# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007200
**Filing Date:** 2026-5
**Character Count:** 90466
**Document Hash:** b6912341d472e837ec1d49bcd9d4541d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007200.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007200

**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:** 261043362

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO U.S. Government and Short-Term Investments Portfolio

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

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

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

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

- **b. Date as of which information is reported:** 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:** $1313510581.61

**Total Liabilities:** $94727964.88

**Net Assets:** $1218782616.73

**Cash Not Reported:** $1768707.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 48720.699600 | **1-Year:** 1109.408400 | **5-Year:** 8225.941000 | **10-Year:** 9896.593600 | **30-Year:** 0.000000

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

- **3-Month:** 671.868100 | **1-Year:** 2734.533800 | **5-Year:** 11326.154300 | **10-Year:** 222.976800 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027275 | 0.00%                | 2.98%                | -3.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-105371.90              | $-3549457.92                               |
| Month 2  | $15641.75                | $37933659.44                               |
| Month 3  | $31512.00                | $-43705560.91                              |

### Schedule of Portfolio Investments

| Name                                                 | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA PASS THRU POOLS                                 | FNMA POOL 844532 FN 11/35 FLOATING VAR                | CUSIP: 31407YHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37555 | PA      | $38153.79     | 0.00%             | 2035-11-01      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR11                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A      | CUSIP: 93363TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    806713 | PA      | $768721.06    | 0.06%             | 2046-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR15                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1    | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381871 | PA      | $362190.43    | 0.03%             | 2045-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 844214 FN 11/35 FLOATING VAR                | CUSIP: 31407X3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42907 | PA      | $43536.74     | 0.00%             | 2035-11-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1       | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139559 | PA      | $130363.64    | 0.01%             | 2035-01-25      | Floating      | 5.26%                 | 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        |    360143 | PA      | $319742.42    | 0.03%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/40 1.375                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37030000 | PA      | $23864822.60  | 1.96%             | 2040-11-15      | Fixed         | 1.38%                 | 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        |     84737 | PA      | $28760.37     | 0.00%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR        | CUSIP: 3128JRGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285767 | PA      | $296141.82    | 0.02%             | 2035-06-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/4.01000 03/31/26-28Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3546699.51   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TRUST 2002-2            | RENAISSANCE HOME EQUITY LOAN T RAMC 2002 2 A          | CUSIP: 759950AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1853 | PA      | $1796.15      | 0.00%             | 2032-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                      | BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1             | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309717 | PA      | $295221.13    | 0.02%             | 2034-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RT MTGE TRUST 2004-4                | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1        | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39842 | PA      | $38988.72     | 0.00%             | 2034-05-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2003-S9                | RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1        | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4726 | PA      | $4775.44      | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                       | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A        | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28663 | PA      | $28698.88     | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 873877 G2 02/30 FLOATING VAR             | CUSIP: 36208ALN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85709 | PA      | $85976.78     | 0.01%             | 2030-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 675632 FN 12/32 FLOATING VAR                | CUSIP: 31391SSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       636 | PA      | $646.92       | 0.00%             | 2032-12-01      | Floating      | 5.62%                 | 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        |     16005 | PA      | $11557.45     | 0.00%             | 2037-05-25      | Floating      | 3.87%                 | 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        |      6424 | PA      | $6315.65      | 0.00%             | 2035-04-25      | Floating      | 4.37%                 | 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        |     50345 | PA      | $50131.62     | 0.00%             | 2026-10-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 786778 FH 07/29 FLOATING VAR        | CUSIP: 31295KQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1146 | PA      | $1158.03      | 0.00%             | 2029-07-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A1                     | JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 2A2            | CUSIP: 466247E74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233355 | PA      | $159386.72    | 0.01%             | 2036-02-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                      | BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1            | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4910055 | PA      | $2690777.36   | 0.22%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/50 1.625                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 214700000 | PA      | $112063334.86 | 9.19%             | 2050-11-15      | Fixed         | 1.62%                 | 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        |     12303 | PA      | $11863.45     | 0.00%             | 2034-07-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-1               | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B       | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84134 | PA      | $84148.06     | 0.01%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 563479 FN 11/30 FLOATING VAR                | CUSIP: 31386G6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $65.80        | 0.00%             | 2030-11-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                   | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A      | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455706 | PA      | $443762.74    | 0.04%             | 2035-05-19      | Floating      | 4.23%                 | 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        |    624538 | PA      | $562631.76    | 0.05%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                 | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F042665<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -3000000 | PA      | $-2890798.23  | -0.24%            | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 257202 FN 04/28 FIXED 4.5                   | CUSIP: 31371NU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48 | PA      | $47.49        | 0.00%             | 2028-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 10YR ULTRA FUT JUN26 XCBT 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      6198 | NC      | $-15975038.93 | -1.31%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 735362 FN 03/35 FLOATING VAR                | CUSIP: 31402Q5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94103 | PA      | $95775.69     | 0.01%             | 2035-03-01      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W9                         | FANNIEMAE WHOLE LOAN FNW 2003 W9 A                    | CUSIP: 31393B6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47306 | PA      | $45457.25     | 0.00%             | 2033-06-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2002-AR21              | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1     | CUSIP: 22540V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       972 | PA      | $775.91       | 0.00%             | 2032-06-25      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 803338 FN 09/44 FLOATING VAR                | CUSIP: 31405YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131193 | PA      | $132769.14    | 0.01%             | 2044-09-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                   | FANNIE MAE FNR 2006 15 FC                             | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36452 | PA      | $35958.89     | 0.00%             | 2036-03-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR1                | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2      | CUSIP: 86359LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48372 | PA      | $46513.12     | 0.00%             | 2034-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG45 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1092542.80   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.50000 06/20/24-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1605470.12   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.75000 12/17/25-10Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1568641.57  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-14                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1      | CUSIP: 12667GCB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178092 | PA      | $173772.72    | 0.01%             | 2035-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                           | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2      | CUSIP: 07384MZ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113335 | PA      | $108723.34    | 0.01%             | 2034-11-25      | Floating      | 6.18%                 | 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        |    115014 | PA      | $105586.57    | 0.01%             | 2037-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2001-T13                     | FANNIEMAE GRANTOR TRUST FNGT 2001 T13 A1              | CUSIP: 31392A5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99248 | PA      | $95894.79     | 0.01%             | 2032-03-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD 2014-19A                         | VENTURE CDO LTD VENTR 2014 19A ARR 144A               | CUSIP: 92330EAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    498243 | PA      | $498816.19    | 0.04%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1              | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A      | CUSIP: 939336PL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        41 | PA      | $41.95        | 0.00%             | 2033-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 664885 FN 10/32 FLOATING VAR                | CUSIP: 31391EUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2091 | PA      | $2136.81      | 0.00%             | 2032-10-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/52 2.25                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $361792.97    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/45 4.875                           | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $598171.87    | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 5YR NOTE (CBT) JUN26 XCBT 20260630                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      6071 | NC      | $-9117974.51  | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 080592 G2 04/32 FLOATING VAR             | CUSIP: 36225CUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1820 | PA      | $1813.71      | 0.00%             | 2032-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2739                                     | FREDDIE MAC FHR 2739 PG                               | CUSIP: 31394NGR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    713932 | PA      | $725442.70    | 0.06%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A    | CUSIP: 933638AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274159 | PA      | $266468.85    | 0.02%             | 2047-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 555847 FN 09/33 FLOATING VAR                | CUSIP: 31385XP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        41 | PA      | $41.37        | 0.00%             | 2033-09-01      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 008945 G2 08/26 FLOATING VAR             | CUSIP: 36202K5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       246 | PA      | $246.20       | 0.00%             | 2026-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/28 2.875                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9680000 | PA      | $9497743.80   | 0.78%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MTGE LN TR 2007-1                         | LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A  | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314303 | PA      | $208803.56    | 0.02%             | 2037-06-25      | Floating      | 3.88%                 | 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        |    153591 | PA      | $150095.52    | 0.01%             | 2045-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A       | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17219 | PA      | $17478.92     | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/4.07500 03/31/26-28Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $723494.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 535228 FN 12/29 FLOATING VAR                | CUSIP: 31384VSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       335 | PA      | $339.24       | 0.00%             | 2029-12-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 732218 FN 06/43 FLOATING VAR                | CUSIP: 31402LPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111333 | PA      | $112478.26    | 0.01%             | 2043-06-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                  | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A      | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243808 | PA      | $67612.43     | 0.01%             | 2037-02-25      | Floating      | 4.03%                 | 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        |    223175 | PA      | $212393.52    | 0.02%             | 2035-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE4                   | MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1        | CUSIP: 576449AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69879 | PA      | $19935.27     | 0.00%             | 2036-11-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1       | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9580 | PA      | $9694.85      | 0.00%             | 2033-04-25      | Floating      | 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        |    287083 | PA      | $280342.15    | 0.02%             | 2044-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HEQ LN 2001-HE2                | ASSET BACKED SECURITIES CORP H ABSHE 2001 HE2 A1      | CUSIP: 04541GBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268266 | PA      | $262588.19    | 0.02%             | 2031-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO 2024-1A LTD                          | APEX CREDIT CLO LLC APEXC 2024 1A A1 144A             | CUSIP: 03753AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1300000 | PA      | $1302055.94   | 0.11%             | 2036-04-20      | Floating      | 5.47%                 | 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        |    473745 | PA      | $438092.64    | 0.04%             | 2044-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 930770 FN 03/29 FIXED 4.5                   | CUSIP: 31412PCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3452 | PA      | $3456.64      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-S1                                  | GSAMP TRUST GSAMP 2006 S1 A2A                         | CUSIP: 3623413A5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129641 | PA      | $9100.50      | 0.00%             | 2035-11-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/49 3                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38140000 | PA      | $27867527.25  | 2.29%             | 2049-02-15      | Fixed         | 3.00%                 | 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        |   1965925 | PA      | $1608220.54   | 0.13%             | 2047-02-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/49 2.875                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56970000 | PA      | $40519912.50  | 3.32%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL A89493 FG 10/39 FIXED 5.5           | CUSIP: 312936RN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16163 | PA      | $16536.57     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/43 4.375                           | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23300000 | PA      | $21999841.83  | 1.81%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.32500 07/06/26-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $510751.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL A89085 FG 10/39 FIXED 5.5           | CUSIP: 312936CW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8273 | PA      | $8470.04      | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2018-3A                         | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A           | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    327683 | PA      | $328022.34    | 0.03%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.14947 12/02/24-9Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $20950622.99  | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 576836 FN 02/41 FLOATING VAR                | CUSIP: 31386XY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $64.98        | 0.00%             | 2041-02-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS1                 | JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A      | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718420 | PA      | $722534.19    | 0.06%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                          | PIMCO PRV SHORT TERM FLT III MUTUAL FUND              | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   7218216 | PA      | $70298205.23  | 5.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 789433 FH 05/32 FLOATING VAR        | CUSIP: 31295NPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2658 | PA      | $2706.08      | 0.00%             | 2032-05-01      | Floating      | 6.21%                 | 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        |    144040 | PA      | $130076.67    | 0.01%             | 2045-08-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7446954.37   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAIE WHOLE LOAN 2002-W2                        | FANNIEMAE WHOLE LOAN FNW 2002 W2 AV1                  | CUSIP: 31392CEQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       119 | PA      | $116.98       | 0.00%             | 2032-06-25      | Floating      | 3.91%                 | 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        |     73193 | PA      | $71082.85     | 0.01%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/43 3.625                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53000000 | PA      | $45279804.82  | 3.72%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W-8                        | FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2                  | CUSIP: 31393CX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51528 | PA      | $51375.95     | 0.00%             | 2042-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.85700 09/01/23-7Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1424522.80   | 0.12%             |  |  |  | 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        |    133001 | PA      | $133857.90    | 0.01%             | 2033-07-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-1                   | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A      | CUSIP: 41164MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527203 | PA      | $493652.87    | 0.04%             | 2037-03-19      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/44 3                               | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 213100000 | PA      | $163237928.62 | 13.39%            | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-3A                | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A  | CUSIP: 16678RBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68957 | PA      | $67694.90     | 0.01%             | 2035-08-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVII LTD                            | SOUND POINT CLO LTD SNDPT 2020 2A AR 144A             | CUSIP: 83611VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004079.58   | 0.25%             | 2034-10-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL A82915 FG 11/38 FIXED 5.5           | CUSIP: 312929GY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6114 | PA      | $6266.90      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2002 W11                       | FANNIEMAE WHOLE LOAN FNW 2002 W11 AV1                 | CUSIP: 31392EW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       140 | PA      | $136.98       | 0.00%             | 2032-11-25      | Floating      | 3.95%                 | 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        |   1459799 | PA      | $1387078.93   | 0.11%             | 2046-03-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/27 3.875                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44100000 | PA      | $44132730.58  | 3.62%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 21                                       | KKR FINANCIAL CLO LTD KKR 21 A 144A                   | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    128462 | PA      | $128589.39    | 0.01%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A     | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138284 | PA      | $1063825.27   | 0.09%             | 2047-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQ CORP 2005-RM1                 | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 RM1 A2      | CUSIP: 46629NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24416 | PA      | $10750.14     | 0.00%             | 2036-08-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0232 FN 11/29 FIXED 4.5                   | CUSIP: 31417YHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19358 | PA      | $19382.26     | 0.00%             | 2029-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                 | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581      | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17580000 | PA      | $18088597.31  | 1.48%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 080058 G2 04/27 FLOATING VAR             | CUSIP: 36225CB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       339 | PA      | $339.37       | 0.00%             | 2027-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.75000 12/18/24-10Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $146342.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0096 FN 06/29 FIXED 4.5                   | CUSIP: 31417YDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1607 | PA      | $1608.83      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2469                                     | FREDDIE MAC FHR 2469 FV                               | CUSIP: 31392RDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4634 | PA      | $4633.58      | 0.00%             | 2030-06-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A1             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A        | CUSIP: 589929F37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9829 | PA      | $9708.23      | 0.00%             | 2032-12-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 847076 FH 01/32 FLOATING VAR        | CUSIP: 3128HD2H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1266 | PA      | $1281.63      | 0.00%             | 2032-01-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                      | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1            | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10448796 | PA      | $5209332.03   | 0.43%             | 2036-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2990                                     | FREDDIE MAC FHR 2990 EZ                               | CUSIP: 31395V2K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195977 | PA      | $195213.46    | 0.02%             | 2035-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/48 3                               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $6093691.43   | 0.50%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0200 FN 10/29 FIXED 4.5                   | CUSIP: 31417YGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4576 | PA      | $4581.95      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-118                                  | FANNIE MAE FNR 2006 118 A2                            | CUSIP: 31396L4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72301 | PA      | $71049.53     | 0.01%             | 2036-12-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-3                   | HOME EQUITY ASSET TRUST HEAT 2002 3 A4                | CUSIP: 22541NHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1010 | PA      | $985.96       | 0.00%             | 2033-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14     | CUSIP: 12668BLY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805063 | PA      | $322577.04    | 0.03%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/42 4                               | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38100000 | PA      | $34487197.22  | 2.83%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 10YR NOTE (CBT)JUN26 XCBT 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      7485 | NC      | $-15396659.22 | -1.26%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 930543 FN 02/29 FIXED 4.5                   | CUSIP: 31412NZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7709 | PA      | $7714.39      | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AH6225 FN 03/41 FIXED 4                     | CUSIP: 3138A74K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46508 | PA      | $44943.95     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.32826 09/03/24-7Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $246316.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR2                     | GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1              | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1383512 | PA      | $813519.55    | 0.07%             | 2036-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AJ4494 FN 12/41 FIXED 4                     | CUSIP: 3138AV7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    430304 | PA      | $415828.26    | 0.03%             | 2041-12-01      | Fixed         | 4.00%                 | 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        |   1266699 | PA      | $1240908.12   | 0.10%             | 2034-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AE4948 FN 09/40 FIXED 4                     | CUSIP: 31419FQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103934 | PA      | $100426.66    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 866888 FN 01/36 FLOATING VAR                | CUSIP: 31409CCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35191 | PA      | $35963.07     | 0.00%             | 2036-01-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006 AR7                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A       | CUSIP: 93363CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2118267 | PA      | $1967210.00   | 0.16%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US LONG BOND(CBT) JUN26 XCBT 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -2486 | NC      | $9680121.24   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A      | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375451 | PA      | $348999.57    | 0.03%             | 2046-12-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD 2018-35A                             | VENTURE CDO LTD VENTR 2018 35A ALR 144A               | CUSIP: 92331XAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    908267 | PA      | $909285.30    | 0.07%             | 2031-10-22      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                 | GSAMP TRUST GSAMP 2007 FM1 A2A                        | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351894 | PA      | $173956.63    | 0.01%             | 2036-12-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY IXIS RE CAP TR 2006-2                 | MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1         | CUSIP: 617463AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28421 | PA      | $9251.07      | 0.00%             | 2036-11-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 806506 FN 10/44 FLOATING VAR                | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180461 | PA      | $182653.38    | 0.01%             | 2044-10-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 775852 FN 03/44 FLOATING VAR                | CUSIP: 31404Q5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189562 | PA      | $191842.57    | 0.02%             | 2044-03-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO1 TRUST                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1       | CUSIP: 761118EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381334 | PA      | $260528.85    | 0.02%             | 2035-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-21                                   | FANNIE MAE FNR 2002 21 FD                             | CUSIP: 31392CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2694 | PA      | $2703.02      | 0.00%             | 2032-04-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GE-WMC MORTGAGE SECURITIES LLC 2006-1                | GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A       | CUSIP: 36829JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37022 | PA      | $15590.73     | 0.00%             | 2036-08-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 516801 FN 12/29 FLOATING VAR                | CUSIP: 31383YDE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2492 | PA      | $2523.03      | 0.00%             | 2029-12-01      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL 795297 FN 07/44 FLOATING VAR                | CUSIP: 31405PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35989 | PA      | $36070.37     | 0.00%             | 2044-07-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1       | CUSIP: 07384MTK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4770 | PA      | $4845.31      | 0.00%             | 2033-04-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR1                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A        | CUSIP: 92922FLD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19298 | PA      | $19621.36     | 0.00%             | 2034-03-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 1B2793 FH 02/35 FLOATING VAR        | CUSIP: 3128JM7F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110730 | PA      | $113267.40    | 0.01%             | 2035-02-01      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIII 2019-2A                        | SOUND POINT CLO LTD SNDPT 2019 2A AR 144A             | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001339.54   | 0.08%             | 2034-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-34                  | FHLMC STRUCTURED PASS THROUGH FSPC T 34 A1V           | CUSIP: 3133985T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126644 | PA      | $125661.20    | 0.01%             | 2031-07-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/50 1.375                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150550000 | PA      | $73648942.57  | 6.04%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR5                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A     | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895628 | PA      | $852487.44    | 0.07%             | 2046-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-T7                      | FANNIEMAE GRANTOR TRUST FNGT 2002 T7 A1               | CUSIP: 31392DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29468 | PA      | $29356.26     | 0.00%             | 2032-07-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AE8748 FN 12/40 FIXED 4                     | CUSIP: 31419KWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43126 | PA      | $41738.47     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | 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        |    177548 | PA      | $165453.97    | 0.01%             | 2047-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO 2022-1A                          | CAPITAL FOUR US CLO C4US 2022 1A AR 144A              | CUSIP: 14016CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2200000 | PA      | $2207178.60   | 0.18%             | 2037-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4    | SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2A      | CUSIP: 81377XAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428418 | PA      | $112063.64    | 0.01%             | 2036-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                     | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3            | CUSIP: 46630GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111222 | PA      | $107130.94    | 0.01%             | 2035-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/43 3.125                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41250000 | PA      | $33041894.33  | 2.71%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/42 3                               | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51000000 | PA      | $40664531.25  | 3.34%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 2024-6A                         | DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A             | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2407167.00   | 0.20%             | 2037-04-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                | FED HM LN PC POOL 789084 FH 02/32 FLOATING VAR        | CUSIP: 31295NCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       365 | PA      | $371.04       | 0.00%             | 2032-02-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2477                                     | FREDDIE MAC FHR 2477 FZ                               | CUSIP: 31392PU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4122 | PA      | $4125.52      | 0.00%             | 2031-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD INC 2004-SL2             | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4       | CUSIP: 7609856D8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104465 | PA      | $93828.85     | 0.01%             | 2031-10-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/44 4.125                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $6806396.48   | 0.56%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 03/27 3.875                           | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46600000 | PA      | $46666051.77  | 3.83%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 1935                                     | FREDDIE MAC FHR 1935 FJ                               | CUSIP: 3133T8Z67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59 | PA      | $59.20        | 0.00%             | 2027-02-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-76                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1      | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118077 | PA      | $109803.23    | 0.01%             | 2036-02-25      | Floating      | 4.86%                 | 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    | 0.01%             | 2035-12-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG46 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $686176.10    | 0.06%             |  |  |  | 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        |     11990 | PA      | $12012.21     | 0.00%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1    | SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A      | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1373103 | PA      | $284992.57    | 0.02%             | 2036-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.50000 12/18/24-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7126145.07   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8   | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1       | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65406 | PA      | $63506.58     | 0.01%             | 2034-01-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3031                                     | FREDDIE MAC FHR 3031 LZ                               | CUSIP: 31396AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40468 | PA      | $40296.51     | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2003-AR2              | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2     | CUSIP: 939336D59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29139 | PA      | $29662.80     | 0.00%             | 2033-05-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-11                                   | FANNIE MAE FNR 2004 11 A                              | CUSIP: 31393T7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18059 | PA      | $18034.33     | 0.00%             | 2034-03-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFRF USD SF+26.161/2.6* 12/21/17-30Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10391534.80  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-59                  | FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1           | CUSIP: 31394PPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    244589 | PA      | $249254.80    | 0.02%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A       | CUSIP: 93363DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6091711 | PA      | $5371064.86   | 0.44%             | 2046-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR1                  | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2       | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111448 | PA      | $99660.81     | 0.01%             | 2045-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                 | GNMA II POOL 080070 G2 05/27 FLOATING VAR             | CUSIP: 36225CCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       160 | PA      | $160.42       | 0.00%             | 2027-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 11/42 2.75                            | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83400000 | PA      | $63465445.10  | 5.21%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/41 1.75                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $8294195.33   | 0.68%             | 2041-08-15      | Fixed         | 1.75%                 | 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        |     16343 | PA      | $16159.29     | 0.00%             | 2032-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/43 2.875                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10960000 | PA      | $8421218.80   | 0.69%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2003-4                        | SEQUOIA MORTGAGE TRUST SEMT 2003 4 2M1                | CUSIP: 81743PBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94181 | PA      | $91086.81     | 0.01%             | 2033-07-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND 2015-37A                     | DRYDEN SENIOR LOAN FUND DRSLF 2015 37A AR 144A        | CUSIP: 26249MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    453362 | PA      | $454075.23    | 0.04%             | 2031-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SALOMON BROTHERS MTGE SEC VII 2002-WMC1              | SALOMON BROTHERS MORTGAGE SECU SBM7 2002 WMC1 M1      | CUSIP: 79549AKF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4786 | PA      | $4789.54      | 0.00%             | 2032-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ROMARK WM-R LTD 2018-1A                              | ROMARK CLO LTD RMRK 2018 1A A1 144A                   | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18276 | PA      | $18293.95     | 0.00%             | 2031-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL AJ5116 FN 12/41 FIXED 4                     | CUSIP: 3138AWVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103854 | PA      | $100360.31    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US ULTRA BOND CBT JUN26 XCBT 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       871 | NC      | $-1277741.32  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2585                                     | FREDDIE MAC FHR 2585 FD                               | CUSIP: 31393MH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6999 | PA      | $6993.85      | 0.00%             | 2032-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC) | FREDDIE MAC NOTES 01/32 0.00000                       | CUSIP: 3134A4NU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    563000 | PA      | $438746.87    | 0.04%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/41 1.875                           | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110500000 | PA      | $76592470.57  | 6.28%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR3                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A      | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689893 | PA      | $642239.55    | 0.05%             | 2046-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/1.75000 12/21/22-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $21056994.81  | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1    | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119213 | PA      | $120558.67    | 0.01%             | 2045-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/35 4.25                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1096046.88   | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR4                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A     | CUSIP: 93934FPT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187638 | PA      | $157680.99    | 0.01%             | 2046-05-25      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TR 2005-AR2                   | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR2 2A1A     | CUSIP: 45660LCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519747 | PA      | $493304.00    | 0.04%             | 2035-02-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                 | FNMA POOL MA0427 FN 05/30 FIXED 4                     | CUSIP: 31417YPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6015 | PA      | $5975.82      | 0.00%             | 2030-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1     | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5620828 | PA      | $4718362.86   | 0.39%             | 2036-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-11                       | COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1               | CUSIP: 12669GUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160077 | PA      | $107189.42    | 0.01%             | 2035-04-25      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.30000 12/02/24-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $949666.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1     | CUSIP: 12668BB44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22376 | PA      | $19837.02     | 0.00%             | 2036-05-25      | Floating      | 4.19%                 | 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        |    296423 | PA      | $285139.47    | 0.02%             | 2046-10-25      | Floating      | 5.36%                 | 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        |    793470 | PA      | $230506.10    | 0.02%             | 2037-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 05/38 4.5                             | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31463000 | PA      | $31702659.65  | 2.60%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                       | COUNTRYWIDE HOME LOANS CWHL 2004 25 2A1               | CUSIP: 12669GKF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133922 | PA      | $126927.61    | 0.01%             | 2035-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/44 3.625                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32300000 | PA      | $27447429.53  | 2.25%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | RFR USD SOFR/3.30000 12/02/24-7Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $853482.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                  | CDX IG44 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $10943.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 08/49 2.25                            | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50320000 | PA      | $31310440.50  | 2.57%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                  | US 2YR NOTE (CBT) JUN26 XCBT 20260630                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -5425 | NC      | $7884524.96   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                   | US TREASURY N/B 02/38 4.375                           | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78530000 | PA      | $78418033.50  | 6.43%             | 2038-02-15      | Fixed         | 4.38%                 | 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        |    424762 | PA      | $112330.86    | 0.01%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1              | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1     | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167110 | PA      | $112794.82    | 0.01%             | 2037-06-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO2              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1       | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122851 | PA      | $106523.01    | 0.01%             | 2045-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                     | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1             | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1411149 | PA      | $1269898.54   | 0.10%             | 2036-09-20      | Floating      | 4.10%                 | 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