTC USD versus KRW  |  | 1350.000 | 1350.000 | 1350.000 | 07/13/2026 | 164 | 164 | 164 | 0 | 0 |  | 0 | 0 |
| **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **(3)** | **(3)** | **$** | $**(1)** | **(1)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON SOVEREIGN ISSUES - BUY PROTECTION**<sup>(2)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> |
| Counterparty | Reference Entity | Reference Entity | Reference Entity | Reference Entity | Fixed <br>(Pay) Rate | Fixed <br>(Pay) Rate | Payment<br>Frequency | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(4)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(4)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(4)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(4)</sup> | Notional<br>Amount<sup>(5)</sup> |  | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Asset | Liability |
| MYC | South Korea Government International Bonds  | South Korea Government International Bonds  | South Korea Government International Bonds  | South Korea Government International Bonds  | (1.000)% | (1.000)% | Quarterly | 12/20/2030 | 0.324% | 0.324% | 0.324% | 0.324% | $400 | $ | (16) | (16) | $4 | $0 | 0 | 0 | $(12) |

---

------

<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(3)</sup> |
|  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(6)</sup> | <u>Swap Agreements, at Value</u><sup>(6)</sup> |
| Counterparty | Counterparty | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Notional<br>Amount<sup>(5)</sup> | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Liability |
| BOA | BOA | Quarterly | Quarterly | 12/20/2030 | 1210 | 272 | (30) | (30) | 242 | 0 |
| BPS | BPS | Quarterly | Quarterly | 12/20/2030 | 1390 | 319 | (41) | (41) | 278 | 0 |
| CBK | CBK | Quarterly | Quarterly | 12/20/2030 | 350 | 80 | (10) | (10) | 70 | 0 |
| JPM | JPM | Quarterly | Quarterly | 12/20/2030 | 1840 | 423 | (55) | (55) | 368 | 0 |
|  |  |  |  |  |  | 1094 | $(136) | (136) | $958 | $0 |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **1078** | $**(132)** | **(132)** | $**958** | $**(12)** |
| <sup>(1)</sup> | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. | Notional Amount represents the number of contracts. |
| <sup>(2)</sup> | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(3)</sup> | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(4)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(5)</sup> | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Portfolio could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(6)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Portfolio's assets and liabilities**: |  |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 2 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |  |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |
| Cayman Islands | Cayman Islands | Cayman Islands | $0 | 0 | $12493 | $0 | 0 | $ | 12493 |  |
| Ireland | Ireland | Ireland | 0 | 0 | 2310 | 0 | 0 |  | 2310 |  |
| Italy | Italy | Italy | 0 | 0 | 106 | 0 | 0 |  | 106 |  |
| Japan | Japan | Japan | 0 | 0 | 257 | 0 | 0 |  | 257 |  |
| Jersey, Channel Islands | Jersey, Channel Islands | Jersey, Channel Islands | 0 | 0 | 600 | 0 | 0 |  | 600 |  |
| United States | United States | United States | 0 | 0 | 19506 | 0 | 0 |  | 19506 |  |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |  |
| Australia | Australia | Australia | Australia | Australia | Australia | Australia | Australia | Australia | Australia |  |
|  | Utilities | Utilities | 0 | 0 | 198 | 0 | 0 |  | 198 |  |
| Canada | Canada | Canada | Canada | Canada | Canada | Canada | Canada | Canada | Canada |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 2101 | 0 | 0 |  | 2101 |  |
|  | Industrials | Industrials | 0 | 0 | 1501 | 0 | 0 |  | 1501 |  |
|  | Utilities | Utilities | 0 | 0 | 497 | 0 | 0 |  | 497 |  |
| Cayman Islands | Cayman Islands | Cayman Islands | Cayman Islands | Cayman Islands | Cayman Islands | Cayman Islands | Cayman Islands | Cayman Islands | Cayman Islands |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 909 | 0 | 0 |  | 909 |  |
| France | France | France | France | France | France | France | France | France | France |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 1292 | 0 | 0 |  | 1292 |  |
| Germany | Germany | Germany | Germany | Germany | Germany | Germany | Germany | Germany | Germany |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 2478 | 0 | 0 |  | 2478 |  |
| Ireland | Ireland | Ireland | Ireland | Ireland | Ireland | Ireland | Ireland | Ireland | Ireland |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 198 | 0 | 0 |  | 198 |  |
| Israel | Israel | Israel | Israel | Israel | Israel | Israel | Israel | Israel | Israel |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 890 | 0 | 0 |  | 890 |  |
|  | Utilities | Utilities | 0 | 0 | 940 | 0 | 0 |  | 940 |  |
| Italy | Italy | Italy | Italy | Italy | Italy | Italy | Italy | Italy | Italy |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 461 | 0 | 0 |  | 461 |  |
| Japan | Japan | Japan | Japan | Japan | Japan | Japan | Japan | Japan | Japan |  |
|  | Banking & Finance | Banking & Finance | 0 | 0 | 705 | 0 | 0 |  | 705 |  |

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<br> Schedule of Investments PIMCO StocksPLUS<sup>®</sup> Global Portfolio (Cont.) March 31, 2026 (Unaudited)

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| | | | | |
|:---|:---|:---|:---|:---|
| Industrials | 0 | 806 | 0 | 806 |
| Liberia | Liberia | Liberia | Liberia | Liberia |
| Industrials | 0 | 1307 | 0 | 1307 |
| Netherlands | Netherlands | Netherlands | Netherlands | Netherlands |
| Banking & Finance | 0 | 1505 | 0 | 1505 |
| Spain | Spain | Spain | Spain | Spain |
| Industrials | 0 | 199 | 0 | 199 |
| Switzerland | Switzerland | Switzerland | Switzerland | Switzerland |
| Banking & Finance | 0 | 1716 | 0 | 1716 |
| United Kingdom | United Kingdom | United Kingdom | United Kingdom | United Kingdom |
| Banking & Finance | 0 | 6720 | 0 | 6720 |
| Industrials | 0 | 192 | 0 | 192 |
| United States | United States | United States | United States | United States |
| Banking & Finance | 0 | 15716 | 0 | 15716 |
| Industrials | 0 | 15220 | 0 | 15220 |
| Utilities | 0 | 3496 | 0 | 3496 |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities |
| Australia | 0 | 451 | 0 | 451 |
| United Kingdom | 0 | 740 | 0 | 740 |
| United States | 0 | 5426 | 0 | 5426 |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues |
| Brazil | 0 | 4017 | 0 | 4017 |
| Chile | 0 | 71 | 0 | 71 |
| Colombia | 0 | 479 | 0 | 479 |
| Israel | 0 | 569 | 0 | 569 |
| Luxembourg | 0 | 1057 | 0 | 1057 |
| Peru | 0 | 700 | 0 | 700 |
| Romania | 0 | 1799 | 0 | 1799 |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies |
| United States | 0 | 29149 | 0 | 29149 |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations |
| United States | 0 | 6270 | 0 | 6270 |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Certificates of Deposit | 0 | 600 | 0 | 600 |
| Commercial Paper | 0 | 1592 | 0 | 1592 |
| Short-Term Notes | 0 | 14226 | 0 | 14226 |
|  | $0 | $161465 | $0 | $161465 |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Central Funds Used for Cash Management Purposes | $5029 | $0 | $0 | $5029 |
| Total Investments | $5029 | $161465 | $0 | $166494 |
| **Short Sales, at Value - Liabilities** | **Short Sales, at Value - Liabilities** | **Short Sales, at Value - Liabilities** | **Short Sales, at Value - Liabilities** | **Short Sales, at Value - Liabilities** |
| United States | United States | United States | United States | United States |
| U.S. Government Agencies | $0 | $(2107) | $0 | $(2107) |
| **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  |
| Exchange-traded or centrally cleared | 5275 | 67 | 0 | 5342 |
| Over the counter | 0 | 1635 | 0 | 1635 |
|  | $5275 | $1702 | $0 | $6977 |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |
| Exchange-traded or centrally cleared | (1) | (90) | 0 | (91) |
| Over the counter | 0 | (779) | 0 | (779) |
|  | $(1) | $(869) | $0 | $(870) |
| Total Financial Derivative Instruments | $5274 | $833 | $0 | $6107 |
| Totals | $10303 | $160191 | $0 | $170494 |
| **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** | **There were no significant transfers into or out of Level 3 during the period ended March 31, 2026.** |

---

------

Notes to Financial Statements

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

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

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

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

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

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

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

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

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

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

Under certain circumstances, the per share NAV of a class of the Portfolio's shares may be different from the per share NAV of another class of shares as a result of the different daily expense accruals applicable to each class of shares.

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

------

Notes to Financial Statements (Cont.)

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

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

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

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

In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Portfolio.

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

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

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

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

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

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

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

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

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

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

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Sources (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

------

Notes to Financial Statements (Cont.)

Short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

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

**2. FEDERAL INCOME TAX MATTERS**

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

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

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

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

Shares of the Portfolio currently are sold to segregated asset accounts ("Separate Accounts") of insurance companies that fund variable annuity contracts and variable life insurance policies ("Variable Contracts"). Please refer to the prospectus for the Separate Account and Variable Contract for information regarding Federal income tax treatment of distributions to the Separate Account.

**3. INVESTMENTS IN AFFILIATES** 

The Portfolio invests under normal circumstances substantially all or a significant portion of its assets in the least expensive class of shares of any actively managed or smart beta funds (including mutual funds or exchange-traded funds) of PIMCO Funds, PIMCO ETF Trust or PIMCO Equity Series, each an affiliated open-end investment company (collectively, "Underlying PIMCO Funds"). The Underlying PIMCO Funds are considered to be affiliated with the Portfolio. The Portfolio may invest in the PIMCO Short Asset Portfolio and the PIMCO Short-Term Floating NAV Portfolio III ("Central Funds") to the extent permitted by the Act, rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use solely by the series of the Trust and other series of registered investment companies advised by the Adviser, in connection with their cash management activities. The main investments of the Central Funds are money market and short maturity fixed income instruments. The Central Funds may incur expenses related to their investment activities, but do not pay Investment Advisory Fees or Supervisory and Administrative Fees to the Adviser. The Central Funds are considered to be affiliated with the Portfolio. A copy of each affiliate fund's shareholder report is available at the U.S. Securities and Exchange Commission ("SEC") website at www.sec.gov, on the Portfolio's website at www.pimco.com, or upon request, as applicable. The tables below show the Portfolio's transactions in and earnings from investments in the affiliated funds for the period ended March 31, 2026 (amounts in thousands<sup>†</sup>):

**Investments in PIMCO Short Asset Portfolio**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Market Value<br>12/31/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $4186 | $43 | $0 | $0 | $(1) | $4228 | $44 | $0 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Market Value<br>12/31/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $0 | $3501 | $(2700) | $0 | $0 | $801 | $1 | $0 |

---

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

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** |  | (Unaudited) |
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |  |  |  |  |
| **BOA** | Bank of America N.A. | **FAR** | Wells Fargo Bank National Association | **NGF** | Nomura Global Financial Products, Inc. |
| **BPS** | BNP Paribas S.A. | **GLM** | Goldman Sachs Bank USA | **SCX** | Standard Chartered Bank, London |
| **BRC** | Barclays Bank PLC | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **SOG** | Societe Generale Paris |
| **BSH** | Banco Santander S.A. - New York Branch | **JPM** | JP Morgan Chase Bank N.A. | **SSB** | State Street Bank and Trust Co. |
| **CBK** | Citibank N.A. | **MBC** | HSBC Bank Plc | **UAG** | UBS AG Stamford |
| **DUB** | Deutsche Bank AG | **MYC** | Morgan Stanley Bank, N.A. |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **AUD** | Australian Dollar | **CZK** | Czech Koruna | **PLN** | Polish Zloty |
| **BRL** | Brazilian Real | **EUR** | Euro | **SGD** | Singapore Dollar |
| **CAD** | Canadian Dollar | **GBP** | British Pound | **THB** | Thai Baht |
| **CHF** | Swiss Franc | **JPY** | Japanese Yen | **TWD** | Taiwanese Dollar |
| **CLP** | Chilean Peso | **KRW** | South Korean Won | **USD (or $)** | United States Dollar |
| **CNH** | Chinese Renminbi (Offshore) | **MXN** | Mexican Peso | **ZAR** | South African Rand |
| **COP** | Colombian Peso | **NZD** | New Zealand Dollar |  |  |
| **Exchange Abbreviations:** | **Exchange Abbreviations:** |  |  |  |  |
| **OTC** | Over the Counter |  |  |  |  |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **EAFE** | Europe, Australasia, and Far East Stock Index | **SOFR** | Secured Overnight Financing Rate | **SONIO** | Sterling Overnight Interbank Average Rate |
| **IBR** | Indicador Bancario de Referencia | **SOFRINDX** | Secured Overnight Financing Rate Index | **US0003M** | ICE 3-Month USD LIBOR |
| **S&P 500** | Standard & Poor's 500 Index | **SONIA** | Sterling Overnight Interbank Average Rate |  |  |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **EURIBOR** | Euro Interbank Offered Rate | **RMBS** | Residential Mortgage-Backed Security |
| **CHILIBOR** | Chile Interbank Offered Rate | **MSCI** | Morgan Stanley Capital International | **TBA** | To-Be-Announced |
| **CLO** | Collateralized Loan Obligation | **OIS** | Overnight Index Swap | **WIBOR** | Warsaw Interbank Offered Rate |
| **DAC** | Designated Activity Company | **REMIC** | Real Estate Mortgage Investment Conduit |  |  |

