# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001047304-23-000149
**Filing Date:** 2023-3
**Character Count:** 229613
**Document Hash:** c5fecdb8d90a9ee189951eeb7917e6ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001047304-23-000149.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001047304-23-000149

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0001047304
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08399
- **FILM NUMBER:** 23688683

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9497204721

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

## Series and Classes Contracts Data

### PIMCO Short-Term Portfolio (Series ID: S000009662)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026484 | Administrative | VPVSTDV         |
| C000026485 | Institutional  | VPVSTIV         |
| C000081128 | Advisor        | VPVSTAD         |

## 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 Variable Insurance Trust

- **b. Investment Company Act file number:** 811-08399

- **c. CIK number of Registrant:** 0001047304

- **d. LEI of Registrant:** 549300KNGHUU7TTJOR56

- **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 Short-Term Portfolio

- **b. EDGAR series identifier (if any):** S000009662

- **c. LEI of Series:** 8GTUKFTYE4CYYGNOAA09

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $593565338.45

**Total Liabilities:** $7922974.37

**Net Assets:** $585642364.08

**Cash Not Reported:** $1018155.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11398.943900 | **1-Year:** 19291.483400 | **5-Year:** 11561.658400 | **10-Year:** 303.883500 | **30-Year:** 0.000000

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

- **3-Month:** 101.818400 | **1-Year:** 65.794000 | **5-Year:** 110.215900 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026484 | -0.10%               | 0.25%                | 0.70%                |
| Class ID C000026485 | -0.08%               | 0.26%                | 0.71%                |
| Class ID C000081128 | -0.10%               | 0.24%                | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-289706.33              | $-1767010.18                               |
| Month 2  | $-1664842.20             | $6452283.84                                |
| Month 3  | $-139843.26              | $1194660.65                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-AHT                           | BANC OF AMERICA MERRILL LYNCH BAMLL 2019 AHT A 144A       | CUSIP: 05525DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $389147.28    | 0.07%             | 2034-03-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2019-RLJ                           | BANC OF AMERICA MERRILL LYNCH BAMLL 2019 RLJ A 144A       | CUSIP: 05492HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $391169.12    | 0.07%             | 2036-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS USD R 3ML/1ML+9.75 01/13/22-22 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-735.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS USD R 3ML/1ML+9.8 01/13/22-23 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-584.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG SR UNSECURED 09/23 0.875         | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1356161.98   | 0.23%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA SR UNSECURED REGS 01/23 VAR            | CUSIP: BF4259II5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $544712.64    | 0.09%             | 2023-01-19      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 03/24 VAR               | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199261.07    | 0.03%             | 2024-03-05      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 04/26 VAR               | CUSIP: 06051GKN8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1587516.67   | 0.27%             | 2026-04-02      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR NOTE (CBT)MAR23 XCBT 20230322                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -23 | NC      | $9851.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR ULTRA FUT MAR23 XCBT 20230322                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -14 | NC      | $14199.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) MAR23 XCBT 20230331                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -396 | NC      | $83826.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 5YR NOTE (CBT) MAR23 XCBT 20230331                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -534 | NC      | $84171.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 05/24 VAR               | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492233.68    | 0.08%             | 2024-05-19      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT MAR23 XCBT 20230322                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -5 | NC      | $9259.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 10/24 VAR               | CUSIP: 06051GJJ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396427.34    | 0.07%             | 2024-10-24      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2002-G                                                | BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3           | CUSIP: 06050HKR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15 | PA      | $14.51        | 0.00%             | 2032-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 05/24 VAR                       | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $5400249.05   | 0.92%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED REGS 06/24 VAR                  | CUSIP: ACI1CR5G0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $513915.79    | 0.09%             | 2024-06-26      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SERVICES NV                                                   | BARRY CALLEBAUT SVCS NV COMPANY GUAR 144A 06/23 5.5       | CUSIP: B0R9M3AC3<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |    900000 | PA      | $895765.50    | 0.15%             | 2023-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARRY CALLEBAUT SERVICES NV                                                   | BARRY CALLEBAUT SVCS NV COMPANY GUAR REGS 06/23 5.5       | CUSIP: ACI067KC5<br>LEI: 213800R1F1EJYM4ICO85 | Long             | DBT              | CORP              | BE        |   1200000 | PA      | $1194354.00   | 0.20%             | 2023-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                       | BAT CAPITAL CORP COMPANY GUAR 08/24 3.222                 | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1541611.47   | 0.26%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                       | BAT CAPITAL CORP COMPANY GUAR 09/24 2.789                 | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957526.26    | 0.16%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                      | BAXTER INTERNATIONAL INC SR UNSECURED 12/23 VAR           | CUSIP: 071813CY3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1290217.72   | 0.22%             | 2023-12-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 3.875     | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295770.98    | 0.05%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/23 VAR       | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995951.70   | 0.34%             | 2023-12-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BDS 2022-FL12 LLC                                                             | BDS LTD BDS 2022 FL12 A 144A                              | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2858531.45   | 0.49%             | 2038-08-19      | Floating      | 6.46%                 | 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        |       902 | PA      | $874.27       | 0.00%             | 2034-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                               | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6697 | PA      | $4162.59      | 0.00%             | 2035-09-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBK SECU INC 2002-                                           | BEAR STEARNS ASSET BACKED SECU BSABS 2002 2 A1            | CUSIP: 07384YEM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       167 | PA      | $164.52       | 0.00%             | 2032-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BEAST MORTGAGE TRUST 2022-1700                                                | BSST MORTGAGE TRUST BSST 2022 1700 A 144A                 | CUSIP: 055742AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2425485.66   | 0.41%             | 2037-02-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 02/24 0.95                    | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2444471.00   | 0.42%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875              | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1254565.83   | 0.21%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                                                              | BGC PARTNERS INC SR UNSECURED 07/23 5.375                 | CUSIP: 05541TAK7<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1682356.13   | 0.29%             | 2023-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BGCLO 19A                                                                     | BIRCH GROVE CLO LTD. BGCLO 19A AR 144A                    | CUSIP: 09075JAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1475952.80   | 0.25%             | 2031-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED 144A 01/24 3.8                   | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2162546.36   | 0.37%             | 2024-01-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED 144A 01/25 3.375                 | CUSIP: 09659W2D5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1637254.36   | 0.28%             | 2025-01-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED 144A 01/25 VAR                   | CUSIP: 09659W2G8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1782735.25   | 0.30%             | 2025-01-10      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS SR UNSECURED REGS 02/24 VAR                   | CUSIP: ACI1903P5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $409512.40    | 0.07%             | 2024-02-28      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)                              | BOC AVIATION LTD SR UNSECURED 144A 09/23 VAR              | CUSIP: 09681LAH3<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $299634.34    | 0.05%             | 2023-09-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)                              | BOC AVIATION LTD SR UNSECURED REGS 09/23 VAR              | CUSIP: 09681MAH1<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $499390.57    | 0.09%             | 2023-09-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/23 4.508                        | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6089528.98   | 1.04%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 06/23 1.875                        | CUSIP: 097023BQ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295497.22    | 0.05%             | 2023-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                        | BP CAPITAL MARKETS PLC                                    | CUSIP: 05568UPA8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   4600000 | PA      | $4575683.62   | 0.78%             | 2023-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRASS NO 8 PLC 8A                                                             | BRASS PLC BRASS 8A A1 144A                                | CUSIP: 10554MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     53418 | PA      | $53430.06     | 0.01%             | 2066-11-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                | BRITISH TELECOMMUNICATIO SR UNSECURED 12/23 4.5           | CUSIP: 111021AM3<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $595049.55    | 0.10%             | 2023-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BSREP COMMERCIAL MORTGAGE TRUST 2021-DC                                       | BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A       | CUSIP: 05591UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2351999.75   | 0.40%             | 2038-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-MFM1                                        | BX TRUST BX 2021 MFM1 A 144A                              | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $193785.00    | 0.03%             | 2034-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                          | CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875        | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2061486.69   | 0.35%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2                               | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2A           | CUSIP: 14043GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2971999.20   | 0.51%             | 2025-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                                | CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B                  | CUSIP: 14318UAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2911495.60   | 0.50%             | 2025-12-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P3                                        | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A2           | CUSIP: 14686MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976689 | PA      | $971450.19    | 0.17%             | 2025-12-10      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CBAM 2018-5 LTD 8A                                                            | CBAM CLO MANAGEMENT CBAM 2018 8A A1 144A                  | CUSIP: 12478CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2899236 | PA      | $2864445.60   | 0.49%             | 2029-10-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP                                             | CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR             | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    575000 | PA      | $574729.29    | 0.10%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR             | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7234286.90   | 1.24%             | 2024-02-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2020-1A                                             | CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A            | CUSIP: 165183CJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360183 | PA      | $355184.30    | 0.06%             | 2032-08-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| CHUGOKU ELECTRIC POWER CO INC                                                 | CHUGOKU ELECTRIC POWER SR SECURED REGS 08/24 2.401        | CUSIP: ACI1F2P70<br>LEI: 353800MV866ELME96Q46 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $380476.00    | 0.06%             | 2024-08-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                                      | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                    | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2772102.73   | 0.47%             | 2030-10-24      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A5                                   | CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A5 A5            | CUSIP: 17305EGD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4002777.60   | 0.68%             | 2026-04-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC SR UNSECURED 05/24 VAR                      | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101796.16   | 0.19%             | 2024-05-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC SR UNSECURED 05/24 VAR                      | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492990.20    | 0.08%             | 2024-05-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC SR UNSECURED 06/24 VAR                      | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400601.24    | 0.07%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC SR UNSECURED 10/23 VAR                      | CUSIP: ACI0QGYP9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1254591.82   | 0.21%             | 2023-10-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1             | CUSIP: 17307GXP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1209 | PA      | $1180.12      | 0.00%             | 2035-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL (19) LIMITED                                       | CK HUTCHISON INTL 19 LTD COMPANY GUAR REGS 04/24 3.25     | CUSIP: G2179DAA3<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1954325.94   | 0.33%             | 2024-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLNC 2019-FL1 LTD                                                             | CLNC 2019 FL1, LTD CLNC 2019 FL1 A 144A                   | CUSIP: 12565DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    433080 | PA      | $425604.82    | 0.07%             | 2035-08-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                    | CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/23 1.95            | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491571.57    | 0.08%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                             | CNH INDUSTRIAL NV SR UNSECURED 08/23 4.5                  | CUSIP: 12594KAA0<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2286031.57   | 0.39%             | 2023-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                            | CNO GLOBAL FUNDING SECURED 144A 01/25 1.65                | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185442.89    | 0.03%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                                  | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A         | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $381822.76    | 0.07%             | 2038-11-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM 2021-2400 MORTGAGE TRUST                                                 | COMM MORTGAGE TRUST COMM 2021 2400 A 144A                 | CUSIP: 20048FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2311531.00   | 0.39%             | 2038-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-AGS                                        | COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A      | CUSIP: 20267VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46678 | PA      | $43429.66     | 0.01%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2002-3                                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2002 3 1A1             | CUSIP: 126671RM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       270 | PA      | $268.28       | 0.00%             | 2032-05-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2004-BC5                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5            | CUSIP: 126673PS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651049 | PA      | $643093.08    | 0.11%             | 2034-10-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                                | COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A             | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3161 | PA      | $2988.76      | 0.00%             | 2035-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2022-2A LTD                                                        | CQS US CLO 2022 2, LTD. CQS 2022 2A A1 144A               | CUSIP: 12664BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2493362.50   | 0.43%             | 2031-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA/LONDON BRANCH                                              | CREDIT AGRICOLE LONDON SR UNSECURED REGS 03/24 VAR        | CUSIP: BLJM9JII6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1403688.34   | 0.24%             | 2024-03-22      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK BRANCH                                              | CREDIT SUISSE NEW YORK SR UNSECURED 05/23 1               | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $976941.77    | 0.17%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A                  | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A       | CUSIP: 22540VK43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       999 | PA      | $911.16       | 0.00%             | 2032-03-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/24 VAR        | CUSIP: 225401AH1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $473607.26    | 0.08%             | 2024-06-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CREDIT SUISSE GROUP AG SR UNSECURED REGS 03/24 VAR        | CUSIP: BF3SQ0II5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1207202.88   | 0.21%             | 2024-03-08      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CREDIT SUISSE GROUP AG SR UNSECURED REGS 06/24 VAR        | CUSIP: H3698DBT0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1258000 | PA      | $1191595.87   | 0.20%             | 2024-06-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A        | CUSIP: 12651QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $943145.50    | 0.16%             | 2032-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 2020-RPL6                                        | CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL6 A1 144A       | CUSIP: 12656HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    733514 | PA      | $696618.29    | 0.12%             | 2059-03-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XIV LTD 2016-1A                                          | CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A      | CUSIP: 22615MAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2453285.43   | 0.42%             | 2031-10-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE                                              | CUSIP: 22823QN98<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5892005.50   | 1.01%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTG SEC CORP 2002-HE1                                         | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 HE1 A2           | CUSIP: 22540VUG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1754 | PA      | $1655.42      | 0.00%             | 2032-08-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR15                                       | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1         | CUSIP: 22541QCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2003 | PA      | $1842.90      | 0.00%             | 2033-06-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-INV1 TRUST                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A11 144A      | CUSIP: 12661XBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342465 | PA      | $313791.95    | 0.05%             | 2056-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2021-RPL4                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A       | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793669 | PA      | $728956.82    | 0.12%             | 2060-12-27      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                               | DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55              | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1115890.03   | 0.19%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                      | DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 04/24 VAR       | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996582.77    | 0.17%             | 2024-04-05      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                      | DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 12/23 1.125     | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961058.34    | 0.16%             | 2023-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S SR UNSECURED 144A 01/24 5.375             | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1400000 | PA      | $1388970.60   | 0.24%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S SR UNSECURED 144A 09/23 3.875             | CUSIP: 23636AAP6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $493866.87    | 0.08%             | 2023-09-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S SR UNSECURED REGS 01/24 5.375             | CUSIP: 23636BAT6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1200000 | PA      | $1190546.23   | 0.20%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S SR UNSECURED REGS 09/23 VAR               | CUSIP: 23636BAP4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    850000 | PA      | $850187.77    | 0.15%             | 2023-09-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2021-2                                           | DELL EQUIPMENT FINANCE TRUST DEFT 2021 2 A3 144A          | CUSIP: 24702VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1916825.00   | 0.33%             | 2026-12-22      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                             | DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45           | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2774074.90   | 0.47%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 02/23 3.95                  | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $797287.98    | 0.14%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 02/23 VAR                   | CUSIP: 251526BS7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $800227.52    | 0.14%             | 2023-02-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 05/24 0.898                 | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $467786.12    | 0.08%             | 2024-05-28      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 05/24 3.7                   | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $388919.97    | 0.07%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 09/24 VAR                   | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    740000 | PA      | $714912.60    | 0.12%             | 2024-09-18      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 11/23 0.962                 | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $577475.57    | 0.10%             | 2023-11-08      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SR UNSECURED 11/23 VAR                   | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2980617.06   | 0.51%             | 2023-11-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/SYDNEY BRANCH                                                | DEUTSCHE BANK AG SYDNEY SR UNSECURED 01/23 VAR            | CUSIP: BYZHKNII9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $340330.95    | 0.06%             | 2023-01-30      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                  | DNB BANK ASA SR UNSECURED 144A 03/25 2.968                | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $193006.02    | 0.03%             | 2025-03-28      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION RESOURCES                                        | CUSIP: 2574P1P14<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6671373.71   | 1.14%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP                                          | CUSIP: 26244JN96<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1797714.50   | 0.31%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP                                          | CUSIP: 26244JNH8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3192588.80   | 0.55%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                                         | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A         | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374629 | PA      | $356526.80    | 0.06%             | 2068-02-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2019-1A                                         | ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A       | CUSIP: 26829XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335348 | PA      | $328227.81    | 0.06%             | 2069-07-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| EDUCATIONAL SERVICES OF AMERICA INC 2012-2                                    | EDUCATIONAL SERVICES OF AMERIC EDUSA 2012 2 A 144A        | CUSIP: 28137QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24826 | PA      | $24544.32     | 0.00%             | 2039-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| EFS VOLUNTEER LLC 2010-1                                                      | EFS VOLUNTEER LLC EFSV 2010 1 A2 144A                     | CUSIP: 26844VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88837 | PA      | $88452.43     | 0.02%             | 2035-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA                                  | CUSIP: 28504HNL4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   5800000 | PA      | $5784335.19   | 0.99%             | 2023-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVATIONLTD CLO 2014-2                                                       | ELEVATION CLO LTD AWPT 2014 2A A1R 144A                   | CUSIP: 28622QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2436876 | PA      | $2421757.90   | 0.41%             | 2029-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC                                         | ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A         | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675851 | PA      | $591199.76    | 0.10%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (US) INC                                                             | ENBRIDGE (US) INC                                         | CUSIP: 29251VN44<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996707.65   | 0.85%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                                      | ENEL FINANCE AMERICA                                      | CUSIP: 29279HNC5<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798641.06    | 0.14%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65         | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $765953.90    | 0.13%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 6.8          | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $513953.42    | 0.09%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR REGS 09/24 2.65         | CUSIP: N30707AM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $311168.77    | 0.05%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.25         | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $775318.42    | 0.13%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                       | ENI SPA SR UNSECURED 144A 09/23 4                         | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1183547.04   | 0.20%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                       | ENI SPA SR UNSECURED REGS 09/23 4                         | CUSIP: T3666JJQ0<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197257.84    | 0.03%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2022-3                                         | ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A         | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1369556.86   | 0.23%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FUNDING LLC 2022-4                                           | ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A         | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1809467.28   | 0.31%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| EUROHOME UK MORTGAGES 2007-1 A                                                | EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS              | CUSIP: B1VBS4II2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     54827 | PA      | $63242.31     | 0.01%             | 2044-06-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN LOAN CONDUIT 36A                                                     | EUROPEAN LOAN CONDUIT EURO 36A A1 144A                    | CUSIP: ACI1G9KP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    977908 | PA      | $1001285.37   | 0.17%             | 2030-02-17      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                          | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A           | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440481 | PA      | $2373794.91   | 0.41%             | 2038-07-15      | Floating      | 5.40%                 | 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        |       682 | PA      | $679.95       | 0.00%             | 2034-03-25      | Floating      | 4.51%                 | 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        |       276 | PA      | $267.76       | 0.00%             | 2034-08-25      | Floating      | 4.54%                 | 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        |      1900 | PA      | $1867.14      | 0.00%             | 2036-12-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-109                                                           | FANNIE MAE FNR 2007 109 GF                                | CUSIP: 31396X2G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16040 | PA      | $15898.03     | 0.00%             | 2037-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-7                                                      | FANNIE MAE FNR 2007 7 FJ                                  | CUSIP: 31396PSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19473 | PA      | $18975.11     | 0.00%             | 2037-02-25      | Floating      | 4.59%                 | 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        |      2000 | PA      | $1968.25      | 0.00%             | 2042-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                                 | FEDERAL HOME LOAN BANK BONDS 02/27 1.115                  | CUSIP: 3130ALGL2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4300000 | PA      | $3757181.55   | 0.64%             | 2027-02-26      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                                 | FEDERAL HOME LOAN BANK BONDS 11/24 5.4                    | CUSIP: 3130ATVT1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   8900000 | PA      | $8904197.24   | 1.52%             | 2024-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)                          | FREDDIE MAC NOTES 12/24 5.4                               | CUSIP: 3134GYAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4999665.50   | 0.85%             | 2024-12-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL SD8006 FR 08/49 FIXED 4                 | CUSIP: 3132DV3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18419 | PA      | $17527.98     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | 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        |     26554 | PA      | $26678.76     | 0.00%             | 2045-02-25      | Floating      | 2.89%                 | 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        |      8909 | PA      | $8928.95      | 0.00%             | 2044-07-25      | Floating      | 3.45%                 | 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        |     24849 | PA      | $24759.86     | 0.00%             | 2044-10-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| FINANCE AMERICA MTGE LOAN TRUST 2004-2                                        | FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1              | CUSIP: 317350BD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159684 | PA      | $147549.65    | 0.03%             | 2034-08-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FINSBURY SQUARE 19-3                                                          | FINSBURY SQUARE FSQ 2019 3 A REGS                         | CUSIP: ACI1G06J8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    237271 | PA      | $286784.31    | 0.05%             | 2069-12-16      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FINSBURY SQUARE 2020-2A                                                       | FINSBURY SQUARE FSQ 2020 2A A 144A                        | CUSIP: ACI1N87B9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    131146 | PA      | $158235.49    | 0.03%             | 2070-06-16      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FINSBURY SQUARE 21-1GRA                                                       | FINSBURY SQUARE FSQ 2021 1GRA AGRN 144A                   | CUSIP: ACI1YK6T2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    174038 | PA      | $204259.41    | 0.03%             | 2067-12-16      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                                                     | FIRST ABU DHABI BANK PJS SR UNSECURED 02/25 VAR           | CUSIP: ACI1K0ZT9<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $675862.10    | 0.12%             | 2025-02-18      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2 TRUST                                                | FIRSTKEY HOMES TRUST FKH 2020 SFR2 A 144A                 | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878875 | PA      | $1666347.71   | 0.28%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | FISERV INC                                                | CUSIP: 33774LN95<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2097317.84   | 0.36%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | FISERV INC                                                | CUSIP: 33774LP10<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3982766.68   | 0.68%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 775852 FN 03/44 FLOATING VAR                    | CUSIP: 31404Q5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5261 | PA      | $5007.56      | 0.00%             | 2044-03-01      | Floating      | 3.25%                 | 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        |       855 | PA      | $814.00       | 0.00%             | 2044-07-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                   | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     10930 | PA      | $104772.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |      4662 | PA      | $45297.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST 2021-AA                                        | FORD AUTO SECURITIZATION TRUST FASTR 2021 AA A2 144A      | CUSIP: 345213JH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1634353 | PA      | $1172581.85   | 0.20%             | 2025-10-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2022-AA ASSET-BACKED NOTES           | FORD AUTO SECURITIZATION TRUST FASTR 2022 AA A1 144A      | CUSIP: 345214AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1245189 | PA      | $917862.78    | 0.16%             | 2024-10-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2022-C                                           | FORD CREDIT AUTO OWNER TRUST FORDO 2022 C A2B             | CUSIP: 34535AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501953.00   | 0.26%             | 2025-04-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2022-D                                           | FORD CREDIT AUTO OWNER TRUST FORDO 2022 D A2B             | CUSIP: 345295AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002894.20   | 0.17%             | 2025-08-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3411                                                              | FREDDIE MAC FHR 3411 FL                                   | CUSIP: 31397RFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10978 | PA      | $10926.60     | 0.00%             | 2038-02-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3927                                                              | FREDDIE MAC FHR 3927 FH                                   | CUSIP: 3137AFEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6951 | PA      | $6801.19      | 0.00%             | 2041-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4948                                                       | FREDDIE MAC FHR 4948 E                                    | CUSIP: 3137FQZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179245 | PA      | $159788.80    | 0.03%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2015-SC02                             | FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC02 1A          | CUSIP: 3137G1AK3<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |    298590 | PA      | $276655.37    | 0.05%             | 2045-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-A                                                | FREMONT HOME LOAN TRUST FHLT 2005 A M3                    | CUSIP: 35729PHN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141886 | PA      | $136843.17    | 0.02%             | 2035-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65               | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361312.45    | 0.06%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625          | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355601.19    | 0.06%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR            | CUSIP: 36143L2E4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194335.83    | 0.03%             | 2024-09-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SR SECURED 144A 12/23 1.25        | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2399608.33   | 0.41%             | 2023-12-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO IX LTD 2018-1A                                                   | GALLATIN FUNDING LTD GALL 2018 1A A 144A                  | CUSIP: 36361WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    602223 | PA      | $597344.50    | 0.10%             | 2028-01-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                            | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A       | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $884475.00    | 0.15%             | 2031-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                                          | GCAT GCAT 2021 NQM3 A1 144A                               | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881855 | PA      | $705623.53    | 0.12%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 TRUST                                                           | GCAT GCAT 2022 HX1 A1 144A                                | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996390 | PA      | $890692.93    | 0.15%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GCT COMMERCIAL MORTGAGE TRUST 2021-GCT                                        | GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A         | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $372003.44    | 0.06%             | 2038-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GEMGARTO 2021-1 PLC 21 -1A                                                    | GEMGARTO GMG 2021 1A A 144A                               | CUSIP: ACI1VNV95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    606037 | PA      | $720693.57    | 0.12%             | 2067-12-16      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                          | GENERAL MOTORS FINL CO COMPANY GUAR 04/24 3.95            | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686557.46    | 0.12%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                          | GENERAL MOTORS FINL CO SR UNSECURED 01/24 5.1             | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096095.59   | 0.19%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                          | GENERAL MOTORS FINL CO SR UNSECURED 03/24 1.05            | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380022.46    | 0.06%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                          | GENERAL MOTORS FINL CO SR UNSECURED 08/23 1.7             | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3909228.08   | 0.67%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                          | GENERAL MOTORS FINL CO SR UNSECURED 11/23 VAR             | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1496134.28   | 0.26%             | 2023-11-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GLG EURO CLO III DAC A                                                        | MAN GLG EURO CLO GLGE 3A AR 144A                          | CUSIP: ACI1VVSK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    281616 | PA      | $294490.11    | 0.05%             | 2030-10-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3                                  | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 3 A2B           | CUSIP: 380130AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3501190.00   | 0.60%             | 2024-10-21      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3                     | GM FINANCIAL SECURITIZED TERM GMCAR 2022 3 A2B            | CUSIP: 36265WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002710.00   | 0.34%             | 2025-09-16      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II POOL 080579 G2 02/32 FLOATING VAR                 | CUSIP: 36225CUD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1667 | PA      | $1634.71      | 0.00%             | 2032-02-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II POOL 785540 G2 05/71 FLOATING VAR                 | CUSIP: 3622ABBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    362550 | PA      | $372637.34    | 0.06%             | 2071-05-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 2.5 JUMBOS                              | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $433413.41    | 0.07%             | 2053-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 VAR            | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499817.26    | 0.09%             | 2024-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 05/23 VAR            | CUSIP: ACI12QWV0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1362444.43   | 0.23%             | 2023-05-16      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR            | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958310.05    | 0.16%             | 2024-10-21      | Floating      | 0.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR            | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481665.23    | 0.08%             | 2026-12-09      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED REGS 05/24 VAR       | CUSIP: ACI0V08J1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $341463.43    | 0.06%             | 2024-05-02      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02                             | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH            | CUSIP: 38376RPV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    477293 | PA      | $471000.20    | 0.08%             | 2066-01-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04                             | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB            | CUSIP: 38376RRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217853 | PA      | $214639.14    | 0.04%             | 2066-01-20      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24                             | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F             | CUSIP: 38376RJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325662 | PA      | $322095.05    | 0.05%             | 2066-11-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17                              | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU             | CUSIP: 38382CP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64233 | PA      | $56028.85     | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21                              | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC             | CUSIP: 38382DMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59584 | PA      | $53836.95     | 0.01%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-122                             | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 122 FA            | CUSIP: 38382WCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4429018 | PA      | $3820131.93   | 0.65%             | 2051-07-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97                              | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA             | CUSIP: 38382VER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3836395 | PA      | $3299223.13   | 0.56%             | 2051-06-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-98                              | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 98 FM             | CUSIP: 38382TD35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2139932 | PA      | $1788077.93   | 0.31%             | 2051-06-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR1                                           | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2           | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8626 | PA      | $7877.14      | 0.00%             | 2045-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2                               | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A      | CUSIP: 39809LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    348486 | PA      | $343212.97    | 0.06%             | 2037-09-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II 2022-GTWY                                      | GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A        | CUSIP: 36266DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2825539.92   | 0.48%             | 2039-08-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC18 2014-GC18                              | GS MORTGAGE SECURITIES TRUST GSMS 2014 GC18 AAB           | CUSIP: 36252RAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93551 | PA      | $92609.04     | 0.02%             | 2047-01-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                                  | GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A      | CUSIP: 36262JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787952 | PA      | $720191.57    | 0.12%             | 2052-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1                                 | GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A     | CUSIP: 36263KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265068 | PA      | $242302.06    | 0.04%             | 2051-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1                                 | GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A     | CUSIP: 36261WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1777249 | PA      | $1615464.93   | 0.28%             | 2060-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                        | GSK CONSUMER HEALTHCARE COMPANY GUAR 03/24 3.024          | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679712.90    | 0.12%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                              | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1                  | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1953 | PA      | $1834.58      | 0.00%             | 2035-09-25      | Floating      | 3.77%                 | 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        |     10009 | PA      | $8912.95      | 0.00%             | 2035-05-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                        | HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/23 3.35     | CUSIP: 41283LAS4<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997728.63    | 0.17%             | 2023-02-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/24 5                              | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2076998.27   | 0.35%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERA COMMERCIAL MORTGAGE 2021-FL1                                             | HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A         | CUSIP: 42704RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $193700.83    | 0.03%             | 2038-02-18      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC 2022-3A                                           | HERTZ VEHICLE FINANCING LLC HERTZ 2022 3A A 144A          | CUSIP: 42806MAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $292632.21    | 0.05%             | 2025-03-25      | Fixed         | 3.37%                 | 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        |        12 | PA      | $10.76        | 0.00%             | 2033-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2                                    | HOMEWARD OPPORTUNITIES FUND I HOF 2020 2 A1 144A          | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8889 | PA      | $8840.59      | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| HOSPITALITY MORTGAGE TRUST 2019-HIT                                           | HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A           | CUSIP: 40443RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306273 | PA      | $298875.19    | 0.05%             | 2036-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                 | HSBC BANK PLC SR UNSECURED 09/24 VAR                      | CUSIP: ACI159QR1<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $973417.00    | 0.17%             | 2024-09-28      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 03/25 VAR                  | CUSIP: 404280CA5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1487392.94   | 0.25%             | 2025-03-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 03/26 VAR                  | CUSIP: 404280DB2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296358.24    | 0.05%             | 2026-03-10      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR                  | CUSIP: 404280BR9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $896679.12    | 0.15%             | 2024-05-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR                  | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1280330.30   | 0.22%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED REGS 02/24 VAR             | CUSIP: ACI0YTRJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $2108845.82   | 0.36%             | 2024-02-16      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                      | HYATT HOTELS CORP SR UNSECURED 10/23 1.3                  | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1264052.31   | 0.22%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C                                | HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 C A2B 144A      | CUSIP: 448978AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501206.30   | 0.26%             | 2025-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8       | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951700.96    | 0.16%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/23 0.8       | CUSIP: 44891ABU0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988445.35    | 0.17%             | 2023-04-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/24 0.875     | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1959836.80   | 0.33%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25      | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484723.07    | 0.08%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 04/23 5.75      | CUSIP: 44891CBJ1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000727.92   | 0.17%             | 2023-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                    | IBERDROLA INTL BV COMPANY GUAR 03/25 5.81                 | CUSIP: 81013TAC5<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202885.92    | 0.03%             | 2025-03-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                                          | IMPAC CMB TRUST IMM 2004 10 1A1                           | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69732 | PA      | $63294.85     | 0.01%             | 2035-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2487107.32   | 0.42%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV SR UNSECURED 03/26 VAR                       | CUSIP: 456837BD4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1394304.03   | 0.24%             | 2026-03-28      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV SR UNSECURED 04/27 VAR                       | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $675931.79    | 0.12%             | 2027-04-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV SR UNSECURED 10/23 4.1                       | CUSIP: 456837AK9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3700000 | PA      | $3671113.66   | 0.63%             | 2023-10-02      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY MORTGAGE TRUST                                               | INTOWN 2022 STAY TOWN 2022 STAY A 144A                    | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1095545.88   | 0.19%             | 2039-08-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                               | ISRAEL ELECTRIC CORP LTD SR SECURED 144A 06/23 6.875      | CUSIP: 46507MAE2<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    500000 | PA      | $503123.00    | 0.09%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                               | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5     | CUSIP: 465077AK1<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    600000 | PA      | $594969.00    | 0.10%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                               | ISRAEL ELECTRIC CORP LTD SR SECURED REGS 06/23 6.875      | CUSIP: 46507NAE0<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    800000 | PA      | $804996.80    | 0.14%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | ISRAEL FIXED BOND BONDS 11/23 1.5                         | CUSIP: ACI164743<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $83865.90     | 0.01%             | 2023-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | ISRAEL MAKAM BILL BILLS 03/23 0.00000                     | CUSIP: ACI240MX0<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | MUN               | IL        |   1300000 | PA      | $367660.09    | 0.06%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH               | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A      | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484543 | PA      | $443093.20    | 0.08%             | 2035-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A     | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265114 | PA      | $252536.46    | 0.04%             | 2031-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                          | JACKSON NATL LIFE GLOBAL SECURED 144A 06/24 VAR           | CUSIP: 46849CJL6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200909.26   | 0.38%             | 2024-06-28      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                                  | JDE PEET S NV COMPANY GUAR 144A 09/24 0.8                 | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2376347.77   | 0.41%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JFIN CLO LTD 2017-2A                                                          | APEX CREDIT CLO LLC JFIN 2017 2A AR 144A                  | CUSIP: 46593CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2057080 | PA      | $2023857.95   | 0.35%             | 2029-09-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 03/24 VAR                | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997182.95    | 0.17%             | 2024-03-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/24 VAR                | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993537.67    | 0.17%             | 2024-04-23      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR                | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495649.62    | 0.08%             | 2026-04-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR                | CUSIP: 46647PAW6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402306.71   | 0.24%             | 2024-07-23      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                                            | JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A          | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103222 | PA      | $89828.53     | 0.02%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-12                                              | JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A11 144A           | CUSIP: 46592WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254263 | PA      | $232365.42    | 0.04%             | 2052-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                  | 7 ELEVEN INC SR UNSECURED 144A 02/23 0.625                | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1542120.99   | 0.26%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                  | 7 ELEVEN INC SR UNSECURED 144A 02/24 0.8                  | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3236953.58   | 0.55%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| KINBANE 2022-RPL 1 DAC  22-RPL1A                                              | KINBANE DAC KINBN 2022 RPL1A A 144A                       | CUSIP: ACI278GW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    829863 | PA      | $848115.44    | 0.14%             | 2062-09-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| KKR CLO 9 LTD                                                                 | KKR FINANCIAL CLO LTD KKR 9 AR2 144A                      | CUSIP: 48250LAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1113802 | PA      | $1093577.75   | 0.19%             | 2030-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA INC                                                   | KOMATSU FINANCE AMERICA COMPANY GUAR REGS 09/23 0.849     | CUSIP: ACI1R1YP9<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2038638.76   | 0.35%             | 2023-09-09      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER CO LTD                                                   | KOREA SOUTHERN POWER SR UNSECURED 10/24 VAR               | CUSIP: ACI1GD2L9<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |   2800000 | PA      | $1901759.58   | 0.32%             | 2024-10-30      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                                    | LCM LTD PARTNERSHIP LCM 30A AR 144A                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1856923.79   | 0.32%             | 2031-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LCM LP 13A                                                                    | LCM LTD PARTNERSHIP LCM 13A AR3 144A                      | CUSIP: 50184KBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1828622 | PA      | $1808884.35   | 0.31%             | 2027-07-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| LCM XX LP 20A                                                                 | LCM LTD PARTNERSHIP LCM 20A AR 144A                       | CUSIP: 50188WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    567772 | PA      | $565155.85    | 0.10%             | 2027-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LCM XXII LTD 22A                                                              | LCM LTD PARTNERSHIP LCM 22A A1R 144A                      | CUSIP: 50189GAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    827571 | PA      | $821322.96    | 0.14%             | 2028-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                                      | LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875    | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $1079855.28   | 0.18%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3                                          | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A         | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411360 | PA      | $373855.98    | 0.06%             | 2061-07-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS5                                          | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A         | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332096 | PA      | $298940.95    | 0.05%             | 2067-07-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-SL2                                          | LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A          | CUSIP: 52476TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336287 | PA      | $302703.68    | 0.05%             | 2068-10-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                    | LEIDOS INC COMPANY GUAR 05/23 2.95                        | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3472369.64   | 0.59%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY LENDING ABS TRUST 2021-1A                                             | REACH FINANCIAL LLC REACH 2021 1A A 144A                  | CUSIP: 53934QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71058 | PA      | $68629.56     | 0.01%             | 2029-05-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 03/23 VAR           | CUSIP: ACI0XPZ54<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $885011.02    | 0.15%             | 2023-03-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR           | CUSIP: BF4TF2II0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $336324.81    | 0.06%             | 2025-03-07      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE5                                                 | LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A      | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1926928.98   | 0.33%             | 2036-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2005-2                                            | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5            | CUSIP: 542514KV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408048 | PA      | $402316.66    | 0.07%             | 2035-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| LUXE TRUST 2021-TRIP                                                          | LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP A 144A      | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519150 | PA      | $497336.21    | 0.08%             | 2038-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| M360 2021-CRE3 LLC                                                            | M360 2018 CRE1, LTD. M360 2021 CRE3 A 144A                | CUSIP: 55379AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $394068.00    | 0.07%             | 2038-11-22      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/24 3.428    | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388493.76    | 0.07%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/24 VAR      | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697947.63    | 0.12%             | 2024-03-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/25 3.788    | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    600000 | PA      | $573583.83    | 0.10%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-OP1                                                  | ACE SECURITIES CORP. ACE 2004 OP1 M1                      | CUSIP: 004421EW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270867 | PA      | $254237.01    | 0.04%             | 2034-04-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XVIII LTD 2016-18A                                                  | MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A                 | CUSIP: 55953TAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    675330 | PA      | $668004.13    | 0.11%             | 2028-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| MARATHON STATIC CLO 2022-18A LTD                                              | MARATHON STATIC CLO LTD MSTAT 2022 18A A1 144A            | CUSIP: 56586PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3376566.86   | 0.58%             | 2030-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II SERIES 2018-1A                                    | MASTER CREDIT CARD TRUST MCCT 2018 1A A 144A              | CUSIP: 576339BM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    500000 | PA      | $500002.95    | 0.09%             | 2024-07-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-OPT2                                           | MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A1           | CUSIP: 57643LFG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146014 | PA      | $124079.72    | 0.02%             | 2034-09-25      | Floating      | 5.09%                 | 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        |      1614 | PA      | $526.63       | 0.00%             | 2036-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC3                                        | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1          | CUSIP: 585525EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       773 | PA      | $723.98       | 0.00%             | 2030-12-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                                   | MERCEDES BENZ AUTO RECEIVABLES MBART 2022 1 A2            | CUSIP: 58768PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1502694.15   | 0.26%             | 2025-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL5 LTD                                                              | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A        | CUSIP: 55282XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    988354 | PA      | $964707.87    | 0.16%             | 2036-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                                           | MFRA TRUST MFRA 2020 NQM2 A1 144A                         | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400415 | PA      | $360964.47    | 0.06%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                             | MICROCHIP TECHNOLOGY INC SR UNSECURED 06/23 4.333         | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493845.62   | 0.26%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                             | MICROCHIP TECHNOLOGY INC SR UNSECURED 09/24 0.983         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $741264.14    | 0.13%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO II 2013-2A                                                | MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A                 | CUSIP: 59863KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1843958 | PA      | $1822669.56   | 0.31%             | 2030-01-29      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO VIII 2018-8A                                              | MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A                 | CUSIP: 59801MAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $884777.23    | 0.15%             | 2031-02-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-2                                          | MILL CITY MORTGAGE TRUST MCMLT 2017 2 A1 144A             | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58913 | PA      | $58056.02     | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2                                        | MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A           | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434921 | PA      | $408658.47    | 0.07%             | 2059-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1                                       | MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A          | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748816 | PA      | $695023.91    | 0.12%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL INC                                                     | MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/23 3.96        | CUSIP: 60682LAC6<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |   5200000 | PA      | $5141812.00   | 0.88%             | 2023-09-19      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 VAR             | CUSIP: 606822CJ1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1305100.03   | 0.22%             | 2025-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/24 VAR             | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $965395.70    | 0.16%             | 2024-09-15      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR             | CUSIP: 606822CP7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3500661.40   | 0.60%             | 2025-09-12      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                                | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/25 VAR             | CUSIP: ACI23JLB9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $270299.78    | 0.05%             | 2025-02-21      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                                | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 08/24 VAR             | CUSIP: ACI1DNC13<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $340319.44    | 0.06%             | 2024-08-07      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 05/24 VAR             | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1094102.74   | 0.19%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 07/24 VAR             | CUSIP: 60687YBG3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1700000 | PA      | $1696259.78   | 0.29%             | 2024-07-10      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR             | CUSIP: 60687YAS8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $984193.44    | 0.17%             | 2024-09-11      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2022-B                                             | MMAF EQUIPMENT FINANCE LLC MMAF 2022 B A2 144A            | CUSIP: 606940AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2104073.58   | 0.36%             | 2025-09-09      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                    | MONDELEZ INTL INC                                         | CUSIP: 60920WN48<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499052.50   | 0.26%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 04/24 VAR                     | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497360.49    | 0.08%             | 2024-04-24      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 05/24 VAR                     | CUSIP: 61744YAG3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901675.86    | 0.15%             | 2024-05-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-HE4                                         | MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1               | CUSIP: 61746RGK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284615 | PA      | $272127.00    | 0.05%             | 2034-05-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND                                      | MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A       | CUSIP: 61691XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $765411.36    | 0.13%             | 2036-05-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A        | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348503 | PA      | $318584.93    | 0.05%             | 2051-09-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST 2005-1                                                       | MORTGAGEIT TRUST MHL 2005 1 1A1                           | CUSIP: 61913PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48458 | PA      | $46486.58     | 0.01%             | 2035-02-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LLC 2017-1A                                                 | MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A                    | CUSIP: 62432HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    747345 | PA      | $739381.28    | 0.13%             | 2029-10-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MP CLO VII LTD 2015-1A                                                        | MP CLO VII, LTD MP7 2015 1A AR3 144A                      | CUSIP: 55320RAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1847750 | PA      | $1824652.64   | 0.31%             | 2028-10-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                   | NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 03/24 VAR       | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $994589.63    | 0.17%             | 2024-03-08      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                   | NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 08/24 VAR       | CUSIP: 63861VAC1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $987149.32    | 0.17%             | 2024-08-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI                         | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI A 144A       | CUSIP: 63875JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2531768.46   | 0.43%             | 2035-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC SR UNSECURED 06/24 VAR                  | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $800308.18    | 0.14%             | 2024-06-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA                             | NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A           | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    978476 | PA      | $880280.48    | 0.15%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA                             | NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A           | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1138794 | PA      | $1025390.79   | 0.18%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA                             | NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A           | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261780 | PA      | $232314.41    | 0.04%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                             | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A           | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    764245 | PA      | $686456.08    | 0.12%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-AA                                            | NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2A 144A         | CUSIP: 63939EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14510 | PA      | $14373.34     | 0.00%             | 2028-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                            | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A         | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1483879 | PA      | $1444564.38   | 0.25%             | 2069-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2012-4A                                             | NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A             | CUSIP: 64033AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205145 | PA      | $1171540.66   | 0.20%             | 2038-09-27      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-2                                              | NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A             | CUSIP: 64034NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278554 | PA      | $275936.87    | 0.05%             | 2067-06-27      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-3A                                             | NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A             | CUSIP: 64031DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680908 | PA      | $669921.51    | 0.11%             | 2067-08-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 4.5           | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $695598.69    | 0.12%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/23 1.15          | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4100000 | PA      | $3946267.79   | 0.67%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65          | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1384609.04   | 0.24%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                             | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A             | CUSIP: 647622AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $951829.20    | 0.16%             | 2032-04-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A        | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156045 | PA      | $146629.46    | 0.03%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A      | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58908 | PA      | $55784.54     | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A      | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1521506 | PA      | $1420813.12   | 0.24%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 NQM1 A1 144A      | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925652 | PA      | $829053.89    | 0.14%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A      | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400980 | PA      | $1283500.17   | 0.22%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A      | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374498 | PA      | $325548.73    | 0.06%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2021-SP1                                              | NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A             | CUSIP: 62955RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735972 | PA      | $663298.20    | 0.11%             | 2061-08-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                           | NEXTERA ENERGY CAPITAL SR UNSECURED 03/24 VAR             | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3182825.22   | 0.54%             | 2024-03-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                           | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/23 3.45      | CUSIP: 654740BH1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497883.12    | 0.09%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                           | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/24 VAR       | CUSIP: 654740BR9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590564.08    | 0.10%             | 2024-03-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                           | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/23 3.875     | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490892.45    | 0.08%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                           | NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043             | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2940146.46   | 0.50%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                           | NISSAN MOTOR CO SR UNSECURED REGS 09/23 3.043             | CUSIP: J57160DW0<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $490024.41    | 0.08%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648              | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1700900.60   | 0.29%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329              | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $613759.57    | 0.10%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851              | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4700000 | PA      | $4288174.39   | 0.73%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                               | NORDEA BANK ABP SR UNSECURED 144A 06/25 VAR               | CUSIP: 65558RAB5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $596931.75    | 0.10%             | 2025-06-06      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                               | NORDEA BANK ABP SR UNSECURED 144A 08/23 VAR               | CUSIP: 65557CAZ6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1000000 | PA      | $1001278.62   | 0.17%             | 2023-08-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NORTHSTAR EDUCATION FINANCE INC 2012-1                                        | NORTHSTAR EDUCATION FINANCE I NEF 2012 1 A 144A           | CUSIP: 66705EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11570 | PA      | $11496.77     | 0.00%             | 2031-12-26      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2005-4                                              | NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1                  | CUSIP: 66987WDE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146768 | PA      | $144061.78    | 0.02%             | 2036-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                         | AIR LEASE CORP SR UNSECURED 01/23 2.25                    | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399624.68    | 0.07%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                         | AIR LEASE CORP SR UNSECURED 01/23 2.75                    | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699185.78    | 0.12%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                        | NXP BV/NXP FUNDING LLC COMPANY GUAR 03/24 4.875           | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    600000 | PA      | $595684.03    | 0.10%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD SR UNSECURED 04/23 5                        | CUSIP: 00928QAP6<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2800000 | PA      | $2795750.33   | 0.48%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD SR UNSECURED 09/23 4.4                      | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $297098.51    | 0.05%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                       | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A        | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1455064.16   | 0.25%             | 2038-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                               | OGE ENERGY CORP SR UNSECURED 05/23 0.703                  | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687702.10    | 0.12%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 02/23 2.625                      | CUSIP: 68389XBR5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4984644.45   | 0.85%             | 2023-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/24 3.75            | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391910.52    | 0.07%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4             | CUSIP: 694308HK6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288063.23    | 0.05%             | 2024-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7             | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1742686.47   | 0.30%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 3.85            | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98605.22     | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE PTY LTD                                              | PACIFIC NATIONAL FINANCE COMPANY GUAR REGS 04/23 6        | CUSIP: Q0560UAD9<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199918.74    | 0.03%             | 2023-04-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A                          | PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A       | CUSIP: ACI1ZMCH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1024212 | PA      | $1065985.01   | 0.18%             | 2031-04-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES 2022-1                                           | PAWNEE EQUIPMENT RECEIVABLES PWNE 2022 1 A2 144A          | CUSIP: 70410DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992370.30    | 0.17%             | 2028-02-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                 | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/23 4.25     | CUSIP: 709599AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499850.57    | 0.09%             | 2023-01-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                 | PENSKE TRUCK LEASING/PTL SR UNSECURED REGS 08/23 4.125    | CUSIP: U71000AV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $191959.63    | 0.03%             | 2023-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)                       | PERRIGO FINANCE UNLIMITD COMPANY GUAR 12/24 3.9           | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $189272.00    | 0.03%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFP 2022-9 LTD A                                                              | PFP III PFP 2022 9 A 144A                                 | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1600000 | PA      | $1571719.52   | 0.27%             | 2035-08-19      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| PIPER SANDLER COMPANIES                                                       | PIPER SANDLER COS SR UNSECURED 144A 10/23 5.2             | CUSIP: 724078AE0<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693840.00    | 0.12%             | 2023-10-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRET 2021-NPL6 LLC                                                            | PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A     | CUSIP: 69362GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365159 | PA      | $1267699.81   | 0.22%             | 2051-07-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC                              | PRETIUM MORTGAGE CREDIT PRET 2021 NPL1 A1 144A            | CUSIP: 741389AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120591 | PA      | $110419.92    | 0.02%             | 2060-09-27      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| QATAR NATIONAL BANK (QPSC)                                                    | QATAR NATIONAL BANK QPSC UNSECURED TERM LOAN              | CUSIP: 948AFGII4<br>LEI: 549300FFSRVBS0SQXY75 | Long             | LON              | CORP              | QA        |   2000000 | PA      | $1992500.00   | 0.34%             | 2023-11-06      | Floating      | 5.56%                 | No            |                  3 | On Loan: No      |
| QUANTA SERVICES INC                                                           | QUANTA SERVICES INC                                       | CUSIP: 74767HN97<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998635.28    | 0.17%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | QUANTA SERVICES INC                                       | CUSIP: 74767HNB2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998358.00    | 0.17%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | QUANTA SERVICES INC                                       | CUSIP: 74767HND8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898271.70    | 0.15%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND MOTORWAYS (SUN GROUP FINANCE PTY LIMITED)                          | TRANSURBAN QLD FINANCE SR SECURED REGS 12/24 VAR          | CUSIP: ACI0B83Y8<br>LEI: 549300RSN9SFNT54IZ82 | Long             | DBT              | CORP              | AU        |   3800000 | PA      | $2622972.75   | 0.45%             | 2024-12-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)                             | RELX CAPITAL INC COMPANY GUAR 03/23 3.5                   | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2490099.08   | 0.43%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2003-2                                          | RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A              | CUSIP: 759950AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2618 | PA      | $2420.02      | 0.00%             | 2033-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2004-3                                        | RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A           | CUSIP: 759950DY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3787 | PA      | $3235.45      | 0.00%             | 2034-11-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                               | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543    | CUSIP: 75972BAA9<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183500.41    | 0.03%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                               | RENESAS ELECTRONICS CORP SR UNSECURED REGS 11/24 1.543    | CUSIP: J4881VAA5<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $458751.03    | 0.08%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A                                    | RESIDENTIAL MORTGAGE SECURITIE RMS 32A A 144A             | CUSIP: ACI1PKR28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    460370 | PA      | $554541.64    | 0.09%             | 2070-06-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| RESIMAC PREMIER SERIES 2021-1A                                                | RESIMAC RESI 2021 1A A1 144A                              | CUSIP: 76123EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    227542 | PA      | $225737.82    | 0.04%             | 2052-07-10      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                         | REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45             | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979187.31    | 0.17%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                         | REYNOLDS AMERICAN INC COMPANY GUAR 09/23 4.85             | CUSIP: 761713AY2<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399237.34    | 0.07%             | 2023-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RMAC 2018-1 PLC 18-1                                                          | RMAC PLC RMAC 2018 1 A REGS                               | CUSIP: ACI11M5K4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    261122 | PA      | $314111.36    | 0.05%             | 2046-06-12      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL II BV                                                           | SABIC CAPITAL II BV COMPANY GUAR REGS 10/23 4             | CUSIP: ACI15FHJ5<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2180750.00   | 0.37%             | 2023-10-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                  | SABINE PASS LIQUEFACTION SR SECURED 05/24 5.75            | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300234.83    | 0.05%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                           | AMERICAN ELEC PWR INC                                     | CUSIP: 0255E3N46<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1598989.33   | 0.27%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                           | AMERICAN ELEC PWR INC                                     | CUSIP: 0255E3NK0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5286326.00   | 0.90%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2                                 | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 2 A2            | CUSIP: 80286MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300336 | PA      | $299411.51    | 0.05%             | 2026-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 01/24 VAR           | CUSIP: 80281LAH8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $500000.00    | 0.09%             | 2024-01-05      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 03/25 VAR           | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2523865.80   | 0.43%             | 2025-03-15      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 11/24 VAR           | CUSIP: 80281LAJ4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2458827.68   | 0.42%             | 2024-11-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/23 1.25         | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $192692.40    | 0.03%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                               | SBA TOWER TRUST SBAC 2014 2A C 144A                       | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956329.10    | 0.16%             | 2049-10-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2004-1                                                 | SEQUOIA MORTGAGE TRUST SEMT 2004 1 A                      | CUSIP: 81744FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84975 | PA      | $74366.98     | 0.01%             | 2034-02-20      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                        | SES SA COMPANY GUAR 144A 04/23 3.6                        | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $298040.58    | 0.05%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SILVERSTONE MASTER ISSUER PLC 19-1A                                           | SILVERSTONE MASTER ISSUER SMI 2019 1A 2A 144A             | CUSIP: ACI1BCW41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    336000 | PA      | $406935.15    | 0.07%             | 2070-01-21      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                  | SK HYNIX INC SR UNSECURED 144A 01/24 1                    | CUSIP: 78392BAA5<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1300000 | PA      | $1235548.64   | 0.21%             | 2024-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                  | SK HYNIX INC SR UNSECURED REGS 01/24 1                    | CUSIP: Y8085FAZ3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   1100000 | PA      | $1045464.23   | 0.18%             | 2024-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD                                                             | SK TELECOM CO LTD SR UNSECURED REGS 04/23 3.75            | CUSIP: Y4935NAM6<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $996133.73    | 0.17%             | 2023-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SLC STUDENT LOAN TRUST 2007-1                                                 | SLC STUDENT LOAN TRUST SLCLT 2007 1 A4                    | CUSIP: 784424AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338229 | PA      | $327054.67    | 0.06%             | 2029-05-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-8                                                 | SLM STUDENT LOAN TRUST SLMA 2008 8 A4                     | CUSIP: 78445GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96830 | PA      | $96628.29     | 0.02%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-9                                                 | SLM STUDENT LOAN TRUST SLMA 2008 9 A                      | CUSIP: 78445JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329300 | PA      | $326341.54    | 0.06%             | 2023-04-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-2                                                 | SLM STUDENT LOAN TRUST SLMA 2013 2 A                      | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551241 | PA      | $526776.84    | 0.09%             | 2043-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-B                                       | SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2B 144A        | CUSIP: 78449GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42893 | PA      | $42598.41     | 0.01%             | 2032-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                                     | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A      | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390080 | PA      | $346838.93    | 0.06%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                                     | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A      | CUSIP: 78449DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1546063 | PA      | $1497333.45   | 0.26%             | 2054-09-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                                       | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A        | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    338940 | PA      | $297196.72    | 0.05%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C                                       | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A        | CUSIP: 78449CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    914597 | PA      | $915827.72    | 0.16%             | 2050-05-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                     | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 04/24 3.55     | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $967185.21    | 0.17%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | SOCIETE GENERALE SR UNSECURED 144A 01/25 2.625            | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1881809.92   | 0.32%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | SOCIETE GENERALE SR UNSECURED 144A 01/26 VAR              | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1738272.65   | 0.30%             | 2026-01-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | SOCIETE GENERALE SR UNSECURED 144A 03/24 3.875            | CUSIP: 83368RAT9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $488606.66    | 0.08%             | 2024-03-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                           | SOCIETE GENERALE SR UNSECURED 144A 09/23 4.25             | CUSIP: 83368RAL6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1487199.93   | 0.25%             | 2023-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2022-1S TRUST                                      | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2022 1S A 144A        | CUSIP: 83406QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2600669.76   | 0.44%             | 2031-04-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XIV LTD 2016-3A                                               | SOUND POINT CLO LTD SNDPT 2016 3A AR2 144A                | CUSIP: 83609NAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    779619 | PA      | $775628.31    | 0.13%             | 2029-01-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 04/24 VAR                | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695198.90    | 0.12%             | 2024-04-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 06/23 3                  | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484312.13   | 0.25%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                                    | SPRINT LLC COMPANY GUAR 09/23 7.875                       | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203237.20    | 0.03%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                        | STANDARD CHARTERED PLC SR UNSECURED 144A 03/24 VAR        | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $497631.15    | 0.08%             | 2024-03-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                        | STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR        | CUSIP: 853254CK4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $984085.38    | 0.17%             | 2026-03-30      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                       | AMERICAN TOWER TRUSTE I AMTT 13 2A 144A                   | CUSIP: 03027WAJ1<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994479.20    | 0.17%             | 2048-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                 | STELLANTIS NV SR UNSECURED 04/23 5.25                     | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   5900000 | PA      | $5905310.00   | 1.01%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS                                                          | STONEPEAK SALTT 2021 1A AA 144A                           | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252901 | PA      | $225304.91    | 0.04%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STRATTON MORTGAGE FUNDING 21-2A                                               | STRATTON MORTGAGE FUNDING PLC STRA 2021 2A A 144A         | CUSIP: ACI1W61K9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    364649 | PA      | $437095.70    | 0.07%             | 2060-07-20      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSEET MTGE INV INC 2002-AR3                                       | STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1           | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       474 | PA      | $451.73       | 0.00%             | 2032-09-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR2                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1          | CUSIP: 86359LJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12211 | PA      | $10683.58     | 0.00%             | 2045-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1           | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1451 | PA      | $1280.92      | 0.00%             | 2035-07-19      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SR UNSECURED REGS 10/24 VAR      | CUSIP: ACI1G3413<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3900000 | PA      | $2649735.60   | 0.45%             | 2024-10-16      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                            | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/23 0.8      | CUSIP: 86563VAQ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1940553.30   | 0.33%             | 2023-09-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                            | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/24 0.8      | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $462173.58    | 0.08%             | 2024-09-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                                    | SYDNEY AIRPORT FINANCE SR SECURED 144A 03/23 3.9          | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   2800000 | PA      | $2792521.87   | 0.48%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYMPHONY STATIC CLO 2021-1A                                                   | SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A              | CUSIP: 87190TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1066499 | PA      | $1050325.83   | 0.18%             | 2029-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL SR UNSECURED 03/24 4.375              | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589483.90    | 0.10%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RES CORP                                            | CUSIP: 87613LND7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2895141.54   | 0.49%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/24 1.25                    | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1579872.83   | 0.27%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                       | BANK OF NOVA SCOTIA                                       | CUSIP: 06414PBV2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $1978737.08   | 0.34%             | 2023-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST 2021-1A                                                 | THEOREM FUNDING TRUST THRM 2021 1A A 144A                 | CUSIP: 88339VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71560 | PA      | $70418.26     | 0.01%             | 2027-12-15      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 2019-3 CLO LTD                                          | WIND RIVER CLO LTD WINDR 2019 3A AR 144A                  | CUSIP: 97314JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2432936.45   | 0.42%             | 2031-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORPORATION                                                   | THOMSON REUTERS CORP                                      | CUSIP: 88513BNR7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |   5800000 | PA      | $5781221.22   | 0.99%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2021-SL1                                               | TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A              | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    604034 | PA      | $595320.55    | 0.10%             | 2061-11-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 19-A13A                                           | TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A        | CUSIP: ACI1G4F01<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1141856 | PA      | $1365707.89   | 0.23%             | 2045-07-20      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 19-V2A                                            | TOWD POINT MORTGAGE FUNDING TPMF 2019 V2A A 144A          | CUSIP: ACI1GVL46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    375713 | PA      | $452495.72    | 0.08%             | 2054-02-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC                               | TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A        | CUSIP: ACI19VH23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    125860 | PA      | $151263.46    | 0.03%             | 2051-10-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC 19-GR4X                       | TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4X A1 REGS        | CUSIP: ACI19VH80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    335627 | PA      | $403369.24    | 0.07%             | 2051-10-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                              | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A             | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431682 | PA      | $408862.34    | 0.07%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                            | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A           | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387094 | PA      | $383847.33    | 0.07%             | 2058-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                                            | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A          | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271475 | PA      | $268855.35    | 0.05%             | 2059-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                              | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A             | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846452 | PA      | $779767.77    | 0.13%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-2                                              | TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A            | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2552481 | PA      | $2247784.64   | 0.38%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                            | TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A          | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1297890 | PA      | $1193164.15   | 0.20%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD 2015-6A                                             | ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A          | CUSIP: 03328QAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2299861 | PA      | $2268655.33   | 0.39%             | 2030-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA LTD                                                  | TOYOTA FINANCE AUSTRALIA SR UNSECURED 09/24 VAR           | CUSIP: ACI208FP2<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $337292.21    | 0.06%             | 2024-09-09      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD 2019-FL3                                   | TPG REAL ESTATE FINANCE TRTX 2019 FL3 A 144A              | CUSIP: 87276VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    205732 | PA      | $203147.74    | 0.03%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| TULANE UNIVERSITY                                                             | TULANE LA UNIV TULHGR 02/36 FLOATING VAR                  | CUSIP: 899062BQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    355000 | PA      | $328480.51    | 0.06%             | 2036-02-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TWIN BRIDGES 2018-1 PLC 18-1                                                  | TWIN BRIDGES TWIN 2018 1 A REGS                           | CUSIP: ACI13SW37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    430570 | PA      | $519474.61    | 0.09%             | 2050-09-12      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG/SYDNEY BRANCH                                                          | UBS AG AUSTRALIA SR UNSECURED REGS 07/25 VAR              | CUSIP: ACI1PHF10<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1223495.59   | 0.21%             | 2025-07-30      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 05/26 VAR                  | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $4032668.24   | 0.69%             | 2026-05-12      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 03/23 0.00000                               | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    157000 | PA      | $155540.45    | 0.03%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 03/23 0.00000                               | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    146000 | PA      | $145004.10    | 0.02%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                            | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                  | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2437426.38   | 0.42%             | 2032-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2014-17A                                                      | VENTURE CDO LTD VENTR 2014 17A ARR 144A                   | CUSIP: 92329YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1161827 | PA      | $1160037.33   | 0.20%             | 2027-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VENTURE XXIX CLO LTD 2017-29A                                                 | VENTURE CDO LTD VENTR 2017 29A AR 144A                    | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2454449.83   | 0.42%             | 2030-09-07      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVI CLO LTD 2017-26A                                                 | VENTURE CDO LTD VENTR 2017 26A AR 144A                    | CUSIP: 92331MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    676463 | PA      | $668615.25    | 0.11%             | 2029-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD 2017-27A                                                | VENTURE CDO LTD VENTR 2017 27A AR 144A                    | CUSIP: 92331LBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3397610 | PA      | $3319498.35   | 0.57%             | 2030-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD 2017-28A                                               | VENTURE CDO LTD VENTR 2017 28A A2R 144A                   | CUSIP: 92331AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2282000 | PA      | $2234378.47   | 0.38%             | 2030-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR             | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907611.73    | 0.15%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED REGS 02/23 VAR        | CUSIP: ACI0WPDC4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $2526933.87   | 0.43%             | 2023-02-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| AREIT TRUST 2019-CRE3                                                         | AREIT CRE TRUST AREIT 2019 CRE3 A 144A                    | CUSIP: 00217LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46951 | PA      | $46168.47     | 0.01%             | 2036-09-14      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| VICTORIA POWER NETWORKS (FINANCE) PTY LTD                                     | VICTORIA POWER NETWORKS COMPANY GUAR REGS 08/24 VAR       | CUSIP: ACI1ZVN01<br>LEI: 254900YISQHUZHEC9B94 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2023627.04   | 0.35%             | 2024-08-23      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| VMC FINANCE 2021-FL4 LLC                                                      | VMC FINANCE LLC VMC 2021 FL4 A 144A                       | CUSIP: 91835RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990587 | PA      | $929715.21    | 0.16%             | 2036-06-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                    | VMWARE INC SR UNSECURED 08/24 1                           | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465551.69    | 0.08%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 06/25 3.95     | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678043.07    | 0.12%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE7                                                         | AREIT CRE TRUST AREIT 2022 CRE7 A 144A                    | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2779551.60   | 0.47%             | 2039-06-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                                 | VW CR INC                                                 | CUSIP: 91842KNS1<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5181720.70   | 0.88%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                  | WALGREENS BOOTS                                           | CUSIP: 93142XNB3<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5491473.19   | 0.94%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                  | WALGREENS BOOTS                                           | CUSIP: 93142XNJ6<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299254.57    | 0.05%             | 2023-01-18      | None          | 0.00%                 | 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        |      2607 | PA      | $2366.70      | 0.00%             | 2042-11-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR6                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A            | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       307 | PA      | $276.83       | 0.00%             | 2042-06-25      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| ARES L CLO LTD 2018-50A                                                       | ARES CLO LTD ARES 2018 50A AR 144A                        | CUSIP: 04018LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $293494.88    | 0.05%             | 2032-01-15      | Floating      | 5.13%                 | 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        |      6073 | PA      | $5345.29      | 0.00%             | 2046-02-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A           | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6126 | PA      | $5611.71      | 0.00%             | 2046-08-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR              | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2992093.77   | 0.51%             | 2026-04-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12                               | WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 LC12 A4          | CUSIP: 94988QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $396212.20    | 0.07%             | 2046-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-HSDB                               | WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 HSDB A 144A      | CUSIP: 95001EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493444.05    | 0.08%             | 2031-12-13      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)      | INTL BK RECON + DEVELOP SR UNSECURED 02/27 0.85           | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   3700000 | PA      | $3224118.95   | 0.55%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-C                                      | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 C A2            | CUSIP: 98163TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1975079.00   | 0.34%             | 2026-03-16      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | FIXED INC CLEARING CORP.REPO                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   1325000 | PA      | $1325000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CITIGROUP REPO REPO                     5807              | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   5700000 | PA      | $5700000.00   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2005000 | PA      | $-2005975.77  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20230228                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $1086.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKANSAS STUDENT LOAN AUTHORITY 2010-1                                        | ARKANSAS ST STUDENT LOAN AUTH ARSSTD 11/43 FLOATINOID VAR | CUSIP: 041150DJ9<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |     33777 | PA      | $33270.51     | 0.01%             | 2043-11-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                 | AROUNDTOWN SA SR UNSECURED REGS 05/25 4.5                 | CUSIP: ACI12L806<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $128522.97    | 0.02%             | 2025-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20230302                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $12008.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG37 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-335856.49   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG39 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-633769.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20230216                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-181988.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20230216                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-333016.54   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20230216                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-2541.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20231130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $3745.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC                                                  | CUSIP: 0020A3N30<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299848.70    | 0.05%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20230321                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-899.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 05/24 2.85                          | CUSIP: 00206RDW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $358045.28    | 0.06%             | 2024-05-25      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED REGS 09/23 3.45                     | CUSIP: ACI151NH3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $608115.67    | 0.10%             | 2023-09-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED REGS 09/23 VAR                      | CUSIP: BDZ2RNII1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1556528.97   | 0.27%             | 2023-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20230321                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $6393.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING SECURED 144A 01/24 VAR              | CUSIP: 04685A2T7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694113.73    | 0.12%             | 2024-01-08      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM                                        | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A        | CUSIP: 04965KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $676361.70    | 0.12%             | 2035-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20230110                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $24041.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20230110                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-98894.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                       | AUSGRID FINANCE PTY LTD SR SECURED 144A 05/23 3.85        | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   3800000 | PA      | $3781137.64   | 0.65%             | 2023-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                       | AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 3.75        | CUSIP: ACI0YH7C7<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1220000 | PA      | $813625.78    | 0.14%             | 2024-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                       | AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 VAR         | CUSIP: ACI0YHD14<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $746733.85    | 0.13%             | 2024-10-30      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20230110                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-11241.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 05/23 3.875      | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991998.56    | 0.17%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)                                 | PARK AEROSPACE HOLDINGS COMPANY GUAR 144A 03/23 4.5       | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $1197127.56   | 0.20%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/23 5.5      | CUSIP: 05401AAA9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $498722.24    | 0.09%             | 2023-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875    | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1294368.40   | 0.22%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  JUN23 XCME 20230919                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       585 | NC      | $-30175.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  JUN24 XCME 20240917                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -222 | NC      | $148160.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVON FINANCE NO 2 PLC 2A                                                      | AVON FINANCE AVON 2A A 144A                               | CUSIP: ACI1RJQB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1523879 | PA      | $1807472.56   | 0.31%             | 2048-09-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                            | BACARDI MARTINI B V                                       | CUSIP: 05634FNC9<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5790361.39   | 0.99%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO 2018-2 DAC 18-2A                                            | BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A                | CUSIP: ACI1WTQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1251498.47   | 0.21%             | 2032-01-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

**Name of Applicant:** PIMCO Variable Insurance Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer