# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007174
**Filing Date:** 2026-5
**Character Count:** 96816
**Document Hash:** 8a8681f84dac87b01078700a5eaa5fb5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007174.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007174

**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:** 261043328

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $537048940.42

**Total Liabilities:** $17131223.06

**Net Assets:** $519917717.36

**Cash Not Reported:** $38187041.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14350.467900 | **1-Year:** 35606.485300 | **5-Year:** 123841.799800 | **10-Year:** 86707.086900 | **30-Year:** -57209.435400

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

- **3-Month:** 12.426900 | **1-Year:** 906.263200 | **5-Year:** 4303.648100 | **10-Year:** 349.035100 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027279 | -0.66%               | 2.33%                | -3.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $186725.89               | $-1698206.69                               |
| Month 2  | $41334.21                | $4725100.73                                |
| Month 3  | $-3751095.80             | $-9716201.43                               |

### 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                                      | OIS CAD CAONREPO/2.50000 12/17/25-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $1172.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-6007.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-35099.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $13563.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 5.00000 09/16/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-119042.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | EURO-BOBL FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         21 | NC      | $-44199.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-62    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 1A1        | CUSIP: 12668ATN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539383 | PA      | $416884.20    | 0.08%             | 2035-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 5                 | SEQUOIA MORTGAGE TRUST SEMT 5 A                         | CUSIP: 81743WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1094 | PA      | $1089.81      | 0.00%             | 2026-10-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN 2005-S001         | FREDDIE MAC WHOLE LOAN FHW 2005 S001 1A2                | CUSIP: 35562QAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410167 | PA      | $401767.04    | 0.08%             | 2035-09-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9            | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3                  | CUSIP: 12669GZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56715 | PA      | $50353.14     | 0.01%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $482584.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2               | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A       | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2319 | PA      | $2334.26      | 0.00%             | 2045-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $2460.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-11           | COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1                 | CUSIP: 12669GUX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26183 | PA      | $12307.90     | 0.00%             | 2035-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 09/20/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-1063603.74  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8                   | CUSIP: ACI2YH5D3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1700000000 | PA      | $9077735.42   | 1.75%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002 AR2               | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A          | CUSIP: 929227LE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1249 | PA      | $1222.38      | 0.00%             | 2034-02-27      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE5  | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1       | CUSIP: 93934XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20549 | PA      | $7129.47      | 0.00%             | 2036-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $908.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR2      | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1         | CUSIP: 39538RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     546485 | PA      | $436554.62    | 0.08%             | 2045-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $64707.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.53000 04/23/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $147966.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.28000 03/04/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $98018.29     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-393276.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-6139.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                      | UNITED KINGDOM GILT BONDS REGS 07/54 4.375              | CUSIP: ACI2MLPN3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   42200000 | PA      | $46510123.56  | 8.95%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 080409 G2 05/30 FLOATING VAR               | CUSIP: 36225CN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39782 | PA      | $39856.43     | 0.01%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/1.25000 03/18/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $76861.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-11744.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-1       | HOME EQUITY ASSET TRUST HEAT 2002 1 A4                  | CUSIP: 22541NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1283 | PA      | $1212.41      | 0.00%             | 2032-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-4        | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1         | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22778 | PA      | $22314.03     | 0.00%             | 2034-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.7500 12/17/25-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $68063.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                   | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  610000000 | PA      | $2982333.26   | 0.57%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.00000 01/13/25-8Y* LC                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $3166.20      | 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      | $-3042.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION          | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | CUSIP: ACI1VHWN6<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |   14000000 | PA      | $7717299.81   | 1.48%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $165194.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                   | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2100000000 | PA      | $11692807.41  | 2.25%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A   | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     212381 | PA      | $56165.43     | 0.01%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $2301.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-3            | COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1                  | CUSIP: 12669GTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        257 | PA      | $252.62       | 0.00%             | 2035-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-888020.97   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MTGE ASSOC 2004-68   | GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC           | CUSIP: 38374HVU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108545 | PA      | $109043.93    | 0.02%             | 2034-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2561.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-100067.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-35      | FHLMC STRUCTURED PASS THROUGH FSPC T 35 A               | CUSIP: 313398VT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2968 | PA      | $2979.57      | 0.00%             | 2031-09-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-HE1        | HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1        | CUSIP: 44328AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19649 | PA      | $6669.07      | 0.00%             | 2036-10-25      | Floating      | 3.89%                 | 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      | $29425.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB9   | CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1        | CUSIP: 12465MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26523 | PA      | $12288.13     | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 008849 G2 04/26 FLOATING VAR               | CUSIP: 36202KZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.43         | 0.00%             | 2026-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24776 | PA      | $23446.42     | 0.00%             | 2035-06-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1            | COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1                  | CUSIP: 12669GRQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226421 | PA      | $210635.23    | 0.04%             | 2035-03-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA         | TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2             | CUSIP: ACI1Q9PP3<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | MUN               | AU        |   14400000 | PA      | $6717542.67   | 1.29%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.75000 06/17/26-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-290530.89   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 06/18/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $106838.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $629648.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/1.25000 06/18/25-7Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $3160145.92   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/1.50000 03/18/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $66538.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       3000 | PA      | $2991.84      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16   | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A       | CUSIP: 41161PYW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4988 | PA      | $5201.62      | 0.00%             | 2036-01-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       8000 | PA      | $7989.53      | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR9               | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A         | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1821 | PA      | $1787.85      | 0.00%             | 2042-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                    | FED HM LN PC POOL 1G2602 FH 10/36 FLOATING VAR          | CUSIP: 3128QS3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6735 | PA      | $6909.50      | 0.00%             | 2036-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $53078.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5022.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC1    | MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2B            | CUSIP: 617505AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3894246 | PA      | $1858686.50   | 0.36%             | 2036-11-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-16           | COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A                | CUSIP: 12669FY23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1988 | PA      | $1944.78      | 0.00%             | 2034-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $304702.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.0000 03/18/26-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-1141416.17  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2576.31     | -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      | $78215.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $398545.00    | 0.08%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/4.50000 09/16/26-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $585568.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  100800000 | PA      | $100800000.00 | 19.39%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTO-2006-RM4  | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A        | CUSIP: 59023QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21474 | PA      | $4182.49      | 0.00%             | 2037-09-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-63   | FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1             | CUSIP: 31395M2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9735 | PA      | $9513.10      | 0.00%             | 2045-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-7855.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $7956.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/2.75000 06/17/26-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-630615.20   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.50000 09/16/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $249180.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $312344.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-24.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2007-HE2   | ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2        | CUSIP: 04544TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32009 | PA      | $23114.90     | 0.00%             | 2037-05-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.61000 03/24/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-149240.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3025.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $694078.92    | 0.13%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-2004009.40  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 09/18/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-2014793.68  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7                   | CUSIP: ACI315PQ2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  150000000 | PA      | $870180.52    | 0.17%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                      | UNITED KINGDOM GILT BONDS REGS 10/61 0.5                | CUSIP: BMBL1DII5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2900000 | PA      | $908597.45    | 0.17%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $298550.01    | 0.06%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $386595.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.40000 04/09/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $29063.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-8345.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.42000 03/07/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-214954.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $211304.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $7841.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A        | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     197274 | PA      | $164863.35    | 0.03%             | 2046-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-4313.65     | -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      | $-3736.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A        | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13787 | PA      | $13262.30     | 0.00%             | 2046-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                     | FNMA POOL 594243 FN 12/30 FLOATING VAR                  | CUSIP: 31387UEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        409 | PA      | $415.37       | 0.00%             | 2030-12-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 1999-37                       | FANNIE MAE FNR 1999 37 F                                | CUSIP: 31359V6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        215 | PA      | $214.81       | 0.00%             | 2029-06-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $114.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                   | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2800000000 | PA      | $13392293.88  | 2.58%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-23742.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1138000 | PA      | $1137315.30   | 0.22%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-38    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 38 A3         | CUSIP: 12667GZ30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     431001 | PA      | $404196.79    | 0.08%             | 2035-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.9000 03/31/25-8Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $56259.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR9               | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR9 A1A        | CUSIP: 92922FU48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3600 | PA      | $3535.13      | 0.00%             | 2045-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.46000 03/13/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-206534.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-11                       | FANNIE MAE FNR 2004 11 A                                | CUSIP: 31393T7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        448 | PA      | $447.51       | 0.00%             | 2034-03-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-14267.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MTGE LOAN TRUST 2003-2F              | GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1                 | CUSIP: 36228FNB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         47 | PA      | $48.24        | 0.00%             | 2032-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)           | EUROPEAN INVESTMENT BANK EUROPEAN INVESTMENT BANK       | CUSIP: ACI2RJC49<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    3900000 | PA      | $4417161.57   | 0.85%             | 2029-12-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4          | BEAR STEARNS ALT A TRUST BALTA 2006 4 21A1              | CUSIP: 073871AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16883 | PA      | $10296.26     | 0.00%             | 2036-08-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                     | FNMA POOL 841068 FN 11/34 FLOATING VAR                  | CUSIP: 31407UMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3666 | PA      | $3836.97      | 0.00%             | 2034-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1       | CUSIP: 126694A32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184097 | PA      | $174926.06    | 0.03%             | 2046-03-20      | Floating      | 4.21%                 | 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      | $1070386.11   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62      | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1             | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20178 | PA      | $18659.50     | 0.00%             | 2044-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2169.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.2500 06/18/25-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $16078.64     | 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      | $-6202.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.75000 03/18/26-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-7670.82     | -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        |   16239283 | PA      | $158154378.08 | 30.42%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN UNION (EU)                      | EUROPEAN UNION SR UNSECURED REGS 10/29 2.875            | CUSIP: ACI2Q0PD7<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |   28300000 | PA      | $32708778.51  | 6.29%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR1               | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A        | CUSIP: 939336X40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4063 | PA      | $3982.47      | 0.00%             | 2045-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $6962.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-27361.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/4.50000 03/18/26-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $264791.73    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.8500 12/19/24-8Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $117027.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6154.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 008865 G2 05/26 FLOATING VAR               | CUSIP: 36202KZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         59 | PA      | $58.96        | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13              | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1      | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5408 | PA      | $5270.73      | 0.00%             | 2045-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1            | ARGENT SECURITIES INC. ARSI 2006 M1 A2B                 | CUSIP: 04012MAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1149340 | PA      | $308977.65    | 0.06%             | 2036-07-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1   | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A      | CUSIP: 1248MGAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236857 | PA      | $68807.79     | 0.01%             | 2037-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $27208.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/2.75000 09/17/25-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $5355.34      | 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      | $49102.11     | 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      | $1405227.84   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $135969.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1453.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-8     | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1          | CUSIP: 22541NX20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1479 | PA      | $1532.15      | 0.00%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-209954.53   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-25.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-10      | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A       | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52914 | PA      | $33440.70     | 0.01%             | 2035-11-19      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                      | RFR JPY MUTK/2.50000 03/18/26-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-87879.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-912.70      | -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      | $191190.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6    | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1             | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31948 | PA      | $29329.60     | 0.01%             | 2037-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA22     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1       | CUSIP: 23245PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46317 | PA      | $43161.91     | 0.01%             | 2047-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.35000 04/29/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $42793.24     | 0.01%             |  |  |  | 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      | $85209.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERTS 2004-OPT5     | ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1        | CUSIP: 04542BJY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166665 | PA      | $167554.28    | 0.03%             | 2034-06-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR3    | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2        | CUSIP: 86359LBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        384 | PA      | $370.74       | 0.00%             | 2034-07-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $16476.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR4        | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A             | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65473 | PA      | $59125.76     | 0.01%             | 2045-08-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2003-4            | SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1                  | CUSIP: 81743PBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115026 | PA      | $115766.79    | 0.02%             | 2033-07-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-8       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 8 1A2A        | CUSIP: 41161PQU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7050 | PA      | $4119.69      | 0.00%             | 2035-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 3.75000 03/19/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-910275.51   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2            | COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1                  | CUSIP: 12669GPR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7851 | PA      | $7638.42      | 0.00%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W6             | FANNIEMAE WHOLE LOAN FNW 2003 W6 F                      | CUSIP: 31393BX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10707 | PA      | $10666.95     | 0.00%             | 2042-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $199556.98    | 0.04%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2004-9            | SEQUOIA MORTGAGE TRUST SEMT 2004 9 A2                   | CUSIP: 81744FDW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88720 | PA      | $79828.60     | 0.02%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-61    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1        | CUSIP: 12668AVP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125838 | PA      | $120376.64    | 0.02%             | 2035-12-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.25000 09/16/26-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-2032003.17  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $620901.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-63                       | FANNIE MAE FNR 2004 63 FA                               | CUSIP: 31394ANT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        301 | PA      | $295.84       | 0.00%             | 2034-08-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.25000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-2502278.60  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W12            | FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1                   | CUSIP: 31394A6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5727 | PA      | $5911.06      | 0.00%             | 2044-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-61      | FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1             | CUSIP: 31395A3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5742 | PA      | $5606.84      | 0.00%             | 2044-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 09/17/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-53771.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25           | COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1                 | CUSIP: 12669GJY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4133 | PA      | $3933.22      | 0.00%             | 2035-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $100839.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-6744.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2                   | CUSIP: ACI30Y3M3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2660000000 | PA      | $15405389.87  | 2.96%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                      | CAN 10YR BOND FUT JUN26 XMOD 20260619                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        403 | NC      | $-597344.44   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99102.13     | 0.02%             | 2026-06-30      | None          | 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      | $-156.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1       | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2245955 | PA      | $1837298.46   | 0.35%             | 2047-02-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                      | EURO-BUND FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -658 | NC      | $2548490.58   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-128024.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $12073.35     | 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      | $22082.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17              | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A      | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46840 | PA      | $42197.38     | 0.01%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.00000 06/18/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $43389.45     | 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      | $1349286.57   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/4.00000 03/18/26-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-1059670.19  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | AUST 10Y BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        556 | NC      | $-152067.62   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2156.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-1       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A        | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     579378 | PA      | $545849.98    | 0.10%             | 2036-03-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2001-HE17  | CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1        | CUSIP: 22540A7A0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25046 | PA      | $24764.12     | 0.00%             | 2032-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS NZD 3.75000 06/15/22-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |          1 | NC      | $1396269.49   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | RFR GBP SONIO/4.00000 09/16/26-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $4102817.28   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 080397 G2 04/30 FLOATING VAR               | CUSIP: 36225CNP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9087 | PA      | $9101.40      | 0.00%             | 2030-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-10         | BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1             | CUSIP: 07386HZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     206822 | PA      | $198474.04    | 0.04%             | 2036-01-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 3.75000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-3513.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-127606.46   | -0.02%            |  |  |  | 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      | $-5355641.65  | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16   | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A       | CUSIP: 41161PYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1097876 | PA      | $702143.11    | 0.14%             | 2036-01-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $299124.03    | 0.06%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1       | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1157 | PA      | $965.77       | 0.00%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     803000 | PA      | $798538.47    | 0.15%             | 2026-05-26      | None          | 0.00%                 | 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      | $-83182.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $12294.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                     | FNMA POOL 800171 FN 12/34 FLOATING VAR                  | CUSIP: 31405U6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1070 | PA      | $1087.51      | 0.00%             | 2034-12-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                      | ICE 3MTH SONIA FU MAR27 IFLL 20270615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        327 | NC      | $45509.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | BOUGHT CNH SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $24.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $8645.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                     | GNMA II POOL 080418 G2 06/30 FLOATING VAR               | CUSIP: 36225CPC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12965 | PA      | $12962.28     | 0.00%             | 2030-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLAT 2001-BC6   | AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A           | CUSIP: 86358RMY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53790 | PA      | $53589.46     | 0.01%             | 2031-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (20 YEAR ISSUE) BONDS 12/44 2                     | CUSIP: ACI2T82B6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3460000000 | PA      | $18112867.27  | 3.48%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 07/26 0.00000                             | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $593349.25    | 0.11%             | 2026-07-21      | None          | 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      | $253352.23    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.51000 04/09/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $125221.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | LONG GILT FUTURE  JUN26 IFLL 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       1076 | NC      | $-5275625.13  | -1.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE1    | MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2B            | CUSIP: 617526AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1116937 | PA      | $658226.72    | 0.13%             | 2036-11-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2395                         | FREDDIE MAC FHR 2395 FT                                 | CUSIP: 31339LMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        249 | PA      | $248.96       | 0.00%             | 2031-12-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.50000 03/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-582170.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $199317.12    | 0.04%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-191480.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-3       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A        | CUSIP: 41161PMG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55209 | PA      | $54697.33     | 0.01%             | 2035-06-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                       | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     887000 | PA      | $885214.66    | 0.17%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-77884.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3      | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1         | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116645 | PA      | $28488.86     | 0.01%             | 2046-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3     | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A         | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4446 | PA      | $4269.01      | 0.00%             | 2035-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $8102.02      | 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      | $34818.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2005-AR5    | NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1         | CUSIP: 65535VPU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6750 | PA      | $6097.76      | 0.00%             | 2035-10-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2073                         | FREDDIE MAC FHR 2073 PH                                 | CUSIP: 3133TER55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17705 | PA      | $17950.72     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                      | OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $158991.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR2        | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR2 2A1A             | CUSIP: 23332UDC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83417 | PA      | $80257.91     | 0.02%             | 2045-03-19      | Floating      | 4.21%                 | 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      | $2208.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                               | JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2                   | CUSIP: ACI2P7MX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1630000000 | PA      | $7118880.31   | 1.37%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $128355.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $12492.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-81    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1         | CUSIP: 12668BBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54463 | PA      | $45710.84     | 0.01%             | 2037-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2            | COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1                  | CUSIP: 12669GPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1224405 | PA      | $1139926.13   | 0.22%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-17497.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR5        | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR5 2A1A             | CUSIP: 23332UFF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     913904 | PA      | $480066.95    | 0.09%             | 2045-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1098.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2004-1  | THORNBURG MORTGAGE SECURITIES TMST 2004 1 I1A           | CUSIP: 885220ET6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14480 | PA      | $14232.55     | 0.00%             | 2044-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION     | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75   | CUSIP: ACI1ZX259<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   17400000 | PA      | $9180565.48   | 1.77%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                      | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $71241.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-32800.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17              | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A        | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        575 | PA      | $558.08       | 0.00%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-9182.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | J P MORGAN TERM REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    3400000 | PA      | $3400000.00   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-61    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1        | CUSIP: 12668AVL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17674 | PA      | $16777.35     | 0.00%             | 2035-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $128630.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS AUD 4.00000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-41779.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.38000 12/31/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-184756.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-59243.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-31    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1        | CUSIP: 12667GZB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129310 | PA      | $121150.56    | 0.02%             | 2035-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-10232.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-9456.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | IRS EUR 2.45000 05/05/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $149413.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-386493.64   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-17634.93    | -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