---

## 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 Equity Series VIT

- **b. Investment Company Act file number:** 811-22376

- **c. CIK number of Registrant:** 0001479359

- **d. LEI of Registrant:** 549300HBZFDDIZWKX522

- **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 StocksPLUS Global Portfolio

- **b. EDGAR series identifier (if any):** S000028118

- **c. LEI of Series:** 549300NSJTG65C45IN82

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $205361425.39

**Total Liabilities:** $30369966.55

**Net Assets:** $174991458.84

**Delayed Delivery Securities:** $577925.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 19988.621100 | **1-Year:** 12062.972200 | **5-Year:** 4041.984400 | **10-Year:** 332.583000 | **30-Year:** -205.172800

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

- **3-Month:** 319.248500 | **1-Year:** 323.818200 | **5-Year:** 537.138400 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000085712 | 3.25%                | 1.74%                | -6.76%               |
| Class ID C000085710 | 3.26%                | 1.79%                | -6.72%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-632626.76              | $1171683.05                                |
| Month 2  | $-276360.90              | $-963989.58                                |
| Month 3  | $214183.42               | $-1027173.69                               |

**Designated Index Information**

- **Index Name:** MSCI World Net Total Return USD Index

- **Index Identifier:** NDDUWI

### Schedule of Portfolio Investments

| Name                                                              | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                               | BOUGHT CLP SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-12962.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1494.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ1                                      | PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M6             | CUSIP: 70069FGF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106000 | PA      | $100255.88    | 0.06%             | 2035-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 01/27 2.15             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196416.68    | 0.11%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                           | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1         | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42227 | PA      | $42121.72     | 0.02%             | 2034-11-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOUTH KOREA GOVT AS BP MYC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-11876.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL CB4847 FN 10/52 FIXED 5.5                     | CUSIP: 3140QQL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24798 | PA      | $25060.02     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199436.40    | 0.11%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-2PL                                           | ACHV ABS TRUST ACHV 2024 2PL A 144A                     | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92859 | PA      | $93207.92     | 0.05%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2                         | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A     | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     103667 | PA      | $103702.83    | 0.06%             | 2038-04-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 09/26 0.00000      | CUSIP: 313385E51<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    2700000 | PA      | $2657904.38   | 1.52%             | 2026-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-2A                                           | REACH FINANCIAL LLC REACH 2025 2A A 144A                | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     353673 | PA      | $355170.17    | 0.20%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL FS3747 FN 12/52 FIXED VAR                     | CUSIP: 3140XKEV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19397 | PA      | $19568.05     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2019-9A LTD                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A     | CUSIP: 03330HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     388505 | PA      | $383225.68    | 0.22%             | 2037-10-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A3          | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90199 | PA      | $90394.66     | 0.05%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3A LTD                                       | ATLANTIC AVENUE LTD MCCP 2024 3A A 144A                 | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800427.34    | 0.46%             | 2035-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| UROPA SECURITIES PLC 2007-1                                       | UROPA SECURITIES PLC UROPA 2007 1 A3A REGS              | CUSIP: G92958AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      60691 | PA      | $79728.42     | 0.05%             | 2040-10-10      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                  | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297630.95    | 0.17%             | 2027-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL BZ2582 FN 12/29 FIXED 4.3                     | CUSIP: 3140NW2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     601000 | PA      | $603628.19    | 0.34%             | 2029-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A      | CUSIP: 78450XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     697513 | PA      | $704026.14    | 0.40%             | 2056-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7943.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A                         | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A    | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239459 | PA      | $231520.77    | 0.13%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)       | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199307.53    | 0.11%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5112.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                        | SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A           | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $602321.88    | 0.34%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                        | FANNIE MAE FNR 2024 104 FA                              | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223377 | PA      | $224439.42    | 0.13%             | 2055-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        382 | NC      | $-10051.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR            | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101727.08    | 0.06%             | 2031-04-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-15694.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSPHORUS CLO IX DAC 9A                                           | BOSPHORUS CLO BOPHO 9A AR 144A                          | CUSIP: ACI396444<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $577925.11    | 0.33%             | 2038-04-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-62                                         | FANNIE MAE FNR 2016 62 AF                               | CUSIP: 3136ATVF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     352902 | PA      | $350148.97    | 0.20%             | 2046-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 06/20/24-9Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9912.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4850.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                           | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491758.34    | 0.28%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4640.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                           | GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198795.72    | 0.11%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2024-A                               | WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     432507 | PA      | $433922.11    | 0.25%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-16                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A           | CUSIP: 23242FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     584814 | PA      | $550136.76    | 0.31%             | 2046-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFRF USD SF+26.161/0.50 9/16/23-3Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $98848.13     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14683.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS PLN 4.93000 11/04/24-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $-23325.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2018 B A2B 144A      | CUSIP: 78449LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110221 | PA      | $110166.62    | 0.06%             | 2037-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPRA4 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   12600000 | NC      | $8488.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375   | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198029.47    | 0.11%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                     | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A               | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      15055 | PA      | $15069.78     | 0.01%             | 2031-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $32999.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $7143.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                 | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 A2          | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     764268 | PA      | $765127.21    | 0.44%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A     | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      54525 | PA      | $54745.68     | 0.03%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                                | VENTURE CDO LTD VENTR 2021 44A A1NR 144A                | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500504.41    | 0.29%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 04/26 4.8              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200000.00    | 0.11%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-25                                         | FANNIE MAE FNR 2026 25 FD                               | CUSIP: 3136G5JT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1300000 | PA      | $1293741.93   | 0.74%             | 2056-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 01/31 VAR          | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101633.03    | 0.06%             | 2031-01-28      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR          | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199807.91    | 0.11%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H4 MORTGAGE TRUST                                      | CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A              | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     297474 | PA      | $299942.59    | 0.17%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                                | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A       | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600192.94    | 0.34%             | 2035-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H26                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H26 FC          | CUSIP: 38376RN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203516 | PA      | $204886.77    | 0.12%             | 2066-12-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 06/26 0.00000      | CUSIP: 313385YK6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    5100000 | PA      | $5057728.80   | 2.89%             | 2026-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                            | PMT LOAN TRUST PMTLT 2025 J2 A11 144A                   | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524305 | PA      | $526307.17    | 0.30%             | 2056-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5695.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $262.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -22 | NC      | $92485.87     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1290.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2706.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                            | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A      | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30064 | PA      | $30100.44     | 0.02%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                               | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A       | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900597.77    | 0.51%             | 2034-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14593.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    8400000 | NC      | $5329.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-7371.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                           | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 10/30 4.65     | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     700000 | PA      | $695797.84    | 0.40%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 04/30 VAR                | CUSIP: 225401BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1500000 | PA      | $1486788.56   | 0.85%             | 2030-04-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.25000 06/21/23-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $18269.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 31750SCJ2 PIMCO FXVAN PUT USD KRW 1400.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     163889 | NC      | $522.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 04/27 3.625                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492739.84    | 0.28%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM1                         | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM1 A1 144A        | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151793 | PA      | $152522.42    | 0.09%             | 2065-06-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $375.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029 | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A              | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89577 | PA      | $89536.49     | 0.05%             | 2027-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                         | EXPAND ENERGY CORP COMPANY GUAR 144A 04/29 6.75         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200144.03    | 0.11%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                      | L3HARRIS TECH INC SR UNSECURED 01/27 5.4                | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1814591.65   | 1.04%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $301880.59    | 0.17%             | 2027-07-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 A2         | CUSIP: 14689FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     300000 | PA      | $299715.00    | 0.17%             | 2029-06-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-195.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $4325.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-31418.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      83838 | PA      | $83938.73     | 0.05%             | 2032-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS CLP 4.59000 01/09/26-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $868.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                 | FORTIS INC SR UNSECURED 10/26 3.055                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $496567.58    | 0.28%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299519.60    | 0.17%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                          | HYATT HOTELS CORP SR UNSECURED 01/27 5.75               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     700000 | PA      | $706267.66    | 0.40%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $166.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2735.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $15569.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 31750SBA2 PIMCO FXVAN PUT USD KRW 1400.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     736111 | NC      | $2194.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $7849.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | OIS COP IBR/8.53000 08/06/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |          1 | NC      | $45715.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7055.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10681.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-9                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 3AV4          | CUSIP: 12666RAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308313 | PA      | $304507.05    | 0.17%             | 2046-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 01/29 VAR                              | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $703171.68    | 0.40%             | 2029-01-10      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $169.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 VAR     | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100107.41    | 0.06%             | 2028-09-18      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                     | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3          | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      58742 | PA      | $58799.14     | 0.03%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5498                                           | FREDDIE MAC FHR 5498 FC                                 | CUSIP: 3137HHWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1252189 | PA      | $1262206.03   | 0.72%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 06/20/24-4Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-2400.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CZK SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-49.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 01/32 VAR              | CUSIP: 46647PFH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497811.23    | 0.28%             | 2032-01-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS 144A 01/28 VAR                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $295443.19    | 0.17%             | 2028-01-20      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                   | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17   | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $196932.89    | 0.11%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 12/20/23-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3068.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                  | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A          | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     383626 | PA      | $378977.61    | 0.22%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-193.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5569                                           | FREDDIE MAC FHR 5569 FB                                 | CUSIP: 3137HMMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2490372 | PA      | $2514202.08   | 1.44%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 01/30 VAR           | CUSIP: 13607QWA6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $598723.82    | 0.34%             | 2030-01-29      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1       | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171661 | PA      | $162595.60    | 0.09%             | 2046-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5786.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                       | NATIONWIDE BLDG SOCIETY 144A 02/28 VAR                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $301188.70    | 0.17%             | 2028-02-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $8654.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC SR UNSECURED 144A 03/30 5.022       | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $606996.13    | 0.35%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                               | NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A        | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     569756 | PA      | $571429.01    | 0.33%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-172.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4454.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -736111 | NC      | $-588.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                        | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A           | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     369442 | PA      | $370120.52    | 0.21%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-4695.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $401975.53    | 0.23%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-182576.64   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-32326.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5573                                           | FREDDIE MAC FHR 5573 FB                                 | CUSIP: 3137HMSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1529373 | PA      | $1537881.51   | 0.88%             | 2055-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $679.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIV LTD 2020-24A                                    | SYMPHONY CLO LTD SYMP 2020 24A A1R 144A                 | CUSIP: 87167QAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $199750.01    | 0.11%             | 2035-10-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3350                                           | FREDDIE MAC FHR 3350 FA                                 | CUSIP: 31397JNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57176 | PA      | $57074.17     | 0.03%             | 2033-10-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $7277.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $3093.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                       | LETRA TESOURO NACIONAL BILLS 07/26 0.00000              | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    9200000 | PA      | $1720057.26   | 0.98%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 11/27 VAR                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1085118.44   | 0.62%             | 2027-11-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                  | NELNET STUDENT LOAN TRUST NSLT 2026 A A1B 144A          | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      95907 | PA      | $96413.87     | 0.06%             | 2061-02-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $411854.72    | 0.24%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TESCO PLC SNR SE ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $6353.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A      | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151616 | PA      | $152136.50    | 0.09%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $17365.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6887.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                         | FNR 2026 21 DF SOFR30A+100BP                            | CUSIP: 990ACZPM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $799750.01    | 0.46%             | 2055-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/26 4.375  | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199995.30    | 0.11%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                 | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A         | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1145415 | PA      | $1141221.69   | 0.65%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-119.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                        | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A  | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500161.74    | 0.29%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-5                               | PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96735 | PA      | $96919.01     | 0.06%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1499234.63   | 0.86%             | 2027-04-23      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO XIV DAC 14A                                    | HAYFIN EMERALD CLO HAYEM 14A A 144A                     | CUSIP: ACI2SSWQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $577869.05    | 0.33%             | 2039-01-22      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-19541.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 3.00000 09/16/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $5039.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2006-2                              | MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 2 M1          | CUSIP: 61744CYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     576825 | PA      | $548579.47    | 0.31%             | 2036-02-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 12/27 3.625                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     600000 | PA      | $591249.15    | 0.34%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $270678.91    | 0.15%             | 2031-08-18      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3342                                           | FREDDIE MAC FHR 3342 FT                                 | CUSIP: 31397JST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8143 | PA      | $8089.20      | 0.00%             | 2037-07-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                               | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     178545 | PA      | $178725.98    | 0.10%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $301.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                        | LCM LTD PARTNERSHIP LCM 30A AR 144A                     | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     130359 | PA      | $130504.92    | 0.07%             | 2031-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-111268.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/28 4.55   | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199531.30    | 0.11%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL MA5246 FN 01/54 FIXED 5.5                     | CUSIP: 31418EZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22073 | PA      | $22238.23     | 0.01%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $946.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                               | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $798215.23    | 0.46%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5601                                           | FREDDIE MAC FHR 5601 F                                  | CUSIP: 3137HNQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     480547 | PA      | $483221.32    | 0.28%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                               | NEXTERA ENERGY CAPITAL COMPANY GUAR 03/30 5.05          | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509508.25    | 0.29%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-423.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-10393.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-4649.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.7340* 09/02/25-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6376.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2019-65                                                | FANNIE MAE FNR 2019 65 F                                | CUSIP: 3136B7AX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     326853 | PA      | $322481.27    | 0.18%             | 2059-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034 | FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2           | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     465977 | PA      | $452734.00    | 0.26%             | 2054-07-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-68.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $6471.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                     | CPS AUTO TRUST CPS 2025 C B 144A                        | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501432.90    | 0.29%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL QG3955 FR 06/53 FIXED 5.5             | CUSIP: 3133C4MC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     763463 | PA      | $769199.71    | 0.44%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5473                                           | FREDDIE MAC FHR 5473 FA                                 | CUSIP: 3137HHFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     557590 | PA      | $559478.47    | 0.32%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL BZ0937 FN 05/29 FIXED 4.73                    | CUSIP: 3140NVBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $202868.03    | 0.12%             | 2029-05-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.79114 09/02/25-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $35308.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A      | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     504091 | PA      | $509144.35    | 0.29%             | 2055-02-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-2686.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-9                               | PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A       | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101304 | PA      | $101495.34    | 0.06%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                      | ROMANIA SR UNSECURED REGS 11/27 5.25                    | CUSIP: ACI25THB0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1800000 | PA      | $1798468.67   | 1.03%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-87                                         | FANNIE MAE FNR 2015 87 BF                               | CUSIP: 3136AQWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128154 | PA      | $126774.63    | 0.07%             | 2045-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2093.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 VAR     | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     700000 | PA      | $707082.06    | 0.40%             | 2030-03-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CDX ITRAXX XOV44 5Y 35-100% SP CBK                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $70062.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 09/17/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-16892.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-99                                         | FANNIE MAE FNR 2025 99 KF                               | CUSIP: 3136BXY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     985268 | PA      | $988390.46    | 0.56%             | 2055-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8078.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA COMPANY GUAR 01/29 VAR          | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1501892.94   | 0.86%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-B                                     | SLM STUDENT LOAN TRUST SLMA 2005 B A4                   | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     581527 | PA      | $570383.50    | 0.33%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 9 DAC                                                   | PENTA CLO S.A. PENTA 2021 9A A 144A                     | CUSIP: ACI1Y3GV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $576444.64    | 0.33%             | 2036-07-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     200000 | PA      | $197828.89    | 0.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $229350.44    | 0.13%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                         | VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $191959.18    | 0.11%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                         | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    1050000 | PA      | $1056825.00   | 0.60%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                         | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200915.46    | 0.11%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $50504.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                    | TITULOS DE TESORERIA BONDS 08/29 11                     | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1900000000 | PA      | $479048.36    | 0.27%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                      | SABINE PASS LIQUEFACTION SR SECURED 03/27 5             | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200399.56    | 0.11%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     137880 | PA      | $138417.56    | 0.08%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $25462.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP SR UNSECURED 144A 07/30 VAR            | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $609197.73    | 0.35%             | 2030-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBOIA7 PIMCO SWAPTION 3.0 CALL USD 20260728          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   31200000 | NC      | $19796.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                       | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35    | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183738.89    | 0.10%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                      | BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8         | CUSIP: ACI2QBM79<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   65000000 | PA      | $71463.09     | 0.04%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR         | CUSIP: 80281LAW5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $300255.94    | 0.17%             | 2029-09-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 03/29 VAR                     | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1504466.09   | 0.86%             | 2029-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1400000 | PA      | $1425035.75   | 0.81%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CDX ITRAXX XOV44 5Y 35-100% SP BOA                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $242145.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $192.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $13008.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     300000 | PA      | $303493.65    | 0.17%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK MIZRAHI TEFAHOT LTD                                          | MIZRAHI TEFAHOT BANK LTD SR UNSECURED 144A REGS 01/31 5 | CUSIP: ACI387RP1<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     700000 | PA      | $692243.59    | 0.40%             | 2031-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/27 5.338      | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504102.85    | 0.29%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL AJ7522 FN 01/27 FIXED 3                       | CUSIP: 3138E0LC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16902 | PA      | $16805.18     | 0.01%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                     | CPS AUTO TRUST CPS 2025 C A 144A                        | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     280239 | PA      | $280816.12    | 0.16%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                           | ICG US CLO LTD ICG 2015 2RA A1R 144A                    | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     293769 | PA      | $293994.79    | 0.17%             | 2033-01-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1199.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA 144A 09/28 VAR                       | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $301380.30    | 0.17%             | 2028-09-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                         | FANNIE MAE FNR 2026 21 DF                               | CUSIP: 3136G5FE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $797659.76    | 0.46%             | 2055-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85             | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101880.31    | 0.06%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                             | MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A      | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     783910 | PA      | $775021.72    | 0.44%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2021-B                              | COLLEGE AVE STUDENT LOANS CASL 2021 B A1 144A           | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     708589 | PA      | $700529.99    | 0.40%             | 2052-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SGSP (AUSTRALIA) ASSETS PTY LTD                                   | SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/27 3.5       | CUSIP: ACI0W27H1<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $197689.27    | 0.11%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A      | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     795656 | PA      | $801532.64    | 0.46%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-12703.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 01/31 VAR             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203847.86    | 0.12%             | 2031-01-24      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                       | STATE OF ISRAEL SR UNSECURED REGS 01/27 1.5             | CUSIP: ACI0RXDH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     500000 | PA      | $569458.51    | 0.33%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAKA4 PIMCO SWAPTION 4.25 PUT USD 20261209          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     700000 | NC      | $741.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35        | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202239.87    | 0.12%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $795812.72    | 0.45%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $81.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                         | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A      | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     251403 | PA      | $251313.72    | 0.14%             | 2067-09-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493218.06    | 0.28%             | 2027-10-21      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-6611.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8086.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CDX ITRAXX XOV44 5Y 35-100% SP BPS                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $278167.14    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $272.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1A                         | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A     | CUSIP: 36267FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     159122 | PA      | $160069.93    | 0.09%             | 2028-10-16      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ZAR SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-694.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-7907.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR            | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401520.80    | 0.23%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2023-46                                         | FANNIE MAE FNR 2023 46 FA                               | CUSIP: 3136BQLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650192 | PA      | $657600.77    | 0.38%             | 2053-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-82.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   32700000 | NC      | $88770.69     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI PROPERTIES LP SR UNSECURED 04/28 4.75              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800964.77    | 0.46%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $554.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $193.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 2.75000 09/16/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-18190.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ZAR SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-770.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | SIRIUS XM RADIO LLC COMPANY GUAR 144A 08/27 5           | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     167000 | PA      | $166867.92    | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                         | REPUBLIC OF PERU SR UNSECURED 08/27 4.125               | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     700000 | PA      | $699510.00    | 0.40%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 11/29 VAR                     | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     850000 | PA      | $851152.72    | 0.49%             | 2029-11-11      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-A                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2026 A A1B 144A      | CUSIP: 78451MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $600960.60    | 0.34%             | 2053-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403016.08    | 0.23%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-SCHATZ FUT   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -8 | NC      | $8637.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-8                                   | ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A            | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     352283 | PA      | $352712.59    | 0.20%             | 2069-05-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7              | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100104.13    | 0.06%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                            | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35     | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597312.35    | 0.34%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS PLN 5.01000 11/05/24-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $-39296.15    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/26 6      | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1009617.03   | 0.58%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3MO EURO EURIBOR  DEC26 IFLL 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         63 | NC      | $-36849.01    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992063.10    | 0.57%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO ITAU CHILE/NEW YORK                                         | BANCO ITAU CHILE 08/26 FIXED 4.15                       | CUSIP: 22000DGF6<br>LEI: 549300DDPTTIZ06NIV06 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $599884.62    | 0.34%             | 2026-08-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2270.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2860000 | PA      | $2956558.15   | 1.69%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                    | WESTERN MIDSTREAM OPERAT SR UNSECURED 07/26 4.65        | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200000.00    | 0.11%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.00000 03/19/25-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $181007.40    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-95                                         | FANNIE MAE FNR 2025 95 F                                | CUSIP: 3136BXN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1173226 | PA      | $1177645.42   | 0.67%             | 2053-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2         | GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A3           | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135798 | PA      | $135922.41    | 0.08%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1049.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                       | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A      | CUSIP: 69548WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      64181 | PA      | $64186.61     | 0.04%             | 2026-08-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | US TREASURY FRN 01/27 VAR                               | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1891000 | PA      | $1891790.44   | 1.08%             | 2027-01-31      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 B 144A   | CUSIP: 46649JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     468987 | PA      | $457585.09    | 0.26%             | 2035-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-9031.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 3 MONTH SOFR FUT  DEC27 XCME 20280314                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         82 | NC      | $1657.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815       | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196063.14    | 0.11%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1         | GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3           | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197449 | PA      | $198250.21    | 0.11%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | MSCI EAFE        JUN26 IFUS 20260619                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        611 | NC      | $-734250.92   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                               | ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/27 7.75     | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     900000 | PA      | $940264.88    | 0.54%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.37644 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6362.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2025-INV3                                | OCEANVIEW MORTGAGE TRUST BVINV 2025 3 AF1 144A          | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     514475 | PA      | $515833.84    | 0.29%             | 2055-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $937.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                                | ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A               | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     600000 | PA      | $600148.15    | 0.34%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $68.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM6 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A          | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     426097 | PA      | $426864.35    | 0.24%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $823.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                       | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |      10256 | PA      | $99887.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-4332.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $6880.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                   | KKR FINANCIAL CLO LTD KKR 42A AR 144A                   | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $901098.20    | 0.51%             | 2034-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-25507.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                           | FREDDIE MAC FHR 5495 AF                                 | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74836 | PA      | $75423.65     | 0.04%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| POLARIS 2026-1 PLC 2026-1A                                        | POLARIS PLRS 2026 1A A 144A                             | CUSIP: ACI38C327<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     499991 | PA      | $660231.43    | 0.38%             | 2070-06-27      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                   | XCEL ENERGY INC SR UNSECURED 12/26 3.35                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596520.31    | 0.34%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $45847.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 04/28 VAR                   | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1605983.60   | 0.92%             | 2028-04-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DEB1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796014.80    | 0.45%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A   | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144716 | PA      | $144481.34    | 0.08%             | 2031-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5156.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $194.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-232.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                         | FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875    | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     300000 | PA      | $294248.66    | 0.17%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XIV LLC 2022-1A                                  | OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A            | CUSIP: 68784HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     259245 | PA      | $257283.24    | 0.15%             | 2029-04-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-22257.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                         | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046    | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $395575.91    | 0.23%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   14200000 | NC      | $10392.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOUTHWEST AIRLINES CO SNR S* ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $522.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBTZA7 PIMCO SWAPTION 3.0 CALL USD 20260811          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   15500000 | NC      | $11344.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-25                                         | FNR 2026 25 FD SOFR30A+105BP                            | CUSIP: 990ADBHH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1300000.00   | 0.74%             | 2056-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5648                                           | FREDDIE MAC FHR 5648 CF                                 | CUSIP: 3137HQXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1300000 | PA      | $1293409.13   | 0.74%             | 2055-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8312.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4638                                           | FREDDIE MAC FHR 4638 FA                                 | CUSIP: 3137BTH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56479 | PA      | $55918.49     | 0.03%             | 2040-07-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | DIAMONDBACK ENERGY INC COMPANY GUAR 12/26 3.25          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198743.24    | 0.11%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A        | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     205540 | PA      | $194531.33    | 0.11%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR          | CUSIP: 31300MNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85821 | PA      | $89440.55     | 0.05%             | 2037-09-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 07/26 0.00000      | CUSIP: 313385ZB5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    2700000 | PA      | $2673344.25   | 1.53%             | 2026-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-65                                         | FANNIE MAE FNR 2025 65 FH                               | CUSIP: 3136BWW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1079732 | PA      | $1085180.11   | 0.62%             | 2055-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875            | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200530.68    | 0.11%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5584                                           | FREDDIE MAC FHR 5584 DF                                 | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     452567 | PA      | $454738.21    | 0.26%             | 2055-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295917.96    | 0.17%             | 2027-09-22      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR            | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1492834.19   | 0.85%             | 2028-09-18      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 07/30 5.033          | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297023.39    | 0.17%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5983.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                | TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A        | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175753 | PA      | $172023.40    | 0.10%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GOLDEN BAR SECURITISATION SRL 2025-1 25-1                         | GOLDEN BAR SECURITISATION GOLDB 2025 1 A2 REGS          | CUSIP: ACI2XLRC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |      91008 | PA      | $105481.54    | 0.06%             | 2044-12-20      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A      | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131285 | PA      | $125504.10    | 0.07%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $6613.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CLP SOLD USD 20260916                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-42353.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                       | NATIONWIDE BLDG SOCIETY 144A 07/29 VAR                  | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $702072.86    | 0.40%             | 2029-07-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A       | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     237800 | PA      | $236314.03    | 0.14%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.65000 09/11/26-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1158.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                               | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A        | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     798513 | PA      | $795118.27    | 0.45%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR            | CUSIP: 95000U4C4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497292.09    | 0.28%             | 2030-01-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1508629.80   | 0.86%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                                     | ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A           | CUSIP: 77341LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500517.35    | 0.29%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $15968.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPOA7 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   14900000 | NC      | $10038.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2025-1 DAC 25-1A                                 | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A    | CUSIP: ACI2XJFQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $577692.96    | 0.33%             | 2038-08-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1000000 | PA      | $1003887.82   | 0.57%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $17710.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR         | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699772.06    | 0.40%             | 2028-09-12      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 25 LTD                                         | NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A           | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900775.76    | 0.51%             | 2034-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR         | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1377105.53   | 0.79%             | 2028-01-11      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4001.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2A LTD                            | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 2A A1R 144A   | CUSIP: 69702WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $898970.35    | 0.51%             | 2033-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-816.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $547.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                             | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95   | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497367.64    | 0.28%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-182.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4592.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                           | FREDDIE MAC FHR 5517 FE                                 | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372618 | PA      | $377024.16    | 0.22%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2100000 | PA      | $-2106965.39  | -1.20%            | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   18700000 | NC      | $50764.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2410.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CLP SOLD USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-8952.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 10Y BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         27 | NC      | $-11990.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 10/28 VAR                   | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $301132.49    | 0.17%             | 2028-10-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                | F+G GLOBAL FUNDING SECURED 144A 04/27 2.3               | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195086.73    | 0.11%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | S+P500 EMINI FUT  JUN26 XCME 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        267 | NC      | $-1545105.89  | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $122801.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/30 VAR     | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     800000 | PA      | $808093.78    | 0.46%             | 2030-03-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-2A                                           | REACH FINANCIAL LLC REACH 2025 2A B 144A                | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501096.55    | 0.29%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -51 | NC      | $101123.49    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $1820.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A    | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     443166 | PA      | $443586.56    | 0.25%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-34826.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CLP SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-6632.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC SR SECURED 01/27 1.65                  | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195860.51    | 0.11%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-6                          | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A    | CUSIP: 161931AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     217872 | PA      | $218456.49    | 0.12%             | 2055-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL QF2389 FR 10/52 FIXED 5.5             | CUSIP: 3133BPUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23343 | PA      | $23563.61     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE1                              | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2           | CUSIP: 65536HCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73590 | PA      | $67258.67     | 0.04%             | 2036-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    3100000 | NC      | $8415.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                      | CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A              | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267697 | PA      | $269370.10    | 0.15%             | 2069-04-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD 2017-44A                                        | ARES CLO LTD ARES 2017 44A A1RR 144A                    | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800850.42    | 0.46%             | 2034-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    1800000 | NC      | $1212.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WHQ2                               | PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5             | CUSIP: 70069FEM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690832 | PA      | $647319.89    | 0.37%             | 2035-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.98235 12/02/24-2Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7133.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 09/26 0.00000      | CUSIP: 313385F27<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    3900000 | PA      | $3837258.75   | 2.19%             | 2026-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR         | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1707637.39   | 0.98%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $455.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                              | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $411572.18    | 0.24%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1998.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-44.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                           | FREDDIE MAC FHR 5480 FG                                 | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     242833 | PA      | $244605.59    | 0.14%             | 2054-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 10/27 3.5                                  | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $394148.00    | 0.23%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                       | LETRA TESOURO NACIONAL BILLS 10/26 0.00000              | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   12700000 | PA      | $2296929.06   | 1.31%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A        | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86942 | PA      | $87078.30     | 0.05%             | 2040-07-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A       | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120162 | PA      | $120142.04    | 0.07%             | 2059-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 03/31 VAR                | CUSIP: 404280EU9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201076.39    | 0.11%             | 2031-03-03      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                             | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 VAR    | CUSIP: 85855FAC7<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300697.07    | 0.17%             | 2028-09-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NAVSL-2021-BA                                                     | NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A         | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     305216 | PA      | $278668.58    | 0.16%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-274.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $230.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A      | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355456 | PA      | $336791.07    | 0.19%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 4 LTD 2023-2A                                      | 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A                | CUSIP: 883932AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400119.94    | 0.23%             | 2035-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-290.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL G18659 FG 09/32 FIXED 3               | CUSIP: 3128MMWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     277196 | PA      | $269929.48    | 0.15%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                  | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1501327.76   | 0.86%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                        | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67             | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $691966.25    | 0.40%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                     | UNICREDIT SPA 144A 06/27 VAR                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     463000 | PA      | $460873.07    | 0.26%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LIMITED                                               | EMAAR SUKUK LTD SR UNSECURED REGS 09/26 3.635           | CUSIP: ACI0PQ4Q9<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $297269.10    | 0.17%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-204                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 204 FH          | CUSIP: 38385KEJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     986924 | PA      | $989693.54    | 0.57%             | 2055-12-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                       | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                 | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     429260 | PA      | $4213182.87   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-10315.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR         | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $198957.42    | 0.11%             | 2031-07-08      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | ICE 3MTH SONIA FU DEC26 IFLL 20270316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         54 | NC      | $-86729.21    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 01/28 VAR                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $689194.31    | 0.39%             | 2028-01-07      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-82.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $7345.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A                | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A          | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900579.55    | 0.51%             | 2036-10-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-455.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                         | FANNIE MAE FNR 2026 21 YF                               | CUSIP: 3136G5FC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $498587.25    | 0.28%             | 2055-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                           | FREDDIE MAC FHR 5513 MF                                 | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     649902 | PA      | $654166.27    | 0.37%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260916                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $32791.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                 | BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4            | CUSIP: ACI37Y6K7<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $197699.43    | 0.11%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $82.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                          | FANNIE MAE FNR 2025 4 FB                                | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     344376 | PA      | $347313.56    | 0.20%             | 2053-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                           | FREDDIE MAC FHR 5565 FB                                 | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     488209 | PA      | $489450.68    | 0.28%             | 2055-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CDX ITRAXX XOV44 5Y 35-100% SP JPM                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $368221.26    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL SD2605 FR 04/53 FIXED 5.5             | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23228 | PA      | $23471.19     | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                    | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A     | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     286803 | PA      | $287842.52    | 0.16%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7      | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496050.00    | 0.28%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $5385.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORTGAGE HOUSE RMBS OSMIUM SERIES 2024-2                          | MORTGAGE HOUSE CAPITAL MORTGAG MORTH 2024 2 A1L         | CUSIP: ACI2RFRK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     651802 | PA      | $450982.77    | 0.26%             | 2056-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -163889 | NC      | $-144.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $12996.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H20                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA          | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     943392 | PA      | $952281.84    | 0.54%             | 2075-09-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/31 0.125                             | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     374790 | PA      | $352477.24    | 0.20%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $204353.02    | 0.12%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 02/27 2.7                        | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $690359.66    | 0.39%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9345.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1A                               | SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A           | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     237175 | PA      | $238409.46    | 0.14%             | 2028-10-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-559.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         43 | NC      | $-48788.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A                          | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A     | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     298944 | PA      | $294927.02    | 0.17%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-38.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9021.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CHF BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $173.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                      | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A       | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232771 | PA      | $230548.94    | 0.13%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 FX           | CUSIP: 38381NPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2345319 | PA      | $2370911.40   | 1.35%             | 2055-06-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $820.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                      | ILLUMINA INC SR UNSECURED 09/26 4.65                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300071.73    | 0.17%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS PLN 4.13600 09/30/25-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $5897.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                  | ARES CLO LTD ARES 2022 65A A1R 144A                     | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900250.45    | 0.51%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 11/28 4.5              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198108.94    | 0.11%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                 | SYSCO CORPORATION COMPANY GUAR 09/30 5.1                | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504108.87    | 0.29%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3984357 | PA      | $4025538.44   | 2.30%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398699.04    | 0.23%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                           | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103       | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $199209.56    | 0.11%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LONG GILT FUTURE  JUN26 IFLL 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         15 | NC      | $-101084.03   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-45954.89    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-30312.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 3YR BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        139 | NC      | $-38996.89    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                       | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A2 144A      | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     899965 | PA      | $901939.48    | 0.52%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/26 1.625      | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     435000 | PA      | $434102.91    | 0.25%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $119.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                            | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $799479.46    | 0.46%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-300.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-491.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAJA6 PIMCO SWAPTION 4.25 PUT USD 20261209          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   47000000 | NC      | $49791.80     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                         | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/30 4.9         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500605.00    | 0.29%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 05/27 VAR                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299171.65    | 0.17%             | 2027-05-04      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1234.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199130.33    | 0.11%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-699.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -106 | NC      | $236765.63    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                              | GCAT GCAT 2024 NQM1 A1 144A                             | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250017 | PA      | $251218.21    | 0.14%             | 2059-01-25      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-20836.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II 2018-GS10                          | GS MORTGAGE SECURITIES TRUST GSMS 2018 GS10 A2          | CUSIP: 36250SAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          7 | PA      | $6.54         | 0.00%             | 2051-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5484                                           | FREDDIE MAC FHR 5484 FD                                 | CUSIP: 3137HHKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     652514 | PA      | $657246.83    | 0.38%             | 2054-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD COP BOUGHT USD 20260818                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-4351.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $623.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                            | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG       | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $70000.00     | 0.04%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD 2016-22A                                      | GALAXY CLO LTD GALXY 2016 22A AR4 144A                  | CUSIP: 36320TBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $299882.00    | 0.17%             | 2034-04-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2023-2A                             | LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A      | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     268818 | PA      | $271732.00    | 0.16%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-426.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                             | CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A            | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500031.93    | 0.29%             | 2034-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25    | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     700000 | PA      | $704051.36    | 0.40%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $1517.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Equity Series VIT

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer