# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007213
**Filing Date:** 2026-5
**Character Count:** 63609
**Document Hash:** 9999e7bdc65ec149814e81acbf0d0f93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007213.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007213

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043377

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

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

## Series and Classes Contracts Data

### PIMCO Sector Fund Series - AM (Series ID: S000071783)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000227285 | PIMCO Sector Fund Series - AM |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Funds

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Sector Fund Series - AM

- **b. EDGAR series identifier (if any):** S000071783

- **c. LEI of Series:** 5493007XXZ2N6NKJ1Y44

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

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

- **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:** $177636011.71

**Total Liabilities:** $123112555.45

**Net Assets:** $54523456.26

**Cash Not Reported:** $648837.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3137.386200 | **1-Year:** 9458.764700 | **5-Year:** 26852.123800 | **10-Year:** 6649.457900 | **30-Year:** 0.000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000227285 | 0.79%                | 1.76%                | -1.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $73887.63                | $93828.39                                  |
| Month 2  | $329351.25               | $536971.30                                 |
| Month 3  | $-475645.63              | $-862559.66                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. MBS Fixed Rate Total Return Index Value Unhedged USD

- **Index Identifier:** LD10TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 6.5 JUMBOS                        | CUSIP: 21H062651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2072758.64   | 3.80%             | 2054-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2895720.12   | 5.31%             | 2056-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317U97AA5 PIMCO FPPSWAPTION 4.265 CALL USD          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $8993.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL CB7445 FN 11/53 FIXED 6.5                 | CUSIP: 3140QTHX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39455 | PA      | $41432.09     | 0.08%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UBKVA0 PIMCO SWAPTION 3.78 PUT USD 20260714      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1300000 | NC      | $-14254.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                       | PIMCO PRV SHORT TERM FLT III MUTUAL FUND            | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    620923 | PA      | $6047171.24   | 11.09%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H16 | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H16 FB      | CUSIP: 38382YWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2548984 | PA      | $2572590.40   | 4.72%             | 2072-08-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL QJ0132 FR 07/54 FIXED 6           | CUSIP: 3133CQED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2421830 | PA      | $2515799.71   | 4.61%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9OPA2 PIMCO FPPSWAPTION 4.4 CALL USD            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   1000000 | NC      | $48825.40     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FA0287 FN 12/54 FIXED VAR                 | CUSIP: 3140W0J97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850449 | PA      | $1887299.00   | 3.46%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.25000 06/18/25-10Y CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $47164.60     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                        | FANNIE MAE FNR 2024 100 FD                          | CUSIP: 3136BUGR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1935494 | PA      | $1953159.76   | 3.58%             | 2054-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1444179.17   | 2.65%             | 2041-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SKY0 PIMCO CDSOPT PUT USD 99.09375000 202      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    500000 | NC      | $431.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317UBKWA9 PIMCO SWAPTION 3.48 CALL USD 2026071      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   1200000 | NC      | $7554.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.25000 03/19/25-10Y CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $26366.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.75000 12/18/24-10Y CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-19354.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317UA80A2 PIMCO FPPSWAPTION 4.693 PUT USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $10840.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 15 YR 5.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F052458<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $509364.83    | 0.93%             | 2041-05-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL BZ3278 FN 04/30 FIXED 4.74                | CUSIP: 3140NXUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    245000 | PA      | $246316.31    | 0.45%             | 2030-04-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FS8573 FN 06/54 FIXED VAR                 | CUSIP: 3140XQQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51364 | PA      | $54021.68     | 0.10%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FA0938 FN 03/55 FIXED VAR                 | CUSIP: 3140W1BG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152536 | PA      | $158692.29    | 0.29%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2462679.90   | 4.52%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL CB9151 FN 09/54 FIXED 6                   | CUSIP: 3140QVEZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159888 | PA      | $166341.08    | 0.31%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE             | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7300000 | PA      | $6402155.33   | 11.74%            | 2056-06-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 5 JUMBOS                          | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1383852.96   | 2.54%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL BZ3092 FN 02/35 FIXED 5.14                | CUSIP: 3140NXNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $518840.25    | 0.95%             | 2035-02-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UC23A0 PIMCO SWAPTION 4.75 PUT USD 20261207      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    700000 | NC      | $3290.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SKH7 PIMCO CDSOPT CALL USD 102.31250000 2      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1000000 | NC      | $-212.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II POOL BV9801 G2 03/36 FIXED 5.5              | CUSIP: 3617NP3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1143875 | PA      | $1165816.25   | 2.14%             | 2036-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II POOL BV9809 G2 05/36 FIXED 5.5              | CUSIP: 3617NP3S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775209 | PA      | $784764.62    | 1.44%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UA3TA2 PIMCO FPPSWAPTION 4.623 CALL USD          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   4500000 | NC      | $250234.65    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9B8A9 PIMCO FPPSWAPTION 4.43 CALL USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $9950.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | US 10YR ULTRA FUT JUN26 XCBT 20260618               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         6 | NC      | $-16085.98    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SL0874 FR 03/55 FIXED 6           | CUSIP: 31427M6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81435 | PA      | $84722.25     | 0.16%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3700000 | PA      | $3109878.93   | 5.70%             | 2056-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SIS6 PIMCO CDSOPT PUT USD 96.58984375 202      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   1000000 | NC      | $8386.30      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SCN3 PIMCO CDSOPT PUT USD 102.23437500 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3000000 | NC      | $-9693.90     | -0.02%            |  |  |  | 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        |   -400000 | PA      | $-401326.74   | -0.74%            | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL BZ5550 FN 12/32 FIXED 4.3                 | CUSIP: 3140Q1EY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $991870.84    | 1.82%             | 2032-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SO42 PIMCO CDSOPT PUT USD 96.85937500 202      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-11.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SNE1 PIMCO CDSOPT CALL USD 94.81250000 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-602.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9HKA2 PIMCO FPPSWAPTION 4.47 CALL USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    100000 | NC      | $5093.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SCV5 PIMCO CDSOPT PUT USD 103.53125000 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3500000 | NC      | $-3549.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5445                           | FREDDIE MAC FHR 5445 FB                             | CUSIP: 3137HDW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    678433 | PA      | $682665.89    | 1.25%             | 2054-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UCADA1 PIMCO SWAPTION 3.9 PUT USD 20260529       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    100000 | NC      | $518.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SH32 PIMCO CDSOPT PUT USD 94.09375000 202      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-1188.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-5                          | FANNIE MAE FNR 2024 5 DI                            | CUSIP: 3136BQ3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1847414 | PA      | $331544.15    | 0.61%             | 2051-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9B7A0 PIMCO FPPSWAPTION 4.43 PUT USD            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $12113.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317UBYBA2 PIMCO SWAPTION 3.967 PUT USD 2026050      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-2962.60     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U98WA9 PIMCO FPPSWAPTION 4.285 CALL USD          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $9106.12      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FS9993 FN 03/54 FIXED VAR                 | CUSIP: 3140XSC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42709 | PA      | $44848.85     | 0.08%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FA2807 FN 01/49 FIXED VAR                 | CUSIP: 3140W3DM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    959557 | PA      | $919480.03    | 1.69%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.50000 12/18/24-30Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $21888.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317UA83A9 PIMCO FPPSWAPTION 4.693 CALL USD          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $11568.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE             | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -400000 | PA      | $-376675.08   | -0.69%            | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                | FANNIE MAE FNR 2025 35 HF                           | CUSIP: 3136BV2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    459984 | PA      | $465207.55    | 0.85%             | 2055-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SNB7 PIMCO CDSOPT PUT USD 101.37500000 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-926.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 414                            | FREDDIEMAC STRIP FHS 414 C35                        | CUSIP: 3142G9VT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3220147 | PA      | $496332.72    | 0.91%             | 2052-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317U98VA0 PIMCO FPPSWAPTION 4.285 PUT USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $12902.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SLU7 PIMCO CDSOPT PUT USD 95.20703125 202      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1000000 | NC      | $-5699.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2024-RPL1 TRUST                               | MFRA TRUST MFRA 2024 RPL1 A1 144A                   | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1652965 | PA      | $1577607.46   | 2.89%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE             | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8100000 | PA      | $6522714.78   | 11.96%            | 2056-05-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SKG9 PIMCO CDSOPT PUT USD 102.31250000 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1000000 | NC      | $-5429.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SLT0 PIMCO CDSOPT CALL USD 98.20703125 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1000000 | NC      | $-2644.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U8VYA7 PIMCO SWAPTION 5.0 PUT USD 20260403       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   3900000 | NC      | $0.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317UC77A5 PIMCO SWAPTION 4.055 PUT USD 2026040      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    300000 | NC      | $139.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FS8627 FN 07/54 FIXED VAR                 | CUSIP: 3140XQSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47810 | PA      | $50242.72     | 0.09%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 3.5 JUMBOS                        | CUSIP: 21H032647<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6865000 | PA      | $6297730.15   | 11.55%            | 2056-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE             | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3074721.83   | 5.64%             | 2056-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD4259 FR 11/53 FIXED 6.5         | CUSIP: 3132E0WU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150992 | PA      | $158528.17    | 0.29%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9V6A7 PIMCO FPPSWAPTION 4.64 CALL USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    600000 | NC      | $33702.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD5455 FR 04/54 FIXED 6.5         | CUSIP: 3132DTBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12533 | PA      | $13182.15     | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12 | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 FA      | CUSIP: 38382YAL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    874157 | PA      | $897307.87    | 1.65%             | 2071-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD7570 FR 05/54 FIXED 6           | CUSIP: 3132DVMT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377212 | PA      | $392548.97    | 0.72%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FA      | CUSIP: 38375U3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    310907 | PA      | $312401.05    | 0.57%             | 2068-01-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD7578 FR 04/55 FIXED 6           | CUSIP: 3132DVM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    770942 | PA      | $800893.46    | 1.47%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL RJ4594 FR 08/55 FIXED 6.5         | CUSIP: 3142GVC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178566 | PA      | $188182.46    | 0.35%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                | TREASURY BILL 06/26 0.00000                         | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    273000 | PA      | $270548.80    | 0.50%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL CC0257 FN 04/55 FIXED 6                   | CUSIP: 3140Y6JB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155534 | PA      | $161529.88    | 0.30%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317U93SA5 PIMCO FPPSWAPTION 4.31 CALL USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $9248.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/4.00000 03/18/26-30Y CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $29747.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD4977 FR 11/53 FIXED 5           | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3906388 | PA      | $3870724.02   | 7.10%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FS2937 FN 04/43 FIXED VAR                 | CUSIP: 3140XJHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229399 | PA      | $221603.53    | 0.41%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                              | ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A         | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1471957 | PA      | $1476784.96   | 2.71%             | 2064-10-25      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FHR-5100                                          | FREDDIE MAC FHR 5100 IA                             | CUSIP: 3137FYXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2561746 | PA      | $339469.20    | 0.62%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H05 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H05 FK      | CUSIP: 38380L4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328743 | PA      | $329370.89    | 0.60%             | 2070-03-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 2 JUMBOS                          | CUSIP: 21H020659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $412910.16    | 0.76%             | 2056-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-2413.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 2.5 JUMBOS                        | CUSIP: 21H022648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2581406.25   | 4.73%             | 2056-04-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.50000 03/18/26-5Y CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10146.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.75000 09/17/25-10Y CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $14270.79     | 0.03%             |  |  |  | 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        |    401000 | PA      | $402753.58    | 0.74%             | 2029-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.75000 12/17/25-7Y CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1969.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317UA82A0 PIMCO FPPSWAPTION 4.693 PUT USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $10840.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U96ZA0 PIMCO FPPSWAPTION 4.265 PUT USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $13014.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP-435                               | FANNIEMAE STRIP FNS 435 C24                         | CUSIP: 31424UAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    914431 | PA      | $115981.83    | 0.21%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 5YR NOTE (CBT) JUN26 XCBT 20260630               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        28 | NC      | $-38643.25    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9ZDA0 PIMCO FPPSWAPTION 4.427 PUT USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $12148.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/4.00000 03/18/26-10Y CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4218.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SCO1 PIMCO CDSOPT PUT USD 101.11328125 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1500000 | NC      | $-10225.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD8420 FR 04/54 FIXED 5.5         | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1434979 | PA      | $1443733.08   | 2.65%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD6727 FR 07/54 FIXED 6.5         | CUSIP: 3132DUPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65562 | PA      | $68973.24     | 0.13%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.75000 12/18/24-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7205.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9HJA4 PIMCO FPPSWAPTION 4.47 PUT USD            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    100000 | NC      | $5953.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9OQA1 PIMCO FPPSWAPTION 4.4 PUT USD             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    500000 | NC      | $30703.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.41000 10/16/25-7Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $18843.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.75000 06/17/26-10Y CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1153.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 4 JUMBOS                          | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $468131.85    | 0.86%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL BZ1720 FN 06/28 FIXED 4.88                | CUSIP: 3140NV4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $508400.32    | 0.93%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SM10 PIMCO CDSOPT CALL USD 98.46875000 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    500000 | NC      | $1080.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317UA0WA4 PIMCO FPPSWAPTION 4.485 CALL USD          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $10268.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SLG8 PIMCO CDSOPT PUT USD 101.97656250 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-2076.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U93RA6 PIMCO FPPSWAPTION 4.31 PUT USD            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $12758.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 5.5 JUMBOS                        | CUSIP: 21H052652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-1004493.74  | -1.84%            | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UC24A9 PIMCO SWAPTION 3.45 CALL USD 2026060      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -400000 | NC      | $-1000.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SLB9 PIMCO CDSOPT PUT USD 102.17187500 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-2715.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 15 YR 2.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $472476.90    | 0.87%             | 2041-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 4.5 JUMBOS                        | CUSIP: 21H042653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -100000 | PA      | $-96500.27    | -0.18%            | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $674929.75    | 1.24%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $823292.12    | 1.51%             | 2056-06-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 1 A11 144A | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509788 | PA      | $1517832.03   | 2.78%             | 2054-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SM02 PIMCO CDSOPT PUT USD 95.46875000 202      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    500000 | NC      | $3242.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 4 JUMBOS                          | CUSIP: 21H040640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1405333.05   | 2.58%             | 2056-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UA81A1 PIMCO FPPSWAPTION 4.693 CALL USD          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $11568.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL RA9862 FR 09/53 FIXED 6.5         | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6548 | PA      | $6875.66      | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SOM2 PIMCO CDSOPT CALL USD 94.27343750 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1000000 | NC      | $-3145.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SL0873 FR 04/55 FIXED 6           | CUSIP: 31427M6K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44175 | PA      | $45904.97     | 0.08%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FA1193 FN 03/55 FIXED VAR                 | CUSIP: 3140W1KF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    186987 | PA      | $194251.13    | 0.36%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 10YR NOTE (CBT)JUN26 XCBT 20260618               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -73 | NC      | $163055.58    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SP09 PIMCO CDSOPT PUT USD 94.37500000 202      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-1892.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2011-86                                | FANNIE MAE FNR 2011 86 KF                           | CUSIP: 3136A0K48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1128602 | PA      | $1123482.39   | 2.06%             | 2041-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $98636.10     | 0.18%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UC9LA5 PIMCO SWAPTION 4.095 PUT USD 2026040      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    500000 | NC      | $79.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE             | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3867954.18   | 7.09%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1300000 | PA      | $-1282269.33  | -2.35%            | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FA1296 FN 08/51 FIXED VAR                 | CUSIP: 3140W1NN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    276801 | PA      | $267307.98    | 0.49%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-128 | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 128 FK      | CUSIP: 38384CMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1450020 | PA      | $1457318.95   | 2.67%             | 2053-08-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9ZEA9 PIMCO FPPSWAPTION 4.427 CALL USD          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $9921.16      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II POOL MB0867 G2 01/56 FIXED 3                | CUSIP: 3618N56D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    998140 | PA      | $892360.85    | 1.64%             | 2056-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA POOL 785747 GN 07/49 FIXED 4.5                 | CUSIP: 3622ABHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124567 | PA      | $122157.25    | 0.22%             | 2049-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                              | FNMA POOL FA1839 FN 03/45 FIXED VAR                 | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409005 | PA      | $430379.68    | 0.79%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE             | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1500000 | PA      | $-1414406.55  | -2.59%            | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 31750SOO8 PIMCO CDSOPT CALL USD 94.31250000 20      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -500000 | NC      | $-1476.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL QJ0127 FR 07/54 FIXED 5.5         | CUSIP: 3133CQD85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    671179 | PA      | $682299.80    | 1.25%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UC30A1 PIMCO SWAPTION 4.088 PUT USD 2026050      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -200000 | NC      | $-646.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE             | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1104157.70   | 2.03%             | 2041-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.75000 12/18/24-5Y CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-13695.31    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE           | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1963998.57   | 3.60%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II POOL MA9777 G2 07/54 FIXED 4.5              | CUSIP: 36179Y2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    568352 | PA      | $550157.09    | 1.01%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD7122 FR 11/54 FIXED 6.5         | CUSIP: 3132DU4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61511 | PA      | $64681.93     | 0.12%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-26                         | FANNIE MAE FNR 2024 26 FD                           | CUSIP: 3136BRWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3234104 | PA      | $3252891.13   | 5.97%             | 2054-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                               | 317UA0VA5 PIMCO FPPSWAPTION 4.485 PUT USD           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $11849.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | 317U9V5A8 PIMCO FPPSWAPTION 4.64 PUT USD            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    300000 | NC      | $16612.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                        | FANNIE MAE FNR 2024 100 FB                          | CUSIP: 3136BUGF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2504052 | PA      | $2523985.91   | 4.63%             | 2055-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II TBA 30 YR 3 JUMBOS                          | CUSIP: 21H030641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1000000 | PA      | $-892906.01   | -1.64%            | 2056-04-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-72                         | FANNIE MAE FNR 2019 72 AI                           | CUSIP: 3136B7JP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475579 | PA      | $91810.63     | 0.17%             | 2049-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                         | NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A      | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581317 | PA      | $1586007.25   | 2.91%             | 2069-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                              | GNMA II POOL 786662 G2 03/53 FIXED 5                | CUSIP: 3622ACJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2729628 | PA      | $2726909.21   | 5.00%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                             | FED HM LN PC POOL SD4642 FR 01/54 FIXED 6.5         | CUSIP: 3132DSEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58003 | PA      | $60936.85     | 0.11%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                               | RFR USD SOFR/3.75000 03/18/26-7Y CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-287.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer